Proceedings of the 42nd IEEE Conference on Decision and Control Maui, Hanaii USA, December 2003

ThM02-2

Nonlinear Programming and the CBH Formula in Feedback Stabilization of Nonlinear Systems with Drift
Hannah Michalska and Miguel Torres-Torriti Dept. of Electrical & Computer Engineering, AkGill University. 3480 University Street, hIontr6a1, QC, Canada H3A 2A7.
Abstract
This paper presents an approach for the asymptotic stabilization of strongly nonlinear systems that are affine in control and which cannot be stabilized by continuous state feedback. The approach only requires that along trajectories of the closed-loop system a chosen Lyapunov type function.is decreased periodically (as opposed to monotonically) by employing controls which result from an on-line solution of a nonlinear programming satisficing problem stated in terms of expressions derived froin the composition of flows via the Campbell-BakerHausdorff formula. 1 P r o b l e m Definition a n d Assumptions This paper presents an approach to the design of feedback stabilizing controls for systems with drift of the form: m

H3.b. V is positive definite and decrescent, i.e. there exist continuous, strictly increasing functions a(.) : R+ -+ R+ and p(.) : R+ -, R+, with a(0) = p ( 0 ) = 0, such that for all x E R", cr(llzll) 2 V(5) 5 P(llxll)*
The function V is not a Lyapunov function in the usual sense in that it will be allowed to increase instantaneously along the trajectories of the stabilized system. However, in the sequel, the function V will still be referred to as a Lyapunov function.
2 The Stabilizing Feedback

5 = f o ( X ) C f a ( X ) U a%f f"(z) (1) where the state s ( t ) E E U , E R, m < n, and , ' fi, i = 0,1,.. ,m are real analytic vector fields on R". .
The objective is t o construct time-varying feedback controls u Z ( z , t ): R" x R+ -+ R, i = 1,.. . ,m, which globally stabilize system C to the origin. The following hypotheses are assumed to hold with respect to system

c:

Generally, a control Lyapunov function which leads to a smooth feedback control law for system C is not guaranteed t o exist. An alternative approach to the construction of a stabilizing feedback relies on achieving a periodic decrease in an arbitrarily imposed Lyapunov function V , through the action of a time-varying control. Periodic decrease is defined in terms of the condition V(z(t0 nT)) - V(z(t0 (n - 1)T)) < 0, which is required to hold for all n E N and where x ( t ) ,t 2 to, is the trajectory of the closed-loop system and T > 0 is the "period" over which the decrease occurs.

2:

H . The vector fields fo,. . . ,fm : Rn -+ R" are real, 1

analytic, complete, and linearly independent, with fo(0) = 0, and generate a nilpotent Lie algebra of vector fields L ( 3 ) , where 7 !Zf {fo, .. . ,fm}, such that its dimension is d i m L ( 3 ) $f r n 1. H2. Denote by Pm the family of piece-wise constant functions, continuous from the right and defined on Rm. The system C is strongly controllable, i.e. for any T > 0 and any two points ~ 0 , x f R", xf is E reachable from xo by some control U E Pm of C in time not exceeding T .

Let C = ( u ( ~.) . , u ( ~ )and F = (1,. .. , ~ k } . Essen., } tial to the construction of the stabilizing control is the Campbell-Baker-Hausdorff (CBH) formula (see [5, Thm. 3.6.1 and 3.6.2]), which allows to giobally express the composition of exponentials in terms of a single exponential, i.e. for all E E Pm and b Rk: exp(e#(1)) o . . o exp(ekfU(k)) exp(Tf) = (2) where for all x E B(0,R):
r-1

def

def

f@, e,E ) = g o ( s ) +

c,(E, +22(X)

(3)

The method presented here employs an arbitrary . Lyapunov type function V : R" + R+ which is only required to satisfy the following conditions: H3.a. V is twice continuously differentiable with V ( 0 ) = 0. Additionally, there exists a constant C > 0, such that for all x E R", IIVV(z)II 2 cllsll.

'This work was supported by NSERC of C a n a d a under grant OGP-0138352. E-mail: {michalsk, migueltt}Qcim.mcgill .ca

is uniquely defined because'zider assumptions H1 the exponential map is a global diffeomorphism. The vector fields g2,i = 0,. . . ,r - 1 define a basis for L ( 3 ) and satisfyg, = f a f o r i = 0, ... ,m, with ga, i = m + 1 , ... , r - 1 being Lie brackets of the vector fields in F. Moreover, for all 2 E B(0,R ) the vector fields g,(s), i = 0,. . . .r - 1 contain a basis for L , ( 3 ) ! f { ( ) 1 f E L ( 7 ) } , which Z fx by virtue of hypotheses H1 and H2 spans R". The coefficients c, are nonlinear functions in the components of ( E , S ) , whose analytic expressions can be determined from the CBH formula, after collection of terms. The details of the formalism supporting these basic facts can be found in [2].

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For an arbitrary z E B(O,R),the components of (E,E) can be employed to define a piece-wise constant control, E(x,7-) E 7 , follows: as
= where X,"=,E~ T , tl = 0 and t, = t,-1 + ~,--l, i = 2,. . . , k . Since the state of the system C at time T resulting from the application of control U. is given by z(T,z, ti) = k exp(Ezf"(a)) = exp(Tf(z, ii, E)) z, it z is possible to regard z(T, ii) as the solution t o the difz, ferential equation x = f (2, ii, E ) and therefore the stan-

n,=,

dard Lyapunov argument towards establishing the stability of system E, which requires that for all 3: E B(0,R), V ( z ) = ~ ~ f ( z , i = , ~ ) ( Z < 0, gives a n explicit i L~V ) condition for the selection of the parameters in ( i i , F ) and permits for the following formulation of a satisficing problem (SP) with respect to the pair ( U , C ) , where the selection of the constants A I and 77 is specified in [2], and the control horizon T is the same as the one used in Figure 1: Close-loop system trajectories z ( t ) of the stabihypothesis H2: lized system and the function V ( t ) . SP: For given constants q > 0, T > 0 and A3 > 0, 9 4 = [fo,fi]and 95 = [ f i , [fo, fill. Such a basis was conand for a given x E B(0,R) find a feasible pair structed by forming all Lie product combinations accord( G X ) E Pm x Rk, such that for some k < 00: ing to the Hall procedure for free Lie algebras, see [a), L f V b ) 5 -v11~112 (4) and noting that [f2, [fo,fill = [fl, [fo,f2]] and that all IlC(G7 5 hItlz11 * (5) other brackets are zero. def In this example it is sufficient to consider a control sewhere f a n d c(6,F) = [cl(ii,Z) c r - 1 ( i i , E ) J T are de., with IC = 2. The correfined by (3), and k is the number of switches in the con- quence ii = { u ( ~.) . , z L ( ~ ) } sponding composition of flows, (2), employing the CBH trol sequence ii E P m . formula, yields the fo_llowing coefficients ci to the ga, The stabilizing feedback control, Z L ' ( ~ , T ) ,r 2 0: z E i = 0,. . . ,5, defining f as in (3): co(ti,E) = 1, cl(6,E) = B(0,R) for system C is defined as a concatenation of soEkUl(k), C2(%E) = (1/T) EkU2(k), lutions to SP, ii(z(nT), ) , T E [nT, ( n 1)T],computed T C3(fi7F) = ElEZ(W(2) - W(1))/(2T), c4(CL,F) = at discrete instants of time nT, for n E.N U (0):

a t

cp=,
-

E",=,

(6) where z(nT) is the state of the closed-loop system C at

U'(;,

r)

sf ti(z(nT),

T ) for

all r E [nT, ( n

+ 1)T]

WZ(W(2)

% ? ( 1 ) ) / ( 2 T ) ,c 5 ( @ , 4 = E;E2(Ul(l)u2(2)

u2(lp1(1))/(12T)

+ E 1 4 ( U Z ( l ) U 1 ( 2 ) - u 1 ( 2 ) u 2 ( 2 ) ) / ( 1 2 T).

time nT. Under assumptions H1-H3 it is possible t o show that solutions to SP exist and that the following stabilization result is valid; see [2] for details of the proofs which have been omitted here for reason of brevity.

The stabilization results obtained by solving SP with the above coefficients and for a Lyapunov function V ( z )= $11z)12 are shown in Figure 1. The initial condition zo = [0,0,0.2] is a member of the set S gf {z I L f o V ( z )2 0, L f * V ( z )= 0,i = 1,2). It is easily seen that for any z E S, V ( z ) 2 0 independently of the values of the inputs. The time intervals are assumed equal, i.e. 1 = E:! = T/2, and T = 0 . 1 . The values R = 0.2, A = 1 I and C = 500 are considered for the solution of SP.

Theorem 2.1 For adequately chosen constants T,, , Ai and C such that for any T E [O,T,,,] the solutions to SP are bounded for all r E [0,TI and n E NU ( 0 ) as

follows
Ilii(z(nT>, 7-111 5 Cllz(nT)II

References

[l] R. M. Hirschorn. Controllability in nonlinear systems. J. Differential Equations, v. 19, 1975, pp. 46-61. [2] H. hlichalska, XI. Torres-Torriti. An approach to feedback stabilization of nonlinear systems using the CBH for3 Example mula. Internal Report, McGill University, December 2002. [3] R. Palais. Global Formulation of the Lie Theory of Consider the angular velocity stabilization of an unTransformation Groups. Vol. 22, Mem. Amer. Math. Soc., deractuated rigid-body in space with model equations, A M , 1957. . see [2], given by j = fo(z) fl(z)u1 f 2 ( z ) u 2 , where z = [ z i ? z 2 , 2 3 ] , to(.) - . 5 z i Q d / d X 3 , fi(z) = d / a s ~ , [4] S.S. Sastry. Nonlinear Systems: Analysis. Stability and Con.tro1. Springer-Verlag New York, Inc., 1999. and fz(z) = d/dx2. The system is nilpotent of order three. A basis for L(7) can be defined in berms of [5] V. S.Varadarajan. Lie Groups, Lie Algebras, and their Representations. Springer-VerlagNew York, Inc., 1984. . the brackets go = fo, gi = f i , gz = f2. g 3 = [fo,flI.

( 7)

the concatenated control uc(x,) given by (6) renders the r closed-loop system uniformly asymptotically stable.

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Proceedingsof the 42nd IEEE Conference on Decision and Control Maui, Hawaii USA, December 2003

ThM02-3

Gaussian Radial Basis Functions and the Approximation of Input-Output Maps

Irwin W. Sandberg Department of Electrical and Computer Engineering The University of Texas at Austin Austin, Texas 78712, USA
Abstract- Radial basis functions are of interest in connection with a variety of approximation problems in the neural networks area, and in other areas as well. Here we show that the members of some interesting families of shift-varying inputoutput maps, that take a function space into a function space, can be uniformly approximated, over an infinite time or space domain, in a certain special way using gaussian radial basis functions.

I. INTRODUCTION Radial basis functions are of interest in connection with a variety of approximation problems in the neural networks area, and in other areas as well. Much is understood about the properties of these functions (see, for instance, [1][4]). It is known [ 2 ] , for example, that arbitrarily good approximation in L 1 ( R n ) of a general f E L l ( R " ) is possible using uniform smoothing factors and radial basis functions generated in a certain natural way from a single g in &(#In) if and only if g has a nonzero integral. As another example, in [3] it is proved that gaussian radial basis functions can uniformly approximate arbitrarily well any continuous real functional defined on a compact convex subset of IR". In [5] an approximation result involving the concept of locally compact metric spaces is proved concerning gaussian radial basis functions in a general inner product space, and two applications are given. In particular, it is shown that gaussian radial basis functions defined on IRn can in fact uniformly approximate arbitrarily well over all of lRn any continuous real functional f on Rn that meets the condition that lim if(.)[ = 0. Il41" This generalizes the result in [3] because, by the LebesgueUrysohn extension theorem [6, p. 631 (sometimes attributed to Tietze), any continuous real functional defined on a bounded closed subset of En can be extended so that it is defined and continuous on all of l " and meets the above R condition.* The second application concerns the problem

of classifying signals, and related results concerning the structure of reconfigurable classifiers are given in [7]. This paper too is concerned with the capabilities of gaussian radial basis functions and the concept of locally compact metric spaces. Here we show that the members of some interesting families of shift-varyinginput-output maps G, that take a function space into a function space, can be uniformly approximated in a certain special way. More specifically, we consider a setting in which A denotes, for example, the (noncompact) time set [O,ca) or the entire plane R, ' and X2 (we avoid the use of X or X I because they are used differently in the following section) is taken to be a certain subset of an inner-product function space 5'2. Using a result in [7], we show in Section I1 (see Theorem 2 and its corollary) that the elements of important families of G s from X into the set of real-valued functions defined on A can 2 be uniformly approximated arbitrarily well using gaussian radial basis functions, in the sense that given E > 0 there are a positive integer q, real functions c1,. . . ,eg on A, positive numbers PI,. . . ,Bg, and elements 211,. . . ,uq of a certain subset of 5'2 such that
9

'

I(Gz)(a) - CCn(a)exP{-Pk
k=l

12 1

- %1I2N < E ,

aEA

(1) for all z E X,, in which 11. 11 is the norm in S2. Assuming that A = [0,CO), we show also that the coefficients ~ ( a ) can be taken to be given by

belong to A. Results of this kind are of interest in connection with, for example, system identification and adaptive systems3 A key assumption under which (1) holds is that (&)(a) vanishes at infinity uniformly in 2, meaning that for each y > 0 there is a compact subset A, of A for which

1 in which a ] , .. . ,aq are real numbers and a ] ,. . . ,a,

c d a ) = akexP{-Pkla
- an1

'A metric space M is locally compact if for each point x of h there l is an open subset 0, of A4 such that 2 E 0, and the closure of 0, is compact. For example, Rnis locally compact. 2For example, let a continuous fo defined on a bounded closed subset A of R" be given, and let A be contained in an open ball B centered at the origin of R". Then, since the complement C of B with respect to Rn is closed (and thus A U C is closed), by the Lebesgue-Urysohn extension theorem there is a continuous extension f of fo defined on R" such that f ( x ) = 0 , x E 6.

I(Gx)(a)l < Y ( a $ A,,

E X2).

(2)

This condition is often met in situations in which inputs and outputs vanish at infinity. A detailed example, involving systems governed by integral equations, is given in Section
"or material related in a general sense, but with the emphasis on shiftinvariant systems, see for instance, [SI.

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