Advanced Stability Analysis

Advanced Stability Theory
Dr. Abdul Qayyum Khan

Room No. SE-302
Department of Electrical Engineering,
Pakistan Institute of Engineering and Applied Sciences,
P.O. Nilore Islamabad Pakistan
Email: aqkhan@pieas.edu.pk
http://www.pieas.edu.pk/aqayyum/
A. Q. Khan (DEE, PIEAS)
EE-602 NCS
1 / 34
Non-Autonomous Systems I
Consider a general nonlinear system
x = f (x, t)
(1)
with x = x is the Eq. point and is defined as

f (x , t) 0 t C t0
Note that
t0 the time at which the observation starts
x = x = 0 is assumed
The linear approximation is given as

x = A(t)
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Extension of stability concepts to Non-autonomous

systems I
Stability of Equilibrium point:
An equilibrium point x = 0 is said to be stable at t = t0 if, for any R A 0,
there exist r(R, t0 ) A 0, s.t. SSx(t0 )SS < r, then SSx(t)SS < R for all t C t0 .
Otherwise the equilibrium point is unstable. Symbolically it can be written
as
R A 0, r(R, t0 ) A 0, SSx(t0 )SS < 0 t C t0 , SSx(t)SS < R
or
R A 0, r(R, t0 ) A 0, x(t0 ) > Br t C t0 , x(t) > BR
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systems II
Asymptotic Stability (A.S.)
An equilibrium point x = 0 is asymptotically stable
if it is stable, and if in addition
there exists some r(t0 ) A 0 such that SSx(t0 )SS < r(t0 ) implies that
x(t) 0 as t
Note that
The A.S. requires that there exists an attractive region for every
initial time t0
The size of the region of attraction and speed of trajectory
convergence may depend on t0 .

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systems III
Exponential Stability (E.S.)
An equilibrium point x = 0, is exponentially stable, if there exists two
strictly positive numbers and s.t. for sufficiently small x(t0 )
t A t0 ,
SSx(t)SS B SSx(0)SSe (tt0 )
(2)
where is known the rate of converges.

Global Asymptotic Stability (G.A.S.)
An equilibrium point x = 0 is globally asymptotically stable (G. A. S) if for
all x(t0 ), x(t) 0 as t
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systems IV
Example 1:
Consider
x = a(t)x(t)
and its solution
x(t) = x(t0 )e
Rtt a(r)dr
0
Note that the above system is

stable if a(t) C 0 t C t0
asymptotically stable if Rt a(r)dr =

0
t+T
exponentially stable if T A 0 s.t. t C 0 Rt
a(r)dr C , A 0
Example 2:
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systems V
Consider
x =
x(t)
(1 + t)2
and its solution

x(t) = x(t0 )e
Rtt
1
dr
0 (1+r)2
Note that in the above system:

1
a(t) = (1+t)
2 C 0 t C t0 , hence stable
Rt a(r)dr = Rt
0
0
1
dr
(1+r)2
= 1 Not A.S.
Example 2:
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systems VI
Consider
x =
x(t)
(1 + t)
and its solution

x(t) = x(t0 )e
Rtt
1
dr
0 (1+r)

1
a(t) = (1+t)
C 0 t C t0 , hence stable
Rt a(r)dr = Rt
0
0
1
dr
(1+r)
= A.S.
Example 3:
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systems VII
Consider
x = tx(t)
and its solution
x(t) = x(t0 )e
Rtt rdr
0

a(t) = t C 0 t C t0 , hence stable
Rt a(r)dr = Rt rdr = A.S.

0
0
t+T
t+T
T 2 +2tT
Rt
= E.S.
a(r)dr
=
Rt0 rdr =
2
0
Example 4:
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systems VIII
Consider
x =
x(t)
1 + sin(x 2 (t))
and its solution

x(t) = x(t0 )e
Rtt
1
dr
0 1+sin(x 2 (r))
The system is exponentially stable (show)
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Uniform stability of Non-autonomous systems I
Time dependency is very important aspect of non-autonomous
systems
Initial observation time has important effect on the stability properties
of systems
Uniformity in system behavior is desirable and often demanded in
practice. This motivates to define
1
2
Uniform stability
Uniform asymptotic stability
Non-autonomous systems with uniform properties are inherently
robust against disturbances
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Uniform stability of Non-autonomous systems II

Uniform Stability
An equilibrium point x = 0
is locally uniformly stable at t = t0 if, for any R A 0, there exist
r(R, t0 ) = r(R) A 0 independent of t0 , s.t. SSx(t0 )SS < r, then

SSx(t)SS < R for all t C t0 . Symbolically it can be written as
R A 0, r(R) A 0, SSx(t0 )SS < r t C t0 , SSx(t)SS < R
or
R A 0, r(R) A 0, x(t0 ) > Br t C 0 x(t) > BR
unstable if it is not stable
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Uniform stability of Non-autonomous systems III
uniformly asymptotically stable, if

it is stable
r A 0 such that SSx(t0 )SS < r x(t) 0 as t uniformly in
t0 , i.e., for each R A 0, there exist T = T (R, r) A 0, such that
SSx(t0 )SS < r SSx(t)SS < R, t C t0 + T (R, r)
globally uniformly stable if
it uniformly stable
r(R) can be chosen to satisfy limR r(R) , and for each pair
of positive numbers and c, there is T = T (, c) A 0 such that
SSx(t)SS < , t C t0 + T (, c), SSx(t0 )SS < c
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Uniform stability of Non-autonomous systems IV

Uniform convergence in t0 ?
For all R1 and R2 satisfying 0 < R2 < R1 B R0 , T (R1 , R2 ) A 0, such that,
t0 A 0
SSx(t0 )SS < R1 SSx(t)SS < R2
t C t0 + T (R1 , R2 )
This means that the trajectory, starting from within a ball BR1 , will
converge into a smaller ball BR2 after a time period T which is
independent of t0
Uniform A.S. always implies A.S.
A.S. does not always imply Uniform A.S.
Exponential stability always implies Uniform A.S.
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Uniform stability of Non-autonomous systems V

Illustrative example 1:
Consider
x =
x(t)
(1 + t)
The solution is
x(t) =
1 + t0
x(t0 )
(1 + t)
(3)
Note that
x(t) converges to zero as t
. Hence A.S.
The convergence of x depends on t0 . For larger values of t0 , the
convergence is slower and vice versa. Consequently, the stability is

not uniform.
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Uniform stability of Non-autonomous systems VI

Illustrative example 2:
Consider
x = tx(t)
The solution is
x(t) = x(t0 )e Rt0
t+T
rdr
= x(t0 )e
T 2 +2tT
2
Note that
x(t) converges to zero exponentially as t
. Hence Exponential
A.S.
The convergence of x is independent of t0 . Consequently, the stability
is uniform.
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Lyapunov Analysis of Non-Autonomous Systems I

Intuitively stability concepts and definitions of Autonomous systems
can be extended to Non-autonomous systems

A bit complicated treatment is required
Lyapunov direct method

Stability can be concluded for non-autonomous system using a
Lyapunov function
more mathematical concepts are involved
The so-called La Salle theorem can not be used to study the stability
Barbalat theorem: A partial compensation
Stability discussion requires some basic concepts
Time varying p.d. function
decrescent function
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Lyapunov Analysis of Non-Autonomous Systems II
A scalar time-varying function V (x, t) is

1
locally p.d. if V (0, t) = 0 and there exists a time-invariant p.d.

function V0 (x) s.t. t C t0 , V (x, t) C V0 (x). Note also that V (x, t)
is locally p.d. if V0 (x) is locally p.d.
decrescent if V (0, t) = 0 and if there exists a time-invariant p.d.

function VI (x) such that
tC0
V (x, t) B VI (x)
In other words, a scalar time-varying function V (x, t) is descrescent if

it is dominated by a time invariant p.d.f.
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Lyapunov Analysis of Non-Autonomous Systems III

Illustrative Example
Consider a scalar function
V (x, t) = (1 + sin 2 t)(x12 + x22 )
Also two functions which are time-invariant in nature
V0 (x) = x12 + x22
and
VI (x) = 2(x12 + x22 )
Since
V (0, t) = 0 and
tC0
V (x, t) C V0 (x)
V (x, t) Positive definite function

EE-602 NCS
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Lyapunov Analysis of Non-Autonomous Systems IV
V (0, t) = 0 and
tC0
V (x, t) B VI (x)
V (x, t) decrescent function

Also note that the time derivative of V (x, t) along the trajectory of
x = f (x, t) is given as
dV V V
V V
=
+
x =
+
f (x, t)
dt
t
x
t
x
Lyapunov theorem for non-autonomous systems
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Lyapunov Analysis of Non-Autonomous Systems V

Stability: If, in a ball BR0 around the eq.point 0, there exists a scalar
function V (x, t) with continuous partial derivatives s.t.

1
2
V A0
V B 0
then 0 is stable in the sense of Lyapunov.

Uniform stability: If, furthermore,
3. V (x, t) is decrescent
then 0 is uniformly stable.

Uniform asymptotic stability: If condition 2 is strengthened as
V < 0, then 0 is uniformly asymptotically stable.

Global stability: If the ball BR0 is replaced by the whole state space,
and condition 1, strengthened condition 2, condition 3, and the
condition
4. V (x, t) is radially unbounded
then 0 is globally uniformly asymptotically stable.

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Comparison functions I
Moving from autonomous to non-autonomous system a difficulty
faced
the solution of x = f (x, t) depends on both t and t0
Definition of Uniform stability and UAS are introduced

More transparent definitions of US and UAS are possible in terms of
comparison functions, known as class K and KL
Class K function:
A continuous function R+
to class K if
R+ or [0, a)
[0, ) is said to belong
it is strictly increasing
(0) = 0
(r) A 0 r A 0
It is said to belong to class K if a = and (r)

EE-602 NCS
as r
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Comparison functions II
Class KL function:
A continuous function [0, a) [0, )
class KL if
[0, ) is said to belong to
for each fixed s, the mapping (r, s) belongs to class K with respect
to r
for each fixed r, the mapping (r, s) is decreasing with respect to s
and
(r, s)
0 s
Relation between p.d. and decrscent functions and class K functions
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Comparison functions III

Lemma: A function V (x, t) is locally (globally) p.d. function if and if
there exists a function of class K s.t. V (0, t) = 0 and
V (x, t) C (SSxSS) t C 0 and x > BR0
(4)
A function is locally decrescent if and only if there exists a class K

function s.t. V (0, t) = 0 and
V (x, t) B (SSxSS) t C 0, x > BR0
(5)
For the above definitions to hold globally, BR0 is replaced by the whole
state space.
Proof:
Part 1.
Sufficiency: Since (SSxSS) is p.d.f. and as V (x, t) C (SSxSS), it
suffices p.definiteness of V (x, t)
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Comparison functions IV
Necessity: Let there exists V0 (x) Time invariant and p.d.
function s.t.
V (x, t) C V0 (x)
Let us define
(p) =
inf
pBSSxSSBR
V0 (x)
Then (0) = 0; is continuous and non-decreasing. Because

V0 (x) is a continuous and non-zero. Because V0 (x) C 0 and
continuous and (p) A 0 with p A 0 is class-K function
Part 2. Define V1 (x) as p.d. and time invariant and also define
(p) = sup V1 (x)
0BSSxSSBp
This implies equation (5).
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Comparison functions V
In the light of the above lemma, the following theorem is presented.
Theorem: Assume that, in the neighborhood of the origin there exists a
scalar function V (x, t) with continuous first order derivatives and a
class-K function such that, x x 0
1. V (x, t) C (SSxSS) A 0
2. V (x, t) B 0
then the origin is Lyapunov stable. If, furthermore, there is a scalar

function of class KL s.t.
3. V (x, t) B (SSxSS)
Then the origin is uniformly stable. If condition 1 and 3 are satisfied and
condition 2 is replaced by
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Comparison functions VI
4. V (x, t) B (SSxSS) < 0.
with being another class K function, then 0 is uniformly asymptotically

stable. If condition 1,3,and 4 are satisfied in the whole state space, and
lim (SSxSS)
Then 0 is globally uniformly asymptotically stable.

Example:
Investigate the stability of the equilibrium point of the

following dynamical system
x 1 = x1 e 2t x2
(6)
x 2 = x1 x2
(7)
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Comparison functions VII

Let
V (x) = x12 + (1 + e 2t )x22
Also define
V2 = x12 + x22
V2 = x12 + 2x22
Note that
V (x) C V2 (x)
V (x) B V1 (x)
positive definite function
decrescent function
Now
V = 2 x12 x1 x2 + x22 (1 + 2e 2t )
B 2 x12 x1 x2 + x22 = (x1 x2 )2 x12 x22 = (SSxSS)
Note that
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Comparison functions VIII
V (x) is positive definite, decrescent
(SSxSS) = x12 + x22 is radially unbounded
Hence 0 is GAS
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Why is decrescent condition important? I

Intuitively, for system stability, it is sufficient to prove that
V A0
V B 0
However, the above is Incorrect for time varying systems

A Counter Example:
Let
g(t) some scalar function
Figure shows the plot of g 2 (t) w.r.t t
It coincides with e t~2 except some peaks which occurs at each
integer value of t.
The width of each peak corresponding to abscissa n is assumed to
be smaller than
1
2n
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Why is decrescent condition important? II

The infinite integral of g 2 satisfies
g 2 (r)dr < S
EE-602 NCS
e r dr + Q
1
=2
n
n=1 2
31 / 34
Why is decrescent condition important? III

Consider a system described by
x =
g(t)
x
g(t)
and choose a Lyapunov function

V (x, t) =
t
x2
g 2 (r)dr
3
S
0
g 2 (t)
Note that
V (x) A x 2 is positive definite
V = x 2
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Why is decrescent condition important? IV
Intuitively, this analysis shows that the system is asymptotically stable.

Now consider the general solution
x =
g(t)
x(t0 )
g(t0 )
This shows that the system is NOT A.S.

Why?
V (x, t) is not decrescent
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Advanced Stability Analysis

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Advanced Stability Analysis

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Advanced Stability Theory

Dr. Abdul Qayyum Khan

A. Q. Khan (DEE, PIEAS)

with x = x is the Eq. point and is defined as

The linear approximation is given as

A. Q. Khan (DEE, PIEAS)

Extension of stability concepts to Non-autonomous

A. Q. Khan (DEE, PIEAS)

Extension of stability concepts to Non-autonomous

convergence may depend on t0 .

Extension of stability concepts to Non-autonomous

SSx(t)SS B SSx(0)SSe (tt0 )

where is known the rate of converges.

Extension of stability concepts to Non-autonomous

Note that the above system is

asymptotically stable if Rt a(r)dr =

exponentially stable if T A 0 s.t. t C 0 Rt

A. Q. Khan (DEE, PIEAS)

Extension of stability concepts to Non-autonomous

and its solution

Note that in the above system:

A. Q. Khan (DEE, PIEAS)

Extension of stability concepts to Non-autonomous

and its solution

Note that in the above system:

A. Q. Khan (DEE, PIEAS)

Extension of stability concepts to Non-autonomous

Note that in the above system:

Rt a(r)dr = Rt rdr =  A.S.

A. Q. Khan (DEE, PIEAS)

Extension of stability concepts to Non-autonomous

and its solution

The system is exponentially stable (show)

A. Q. Khan (DEE, PIEAS)

Uniform stability of Non-autonomous systems I

Time dependency is very important aspect of non-autonomous

Non-autonomous systems with uniform properties are inherently

robust against disturbances

A. Q. Khan (DEE, PIEAS)

Uniform stability of Non-autonomous systems II

r(R, t0 ) = r(R) A 0 independent of t0 , s.t. SSx(t0 )SS < r, then

A. Q. Khan (DEE, PIEAS)

Uniform stability of Non-autonomous systems III

uniformly asymptotically stable, if

A. Q. Khan (DEE, PIEAS)

Uniform stability of Non-autonomous systems IV

A. Q. Khan (DEE, PIEAS)

Uniform stability of Non-autonomous systems V

The convergence of x depends on t0 . For larger values of t0 , the

convergence is slower and vice versa. Consequently, the stability is

Uniform stability of Non-autonomous systems VI

Lyapunov Analysis of Non-Autonomous Systems I

can be extended to Non-autonomous systems

Lyapunov direct method

Lyapunov Analysis of Non-Autonomous Systems II

A scalar time-varying function V (x, t) is

locally p.d. if V (0, t) = 0 and there exists a time-invariant p.d.

decrescent if V (0, t) = 0 and if there exists a time-invariant p.d.

In other words, a scalar time-varying function V (x, t) is descrescent if

A. Q. Khan (DEE, PIEAS)

Lyapunov Analysis of Non-Autonomous Systems III

V (x, t) Positive definite function

Lyapunov Analysis of Non-Autonomous Systems IV

V (x, t) decrescent function

Rt a(r)dr = Rt rdr = A.S.

B 2 x12 x1 x2 + x22 = (x1 x2 )2 x12 x22 = (SSxSS)