Lecture 5 Stability analysis for autonomous systems Direct Lyapunov method continued Invariance principle 2 Previous lectures: stability of autonomous systems Stability of equilibrium points (autonomous systems) Denitions (stability, asymptotic/exponential stability, global asymptotic/exponential stability, region of attraction) Stability analysis using phase plane analysis Stability analysis using indirect (linearization) Lyapunov method Stability analysis using energy functions Direct Lyapunov method for stability analysis Theorems for stability, asymptotic stability, global asymptotic stability, exponential stability, global exponential stability Application examples Lyapunov functions: quadratic Lyapunov functions, examples, tricks 3 Today: Direct Lyapunov method for stability analysis Lyapunov functions: examples, tricks, continued Invariance principle Denitions: compact sets, invariant sets, convergence to sets Invariance principle + corollaries Application example Estimation of the region of attraction Denition, examples An algorithm 4 Literature Khalil Chapter 4 (Lyapunov functions tricks and examples) Chapter 4, Section 4.2, (Invariance principle) Chapter 8, Secton 8.2 (estimation of the region of attraction) 5 Stability notions for autonomous systems Stability = start close (to equilibrium) => stay close Asymptotic stability = Stability + Local Convergence Exponential stability = Stability + Local Exp. Convergence Global asymptotic stability = Stability + Global Convergence Global exponential stability = Stability + Global Exp. Conv. 6 Terminology Direct Lyapunov method stability asymptotic stability ! D= R n global asymptotic stability 7 Lyapunov functions: tips and tricks 8 Invariance principle 9 Example: pendulum Lyapunov function: 1 2 2 1 2 sin x x x a x bx = = ! ! & & ! 1 2 x x ! ! = = & 0, 0 a b > > ! V(x) = x 2 2 2 + a(1"cos x 1 ) > 0 Can we conclude asymptotic stability of x=0? V(x(t)) decreases everywhere where (stability) ! "V "x (x) f (x) = #bx 2 2 $ 0 ! D={x : x 1 < " 2 , x 2 # R} ! x 2 " 0 10 Estimates of the region of attraction 11 Region of attraction 12 Example: Asymptotic stability Pendulum with friction (l=1, k=1, m=1) 13 An estimate of the region of attraction Starting point: You have proved asymptotic stability of the origin by either finding a strict Lyapunov function or by using LaSalles theorem 1) Choose the largest set that is contained in D (where and ) or in which (invariance principle) and which is bounded 2) Choose the connected component in this set that contains 0 Then it is a subset of the region of attraction of the origin, and can hence be used as an estimate } ) ( : { c x V x n c ! " # = $ 0 V > 0 V < & 0 V ! & 14 Example: An estimate of the region of attraction (Do not always trust your intuition) Equilibrium point (0,0) Lyapunov linearization method: Locally asymptotically stable Corollary 4.3: Locally exponentially stable Is it globally asymptotically/exponentially stable? Intuition may suggest yes... 15 For this particular system it is possible to find an analytic solution: The equilibrium point is clearly not globally asymptotically stable. It is locally exponentially stable and the region of attraction is given by Finite escape time! 16 -6 -4 -2 0 2 4 6 -6 -4 -2 0 2 4 6 x1-x2 plot (1,4) (1,3) (1,2) x 1 x 2 17 -6 -4 -2 0 2 4 6 -6 -4 -2 0 2 4 6 x1-x2 plot (1,4) (1,3) (1,2) x 1 x 2 An estimate of the region of attraction Note: Conservative