EG4321/EG7040

Nonlinear Control

Dr. Matt Turner

 EG4321/EG7040

[An introduction to]

Nonlinear Control

Dr. Matt Turner

 EG4321/EG7040

[An introduction to]

Nonlinear [System Analysis]
and Control

Dr. Matt Turner

Motivation
What we know:
Nonlinear system stability characteristics much more complex than
those of linear systems
Generally difficult to establish stability of a nonlinear system
Lyapunov (energy) functions may be useful

Aims of Lecture
1. To look at Lyapunovs 2nd Method in more detail
2. To look at abstract Lyapunov functions
3. To chracterise linear system stability using Lyapunov functions
Positivity/Negativity of functions
Definiteness
A function V (x) is said to be
1. Positive definite if

V (x) > 0 x 6= 0 and V (0) = 0

2. Positive semi-definite if

V (x) 0 x

3. Negative definite if

V (x) < 0 x 6= 0 and V (0) = 0

4. Negative semi-definite if

V (x) 0 x

5. Indefinite otherwise
Definiteness - illustrations

Example 1

V (x) = V (x1 , x2 ) = x12 + x22

V (x) > 0 for all x1 , x2 except

x1 = x2 = 0
V (x) is positive definite

Example 2

V (x) = x22

V (x) 0 for all x1 , x2 ,

V (x) = 0 for x2 = 0 and any x1 .
V (x) is positive semi-definite.
Lyapunovs Theorem
Consider
x = f (x) x Rn f (.) : Rn 7 Rn
Let D Rn and let x = 0 be contained in D

Let V (x) be a continuously differentiable function such that

V (x) > 0 x D {0}

V (x) 0 x D

Then x = 0 is stable.
If, in addition,

V (x) < 0 x D {0}

then x = 0 is asymptotically stable

Lyapunovs Theorem - words and pictures
x2
The origin of x = f (x)
is stable if there exists a
continuously differentiable,
positive definite function V (x)
x(0)
with negative semidefinite x1
derivative

x2
The origin of x = f (x) is
asymptotically stable if there ex-
ists a continuously differentiable, x(0)
positive definite function V (x)
with negative definite derivative x1
Lyapunovs Theorem - global results
Global asymptotic is a strong requirement on nonlinear systems
A technical condition has to be added to Lyapunovs theorem
Consider
x = f (x) x Rn f (.) : Rn 7 Rn

Let V (x) be a continuously differentiable function such that

V (x) > 0 x 6= 0
V (x) < 0 x 6= 0

and in addition let

kxk V (x)

Then x = 0 is globally asymptotically stable

Lyapunovs Theorem - global results
Condition kxk V (x) is important
Recall pendulum type example with Lyapunov function

V (, ) = 1 (1 cos()) + 2 2

V (, ) > 0 , 6= 0

V (, ) 0 , 6= 0
X lim||,|| V

[NB: This results makes sense as we know the origin (, ) = (0, 0) is not
a globally attractive equilibrium for the pendulum]
Quadratic Lyapunov Functions
Recall:
Lyapunovs method requires one to choose a positive defi-
nite Lyapunov function (candidate) and then prove that its
derivative is negative (semi) definite.
Huge choice of possible Lyapunov functions
Good starting point so-called quadratic Lyapunov functions:

V (x) = x Px P Rnn

Example
Let x R2 , then P R22 and
  
  P11 P12 x1
V (x) = x1 x2
P21 P22 x2
P11 x12 + (P12 + P21 )x1 x2 + P22 x22

But when is this expression positive definite?

Definite Matrices
Matrix definiteness
A real square matrix, P Rnn is said to be
1. Positive definite (P > 0) if

x Px > 0 x 6= 0

2. Positive semi-definite (P 0) if

x Px 0 x

3. Negative definite (P < 0) if

x Px < 0 x 6= 0

4. Negative semi-definite (P 0) if

x Px 0 x

5. Indefinite otherwise
Notes on definite matrices
Definiteness only defined for square matrices
For a positive definite matrix P Rnn

(i (P)) > 0 (i (P)) = 0 i

For a positive semi-definite matrix P Rnn

(i (P)) 0 (i (P)) = 0 i

Without loss of generality a positive definite matrix may be chosen

symmetric:
    
x1 P11 P12 x1
= P11 x12 + P12 x2 x1 + P21 x1 x2 + P22 x22
x2 P21 P22 x2
| {z }
P
   P12 +P21
 
x1 P11 x1
= P12 +P21
2
x2 2 P22 x2
| {z }
P+P
2
Lyapunov and Linear Systems
Quadratic Lyapunov functions can be used to test stability of linear
systems
Necessary and sufficient conditions

Theorem
Consider
x = Ax x Rn
Then system (origin) is (globally) asymptotically stable if and only if
there exists a P > 0 such that

A P + PA < 0

Equivalently if, for a given Q > 0, it is possible to find a P > 0 such that

A P + PA = Q LYAPUNOV EQUATION

then system is (globally) asymptotically stable

Quadratic Lyapunov functions and nonlinear systems
Quadratic Lyapunov functions are also useful for nonlinear systems
A useful starting point:
x = f (x)
= Ax + g (x)
If A has all negative eigenvalues, there exists a P > 0 satisfying the
Lyapunov equation
A P + PA = Q
Hence with V (x) = x Px
V (x)
V (x) = x
x
= 2x P(Ax + g (x))
= x (A P + PA)x + 2x Pg (x)
= x Qx + 2x Pg (x)
May be possible to then choose Q and P such that
x Qx 2x Pg (x) > 0 x Rn