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Introduction to Contraction Theory

Seminar 2008

Helmut Hauser
Institute for Theoretical Computer Science

31.Jan, 2008

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Overview

Introduction and Basic Theorems

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Overview

1 2

Introduction and Basic Theorems Connecting Contractive Systems

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Overview

1 2 3

Introduction and Basic Theorems Connecting Contractive Systems Applications of Contraction Theory

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Overview

1 2 3 4

Introduction and Basic Theorems Connecting Contractive Systems Applications of Contraction Theory Summary

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introductions
Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introductions
Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introductions
Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introductions
Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth all quantities assumed to be real and smooth (any required derivative or partial derivative exists)

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introductions
Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth all quantities assumed to be real and smooth (any required derivative or partial derivative exists) Note: system can be in general time-variant!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introductions
Some Denitions We are considering n-dimensional deterministic nonlinear systems of the form x = f(x, t)

with x Rn being the the state vector and f being a nonlinear vector function f is assumed to be smooth all quantities assumed to be real and smooth (any required derivative or partial derivative exists) Note: system can be in general time-variant! Note: may also represent closed-loop dynamics of system with state feedback u(x, t)

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introduction - Basic Idea


Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introduction - Basic Idea


Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introduction - Basic Idea


Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introduction - Basic Idea


Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introduction - Basic Idea


Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics Stability can be therefor analyzed dierentially: Do nearby trajectories converge?

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introduction - Basic Idea


Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics Stability can be therefor analyzed dierentially: Do nearby trajectories converge?

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Introduction - Basic Idea


Basic Idea Classical stability analysis is relative to some nominal motion or equilibrium point Contraction Theory states A system is stable if in some region any initial conditions or temporary disturbances are somehow forgotten Do not care about the nominal motion itself, just show that all trajectories converge Analysis is inspired by uid mechanics Stability can be therefor analyzed dierentially: Do nearby trajectories converge? Fluid Mechanics Interpretation x = f(x, t) can be seen as an n-dimensional uid ow, where x is the n-dimensional velocity vector at the n-dimensional position x and time t.
Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science

The path to Contraction Theory


With x being a virtual displacement (= innitesimal displacement at xed time) we dene a well dened dierential relation: x = f (x, t) x x Virtual dynamics of neighboring trajectories

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

The path to Contraction Theory


With x being a virtual displacement (= innitesimal displacement at xed time) we dene a well dened dierential relation: x = f (x, t) x x Virtual dynamics of neighboring trajectories

the associated quadratic tangent form of x is xT x. Looking at rate of change of the quadratic distance between to neighboring trajectories: d f from above (xT x) = 2xT x = 2xT x dt x

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

The path to Contraction Theory


With x being a virtual displacement (= innitesimal displacement at xed time) we dene a well dened dierential relation: x = f (x, t) x x Virtual dynamics of neighboring trajectories

the associated quadratic tangent form of x is xT x. Looking at rate of change of the quadratic distance between to neighboring trajectories: d f from above (xT x) = 2xT x = 2xT x dt x Now we want to have a negative rate of change = trajectories converge

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

The path to Contraction Theory - cont.

d f (xT x) = 2xT x dt x |{z}


Jacobian

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

The path to Contraction Theory - cont.

d f (xT x) = 2xT x dt x |{z}


Jacobian

Denoting max (x, t) the largest eigenvalue of the symmetric part of the f Jacobian x d (xT x) 2max xT x dt

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

The path to Contraction Theory - cont.

d f (xT x) = 2xT x dt x |{z}


Jacobian

Denoting max (x, t) the largest eigenvalue of the symmetric part of the f Jacobian x d (xT x) 2max xT x dt and hence, x x0 e
Rt
0

max (x,t)dt

if max (x, t) is uniformly strictly negative then x converges exponentially to zero.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Denition Given the systems equations x = f(x, t), a region of the state space is called a f contraction region if the Jacobian x is uniformly negative denite in that region. Theorem Given the systems equation x = f(x, t), any trajectory, which starts in a ball of constant radius centered about a given trajectory and contained at all times in a contraction region, remains in that ball and converges exponentially to this trajectory. Furthermore, global exponential convergence to the given trajectory is guaranteed if the whole state space is a contraction region.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Examples

Example Consider the system x = x + e t and the Jacobian


f x

= 1 which is globally negative denite.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Examples

Example Consider the system x = x + e t and the Jacobian Example Consider the system x = t(x 3 + x) and the Jacobian t t0 0.
f x f x

= 1 which is globally negative denite.

= t(3x 2 + 1) which is globally negative denite for

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - Contraction Theory

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - Contraction Theory

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - Contraction Theory

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x where (x, t) is a square matrix and uniformly positive denite.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - Contraction Theory

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x where (x, t) is a square matrix and uniformly positive denite. a quadratic distance is then zT z = xT M x

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - Contraction Theory

Basic Idea Instead of using standard dierential length we can use a more general denition of dierential length A line vector x can be expressed by using a dierential coordinate transformation z = x where (x, t) is a square matrix and uniformly positive denite. a quadratic distance is then zT z = xT M x with M(x, t) = T representing a symmetric and continuously dierentiable metric.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - cont.

Same steps as before: Calculating the time derivative of z d + f 1 z = Fz z = dt x

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - cont.

Same steps as before: Calculating the time derivative of z d + f 1 z = Fz z = dt x f with F = + x 1 is called the generalized Jacobian

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Generalization - cont.

Same steps as before: Calculating the time derivative of z d + f 1 z = Fz z = dt x f with F = + x 1 is called the generalized Jacobian the rate of change of the squared length d (zT z) = 2zT Fz dt

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Denition Given the systems equations x = f(x, t), a region of the state space is called a contraction region with respect to a uniformly positive denite metric f M(x, t) = T if the generalized Jacobian F = + x 1 is uniformly negative denite in that region. Theorem Given the systems equations x = f(x, t), any trajectory, which starts in a ball of constant radius with respect to the metric M(x, t), centered at a given trajectory and containend at all times in a contraction region with respect to M(x, t), remains in that ball and converges exponentially to this trajectory. Furthermore, global exponential convergence to the given trajectory is guaranteed if the whole state space is a contraction region with respect the metric M(x, t).

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Example

Example For a linear system x = Ax the coordinate transformation z = x (constant!) into a Jordan form. + f 1 = (0 + A) 1 F= x and therefore A1 has to be uniformly negative denite. This is true if and only if the system is strictly stable.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Example
Example FitzHugh-Nagumo model (simplication of the Hodgkin-Huxley model): 1 v + w v3 + I 3 1 (v a + bw ) c c

v w

= =

with c,a and b being some constants, I the input, v the membrane voltage and w the recovery variable. With 1 0 = 0 c we get following generalized Jacobian: c(1 v 2 ) F= 1
Helmut Hauser Introduction to Contraction Theory

1 b c

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture)

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive Observer can be designed to be contractive in conjunction with the plant

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive Observer can be designed to be contractive in conjunction with the plant The rate of convergence is bounded by max

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Additional Possibilities

Time varying systems can be analyzed Approach extensible to MIMO (Multiple Input Multiple Output) systems Switching networks can be analyzed too Hybrid Systems (discrete and continuous mixture) System (plant & controller) can be designed to be contractive Observer can be designed to be contractive in conjunction with the plant The rate of convergence is bounded by max Contractive systems are robust, temporal disturbances vanish exponentially

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback and others

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback and others

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Connecting Contractive Systems


Interesting questions raises: Does the property of contraction hold for bigger systems built out of contractive systems? the answer is yes! Possible Connections are: One-way coupling Two-way coupling Parallel Hierarchies Feedback and others Note: They can be combined and applied recursively!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

One-Way Coupling
We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

One-Way Coupling
We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force. if f u is contracting then x1 x2 exponentially regardless of initial condition. This is interesting when the two systems are two (or more) oscillators they synchronize!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

One-Way Coupling
We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force. if f u is contracting then x1 x2 exponentially regardless of initial condition. This is interesting when the two systems are two (or more) oscillators they synchronize! Simple proof: The second subsystem, with u(x1 ) as input, is contracting, and x1 (t) = x2 (t) is a particular solution.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

One-Way Coupling
We have two systems: x1 x2 = = f1 (x1 , t) f2 (x1 , t) + u(x1 ) u(x2 )

f1 and f1 are the dynamics of uncoupled oscillators. u(x1 ) u(x2 ) is the coupling force. if f u is contracting then x1 x2 exponentially regardless of initial condition. This is interesting when the two systems are two (or more) oscillators they synchronize! Simple proof: The second subsystem, with u(x1 ) as input, is contracting, and x1 (t) = x2 (t) is a particular solution. This can be used to extent networks with chain or tree structures.
Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science

Two-Way Coupling
We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Two-Way Coupling
We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Two-Way Coupling
We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Two-Way Coupling
We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry Shuto of synchrony by just one inhibitory link (fast inhibition)

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Two-Way Coupling
We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry Shuto of synchrony by just one inhibitory link (fast inhibition) Leader Following (and even dierent leaders of arbitrary dynamics can dene dierent group primitives)

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Two-Way Coupling
We have two systems coupled like: x1 h(x1 , t) = x2 h(x2 , t) if h is contracting then x1 and x2 will converge exponentially regardless of initial condition. Again interesting for two (or more) oscillators they synchronize! More Oscillator Couplings and Nonlinear Networks are possible: It is possible to design the coupling to have contractive behavior and therefore synchronization. Oscillator Death Networks with special symmetry Shuto of synchrony by just one inhibitory link (fast inhibition) Leader Following (and even dierent leaders of arbitrary dynamics can dene dierent group primitives) and many other case

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Parallel Connection

Two systems x1 x2 = = f1 (x1 , t) f2 (x2 , t)

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Parallel Connection

Two systems x1 x2 and virtual dynamics z1 z2 = = F1 z F2 z = = f1 (x1 , t) f2 (x2 , t)

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Parallel Connection

Two systems x1 x2 and virtual dynamics z1 z2 = = F1 z = = f1 (x1 , t) f2 (x2 , t)

F2 z P d d So we have a linear combination dt z = i i (t) dt zi and combined system is contractive again with i > 0 and same metric.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Parallel Connection Example

Example Control Primitives with biological control inputs: X x = f(x, t) + i (t)i (x, t)
i

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Parallel Connection Example

Example Control Primitives with biological control inputs: X x = f(x, t) + i (t)i (x, t)
i

Dynamics f and primitives i all contracting in the same (x) and i (t) > 0 then the whole system is contractive.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Parallel Connection Example

Example Control Primitives with biological control inputs: X x = f(x, t) + i (t)i (x, t)
i

Dynamics f and primitives i all contracting in the same (x) and i (t) > 0 then the whole system is contractive. Note: in general a time-varying combination of stable systems does not have to be stable!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Hierarchical Combination

Consider following virtual dynamics d F11 z1 = F21 z2 dt

0 F22

z1 z2

and assume the F21 is bounded and F11 and F22 are uniformly negative denite.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Hierarchical Combination

Consider following virtual dynamics d F11 z1 = F21 z2 dt

0 F22

z1 z2

and assume the F21 is bounded and F11 and F22 are uniformly negative denite. Simple Proof: The rst equation does not depend on the second one and is contractive. F21 (z)2 represents an exponentially decaying disturbance for the second equation. Thus the whole system converges to a single trajectory.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Examples Hierarchies
Example Again Motion Primitives: x = f(x, t) + X
i

i (t)i (x, t)

the i (t) could be outputs of contracting systems of higher up. Again we can guarantee contraction.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Examples Hierarchies
Example Again Motion Primitives: x = f(x, t) + X
i

i (t)i (x, t)

the i (t) could be outputs of contracting systems of higher up. Again we can guarantee contraction. Example Typical hierarchical processes are chemical chain reactions. x = q(t)(xf x) + Nr with N the reaction rate coecients, x = (c1 . . . cn1 T ) with ci the chemical concentrations and temperature T , xf the corresponding feed vector,q(t) the specic volume ow and ri the normalized reaction rates.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Examples Hierarchies
Example Again Motion Primitives: x = f(x, t) + X
i

i (t)i (x, t)

the i (t) could be outputs of contracting systems of higher up. Again we can guarantee contraction. Example Typical hierarchical processes are chemical chain reactions. x = q(t)(xf x) + Nr with N the reaction rate coecients, x = (c1 . . . cn1 T ) with ci the chemical concentrations and temperature T , xf the corresponding feed vector,q(t) the specic volume ow and ri the normalized reaction rates. Following linear matrix inequalities have to be solved for M > 0 i, j
Helmut Hauser Introduction to Contraction Theory

NT M + MNij 0 ij
Institute for Theoretical Computer Science

Feedback Connection
Two systems x1 x2 = = f1 (x1 , x2 , t) f2 (x1 , x2 , t)

in the feedback combination d F1 z1 = z2 GT dt

G F2

The augmented system is contracting if and only if the separated plants are contracting and under the rather mild assumption: F2 < GT F1 G 1

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Feedback Connection
Two systems x1 x2 = = f1 (x1 , x2 , t) f2 (x1 , x2 , t)

in the feedback combination d F1 z1 = z2 GT dt

G F2

The augmented system is contracting if and only if the separated plants are contracting and under the rather mild assumption: F2 < GT F1 G 1 Note: We can usually choose the connection matrix G!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity!

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated Cons It is not always easy to nd the right metric M.

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated Cons It is not always easy to nd the right metric M. It is not trivial to prove negative deniteness of big matrices .

Helmut Hauser Introduction to Contraction Theory

Institute for Theoretical Computer Science

Summary
Pros Contraction theory is applicable for a wide range of nonlinear systems Contraction theory can be used to design contractive systems Synchronization of complex networks can be assured by contraction theory The property of contraction holds over a wide range of possible combinations (under some assumption) - Modularity! One can mix dierent classes of nonlinear systems and still assure contraction Time delays can be incorporated Cons It is not always easy to nd the right metric M. It is not trivial to prove negative deniteness of big matrices . Lohmiller and Slotine do not show the problems - hard to see what else could be a problem.
Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science

For Further Reading


Winfried Lohmiller and Jean-Jacques E. Slotine On contraction analysis for non-linear systems. Automatica Vol.34, p683-696, 1998. J. J. Slotine and W. Lohmiller Modularity, evolution, and the binding problem: a view from stability theory. Neural Networks, Vol 14, p137-145, 2001 Wei Wang and Jean-Jacques E Slotine On partial contraction analysis for coupled nonlinear oscillators. Biol Cyber, Vol 92, p38-53, 2005 Jean-Jacques E Slotine Talk about Contraction Theory hold at FIAS Summer School, Theoretical Neuroscience & Complex Systems, Frankfurt, D, August 2007. can be found in our pdf archive Winfried Lohmiller and Jean-Jacques E. Slotine Nonlinear Proces Control using Contraction Theory. AIChE Journal, Vol 46,Nr:3, p588-596, 2000
Helmut Hauser Introduction to Contraction Theory Institute for Theoretical Computer Science