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of Stability
JOSEPH P. LASALLE
x=
f(x, t),
(1)
With a positive definite function Vex, t), a theorem of Lyapunov establishes asymptotic stability of the equilibrium x = 0,
if V(x, t) is negative definite along the solutions x(t) of (1). If V
is only nonpositive, the same theorem guarantees stability, but
does not reveal whether x(t) converges to zero or to a set in IRn .
For autonomous systems, x = f(x), a theorem of Barbashin and
Krasovskii [2] (see also Theorem 14.1 onp. 67 of[14]) examines
the set E in which V = O. If this set does not contain any positive
semi-trajectory (solution x(t) for all t ::: 0) other than x(t) == 0,
then x (t) ---+ 0 as t ---+ 00. This result gave a practical test for
asymptotic stability when V is only nonpositive, instead of negative definite. In his 1960 paper [10], LaSalle extracted further
information on the asymptotic behavior of x(t). Using the limit
sets and the largest invariant set M of x = f (x) contained in the
set E where V is zero, he showed that x(t) converges to the set
M. This set need not be an equilibrium, but can be a compact
limit set like a limit cycle.
This result of LaSalle, which he later termed I nvariance Principle, had a significant connection with the then new concept
of observability. For the system x = Ax, a positive definite
Lyapunov function V = x' P x has the derivative V = A' P +
PA = -x'Qx. Suppose that Q is positive semi-definite, so that
it can be expressed as Q = C'C for some matrix C. It then follows that V = - y' y, where y = Cx can be treated as an output
of x = Ax. Clearly, the set E where V = 0 is y(t) == O. If the pair
(A, C) is completely observable, then y(t) == 0 implies x(t) = O.
Hence, no nonzero positive semi-trajectory x(t) is contained in
E, which proves, via Barbashin-Krasovskii [2], that x = Ax
is asymptotically stable. However, if the system is only stable
with a pair of purely imaginary eigenvalues unobservable from
y = Cx, then LaSalle's Principle shows that x(t) converges to
the periodic solution in the unobservable subspace.
The Invariance Principle was subsequently extended to periodic and almost periodic systems, but it does not hold for more
309
general nonautonomous systems (1). To obtain similar information on the asymptotic behavior of x(t), Yoshizawa [20] derived
a set of conditions under which V(x, t) .:s W (x), where W (x) is
"positive definite with respect to a set M," implies that x(t) converges to M. The main theorem in this paper by LaSalle modifies and improves this result of Yoshizawa, and provides the
strongest convergence result for nonautonomous systems. To go
beyond this result, further restrictions on f (x, t) are needed. One
of them is the so-called "persistency of excitation" condition in
adaptive identification and control. Typically, an adaptive algorithm guarantees that V .:s -e 2 , where e is the scalar tracking
error. The Yoshizawa-LaSalle theorem provides the conditions
under which e(t) converges to zero. It has thus become an indispensable tool in adaptive control design. It has also become
instrumental in deducing stability from passivity properties as
in feedback passivation and backstepping designs of nonlinear
systems.
Other settings where LaSalle's Invariance Principle has been
studied are infinite dimensional systems, as in the work of
Hale [5], and stochastic systems governed by continuous-time
Markov processes, as discussed by Kushner in [9].
REFERENCES
[1] H. ANTOSIEWICZ, "A survey of Lyapunov's second method," in Contr.
to Nonlinear Oscillations, S. Lefschetz, Ed., 4:141-166 (Princeton Univ.
Press, Princeton NJ), 1958.
[2] E.A. BARBASHIN AND N.N. KRASOVSKII, "On the stability of motion in the
large," Dokl. Akad. Nauk USSR, 86:453-456,1952.
[3] N.G. CHETAYEV, The Stability ofMotion, Pergamon Press (Oxford), 1961.
(Russian original, 1946.)
[4] W. HAHN, Stability ofMotion (Springer-Verlag, New York), 1967.
[5] J.K. HALE, "Dynamical systems and stability," J. Math. Anal. Appl., 26:3959,1969.
[6] R.E. KALMAN AND J.E. BERTRAM, "Control system analysis and design
310
1. Introduction
The purpose of this paper is to give a unified presentation of Liapunov's
theory of stability that includes the classical Liapunov theorems on stability
and instability as well as their more recent extensions. The idea being exploited here had its beginnings some time ago. It was, however, the use made
of this idea by Yoshizawa in [7J in his study of nonautonomous differential
equations and by Hale in [1] in his study of autonomous functional-differential equations that caused the author to return to this subject and to adopt
the general approach and point of view of this paper. This produces some
new results for dynamical systems defined by ordinary differential eq uations
which demonstrate the essential nature of a Liapunov function and which
may be useful in applications. Of greater importance, however, is the possibility, as already indicated by Hale's results for functional-differential equations, that these ideas can be extended to more general classes of dynamical
systems. It is hoped, for instance, that it may be possible to do this for some
special types of dynamical systems defined by partial differential equations.
In Section 2 we present some basic results for ordinary differential equations. Theorem I is a fundamental stability theorem for nonautonomous
systems and is a modified version of Yoshizawa's Theorem 6 in [7]. A simple
example shows that the conclusion of this theorem is the best possible.
However, whenever the limit sets of solutions are known to have an invar..
iance property, then sharper results can be obtained. This "invariance
principle" explains the title of this paper. It had its origin for autonomous
and periodic systems in [2] and [4],. although we present here improved versions of those results. Miller in [5] has established an invariance property
1 This research was supported in part by the National Aeronautics and Space Adrnini . .
stration under Grant No. NGR-40-002-015 and under Contract No. NAS8-11264, in part
by the United States Air Force through the Air Force Office of Scientific Research under
Grant No. AF-AFOSR-693-65, and in part by the United States Army Research Office,
Durham, under Contract No. DA-31-124-ARO-D-270.
Reprinted with permission from Differential Equations and Dynamical Systems (New
York: Academic Press, 1967),1. Hale and 1. P. LaSalle, eds., Joseph ~ LaSalle,
"An Invariance Principle in the Theory of Stability," pp. 277-286.
311
for almost periodic systems and obtains thereby a similar stability theorem
for almost periodic systems. Since little attention has been paid to theorems
which make possible estimates of regions of attraction (regions of asymptotic stability) for nonautonomous systems results of this type are included.
Section 3 is devoted to a brief discussion of some of Hale's recent results [I]
for autonomous functional-differential equations.
(1)
( - 00,
(0).
Let V(t, x) be a Cl function on [0, oo] x R" to R, and let G be any set
in R". We shall say that V is a Liapunov function on G for Eq. (1), if V(t, x)
~ 0 and V(t, x) ~ -
>
continuous on Rn to R, and
. av
"r
i: + ~
n
i-I
312
av
;lfi
ox;
(2)
{x; W(x)
== 0, x in G}.
(ii) W is Cl and W is bounded from above or below along each solution which remains in G for all t > to ~ o.
313
x =f(x).
(3)
The limit sets of solutions of (3) are invariant sets. If x(t) is defined on [0, 00)
and if p is a positive limit point of x{t), then points on the solution through p
on its maximal interval of definition are positive limit points of x(t). If x(t)
is bounded for t > 0, then it is defined on [0, 00), its positive limit set Q is
compact, nonempty and solutions through points p of Q are defined on
(- 00, 00) (i.e., (J is invariant). If the maximal domain of definition of
x(t) for t > 0 is finite, then x(t) has no finite positive limit points: That is,
if the maximal interval of definition of x(t) for t > 0 is [0, fJ), then x(t) --+ 00
as t -+ fJ. As we have said before, we will always speak as though our solutions are defined on (- 00, 00) and it should be remembered that finite
escape time is always a possibility unless there is, as for example in Corollary 2 below, some condition that rules it out. In Corollary 3 below, the
solutions might welt go to infinity in finite time.
The invariance property of the limit sets of solutions of autonomous
systems (3) now enables us to refine Theorem I. Let V be a Cl function
on R!" to R. If G is any arbitrary set in R", we say that V is a Liapunou
function on G for Eq. (3) if V =: (grad V) f does not change sign on G.
Define E = {x; V(x) = 0, x in G}, where G is the closure of G. Let M be
314
the largest invariant set in E. M will be a closed set. The fundamental stability theorem for autonomous systems is then the following:
Theorem 2. If V is a Liapunov function on G for (3), then each solution x(t) of (3) that remains in G for all I > 0 (I < 0) approaches
M* = M u {oo} as t --. 00 (I --+ - 00). If M is bounded, then either
x(t) -+ M or x(t) ~ 00 as 1---. 00 (I --+ - 00).
This one theorem contains all of the usual Liapunov like theorems on
stability and instability of autonomous systems. Here, however, there are
no conditions of definiteness for V or V, and it is often possible to obtain
stability information about a system with these more general types of LiapUDOV functions. The first corollary below is a stability result which for
applications has been quite useful, and the second illustrates how one obtains
information on instability. Cetaev's instability theorem is similarly an immediate consequence of Theorem 2 (see Section 3).
Corollary 2. Let G be a component of Q" = {x; V(x) < 1]}. Assume
that G is bounded, V;; 0 on G, and MO = M n G c: G. Then MO is an
attractor and G is in its region of attraction. If, in addition, V is constant
on the boundary of MO, then MO is a stable attractor.
Note that if MO consists of a single point p, then p is asymptotically stable
and G provides an estimate of its region of asymptotic stability.
Corollary 3. Assume that relative to (3) that V V > 0 on G and on
the boundary of G that V = O. Then each solution of (3) starting in G a pproaches 00 as t -+ 00 (or possibly in finite time).
There are also some special classes of nonautonomous systems where the
limit sets of solutions have an invariance property. The simplest of these
are periodic systems (see [2])
x = .((t,
x),
f(1
+ T, x) = .f(t)
(4)
315
if V does not change sign for all t and all x in G. Define E = {(t, x); V(t, x)
= 0, x in G} and let M be the union of all solutions x(t) of (4) with the
property that (t, x(t is in E for all t. M could be called "the largest invariant set relative to E." One then obtain the following version of Theorem 2
for periodic systems:
Theorem 3. If V is a Liapunov function on G for the periodic system (4),
then each solution of (4) that is bounded and remains in G for all t > 0
(t < 0) approaches M as t --+ 00 (t -+ - 00).
In [5] Miller showed that the limit sets of solutions of almost periodic
systems have a similar invariance property and from this he obtains a result
quite like Theorem 3 for almost periodic systems. This then yields, for periodic and almost periodic systems, a whole chain of theorems on stability
and instability quite similar to that for autonomous systems. For example,
one has
Corollary 4. Let QFI + = {x; V(t, x) < 'Y}, all t in [0, T]}, and let G+
be a component of Q,,+. Let G be the component of QFI = {x; V{t, x) < TJ
for some r in [0, T]} containing G+. If G is bounded, V ~ 0 for all t and all
x in G, and if MO = M n G c G+, then MO is an attractor and G+ is an
its region of attraction. If V(t, x) = ,(t) for all t and all x on the boundary
of MO, then MO is a stable attractor.
OUf last example of an invariance principle for ordinary differential equations is that due to Yoshizawa in [7] for "asymptotically autonomous"
systems. It is a consequence of Theorem 1 and results by Markus and Opial
(see [7] for references) on the limit sets of such systems. A system of the form
x=
F(x)
+ g(t, x) + h(t,
x)
(5)
f:
x==y
y ==
x - p(t)y,
o < D ~ pet) ~ m
for all t > o.
(6)
Now we have the additional assumption that pet) is bounded from above.
Let (x(t), yet~ be any solution of (6). As was argued previously below
Theorem 1, all solutions are bounded and yet) ~ 0 as t ~ 00. Now (X(/),
yet~ satisfies x == Y, rV = - X - pet) yet), and this system is asymptotically
autonomous to (*) . ~ y, y :=: - x. With the same Liapunov function as
before, E is the x . . axis and the largest invariant set of (*) in E is the origin.
Thus for (6) the origin is asymptotically stable in the large.
(7)
A more complete account with numerous examples is given in (1). For the
extension to periodic and almost periodic functional-differential equations
by Miller see [6].
We continue where Hale left off in Section 2 of his paper, except that we
shall assume that the open set Q is the whole state space C of continuous
functions. We also confine ourselves to solutions x of (7) that are bounded
and hence defined on [- r, 00). Except that we are in the state space C,
the definition of the positive limit set of a trajectory x f of (7) is essentially
the same as for ordinary differential equations, and the notion of an invariant set is modified to take into account the fact that there is no longer
uniqueness to the left. A set M c C is invariant in the sense that if qJ E M,
317
1
V(tp) == lim - [V(xr(fP - V(<p)].
T~O+
(8)
1:
of (7) which remains in G and is bounded for t > 0, then x, -+ M as t --+ 00.
Hale has also given the following more useful version of this result.
Corollary 5. Define Q" = {cp; V(<p) < 11} and let G be Q" or a component of Q" . Assume that V is a Liapunov function on G for (7) and that
either: (i) G is bounded or (ii) I p(0) I is bounded for cp in G. Then each
trajectory starting in G approaches M as t ~ 00.
The following is an extension of Cetaev's instability theorem. This is a
somewhat simplified version of Hale's Theorem 4 in [1], which should have
stated "V(9') > 0 on U when cp :;t: 0 and V(O) = 0'" and at the end " ... intersect the boundary of C; ...". This is clear from his proof and is necessary,
since he wanted to generalize the usual statement of Cetaev's theorem to
include the possibility that the equilibrium point be inside U as well as on
its boundary.
Corollary 6. Let p
its boundary or approach p. Conditions (i) and (iv) imply that it cannot
reach or approach that part of the boundary of Go inside No nor can it
approach p as 1-+ 00. Now (iii) states that there are no points of M on that
part of the boundary of No inside G. Hence each such trajectory must leave
No in finite time. Since p is either in the interior or on the boundary of G,
each neighborhood of p contains such trajectories, and p is therefore un-
stable.
In .[1] it was shown that the equilibrium point q; = 0 of
X(/) = ax 3( / )
bx3(1 - r)
was unstable if a > 0 and I b I < I a I. Using the same Liapunov function
and Theorem 6 we can show a bit more. With
V(q = - q>4(O)
4a
V(x,) = --
+..!- JO
2-r
x4~) + ~
q;6(6) dO,
-r x6(8)dO,
and
REFERENCES
(I) Hale, I., Sufficient conditions for stability and instability of autonomous functional
differential eauations, J. Diff. Eqs. 1, 452-482 (1965).
[2] LaSalle, J., Some extensions of Liapunov's second method, IRE Trans. Circuit Theory
CT-7, 520-527 (1960).
319
[3] LaSalle, J., Asymptotic stability criteria, Proc. Symposia Applied Mathematics, vol. 13,
"Hydrodynamic Instability." 299-307. Amer. Math. Soc., Providence, Rhode
Island, 1962.
[4] LaSalle, J., and Lefschetz, S~, "Stability by Liapunov's Direct Method with Applications." Academic Press, New York, 1961.
(5) Miller, R., On almost periodic differential equations. Bull. Amer. Math. Soc. 70,
792-79S (1964).
320