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Manfredi Maggiore Systems Control Group Dept. of Electrical and Computer Engineering University of Toronto

Manfredi Maggiore Systems Control Group Dept. of Electrical and Computer Engineering University of Toronto Fall 2012

Fall 2012

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Preface

These notes are intended for first-year graduate students in e ngineering. They provide a mathematical introduction to the vast subject of nonlinear control theor y from a dynamical systems perspective. Four main subjects are covered. Chapter 2 introduces the general concept of a dynamical system throug h the notion of the phase flow. It is shown that when the state space of a dynamical system is a finite- dimensional vector space, the phase flow can always be represe nted by a vector field associated to an ordinary differential equation (ODE). The proof of this eq uivalence will take the reader through a journey through existence and uniqueness of solutions of ODEs. Chapter 3 presents the basic language of dynamics allowing one to characterize the steady-state behaviour of nonlinear systems, the qualitative behaviour of solutions near equilibria, and the stability o f closed orbits. Chapter 4 presents Lyapunov’s theory of stability of equilibria and the LaSalle invariance principle. Finally, Chapter 5 provides an introduction to the theory of stabilization of equilibria f or nonlinear control systems. The chapter first presents conditions for existence of stabilizing feedback s, and then focuses on a class of systems, passive systems, presenting results on passivity-based stabilization. In this setting interesting analogies with mechanics are made.

Acknowledgements

The author wishes to thank Mireille Broucke, Lacra Pavel, and Bruce Francis for teaching various editions of this course and providing valuable feedback on these note s. The author is also grateful to the many students who took ECE1647 since 2006 for suggesting improve ments.

Toronto, September 10, 2012

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Contents

Preface

iii

Contents

v

Notation

ix

1 Mathematical Preliminaries

 

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1.1 Functions .

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1

1.2 Euclidean space

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1.3 Vector norms

 

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1.4 Matrix norms

 

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1.5 Quadratic forms

 

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1.6 Topology of R n

 

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1.7 Continuity on R n

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1.8 Limits of functions

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1.9 Differentiability on R n

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1.10 Uniform convergence

 

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2 Dynamical Systems, Flows, and Vector Fields

 

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2.1 Deterministic dynamical systems

 

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2.2 Finite dimensional phase flows and vector fields

 

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2.2.1 Phase flows of finite-dimensional dynamical systems

 

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2.2.2 Vector Fields

 

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2.2.4 Maximal solutions

 

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2.2.5 Continuity and differentiability with respect to time and initial conditions

 

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2.2.6 The (local) phase flow generated by a vector field

 

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3 Introduction to Dynamics

 

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3.1 Equilibria, limit sets, and invariant sets

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3.2 Nagumo’s invariance condition

 

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3.3 The Poincaré-Bendixson Theorem

 

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3.4 Stability of closed orbits

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3.5 Linearization of Nonlinear Systems

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3.5.1 Stable, Centre, and Unstable Subspaces of Linear Time-Invariant Systems

 

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3.5.2 Stable and Unstable Manifolds of Nonlinear Systems

 

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3.5.3 The Hartman-Grobman Theorem

 

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4 Stability Theory

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4.1 Stability of equilibria

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4.2 Lyapunov’s main theorem

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4.3 Domain of attraction and its estimation using Lyapunov functions

 

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4.4 Global asymptotic stability

 

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4.5 LaSalle’s Invariance Principle

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4.6 Stability of LTI systems

 

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4.7 Linearization and exponential stability

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4.8 Converse stability theorems

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5 Introduction to Nonlinear Stabilization

 

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5.1 Regular Feedbacks

 

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5.2 Control-Lyapunov functions

 

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5.3 Artstein-Sontag Theorem

 

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5.4 Brockett’s necessary conditions for continuous stabilizability

 

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5.5 Passive Systems

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5.6 Passivity-Based Stabilization

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5.7 Application to Hamiltonian control systems

 

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5.8 Damping Control

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Bibliography

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ix

Notation

Z

N

Z +

R

R +

R n

R

n

δ ij

a ⇐⇒ b

a =b

diag ( a 1 ,

λ min ( Q )

λ max ( Q )

n × m

I n

( Q ) ij

v , v i

x x p A A p Q

(

x

)

B

¯

n

δ

n

(

(

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)

p

B

x

S

S 1 S 2 S 1 S 2 S 1 S 2

x

S

p

δ

,

a n )

The empty set The set of integers The set of natural numbers, { 1, 2, The set of nonnegative integers, { 0, 1, 2, The set of real numbers The set of nonnegative real numbers

The set of all ordered n -tuples of real numbers The set of all n × m matrices

The index set { 1,

Kronecker delta: δ ij = 1 if i = j , δ ij = 0 if i = j

Statement

Statement A implies statement B Diagonal matrix whose diagonal elements are a 1 , The smallest eigenvalue of the symmetric matrix Q

A is equivalent to statement B

}

}

, n }

, a n

The largest eigenvalue of the symmetric matrix Q The n × n identity matrix The ij -th element of matrix Q

If v is a vector, v i denotes its i -th component The norm of the vector x

3

The

p -norm of the vector x

3

The (induced) norm of the matrix A

4

The induced p -norm of the matrix A

5

The quadratic form Q ( x ) = x Qx

5

Open ball of radius δ centred at p R n

8

Closed ball of radius δ centred at p R n

8

x is an element of the set S

The set S contains the element x Set S 1 is a subset of set S 2 Set S 2 is a subset of set S 1 Intersection of sets S 1 and S 2

x

S

S

¯

S

1 S 2 c

S

sup S

inf S

( x )

f g ( x )

T

f

f

|

()

lim

x

x

0

f ( x )

lim sup

t

t 0

f ( t )

lim inf

t

df

d

L

v

t 0

x 0

f x 0

f ( x )

f ( t )

L

f ϕ( x )

φ( t , x )

φ t ( x )

T

x

0

+

T

x

0

[

0 ]

T

x

T

O

( x 0 )

O

+ ( x 0 ) [O ( x 0 ) ]

L + ( x 0 )

[ L ( x 0 ) ]

Union of sets S 1 and S 2

The complement of the set S

8

The closure of the set S

8

The boundary of the set S

8

The supremum of the set S R

12

The infimum of the set S R

12

The Bouligand tangent cone to at x

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f ( g ( x ))

The restriction of the function f to a set

2

The image of the set under f

2

The limit of f ( x ) as x tends to x 0

12

The upper limit of f ( t ) as t tends to t 0

13

The lower limit of f ( t ) as t tends to t 0

13

The derivative map or differential of the function f at x 0

13

The matrix representation of df x 0

13

If v is a vector and f ( x ) is a differentiable function, this is the directional derivative of f at x in the direction of v .

13

If f ( x ) is a vector field and ϕ( x ) is a C 1 function, this is the

51

Lie derivative of ϕ along f . The state transition function of a dynamical system

22

The t -advance mapping of a dynamical system

22

The domain of definition of the integral curve through x 0

25.

Alternatively, the maximal interval of existence of a soluti on with initial condition x 0

35

The positive [negative] portion of T x 0

25, 35

The union of all sets T x 0

25

The phase curve (orbit) through x 0

25

The positive [negative] semiorbit through x 0

25

The positive [negative] limit set of x 0

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L ogic notation and set notation

Refer to Section 3.1 in the notes by Bruce Francis [ Fra03]. Here we briefly present some sample logic statements and their explanation.

Logic statement

Explanation

( x R)( y R) y < x . For all x R , there exists y R such that y < x . The symbol is the existential quantifier, while is the universal quantifier. After the declaration of the existential quantifier (here, y R ), always append the words “such that”

xi

( c > 0 )( x R) f ( x ) < c .

There exists c > 0 such that for all x R , f ( x ) < c

( x R)( c > 0 ) f ( x ) < c . For all x R , there exists c > 0 such that f ( x ) < c . Compare this statement to the previous one. Changing the order of the existential and universal quantifiers radically changes the meaning of the state- ment: the previous statement means that f is everywhere bounded below c , while this statement simply means that for every x R f ( x ) takes non-infinite values

( x R) x > 0 =f ( x ) <

0

For all x R , x > 0 implies that f ( x ) < 0. Equivalently, for all x R

with x > 0, f ( x ) < 0.

Next we present two definitions of sets and their meaning.

Set definition

{ x R : | x | > 2, e x < 1 }

{ k Z : ( j Z) e k = j }

Explanation

The set of points in R such that | x | > 2 and e x < 1. Here “ :” means “such that” and “,” means “and”

The set of all integers k such that there exists an integer j such that e k = j . Equivalently, the set of all integers whose exponential is also an integer.

xii

1

Chapter 1

1 Chapter 1 Mathematical Preliminaries This chapter provides an overview of the basic mathematical notions needed
1 Chapter 1 Mathematical Preliminaries This chapter provides an overview of the basic mathematical notions needed

Mathematical Preliminaries

This chapter provides an overview of the basic mathematical notions needed in these notes. All defini- tions and theorems are standard; their proof are omitted. Co nsult [ Fra03], [ KF70], [ Roy88], and [ Rud76] for more details.

1.1 Functions

Consider two sets A and B . A function f with domain A and codomain B is a unique assignment, to each element x in A , of an element f ( x ) in B . Thus, three objects are needed to define a function: its domain, its codomain, and the assignment f . The relationship just described between these three objects is denoted by f : A B . There are several ways to specify the assignment f . The two most commonly used are:

(i) Write f ( x ) = expression

(ii) Write x expression.

Thus, to define the function that given a real number computes i ts square value, one may write

or, equivalently,

f : R R , f ( x )= x 2 ,

f : R R , x x 2 .

One can define a function without using a label for it by writing, for instance, “the function R R , x x 2 .” The x y notation is useful when dealing with functions of several variables; use it to concisely define a function of a subset of variables, keeping the rest of the variables as parameters. For example, suppose we want to use f : R 2 R , f ( x , y ) = x + y to define the function g ( x ) obtained by viewing y as a parameter in f . We can do that by writing

g : R R , x f ( x , y ) .

This version: December 7, 2012

2

CHAPTER 1. MATHEMATICAL PRELIMINARIES

If f : A B is a function, and is a subset of A , then f | denotes the restriction of f to , so we have

a new function f | : B .

Definition 1.1. Consider a function f : A B and a subset A . The image of under f is the set f () defined as follows

f ()= { y B : ( x ) f ( x )= y } .

The set f ( A ) is the image of f .

Definition 1.2. The graph of a function f : A B is the set graph ( f ) A × B defined as graph ( f ) : = { ( x , y ) : x A , y = f ( x ) } .

Definition 1.3. A function f : A B is injective (one-to-one) if, given a , b A ,

a = b =f ( a ) = f ( b ) .

A fun