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:
Lyapunov functions can be used for proving stability of nonlinear
systems
(without requiring solution of the differential equations)
The choice of a Lyapunov function is (in general) not straightforward

Aims of Lecture
1. To look at quadratic Lyapunov functions as initial choices for
Lyapunov functions
2. To look at ways of removing indefinite terms in expressions for
V (x)
Quadratic Lyapunov functions
Given a (symmetric) positive definite matrix, P > 0, a quadratic
Lyapunov function candidate is

V (x) = x Px
Automatically satisfies
1. Positive definiteness:

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

2. Radial unboundedness:

kxk V (x)

Therefore to check global asymptotic stability of the origin of

x = f (x), simply need to verify

V (x)
V (x) = f (x) < 0 x 6= 0
x
The trick is in the choice of V (x)
Quadratic Lyapunov functions - linear systems
Consider the linear system
x = Ax
Then the following statements are equivalent
The system is globally asymptotically stable
The eigenvalues of A have strictly negative real part
There exists a positive definite symmetric matrix P such that

A P + PA < 0

For any (symmetric) Q > 0 there exists a positive definite symmetric

matrix P such that
A P + PA = Q

Implication: for linear systems the Lyapunov function V (x) = x Px

is entirely adequate
Quadratic Lyapunov functions - nonlinear systems
Main difficulty with Lyapunovs method for nonlinear systems is
Choosing an appropriate Lyapunov function
Potentially limitless variety of Lyapunov function candidates
Quadratic Lyapunov functions are not guaranteed to work
However a good starting point....

Many systems permit following

partition V (x) = x Px
x = f (x)
Positive definite
Ax + g (x)
= |{z} Radially unbounded
|{z}
linear nonlinear Only check time-derivative!

If A is stable, quadratic Lyapunov functions useful

Use of quadratic Lyapunov functions - Process
Assume
x = f (x) = Ax + g (x) {i (A)} < 0 i

Implication: can choose a Q > 0 such that

P > 0 A P + PA = Q

Hence, with V (x) = x Px

V (x)
V (x) = f (x)
x

= 2x P(Ax + g (x))
= x (A P + PA)x + 2x Pg (x)
= x Qx + 2x Pg (x)

Thus for V (x) < 0 1. x Pg (x) 0 x 6= 0 Were done!

either: 2. x Pg (x) 0 x = 6 0
...But if x Q x > x Pg (x) x 6= 0 Were happy
Example

Consider the nonlinear system:

x1 = x2
x2 = 2x1 3x2 + x2 | sin x2 |

In this example, clearly

      
x1 0 1 x1 0
= + x2 | sin x2 |
x2 2 3 x2 1
| {z } | {z }
A g (x)

Because A is stable, we know for our choice of Q > 0 there will

exists a positive definite matrix P > 0 such that
A P + PA = Q
With Q = I (identity matrix)
 
5/4 1/4
P=
1/4 1/4
Example
Thus choose V (x) = x Px and evaluate V (x)

V (x) = x (A P + PA)x + 2x Pg (x)

    
x1 P11 P12 0
= x x + 2 x2 | sin x2 |
x2 P12 P22 1
 
  P12
= x12 x22 + 2 x1 x2 x2 | sin x2 |
P22
= x12 x22 + 2x1 P12 x2 | sin x2 | + 2x2 P22 x2 | sin x2 |

Now because P22 > 0 and because | sin x2 | < 1 x2

V (x) x12 x22 + 2x1 P12 x2 | sin x2 | + 2P22 x22

= x12 (1 2P22 )x22 + 2x1 P12 x2 | sin x2 |
Example
Next consider Youngs Inequality
1
2z y kzk2 + ky k2 > 0 z, y Rm

Applying Youngs Inequality to
2 x1 P12 x2 | sin x2 |
| {z } | {z }
z y

yields
1 2 2
2x1 P12 x2 | sin x2 | P x + x22 | sin x2 |2
12 1
1 2 2
P x + x22
12 1
Thus
1 2 2
V (x) x12 (1 2P22 )x22 + P x + x22
12 1
1 2 2
= (1 P )x (1 2P22 )x22
12 1
Example
Bound on our Lyapunov function derivative is a quadratic function
1 2 2
V (1 P12 )x1 (1 2P22 )x22

For this to be negative definite (and thus imply V (x) certainly
negative definite) must have
1
1 P12 > 0 1 2P22 > 0

This translates into two inequalities on
2
> P12 < 1 2P22
In our case P12 = P22 = 1/4 so
1 1
<<
16 2
Because Youngs inequality holds for any we can always choose
appropriately
We have proved global asymptotic stability of the origin
(using a quadratic Lyapunov function)
Another approach - conceptually more difficult
Assume, as before,

x = f (x) = Ax + g (x) {i (A)} < 0 i

Again let P > 0 solve the Lyapunov equation A P + PA = Q and

choose V (x) = x Px

V (x) = x (A P + PA)x + 2x Pg (x)

= x Qx + 2x Pg (x)

Now assume that

x Qx + 2x Pg (x) 1 (x) + (x)

where
1 (x) is positive definite
(x) is indefinite.....but 1 (x)  (x)
To ensure V (x) < 0 we need to knock out the term (x) - how?
Another approach
Assume there exists another positive definite function V2 (x)
(not necessarily radially unbounded)
Assume further that
V2 (x)
f (x) 2 (x) (x)
x
where 2 (x) 0 x
Then, with the augmented Lyapunov function V (x) = V (x) + V2 (x)

V (x) V2
V (x) = f (x) + f (x)
x x
= 1 (x) + (x) 2 (x) (x)
= 1 (x) 2 (x) < 0 x 6= 0
Note that
1. V (x) is positive definite
2. V (x) it radially unbounded because V (x) is radially unbounded