Lyapunov Stability Theory

M. S. Fadali
Professor of EE
1
Outline
Stability of an equilibrium of a nonlinear
system .
Lyapunovs (first, indirect) linearization
method.
Lyapunovs (second) direct method.
Linear time-invariant case.
2
Lyapunovs Linearization Method
Linearize nonlinear system in vicinity
of equilibrium
c
:
x
x
x
c
.
Find the eigenvalues of the linearized system.
The equilibrium
c
of the nonlinear system is:
asymptotically stable if all the eigenvalues are in the
open LHP.
unstable if one or more of its eigenvalues is in the
open RHP.
Inconclusive for LHP eigenvalues and one or
more eigenvalues on the imaginary axis.
3
Example
Determine the stability of the equilibrium
of the mechanical system at the origin
1 3
3
Equilibrium with
1 3
3
4
Nonlinear State Equations
Physical state variables
1 2
State Equations
1 2
2 2 1 1 3 1
3
2 1 1 3 1
3
1
x
c
=
1
5
Linearization and Stability
Equilibrium state
1
Linearized model with
1
Characteristic polynomial and stability
2
1
1,2
2
1
Stable
1,2
6
Lyapunovs Direct Method
Examine stability of nonlinear system
directly.
Generalize concept of energy function.
Gives sufficient stability or instability
conditions (in general).
Possible difficulty, choice of suitable
Lyapunov (generalized energy) function.
7
Lyapunov Stability
there exists a such that
0 0
Defined for an equilibrium point (origin)
Start near the equilibrium and stay near the
equilibrium.
8

x
1
x
2
c
o
Asymptotic Stability
For an equilibrium point
1. Lyapunov stabilty
2. Convergence to the origin, i.e. there
exists a
1
such that
0 1
_|
t
9
Directional Derivative
Consider a continuous function f with
continuous partial derivatives.
Directional derivative of at in the
direction
_|
h0
Some authors assume
i c;u
c
c
10
Lyapunov Function
Positive definite:
Decreasing (or non-increasing) along the
trajectories of the system.
Derivative negative (or semidefinite)
11
Quadratic form
1
] ]
n
]=1
n
=1
] ]
n
]=1
=]
n
=1

2
n
=1
Replacing terms in the first summation by
] ]
gives
1 1
P+P
T
2
Assume a symmetric matrix with no loss
of generality
12
Positive Definite Matrix P>0

1
for any nonzero
All its eigenvalues are positive
1 1 12
1
12 1
1 2
for any nonzero
Common choice of Lyapunov Function
1
13
Negative Definite Matrix
All its eigenvalues are negative
If is positive definite, then is negative
definite
1 1 12
1
12 1
1 2
for any nonzero
Negative semi-definite Matrix: eigenvalues
are negative or zero .
Look for negative definite
1
14
Lyapunov Stability Theorem
Given a positive definite function
If the derivative of along the
trajectories of the system is
a) negative semi-definite then the equilibrium is
stable in the sense of Lyapunov.
b) negative definite then the equilibrium is
asymptotically stable.
c) positive definite then the equilibrium is
unstable.
15
Justification
Lypunov function gets smaller with the
length of .
If the function has a negative derivative
along the trajectories, it is getting smaller.
The function continues to get smaller
along the trajectories until it reaches a
minimum: convergence.
The minimum value of the function is zero
(at the equilibrium point).
16
La Salles Principle
If the derivative of along the
trajectories of the system is
negative semi-definite but is only zero for
trivial trajectories (ones that imply )
then the equilibrium is asymptotically
stable.
17
Remarks
The theorem provides sufficient
conditions for stability and sufficient
conditions for instability.
If the test fails, there is no conclusion.
It is often difficult to find a suitable
Lyapunov function for nonlinear systems.
For linear systems, the theorem can
provide a necessary and sufficient
condition.
18
Scalar System (Slotine & Li)
Show that the system is asymptotically
stable.
Lyapunov function
2
,
19
Nonlinear Spring-Mass-Damper
Show that the system is asymptotically
stable.
20
Solution
Use energy as the Lyapunov function
2 x
0
(stable i.s. Lyap.)
(asymptot. stable)
21
Linear Time-invariant Case
The LTI system
is asymptotically stable if and only if for
any positive definite matrix there exists
a positive definite symmetric solution to
the Lyapunov equation
1
22
Proof
Use a quadratic Lyapunov function
1
1 1
1 1 1
1 1 1
1
23
Remarks
Recall that the original Lyapunov theorem
only gives a sufficient condition.
If we start with (i.e. with Lyapunov
function) and solve for , the condition
the test may or may not work.
If we start with (i.e. with the derivative
and we find a the condition is necessary
and sufficient.
24
Example
Determine the stability of the system with
state matrix
using the Lyapunov equation with
2
.
Note: The system is clearly stable by
inspection since is in companion form.
Choosing P=I will not work! No conclusion.
25
Solution
26
P =
p
11
p
12
p
12
p
22
A
1
P +PA = -
u -6
1 -S
p
11
p
12
p
12
p
22
+
p
11
p
12
p
12
p
22
u 1
-6 -S
=
-1 u
u -1
Multiply
-12p
12
-6p
22
+p
11
-Sp
12
-6p
22
+p
11
-Sp
12
2p
12
-1up
22
=
-1 u
u -1
Equate to obtain three equations in three unknowns.
Equivalent Linear System
27
-12p
12
-6p
22
+p
11
-Sp
12
-6p
22
+p
11
-Sp
12
2p
12
-1up
22
=
-1 u
u -1
u 12 u
1 -S -6
u -2 1u
p
11
p
12
p
22
=
1
u
1
p
12
= 112
p
22
= 1 +2p
12
1u = 76u
p
11
= 6p
22
+Sp
12
= 71u +S12 = 676u
P =
676u 112
112 76u
=
1.1167 u.u8SSS
u.u8SSS u.1167
MAPLE
Compute:
with(LinearAlgebra):
Transpose(A).P+P.A
Solve the equivalent linear system:
LinearSolve(M,B)
28
MATLAB
1
Solve a different equation.
Identical to our equation with
replaced by
1
.
1
Eigenvalues are the same!
29
MATLAB Example
>> A=[0,1;-6,-5];
>> Q=eye(2)
>> P=lyap(A,eye(2))
P =
0.5333 -0.5000
-0.5000 0.7000
>> eig(P)
ans =
0.1098
1.1236
30
To Get Earlier Answer
>> P=lyap(A',eye(2))
P =
1.1167 0.0833
0.0833 0.1167
31
(

=
1167 . 0 08333 . 0
08333 . 0 1167 . 1
P