Example System: Predator Prey Model

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 Example System: Predator Prey Model
x ax bxy x y
y cy pxy

Without prey the predators

become extinct x x 0
y cy

Without predators the prey

Populations Oscillate grows unbounded x ax
Two equilibrium: y y0
c a
(0,0) (x= ,y= ) (Chose a=100,b=1,c=100,p=1 to fix equilibrium at (100,100))
p b
 Chapter 3
Lyapunov Stability Autonomous Systems

Question: Is this system well behaved?

System of Follow Up Question: What does well behaved mean?
differential Do the states go to fixed values?
equations Do the states stay bounded ?
Do we know limits on the size of the states?

If we could solve the system then

theses questions may be easy to answer.
We are assuming we cant solve our
systems of interest.

Bottom line in this chapter is that we want to know if a differential equation,

which we cant solve, is well behaved?
x2 x2

Preview
System stops
moving, stable

x1 x1

x(0) x(0)

How can we know which way System state

our system behaves? grows, unstable

Answer: Design a function V ( x(t )) 0

with the property V ( x(t )) 0

This can be an open- or closed-loop system.

For a closed-loop system it provides a tool:
design u g x t to make V ( x(t )) 0
 No explicit time dependence.
The solution will evolve with time, i.e. x(t)

Open or closed-loop system

Three main issues:

System is nonlinear
f is a vector
Cant find a solution

Can have multiple equilibrium points

We will work to quantify well behaved

 Evolution of the state
x2
Khalil calls this the Challenge and answer
form to demonstrate stability
Challenger proposes an bound for the
final state
x1 The answerer has to produce a bound on
the initial condition so that the state always
stays in the bound.
Answerer has to provide an answer for
every proposed

Bottom line: If we start close

enough to xe we stay close to xe
 Pendulum without friction.
Is (0,0) a stable equilibrium point in the sense of Definition 2?

Yes

Initial condition is , 0
x1 ' = x2 a = 10 6
x2 ' = - a sin(x1)

1
x2

0 x1 ' = x2 a = 10
x2 ' = - a sin(x1)
-1
0.6

-2 0.4

0.2
-3
x1 0
-4
-0.2
-4 -3 -2 -1 0 1 2 3 4
x1 -0.4

Give me an -0.6
We can find a -6 -4 -2 0 2 4 6
t
 x(t) goes to xe as t goes to

A equilibrium point could be Stable and not Convergent

An equilibrium point could be Convergent and Not Stable
 Pendulum without friction.
Is (0,0) convergent? No
Is (0,0) asymptotically stable? No

x1 ' = x2 a = 10
x2 ' = - a sin(x1)

1
x2

0 x1 ' = x2 a = 10
x2 ' = - a sin(x1)
-1
0.6

-2 0.4

0.2
-3
x1 0
-4
-0.2
-4 -3 -2 -1 0 1 2 3 4
x1 -0.4

-0.6

-6 -4 -2 0 2 4 6
t
 Pendulum with friction.
Yes
Is (0,0) a stable equilibrium point in the sense of Definition 2?
Is (0,0) convergent? Yes
Is (0,0) asymptotically stable? Yes
x1 ' = x2 a = 10
x2 ' = - a sin(x1) - 5 x2

1
x2

-1
x1 ' = x2 a = 10
x2 ' = - a sin(x1) - 5 x2
-2
0.6

-3 0.5

0.4
-4

x1
0.3
-4 -3 -2 -1 0 1 2 3 4
x1 0.2

0.1

0 0.5 1 1.5 2 2.5 3

t
Includes a sense of how fast the system converges.

Exponential is stricter than asymptotic

Can perform this shift to any equilibrium point of interest
(a system may have multiple equilibrium points)
 V is a scalar function

Notation:
PSD write as V0
PD write as V>0
NSD write as V0
ND write as V<0

Could be V(x1(t)) Example: Are each of these PSD, PD, ND, or NSD?
V(x1) V(x1) V(x1) V(x1)
None

ND

x1 x1 x1 x1
PSD PD
Could be x1(t)
 x =x T x

V(x1) "if and only if"

PD if q11 0
Example:
Example: V(x)=x T Qx where x
then Q (i.e. a scalar)
PSD or NSD if q11 0 we can write a general example as V(x)=q11x12
x1

ND q11 0
 Substitute original system
x f ( x)

x
V is a general function
x 1 of x1 and x2
x2

V(x) is specific to this

system of interest
 Dont loose generality by restricting Q to be symmetric in quadratic form

i.e., Q symmetric

See chapter 2

I.e. only the symmetric part

0 0 b
T a b T a contributes to the quadratic
V x x x x
c d 0 d c 0
symmetric asymmetric

ax12 dx22
 Where is this going?
x12 could be an abstraction of the
energy stored in the system
Analogy would work for potential
V(x)
energy of a spring or charge on a
PD: V=x12 0 capacitor

V(x(t))
x

Lets say that x1 is the

x1
state of our system

V(x1(t)) Now if we find: V(x(t)) 0

How could that happen?
V(x1(t)) will
not increase Could be
negative

t System
equations
Can take as many derivatives as
you need

Eventually we will perform the

control design to make this true

Recall that we are considering

the equilibrium point at the
origin; thus, we already know
0
Br is a ball about the origin. Our
Theorem only applies at the origin Every convergent
sequence has a
convergent
subsequence in Br
 V ( x) 0

Closeness of x
to x=0 implies
closeness of
V(x) to V(0)
xe 0 V (0) 0

Definition of
stability
 q
l

mg

Not required to be able to

derive these equations for
this class.
Example 3 (cont)

l-h q
l

v
lh
cos(q ) h
l
l h l cos(q ) mg
h l 1 cos(q )
 Example 3 (cont)

Note: open interval that

does not include 2, 2

Note:
Stable implies that the system (pendulum position and velocity) remains bounded
Does not mean that the system has stopped moving
The energy is constant (V=E) but the system continuously moves exchanging kinetic and
potential energy Limit Cycle)
Limit Cycles
Oscillation leads to a closed path in the phase plane, called periodic orbits. For
example, the pendulum has a continuum of closed paths
If there is a single, isolated periodic orbit such that all trajectories tend to that
periodic orbit then it is called a stable limit cycle.

Can also have unstable limit cycles.

Khalil, Nonlinear Systems 3rd Ed, p59

 Example: LC Oscillator

dv di 1
iC vL i vdt
dt dt L

1
Kirchoff's current law at node 1
dv 1

into node
i C
dt
L
vdt 0

Differentiate, define x1 v, x2 v
x1 x2
1
x2 x1
LC

Khalil, Nonlinear Systems 3rd Ed, p59

Example: Oscillator

iR1 iR2

i=h(v)

Khalil, Nonlinear Systems 3rd Ed, p59

Example: Oscillator

x1 v
x2 x1 v
 friction
We would expect that the
friction will take energy out
of the system, thus the
system will stop moving.

ND? Physically, we know that the system will stop because of

the friction but our analysis does not show this (we only
NSD? show it is Stable but cant show Asymptotic Stability).
We will fix this problem using the Invariant Set Theorem
Example 4 (cont)

We know the system is asymptotically stable even if

that is not illustrated by this specific Lyapunov
analysis.

Note: We will return to this later and fix using the Invariant Set
Theorem.
This is a Local stability result because
we have limited the range of the state
variables for which the result applies.
Have we learned anything useful? x
Eq point
0 1 1.1 x x 0
Given control design problem:

x ax bu x , constants a, b 0
input designed to stabilize system as u k p x
t(sec)
x ax bk p x a bk p x f ( x )

What values (if any) of k p will work? Eq point

0 1 1 x x anything

V x2
V 2 xx 2 x (a bk p ) x 2(ax k p ) x 2
a
V 0 if 2( a bk p ) 0 k p
b

Given the actual system a=1, b=2: Eq point

0 1 0.9 x x 0
1
kp
2
 There is a missing piece in our original proof that prevents us from applying the result
globally:

V 0 (PD) and V 0 (ND) AS at x e

that is, V ( x) V ( x(0))
V ( x) decreasing

Problem: V ( x) might be decreasing (as to the Theorem)

but V ( x) may not be sufficient
to capture the behavior of the states (globablly)
x
Not radially unbounded because the x1 term in V 1 as x1
i.e. small V does not imply small x1

Evolution of the state

(green line)

State x1 gets large but it is

trapped by the constant
Lyapunov function

Constant V(x1,x2) contours

Add this condition to AS Theorem:

Fixes the problem that the

Theorem 2 was local.

Global AS: The states will go to zero as time increases from any finite starting state
scalar function

like radially
unbounded
V is PD iif there are class K functions that upper and lower bound the Lyapunov function.
Raleigh-Ritz Theorem.

class functions
Summary: If the state starts within some ball, then the state remains within some other ball
for all times.

We will eventually use t here

Reminder of Theorem 2 (need on next slide)
 V (0) 0
V ( x) 0
V ( x) 0

Solve rhs and substitute

a new upper bound
Solve lhs V p
x
K2
Solve the Substitute a new upper bound
differential
inequality
V ( x0 ) p
x0
K2
x(t ) is less than an exponential bound p
Now want to address the problem demonstrated in the pendulum with friction example,
couldnt show function was negative definite using energy arguments.

What happens in M stays in M

Now want to address the problem demonstrated in the pendulum with friction example,
couldnt show function was negative definite using energy arguments.
An oscillator has a limit cycle

Slotine and Li, Applied Nonlinear Control

This is a condition
that we can try to test
The system x f ( x ) defines the trajectory
Use knowledge of the trajectory to test this condition
The only place when V ( x) 0 is when the system is at the equilibrium
 iv)

The system x f ( x) defines the trajectory

"vanish identically" -> exactly =0
(vs. approaching zero)
 i) PD iv) Radially Unbounded

ii) NSD

Stays at x2=0 forever,

i.e. doesnt move
trajectory

iii) Doesnt vanish along a trajectory except x1=0

Different from Lyapunov Theorem because:
1) V does not need to be Positive Definite
2) Applies to multiple equilibrium points and limit cycles
Example of LaSalles Theorem
System:
a, are positive constants
Equilibrium Points:
Any point (0, x2 ) is an equilibrium point.
Example of LaSalles Theorem (cont)

Suggests the
Lyapunov Function Candidate: possibility of adding in V
1 2 1 2 1 2 1 2
V x1 x2 V x1 x2
2 2
2 2
V x1 x1 x2 x2 x2 x12 ax12 x12 x2
1 x2 x12 ax12
V 0 (PD),V 0 ??? (no)
Can we change the Lyapunov function to yield a better
derivative?
: It would be nice of this was a 1
1 1
V x12 x2 2
2 2
V x1 x1 x2 x2 x2 x12 ax12 x12 x2 ax12
V 0 (PD),V 0 ??? (no)
Lyapunov function design is an iterative process!
 Example of LaSalles Theorem (cont)
Lyapunov Function Candidate:

1 2 1 2
Can we further change V x1 x2
the Lyapunov function 2 2
V x1 x1 x2 x2 x2 x12 ax12 x12 x2
to yield a better
derivative?
ax12
V 0 (PD),V 0 ??? (no)
Would be nice if we could turn into bx12
where the bx12 is more negative than ax12 is positive
Suggests the
possibility of changing V further
1
V ... x2 b
2

2
1 1 1
V ... x2 b x2 .. x2 x2 bx2

V .. x2 x12 bx12
Example of LaSalles Theorem (cont)

We have enough
information to
conclude the system is
stable in some region
-> set is invariant wrt
the system
"Checklist"
Set D 2
i ) M D invariant wrt system
ii ) V 0 in M
iii ) E where V 0
iv ) N largest invariant set in E
Example of LaSalles Theorem (cont)
Lyapunov Function Candidate:

Conclusion from Theorem

"Checklist"
x2 (t ) constant as t Set D 2
i ) M D invariant wrt system
ii ) V 0 in M
iii ) E where V 0
iv ) N largest invariant set in E
Example of LaSalles Theorem (cont)
 x

x2 x4

x
 x1 ' = 3 x2
x2 ' = - 5 x1 + x13 - 2 x2 D
4

1
x2

-1 However, it does look like

there should be a region such
-2
that the system converges.
-3 Can we define that region?
-4

-4 -3 -2 -1 0 1 2 3 4
x1
Define Region of Attraction (RA):
 We are assuming we know
k there is a bound on x2

Original assumption , V is
Solve differential decreasing
inequality
k 0

k
We have now shown there
is a bound on x2
Find RA for k=2:
2
k x(0) system is ES
RA for the specific case of k 2 :
2
x(0) 2
x(0) 2
x ' = - k x + x3 k=1

2 x(0) 2
y '=0
This is our RA:
1

0.8

0.6
k=2
Phase portrait:
0.4

0.2

0
y

-0.2 1 0 x
2 2
-0.4
Estimate Region of Attraction (RA) Using LaSalles Theorem:

Doesnt mean it is the entire RA

Finish Example 14

Could be larger,
Finish Example 14

V(x)
150

100

50

0
4 x1 ' = 3 x2
x2 ' = - 5 x1 + x13 - 2 x2
2 4
0 2 4

x2 0
-2 3
-2
-4 -4 x1
2

Contour lines of V(x)

x2

-1

-2

-3

-4

-4 -3 -2 -1 0 1 2 3 4
 Proven the If part of the Theorem. If Q>0 and found P
then AS real part of eigenvalues is >0

Now prove the only If part of the Theorem.

 Example: Is the following system AS?
solve 3 equations with 3 unknowns

x1 0 1 x1 0 2 0 p1 1
x 1 1 x 1 1 1 p 0
2 2 2
0 2 2 p3 1
p p2 x1
V x1 x2 1 p1 1.5
p2 p3 x2 p 0.5
2
Q ( AT P PA) p3 1
Choose an arbitrary Q that is PD and symetric 1.5 0.5
P
1 0 0.5 1
easy pick Q I 2 x 2
0 1 1 0.6910, 2 1.8090
1 0 0 1 p1 p2 p1 p2 0 1 Found a PD, symmetric P from an arbitrary Q
p p p
0 1
1 1 2 3 2 p3 1 1 eigenvalues of A satify e(i ) 0
the origin of the system is AS
1 0 p2 p3 p2 p1 p2
0 1 p p p
1 p p2 p2 p 3 3 2 3 In MATLAB: >> P=lyap([0 -1;1 -1],[1 0;0 1])

1 0 2 p2 p3 p1 p2
0 1 Wouldnt it be easier just to find the
p 3 p1 p2 2 p2 2 p3 eigenvalues of A? Yes, but having P (and
solve 3 equations with 3 unknowns hence a Lyapunov function) will be useful
later.
Linearization of a Nonlinear System

= 0 by assumption of equilibrium point Assume small

Change of variables to make the origin the equilibrium

Example: Linearize System

x22 x1 cos( x2 )
f

2 1 1
x x x 1 x1 sin( x )
2
f cos( x2 ) 2 x2 x1 sin( x2 )

x 2 x1 1 sin( x2 ) 1 x1 cos( x2 )
f 1 0

x x [0,0]T 1 1

Eigenvalues = 1,1

Origin is unstable
 Example : Linearize System (cont)
Original System
x1 ' = x22 + x1 cos(x2)
x2 ' = x2 + (x1 + 1) x1 + x1 sin(x1) x1 ' = x1
Linearized
x2 ' = x1 + x2

0.1
0.1
0.08
0.08
0.06
0.06

0.04
0.04

0.02
0.02
x2

x2
0

-0.02
-0.02

-0.04
-0.04

-0.06
Compare favorably -0.06

-0.08
close to the equilibrium
-0.08

-0.1 -0.1

-0.1 -0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 point

0.08 0.1 -0.1 -0.08 -0.06 -0.04 -0.02 0 0.02 0.04 0.06 0.08 0.1
x1 x1

x1 ' = x22 + x1 cos(x2) x1 ' = x1

x2 ' = x2 + (x1 + 1) x1 + x1 sin(x1) x2 ' = x1 + x2

2
2

1
1

0
0
x2

-1
x2

-1

-2
-2

-3
May compare less
favorably further away
-3

-4
from equilibrium point -4
-2 -1 0 1 2 3 4
-2 -1 0 1 2 3 4
x1
x1
 Example System: Predator Prey Model
x ax bxy x y
y cy pxy

Without prey the predators

become extinct x x 0
y cy

Without predators the prey

Populations Oscillate grows unbounded x ax
Two equilibrium: y y0
c a
(0,0) (x= ,y= ) (Chose a=100,b=1,c=100,p=1 to fix equilibrium at (100,100))
p b
 Example System: Predator Prey Model
Linearization at the equilibrium points

e ( ) 0

(100,100)

(0,0)

Lost idea of extinction Lost idea of oscillating populations

 xe

x0
In general, proving a system is
unstable is not very
constructive in designing
control systems.
Unstable equilibrium
V ()( 2 x )
2

V 0 if x
Example

x1 x2
x2 x2 x1
1 2

V x1 x22
2

V 2 x1 x2 x22

Can we define a set U V>0 ?

Doesn't appear possible because in region about the origin x0
would have to include a point x1 0 and x 2 =0
which would make V 0
Not conclusive, doesnt mean it is stable
Summary
x=0 stable

convergent

x=0 asymptotically stable

x=0 exponentially stable

x=0 stable convergent x=0 asymptotically stable x=0 exponentially stable

X(t) X(t) X(t) X(t)

time time time time

 10
Summary
Local, global
M is asymptotically stable

2 3
1

x=0 stable
x=0 asymptotically stable
Locally, NSD dV/dt x=0 asymptotically stable
Locally, state could grow
while V shrinks globally
V is class K
8
7

x=0 exponentially stable

x=0 asymptotically stable local global, local depend on conditions

9 Conditions true in entire state space

Global, asymptotically stable

Summary

Linearization

11

x=0 exponentially stable

Inherently local result since it is an approximation of a nonlinear system at a point

x1 ' = x22 + x1 cos(x2)

x2 ' = x2 + (x1 + 1) x1 + x1 sin(x1) x1 ' = x1
x2 ' = x1 + x2
2
2

1
1

0
0
x2

-1
x2

-1

-2
-2

-3

system -3
Linear approximation
-4
-4
-2 -1 0 1 2 3 4
x1 -2 -1 0 1 2 3 4
x1
Summary
u
f(x)

x f ( x) u
if we use feedback of the state i.e. u( x ) g ( x ) then

the analysis tools in this

chapter will be the basis
u
f(x) for designing the
control u(x)
f2(x)
g(x)

x f2 ( x)
is still autonomous
 Homework
Set 3.1: Pendulum without friction
Set 3.2: Equilibrium points, quadratic
Lyapunov function candidate to determine
stability
Set 3.3: Book problems 3.1, 3.3, 3.6, 3.7
Set 3.4: Book problems 3.4,3.5,3.13, 3.14

 Homework #3-1
Find all of the equilibrium points for the
pendulum without friction.
Plot the phase portrait from -3<x1<3 and -
10<x2<10.
From inspection of the phase portrait , does it
appear that the equilibrium points are stable?
Use the Lyapunov function candidate from the
notes to examine stability at x1= and 2
0 x2
Homework (sol)
0 a sin( x1 )
Equilibrium points at (0,0), ( n ,0) for n 1, 2,3...
Pendulum spins

Pendulum swings

Pendulum
doesnt move
(stable EQ point)

Pendulum doesnt
move at exactly that
point
(Unstable EQ point)
 Is EQ at x1 stable? Homework (sol)
Change of variable Shifted system
y1 x1 then y1 x1 y1 y2
y2 x2 then y2 x2 g
y2 sin( y1 )
l
1 2 2
V ml y2 mgl (1 cos( y1 )) Same Lyapunov function candidate that we used in notes
2
y
y y y y

V V f1 ( y )
V ( y)
y2 f 2 ( y )
,
y1 V ( y) 0 ? No
y2
mgl sin( y1 ) , ml y2 g
2 Is the EQ point No
sin( y1 ) stable or conclusion
l
unstable? can be made
mgly2 sin( y1 ) mgly2 sin( y1 )
2mgly2 sin( y1 )
 Is EQ at x1 2 stable? Homework (sol)
Change of variable Shifted system
y1 x1 2 then y1 x1 y1 y2
y2 x2 then y2 x2 g
y2 sin( y1 2 )
1 2 2 l
V ml y2 mgl (1 cos( y1 )) Same Lyapunov function candidate that we used in notes
2
y
y y y y

V V f1 ( y )
V ( y) V ( y) 0 ?
y2 f 2 ( y )
, Yes
y1
y2
mgl sin( y1 ) , ml y2 g
2 Is the EQ point
sin( y1 2 ) stable or
l Stable
unstable?
mgly2 sin( y1 ) mgly2 sin( y1 2 )
0
 Homework #3-2
Find the equilibrium points for each of the following and use a quadratic
Lyapunov function candidate to determine stability of each equilibrium point.

1) x x 3) x1 x2 5) x1 x2 x3 x1
2) x x 5 x2 x1 x2 x2 x1 x3 x2
4) x1 x2 x3 x1 x2 x3

x2 x1 1 x12 x2
Using a quadratic Lyapunov function, find u=f(x) such that the system is stable at
x=0 6) x x u
specify u f ( x)
Using a quadratic Lyapunov function, find the conditions on a,b,c,d such that the
system is stable at x=0
7) x1 ax1 bx2
x2 cx1 dx2
 Homework (sol)
1) x x
Eq pt at x 0
1 2
V x
2
V xx x x x 2
V 0 (PD), V 0 (ND) AS (at x=0)
 Homework (sol)
2) x x 5
Eq pt at x 5
Define change of variables y x 5 then y x
New system y y
1 2
V y
2
V yy y y y 2
V 0 (PD), V 0 (ND) AS at y=0 AS at x=-5
 Homework (sol)
3) x1 x2
x2 x1 x2
Eq pt at x1 x2 0
1 1 0 x1 1 2 1 2
V [ x1 x2 ] x 2 x1 2 x2
2 0 1 2
V x1 x1 x2 x2 x1 x2 x2 x1 x2
x2 2
V 0 (PD),V 0 (NSD) Stable
Can we get a "better" result? Probably, let's try Theorem 8
Consider R=[x1 , x2 ]T x1 , x2
V 0 x2 0 thus x2 0 t x2 0
then by the second system equation 0= x1 x2 x1 0
V 0 does not vanish identically along any trajectory other than x1 =x2 =0 Asymptotically Stable
Theorem 9: since V is also radially unbounded, Origin is Globally Asymptotically Stable (GAS)
 Homework (sol)
4) 4) x1 x2
x2 x1 1 x12 x2
Eq pt at x1 x2 0
1 2 1 2
V x1 x2
2 2

V x1 x1 x2 x2 x1 x2 x2 x1 1 x12 x2
x1 x2 x1 x2 x2 2 x12 x2 2 x2 2 1 x12
V 0 (PD),V 0 (NSD) Stable ISL
Can we get a "better" result? Probably, let's try Theorem 8
Consider R=[x1 , x2 ]T x1 , x2
V 0 x2 0 thus x2 0 t x2 0
then by the second system equation 0=x1 1 x12 x2 x1 0
V 0 does not vanish identically along any trajectory other than x1 =x2 =0 Asymptotically Stable
Theorem 9: since V is also radially unbounded, Origin is Globally Asymptotically Stable (GAS)
 Homework (sol)
5) x1 x2 x3 x1
x2 x1 x3 x2
x3 x1 x2 x3
Eq pt at x1 x2 x3 0
1 2 1 2 1 2
V x1 x2 x3
2 2 2
V x1 x1 x2 x2 x3 x3 x1 x2 x3 x1 x2 x1 x3 x2 x3 ( x1 x2 x3 )
x12 x2 2 x32
V 0 (PD), V 0 (ND) AS
 Homework (sol)
6) x x u
Assume Eq pt at x 0
1 2
V x
2
V xx x 2 xu
would like to get rid of the unhelpful x 2
and add a stabilizing term x 2
let u -2 x (or even u - Kx with K>1)
V x2 2x2 x2
V 0 (PD), V 0 (ND) AS
Note that x x has an EQ point at zero as we assumed.
We just designed a feedback control to stabilize the system
We used the Lyapunov function to design the control.
7) x1 ax1 bx2 Homework (sol)
x2 cx1 dx2
Assume Eq pt at x1 x2 0
1 1
V x12 x2 2
2 2
V x1 x1 x2 x2
ax12 bx1 x2 cx1 x2 dx2 2
ax12 dx2 2 b c x1 x2
choose a and d to stabilize the system ie a 0 and d 0
choose b and c to make the last term "go away" ie b c 0
then
V 0 (PD), V 0 (NSD) Stable

Since this is a linear system, compare to finding conditions for positive eigenvalues:
a b 0
A I 0 a d bc
c d
2 (a d ) ad bc 0
 Homework 3.3
Chapter 3 - Problems 3.1, 3.3, 3.6, 3.7
 Homework 3.3 (sol)

System doesnt move, i.e. derivatives are zero

x1 0 x2

x1 0 x1 x13 x2 x1 1 x12 0 x1 0,1, 1
equilibrium points at (0,0), (1,0), and (-1,0)

Notation means the second eq point, not the square of the eq point

See that (0,0) which corresponds to (1,0) in the original

system is an equilibrium point
Homework 3.3 (sol)
(-1,0)

See that (0,0) which corresponds to (-1,0) in the original

system is an equilibrium point
 Homework 3.3 (sol)

Solve for conditions on v (note that this is the voltage on the coil not a
Lyapunov function candidate) so that x1=yo and the system is at rest, i.e. solve
v so that there is an equilibrium point at x1=yo. Approach: set derivatives to
zero, x1 to the contant yo solve for v.
 Emphasizing that we
are looking for a
Homework 3.3 (sol) constant x3

x1=yo
Homework 3.3 (sol)

This is why
linearization can be so
powerful tool - you
get to use all of the
linear analysis tools.
 Homework 3.3 (sol)

a) Verify that the origin is an equilibrium

Substitute (0,0)
x1 0
x2 0
thus (0,0) is an equilibrium point
Homework 3.3 (sol)
 Homework 3.3 (sol)
From pplane8: 0

1 1
Homework 3.3 (sol) Test this first

V can be zero other than

at the origin
Homework 3.3 (sol)
 Homework 3.4
Chapter 3 - Problems 3.4,3.5,3.13, 3.14
Homework 3.4 (Sol)
 Homework 3.4 (Sol)

For small x2
Because we
assumed small x2
Homework 3.4 (Sol)
 Homework 3.4 (Sol)

a) Substitute (0,0) in the system, then x1 x2 0

the system can't move from the point
x1 x2 0 for all time which means in stays in the ste (0,0).
The equilibrium point is an invariant set.
Note that any equilibrium point is an invariant set.

b) The set defines a relationship between x1 and x 2 as: 1 (3 x12 2 x22 ) 0 3 x12 1 2 x22 x1
1
3

1 2 x22 ;

i.e. points (
1
3

1 2 x22 , x2 )

d
Invariance implies that there is no deviation from the set over time, ie ( set ) 0
dt
x
d

1 (3 x12 2 x22 )
x

1 (3 x12 2 x22 ) x 6 x1 4 x2 1 6 x1 x1 4 x2 x2
dt x2
2
3

Sub from system: = 6 x1 x2 4 x2 x1 x2 1 3 x12 2 x22 4 x 1 3x
2
2
2
1 2 x22
Sub from our set definition (using 3 x12 1 2 x22 ): =0
Thus the set is invariant w.r.t the system.
Homework 3.4 (Sol)

This is a clever way to add a degree of freedom to a

quadratic Lyapunov function. a,b dont change the
basic nature of the quadratic function, ie still PD and
radially unbounded.

a,b provide the opportunity to cancel these

cross terms which might have other wise
stopped our analysis (ie had we chosen a=b=1)
Homework 3.4 (Sol)
Why choose this? Because someone tried a lot
of other Vs that did not work.
5. (25pts) Remember the pendulum with friction?
x1 x2
g k
x2 sin( x1 ) x2
l m
It is possible to prove asymptotic stability without needing the invariant set theorem
using the Layounov function candidate
g 1 p p3 x
V 1 cos( x1 ) xT Px, with P 11 ,x 1
l 2 p3 p22 x2
and where P must be P.D. implies
p11 0, p22 0, and p11 p22 p32 0.
Show what additional constraints are needed on p11 , p22 ,and p3 to make V N.D.?
g k
p11 x 2 p3 sin( x1 ) p 3 x2
g g l m
V x2 sin( x1 ) x T Px x2 sin( x1 ) x T
l l p x p g k
sin( x1 ) p22 x2
3 2 22
l m
g g g k k
p3 x1 sin( x1 ) x2 sin( x1 ) p22 x2 sin( x1 ) p22 p3 x22 p11 p3 x1 x2
l l l m m
k
let p11 p3 and p22 1 (to zero the unfriendly terms)
m
g k
V p3 x1 sin( x1 ) p22 p3 x22
l m
requires p3 0
k k
from PD requirement p11 p22 p32 0 p3 p32 0 p3
m m
k k
Now look at the last term in the last V : p22 p3 0 p3 .
m m
k
At this point a lot of p3 will work, we can pick p3 12 for convenience.
m
k2 k
Then p11 2
, p3 , p22 1 ensures V is ND for x1 : x1 .
2m 2m
V (0) 0,V is PD and radially unbounded and V is ND for x1 : x1
guarantees that the origin is locally asymptotically stable.