Liapunov Stability

For a given control system ,stability is usually the most important thing to be determined. If the system is linear and time-invariant, many stability criteria are available. For nonlinear system such stability criteria do not apply. Describing function approach for the determination of stability is only approximate. Phase plane method is applicable to only first and second order system. The second method of Liapunov which is also called the direct method of Liapunov is the most general method for the determination of stability of nonlinear system. The method applies to systems of any order. , System. Consider system defined by X =f(x t) ---------(1) where x is a state vector (n dimensional) and f(x,t) is an n dimensional vector whose elements are functions of x1,x2,x3,xn and t. We assume that system has unique solution starting at the given initial condition. Let solution is (t; x0, t0) where x=x0 at t=t0 and t is observed time. Thus,
(t0; x0, t0) = x0

Equilibirium state. In the system of (1) a state xe where f(xe,t)=0 ------(2) for all t Is called an equilibirium state of the system. If the system is linear time invariant if f(x,t)=Ax, then there exists only one equilibirium state if A is non singular, and there exist infinitely many equilibirium states if A is singular. For non linear systems, there may be one or more equilibirium states. These states correspond to the constant solutions of the system. Stability in the sense of Lipunov. Consider the stability analysis of equilibirium states at the origin. Consider spherical region of radius R about an equilibirium state xe such that x - x R , x - x e e is called Euclidean norm and is defined as
x - xe = [(x1 - x1e)
2

+ (x2 - x2e)
0 0 e

+......(xn - xne)
0

]2

( Let S( ) consists of all points such that x - xe and let S ) consists of all F : x , t ) - x fo a t t . (t r ll points such that , Any equilibirium state Xe of the system X =f(x t) is said to be stable in the sense of S ) there is S ) such that trajectories starting in ( ( Liapunov if corresponding to each S ) do not leave S ) as time t increases indefinitely. The real number depends ( ( on and in general also depends on t0. If does not depend on t0, the equilibirium state is said to be uniformaly stable. ( The region S ) must be selected first and for each S( ) , there must be a region S ) in such a way that the trajectories starting within S ) do not leave S ) as ( ( ( time t progress. Stability definition Asymptotic Stability
0

An equilibrium state Xe said to be asymptotically stable if it is stable in the ( sense of the Liapunov and every solution starting within S ) converge without ( leaving S ) to Xe as t increase indefinitely. The asymptotic stability is more important than mere stability. The asymptotic stability is local stability. Hence establishing asymptotic stability does not indicate the proper operation of the system .The size of the largest region of the asymptotic stability is required. This region is called domain of attraction which is part of the state space where asymptotically stable trajectories originate

Stability

Asymptotic stability

Instability

Asymptotic Stability in the Large If the asymptotic stability holds for all states that is all point in the state space,from which trajectories originate, the equilibrium state is said to be asymptotically stable in the large .Alternatively we can say that the system is asymptotically stable in the large if it is asymptotically stable for every initial state regardless of how near or hoe far it is from the origin The equilibrium state Xe of the system is said to be asymptically stable in the large if it is stable and if every solution converge to Xe as t increase indefinitely. The necessary condition for asymptotic stability is to be determine which is normally different .Practically it stability in large is that there must be one equilibrium state in the whole state space Instability An equilibrium state Xe is said to be unstable I for some real number > 0 and any real number > 0 , irrespective of how small it is , there is always a state ( ( x0 in S ) such that the trajectory starting at this states leaves S ) .

Some Important Definition In this section we will consider some important definition which are useful in understanding Liapunovs stability criterion. Positive Definiteness A scalar function F(x) is said to be positive in a particular region which includes the origin of state space if F(x)>0 for all non-zero state x in that region and F(0)=0 Eg. F(x) =x 1 + 2x 2 Negative Definiteness A scalar function F(x) is said to be negative definite if F(x) is positive definite. Eg. F(x)=-x12-(3x1+2x2)2
2 2

Positive Semidefinitenes A scalar function F(x) is said to be positive semidenfinite if it is positive at all state in the particular region except at the origin and at certain other state where it is zero. Eg. F(x)= (x1+x2)2 Negative Semidefinite

A scalar function F(x) is said to be negative semidefinite if -F(x) is positive semidefinite Indefiniteness A scalar function F(x) is said to be indefinite in the particular region if it assumes both positive and negative values irrespective how small the region is Eg. F(x)=(x1+x2)2 Quadratic Form A class of the scalar function which plays important role in the stability analysis based on Liapunovs second method is the quadratic form.
F ) =X T P =[x 1 x 2 (x x 1 P 1 P 1 2 .....x n] . n P 1 P2 1 P2 2 . P2 n . . . . P 1n P 2n . P is real symmetric P nn

Eg.

matrix and x is a real vector. The positive definiteness of the quadratic form V(x) can be determined by Sylvesters criterion, which states that the necessary and sufficient conditions that the quadratic form V(x) be positive definite are that all the successive principal minors of P be positive i.e. P11>0,
P1 P 2 1 1 P1 P 2 2 2 P1 1 P2 1 . P 1 n P1 2 P2 2 . P 2 n >0 ,, . . . . P1n P 2n . Pn n

>0

V ( x ) = x ' Px is positive semidefinite if P is singular and all principal minors are nonnegative. V(x) isn negative definite if V(x) is positive definite. Similarly, V(x) is negative semidefinite if V(x) is positive semidefinite.

Example: Show that the following quadratic form is positive definite 2 2 2 Q( x1 , x 2 ) = 10 x1 + 4 x 2 + x3 + 2 x1 x 2 2 x 2 x3 4 x1 x3 the quadratic form Q(x1,x2) can be written 1 2 x1 10 1 Q ( x1 , x 2 ) = x' Px = [ x1 x 2 x3 ] 4 1x 2 2 1 1 x3 applying Sylvesters criterion, we obtain

10>0,

1 0 1

1 4

>0 ,

1 0 1 2

1 4 1

2 >0 1 1

Since all the successful principal minors of the matrix P are positive Q(x1,x2) is positive definite. Second Method of Liapunov. From the classical theory of mechanics, we know that a vibratory system is stable if its total energy (a positive definite function) is continually decreasing until an equilibirium state is reached. The second method of Liapunov is based on a generalization of this fact: if the system has an asymptotically stable equilibrium state, then the stored energy of the system displaced within the domain of attraction decays with increasing time until it finally assumes its minimum value at the equilibirium state. Liapunov introduced a Liapunov function , a fictitious energy function. Any scalar function satisfying the hypotheses of Liapunovs stability theorems can serve as Liapunov function. Liapunov function depend on x1,x2,x3,..,xn and t, V(x1,x2,x3xn,t) or simply by V(x,t). If Liapunov function do not include t explicitly, then it is denoted as V(x). In the second method or direct method of Liapunov, the sign behavior of V(x,t) and that of its time derivative dV(x,t)/dt give information as to the stability, asymptotic stability or instability of an equilibirium state without requiring to solve directly for the solution. Liapunovs stability theorem : states that A system described by equation dx/dt=f(x,t) where f(0,t)=0 for all t. If there exist a scalar function V(x,t) having continous first partial derivatives and satisfying the condition such as V(x,t) is positive definite and V(x,t) is negative definite then the equilibirium state at the origin is uniformly asymptotically stable if V(x,t) =infinite as x tends to infinity where x is norm of x, then the equilibrium state at the origin is uniformly asymptotically stable in the large Ex. Consider the system described by 2 2 x 1 = x 2 - x 1 (x 1 + x 2 )
2 2 x2 = - x 1 - x 2 (x 1 + x 2 ) Determine its stability. Soln. Define scalar function V(x) by

V ( x) = x 1 + x 2 which is positive definite, time derivative of V(x) V(x) = 2x 1 x 1 + 2x 2 x 2 putting for x 1 , x 2 = - 2(x 1 + x 2 ) 2 which is negative definite. Thus equilibirium state at the origin of the system is asymptotically stable in the large.
2 2