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To be able to
1 2
V = e2 + γ be
e + γ aa b2
2
(here weighted sum of output error and parameter errors)
1
Often a magnitude measure or (squared) norm like p ep22 , ...
FRTN05 — Lecture 4 Automatic Control LTH, Lund University
Analysis: Check if V is decreasing with time
dV
Continuous time: <0
dt
Discrete time: V ( k + 1) − V ( k) < 0
dV
ea
= eė + γ a a ė + γ be
bė
b=
dt
=ex(−a e x−a ebx+e ea
bu) + γ a a ė + γ be
bė
b = ...
ė = −â˙ .
If a is constant and ã = a − â then a
dâ dV
Choose update law in a "good way" to influence .
dt dt
(more on this later...)
dV
ea
= eė + γ a a ė + γ be
bė
b=
dt
=ex(−a e x−a ebx+e ea
bu) + γ a a ė + γ be
bė
b = ...
ė = −â˙ .
If a is constant and ã = a − â then a
dâ dV
Choose update law in a "good way" to influence .
dt dt
(more on this later...)
m m ẍ = − bẋp ẋp − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv2
Rx
Total energy = kinetic + pot. energy: V = 2
+ 0 Fsprin ds [
d
V ( x, ẋ) = m ẍ ẋ + k0 x ẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −bp ẋp3 < 0, for ẋ ,= 0
m m ẍ = − bẋp ẋp − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv2
Rx
Total energy = kinetic + pot. energy: V = 2
+ 0 Fsprin ds [
d
V ( x, ẋ) = m ẍ ẋ + k0 x ẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −bp ẋp3 < 0, for ẋ ,= 0
m m ẍ = − bẋp ẋp − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv2
Rx
Total energy = kinetic + pot. energy: V = 2
+ 0 Fsprin ds [
d
V ( x, ẋ) = m ẍ ẋ + k0 x ẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −bp ẋp3 < 0, for ẋ ,= 0
m m ẍ = − bẋp ẋp − k0 x − k1 x3
| {z } | {z }
damping spring
x b, k0 , k1 > 0
mv2
Rx
Total energy = kinetic + pot. energy: V = 2
+ 0 Fsprin ds [
d
V ( x, ẋ) = m ẍ ẋ + k0 x ẋ + k1 x3 ẋ = {plug in system dynamics 2 }
dt
= −bp ẋp3 < 0, for ẋ ,= 0
An equilibrium point x = 0 of ẋ = f ( x) is
(1) V (0) = 0
(2) V ( x) > 0, for all x ∈ Ω, x ,= 0
(3) V̇ ( x) ≤ 0 along all trajectories of the system in Ω
=[ x = 0 is locally stable.
Furthermore, if also
x2
x1
level sets where V = const.
FRTN05 — Lecture 4 Automatic Control LTH, Lund University
Conservation and Dissipation
V
gradient x
V ( x)=constant x(t)
f ( x)
{ z p V ( z) ≤ V ( x(0))}
0
10 2
0 0
x1 −10 −2 x2
FRTN05 — Lecture 4 Automatic Control LTH, Lund University
Example—Pendulum
(1) V (0) = 0
(2) V ( x) > 0 for −2π < x1 < 2π and ( x1 , x2 ) ,= 0
(3)
V̇ ( x) = ẋ1 sin x1 { + {2 x2 ẋ2 = 0, for all x
Lemma:
M = MT > 0 Z[ λ i ( M ) > 0, ∀i
M = MT ≥ 0 Z[ λ i ( M ) ≥ 0, ∀i
M = MT > 0 V ( x ) := x T M x
W
V (0) = 0 , V ( x) > 0, ∀ x ,= 0
V ( x) candidate Lyapunov function
FRTN05 — Lecture 4 Automatic Control LTH, Lund University
More matrix results
−1 4 x1
ẋ = Ax = (1)
0 −3 x 2
−1 4 x1
ẋ = Ax = (1)
0 −3 x 2
AT P + PA = − I
−1 0 p11 p12 p p12 −1 4
+ 11 =
4 −3 p12 p22 p12 p22 0 −3
(2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
AT P + PA = − I
−1 0 p11 p12 p p12 −1 4
+ 11 =
4 −3 p12 p22 p12 p22 0 −3
(2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
AT P + PA = − I
−1 0 p11 p12 p p12 −1 4
+ 11 =
4 −3 p12 p22 p12 p22 0 −3
(2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
AT P + PA = − I
−1 0 p11 p12 p p12 −1 4
+ 11 =
4 −3 p12 p22 p12 p22 0 −3
(2)
−2p11 −4p12 + 4p11 −1 0
=
−4p12 + 4p11 8p12 − 6p22 0 −1
x2 0
−1
−2
−3
−4
−4 −3 −2 −1 0 1 2 3 4
x1
1
2
0
x
−1
−2
−3
−4
−4 −3 −2 −1 0 1 2 3 4
x
1
Linear system: ẋ = Ax
PA + AT P = − Q
V̇ ( x) = x T P ẋ + ẋ T Px = x T ( PA + AT P) x = − x T Qx < 0
= −Q
V̇ ( x) = x T P f ( x) + f T ( x) Px
= x T P[ Ax + ( x)] + [ x T AT + T ( x)] Px
= x T ( PA + AT P) x + 2x T P( x) = − x T Qx + 2x T P( x)
x T Qx ≥ λ min ( Q )q xq2
and for all γ > 0 there exists r > 0 such that
(1) V (0) = 0
(2) V ( x) > 0, for all x ,= 0
(3) V̇ ( x) < 0 for all x ,= 0
(4) V ( x) → ∞ as q xq → ∞
Contour plot V ( x) = C:
2
1.5
Example [Khalil]:
1
−6x1
0.5 ẋ1 = + 2x2
(1 + x12 )2
x2
−2( x1 + x2 )
−0.5
ẋ2 =
−1
(1 + x12 )2
−1.5
−2
−10 −8 −6 −4 −2
x1
0 2 4 6 8 10
(1) V (0) = 0
(2) V ( x) > 0 for all x ,= 0
(3) V̇ ( x) ≤ −α V ( x) for all x
(4) V ( x) → ∞ as q xq → ∞
Hence, V ( x(t)) → 0, t → ∞.
Using the properties of V it follows that x(t) → 0, t → ∞.
ẋ = f ( x),
x(t)
x(0)
M
Ω E M
m ẍ = −bẋp ẋp − k0 x − k1 x3
V ( x) = (2m ẋ2 + 2k0 x2 + k1 x4 )/4 > 0, V (0, 0) = 0
V̇ ( x) = −bp ẋp3
d k0 k1 3
ẋ(t) = − x(t) − x (t) ,= 0,
dt m m
which means that ẋ(t) can not stay constant.
Hence, V̇ ( x) = 0 Z[ x(t) " 0, and LaSalle’s theorem gives
global asymptotic stability.
dV d
= 2( x12 + x22 − 1) ( x12 + x22 − 1)
dt dt
= −2( x12 + x22 − 1)2 ( x12 + x22 ) ≤ 0 for x ∈ Ω
E = { x ∈ Ω : V̇ ( x) = 0} = { x : q xq = 1}
M = E is an invariant set, because
d
V = −2( x12 + x22 − 1)( x12 + x22 ) = 0 for x ∈ M
dt
We have shown that M is a asymtotically stable limit cycle
(globally stable in R − {0})
m ẍ = −bẋp ẋp − k0 x − k1 x3
V ( x, ẋ) = (2m ẋ2 + 2k0 x2 + k1 x4 )/4 > 0, V (0, 0) = 0
V̇ ( x, ẋ) = −bp ẋp3 gives E = {( x, ẋ) : ẋ = 0}.
Assume there exists ( x̄, x̄˙ ) ∈ M such that x̄(t0 ) ,= 0. Then
u x e
b + x
s+a −
b
b b
x
s+ba
ẋ + ax = bu
ḃ
x+a x=b
bb bu
Introduce e
x= x−b b, e
e= a−a
x, a b= b−b
b.
Want to design adaptation law so that e
x→0
1 2
V = (ex + γ aae2 + γ be
b2 )
2
V̇ = e
x ė ea
x + γ aa ė + γ be
bė
b=
=e
x(−a e eb
x−a x+e ea
bu) + γ a a ė + γ be
bė x2
b = −a e
1 ė 1
ė = −a
a ḃ = e
xbx b = −ḃ
b=− e xu
γa γb
Invariant set: e
x = 0.
This proves that e
x → 0.
e and e
(The parameters a b do not necessarily converge: u " 0.)
Demonstration if time permits
3000
2500
2000
1500
1000
â
500
0
0 10 20 30 40 50 60
time [s]
3000
2500
2000
1500
1000
500
b̂
0
0 10 20 30 40 50 60
time [s]
0.8
0.6
0.4
0.2
x − x̂
0
−0.2
−0.4
−0.6
−0.8
−1
0 10 20 30 40 50 60
time [s]
Russian Version
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