Introduction

Lyapunov Theory

Example

LYAPUNOV STABILITY THEORY

Anith Krishnan
College of Engineering, Thalassery

March 18, 2012

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction

Russian mathematician - Alexander Mikhailovitch Lyapunov - 1892.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction

Russian mathematician - Alexander Mikhailovitch Lyapunov - 1892. Applicable to Linear and Non-linear systems.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction

Russian mathematician - Alexander Mikhailovitch Lyapunov - 1892. Applicable to Linear and Non-linear systems. English translation published in the International Journal of Control in March 1992.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction

Russian mathematician - Alexander Mikhailovitch Lyapunov - 1892. Applicable to Linear and Non-linear systems. English translation published in the International Journal of Control in March 1992. Stable Stable in the sense of Lyapunov.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction
According to Lyapunov, one can check the stability of a system by nding some function V (x), called the Lyapunov function, which for time invariant systems satisifes V (x) > 0 , V (0) = 0 (1)

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction
According to Lyapunov, one can check the stability of a system by nding some function V (x), called the Lyapunov function, which for time invariant systems satisifes V (x) > 0 , V (0) = 0 (1)

dV V dx V (x) = = 0 dt x dt

(2)

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction
According to Lyapunov, one can check the stability of a system by nding some function V (x), called the Lyapunov function, which for time invariant systems satisifes V (x) > 0 , V (0) = 0 (1)

dV V dx V (x) = = 0 dt x dt Lyapunov function Linear systems - Solution of a linear algebraic equations called Lyapunov Algebraic Equation. Non-linear systems - No specic method.
Anith Krishnan LYAPUNOV STABILITY THEORY

(2)

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Introduction

A linear time invariant system is stable, if one is able to nd a scalar function V (x) such that when this function is associated with the system, both conditions given by Eq.(1) and Eq.(2) are satisied. If the condition (2) is a strict inequality, then the system is asymptotically stable.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Foundation to the Lyapunov Theory

For a linear system x = Ax, V (x) = xT P x, which leads to V (x) = xT AT P + P A x (5) The system is aymptotically stable if the following condition is satised: AT P + P A < 0 (6) or equivalently, AT P + P A = Q,
Anith Krishnan LYAPUNOV STABILITY THEORY

x(0) = x0 P = PT > 0

(3)

the Lyapunov function can be chosen to be quadratic, that is, (4)

Q = QT > 0

(7)

where Q is any positive denite matrix.

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Lyapunov Theory

The linear time invariant system x = Ax, x(0) = x0

is asymptotically stable if and only if for any Q = QT > 0 there exists a unique P = P T > 0 such that AT P + P A = Q is satised.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Example 1
Consider the following continuous time invariant system represented by 0 1 0 0 1 A= 0 1 2 3 The eigen values of this system are = 2.3247, 0.3376 j0.5623 and hence this system is asymptoticaly stable. In order to apply Lyapunov method, we rst choose a positive denite matrix Q. The standard initial guess is Q = I, identity matrix.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Example 1

The solution of Lyapunov Algebraic 2.3 2.1 P = 2.1 4.6 0.5 1.3

Equation gives the solution 0.5 1.3 (8) 0.6

P is positive denite and the Lyapunov test indicates that the system under consideration is stable.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Remark

If we start with P and solve for Q, the test may or may not work. If we start with Q and then nd P , the result is going to be quick.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Example 2

Determine the stability of the system with state matrix A= 0 1 6 5

Note: By inspecting A, it is clear that the system is stable.

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Example 2

AT P + P A = Q 0 6 1 5 p11 p12 p p + 11 12 p21 p22 p21 p22 0 1 1 0 = 6 5 0 1

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Example 2

AT P + P A = Q 0 6 1 5 p11 p12 p p + 11 12 p21 p22 p21 p22 0 1 1 0 = 6 5 0 1

12p12 6p22 + p11 5p12 1 0 = 6p22 + p11 5p12 2p12 10p22 0 1

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Example 2

AT P + P A = Q 0 6 1 5 p11 p12 p p + 11 12 p21 p22 p21 p22 0 1 1 0 = 6 5 0 1

12p12 6p22 + p11 5p12 1 0 = 6p22 + p11 5p12 2p12 10p22 0 1 P = 1.1167 0.08333 0.08333 0.1167

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery

Introduction

Lyapunov Theory

Example

Support

V (x) = xT P x + xT P x = x P Ax + (Ax) P x = x T P A + AT P x
T T

(9) (10) (11)

Anith Krishnan LYAPUNOV STABILITY THEORY

College of Engineering, Thalassery