EXAMPLES:

Example 1: Consider the system

x 1  x 2
1 5
x 2  x1  x1  x 2
16
Calculate the equilibrium points for the system.
Plot the phase portrait of the system.

Solution:

The equilibrium points must be stationary. Therefore for the first system we
have

0  x2 0  x2
1 5
0   x1  x1  x 2
1 5

0   x1  x1   x1 1  0.0625x14
16

16
0  x2
1 5

0   x1  x1   x1 1  0.0625x14
16

roots([-1/16 0 0 0 1])
x1=0
ans =

-2.0000
-0.0000 + 2.0000i
-0.0000 - 2.0000i
2.0000

The jacobian matrix is defined as

The equilibrium points are

xe=[(0,0),(2,0),(-2,0)]
 f1 f1 
 x x 2   0 1
J 1  5 4 
 f 2 f 2   1  x1  1
 16 
 x1 
x 2 
  0 1  0 1 
0 1  
J xe1( 0,0)    J xe 2( 2, 0)
 1 
5
( 2) 4
 1 4  1
  1  1  16 
eig (J)  eig (J ) 
The same result is
obtained for xe3 (2,0)
- 0.5000 + 0.8660i 1.5616
- 0.5000 - 0.8660i - 2.5616 Saddle points

Stable node 1.5

[x1, x2] = meshgrid(-4:0.2:4, -2:0.2:2); 0.5

x1dot = x2;
2

0
x

x2dot = -x1+(1/16)*x1.^5-x2;
-0.5
quiver(x1,x2,x1dot,x2dot)
xlabel('x_1') -1

ylabel('x_2') -1.5

-2
-3 -2 -1 0 1 2 3
x1
 Example 2. Show that the origin of the system is stable, using a suitable
Lyapunov function.

x 1  x 2
x 2   x13  x 32

Solution: Let us use the following Lyapunov function

1 4 1 2
V ( x )  x1  x 2
4 2
  
 x2 
V( x )  x1 , x 2  3
3
3
 ( x )  dV  V dx  V  f ( x )
V

 1x  x 2
dt x dt V 1 2 2 
 (x)  x 3x  x  x 3  x 3
1 2 
 V V   f1 ( x )   (x)  x 4  0
 ,  f ( x )  V 2

 1x x 2 2 
The system is stable in the sense of Lyapunov.
 Example 3:

R(s) + 1 y 3 C(s)
s2  1 s 1
-

y3
s N

Find the describing function of the nonlinear element N of the control system.
1

3 sin t   sin 3t 

0.8

sin t  
0.6 ODD FUNCT ION
3 0.4

4
0.2

w  y3
-0.2

For a sinusoidal input -0.4

-0.6

-0.8

-1
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2

3
w ( t )  y3 ( t )  A 3 sin 3 t   3 sin t   sin 3t 
A
4
w(t)  a1 cost   b1 sin t 
a1=0
 1   3A3 A3 
b1    sin t   sin 3t  sin t  dt
   4 4 

>>syms tet;syms A;
>>b1=‘((3*A^3/4)*sin(tet)-A^3/4*sin(3*tet))*sin(tet)’;
>>int(b1,-pi,pi) 1  3  A 3  3A3
b1    
 4  4

 3A3  w1  NA,  y(t )  N(A, ) A sin t

w1    sin t 
 4 
 3A 2 
w1    A sin t 
 4 
N(A)
Example 4:
Determine whether the system in the Figure exhibits a self-sustained oscillation
(a limit cycle).
R(s) + 1 K
-1 s2  3s  2 C(s)
-
N(A,ω)

N(A, )  NA  
4M 4

A A
As 2  3As  2A  4K  0
1  NA  G (s)  0 9 2 A 2  4A * 2A  4K 
3A
s1, 2  
4 K 2A 2A
1 0 9 2 A 2  8 2 A 2  16KA
A s  3 s  2
2
s1, 2  1.5 
2A
 2 A 2  16KA
s1, 2  1.5 
2A

Since there is always a negative real part, the system doesn’t exhibit a limit
cycle.
LYAPUNOV STABILITY FOR LINEAR TIME-INVARIANT SYSTEMS:

Given a linear system of the form

x  A x
Let us consider a quadratic Lyapunov function candidate

V  x T Px
where P is a given symmetric positive definite matrix.
Differentiating the positive definite function V along the system trajectory yields
another quadratic form

  x T Px  x T Px
V
where

V  Ax  Px  x T PAx 
 T

 x T A T Px  x T P A x

 x T ATP  P A x  A T P  P A  Q
 x TQ x
If there exists a positive definite matrix Q satisfying the equation (Lyapunov
equation), the system is said to be stable in the sense of Lyapunov (ISL).

AT P  P A  Q  0 Lyapunov equation.
A useful way of studying a given linear system using scalar quadratic functions
is to derive a positive definite matrix P from a given positive definite matrix Q,
i.e.,

•choose a positive definite matrix Q

•solve for P from the Lyapunov equation
•check whether P is positive definite

If P is positive definite, then xTPx is a Lyapunov function for the linear system
and global asymptotical stability is guaranteed.
Example:
Consider two matrices,

 0 1 1 0
A  ,Q 
  12  8  0 1 
The linear system is stable (Real parts of all eigenvalues of the system matrix A
are negative) if there is a positive definite matrix P.

Using Matlab, we can find the matrix P as

P=
clc;clear; 0.4010 -0.5000
A=[0 1;-12 -8]; -0.5000 0.8125
Q=[1 0;0 1];
P=lyap(A,Q) ans =
eig(P) 0.0661
1.1474
The matrix P is positive definite, since the eigenvalues are
real, and the system is stable ISL.
LYAPUNOV FUNCTION FOR NONLINEAR SYSTEM:

Krasovskii’s method suggests a simple form of Lyapunov function candidate

(LFC) for autonomous nonlinear systems, namely, V=fTf. The basic idea of the
method is simply to check whether this particular choice indeed leads to a
Lyapunov function.

Theorem (Krasovskii): Consider the autonomous system defined by dx/dt=f(x),

with the equilibrium point of interest being the origin. Let J(x) denote the
Jacobian matrix of the system, i.e.,

f
J(x ) 
x
If the matrix F=J+JT is negative definite, the equilibrium point at the origin is
asymptotically stable. A Lyapunov function for this system is

V(x)  f T (x)f (x)

If V(x)  ∞ as ǁxǁ ∞, then the equilibrium point is globally asymptotically
stable.
Example:

Consider a nonlinear system

x 1  6 x1  2 x 2
x 2  2x1  6x 2  2x 32
We have
 f1 f1 
f  x1 x 2   6 2 
J  
x  f 2 f 2   2  6  6x 22 
 x1 x 2 

 12 4 
FJJ   T
2
 4  12  12 x 2
 The matrix F is negative definite over the whole state space. Therefore, the
origin is asymptotically stable, and a Lyapunov function candidate is
-8

clc;clear; -8.5

x2=-10:0.1:10; -9

for i=1:length(x2) -9.5

F=[-12 4;4 -12-12*x2(i)^2];

2
-10

eg=eig(F)
-10.5
plot(eg(1),eg(2))
hold on -11

end -11.5

-12
-1400 -1200 -1000 -800 -600 -400 -200 0
1

  6x1  2x 2  
T
 
V( x )  f ( x )f ( x)   6x1  2x 2 , 2x1  6x 2  2x 3
2  
 2x  6x  2x 3 
 1 2 2 

V(x)  f T (x)f (x)   6x1  2x 2   2x1  6x 2  2x 32 

2 2

Since V(x)  ∞ as ǁxǁ ∞, then the equilibrium point is globally asymptotically

stable.
Example (Variable Gradient Method):

Consider a nonlinear system

x 1  2x1
x 2  2x 2  2x1x 22
We assume that the gradient of the undetermined Lyapunov function has the
following form

V1  a11x1  a12 x 2

V2  a 21x1  a 22 x 2
The curl equation is
V1 V2

x 2 x1
 a 12  a 21
a12  x 2  a 21  x1
 x2  x1 Slotine and Li, Applied Nonlinear Control
If the coefficients are choosen to be

a11=a22=1, a12=a21=0

which leads to

V1  x1 V2  x 2
Then

  V x  2x 2  2x 2 1  x x 
V 1 2 1 2

Thus, dV/dt is locally negative definite in the region (1-x1x2)>0. the function V
can be computed as

x12  x 22
x1 x2

V( x )   x1dx1   x 2dx 2 
0 0
2
This is indeed positive definite, and therefore the asymptotic stability is
guaranteed.
Slotine and Li, Applied Nonlinear Control