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Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness

Nonlinear Control
Lecture 5: Stability Analysis II
Farzaneh Abdollahi
Department of Electrical Engineering
Amirkabir University of Technology
Fall 2010
Farzaneh Abdollahi Nonlinear Control Lecture 5 1/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous systems
Lyapunov Theorem for Nonautonomous Systems
Linear Time-Varying Systems and Linearization
Linear Time-Varying Systems
Linearization for Nonautonomous Systems
Barbalats Lemma and Lyapunov-Like Lemma
Asymptotic Properties of Functions and Their Derivatives:
Barbalats Lemma
Boundedness and Ultimate Boundedness
Farzaneh Abdollahi Nonlinear Control Lecture 5 2/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous systems

Consider the nonautonomous system


x = f (t, x) (1)
where f : [0, ) D R
n
is p.c. in t and locally Lip. in x on
[0, ) D, and D R
n
is a domain containing the origin x = 0.

The origin is an Equ. pt. of (1), at t = 0 if


f (t, 0) = 0, t 0

A nonzero Equ. pt. or more generally nonzero solution can be


transformed to x = 0 by proper coordinate transformation.
Farzaneh Abdollahi Nonlinear Control Lecture 5 3/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

Suppose x
d
() is a solution of the system
dy
d
= g(, y)
dened for all a.

The change of variables x = y x


d
(); t = a transform the original
system into
x = g(, y) x
d
() = g(t + a, x + x
d
(t + a)) x
d
() f (t, x)

Note that x
d
(t + a) = g(t + a, x
d
(t + a)), t 0

Hence, x = 0 is an Equ. pt. of the transformed system

If x
d
(t) is not constant, the transformed system is always nonautonomous
even when the original system is autonomous, i.e. when g(, y) = g(y).

Hence, a tackling problem is more dicult to solve.


Farzaneh Abdollahi Nonlinear Control Lecture 5 4/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

The origin x = 0 is a stable Equ. pt. of x = f (t, x) if for each > 0 and
any t
0
0, = (t
0
, ) 0 s.t.
x(t
0
) < =x(t) < t t
0
(2)

Note that = (t
0
, ) for any t
0
0.

Example:
x = (6t sint 2t)x =
x(t) = x(t
0
)exp
__
t
t
0
(6 sin 2)d
_
= x(t
0
)exp
_
6sint 6t cost t
2
6sint
0
+ 6t
0
cost
0
+ t
2
0

For any t
0
, the term t
2
is dominant = the exp. term is bounded
t t
0
=
|x(t)| < |x(t
0
)|c(t
0
) t t
0
Farzaneh Abdollahi Nonlinear Control Lecture 5 5/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

Denition: The Equ. pt. x = 0 of x = f (t, x) is


1. Uniformly stable if, for each < 0, there is a = () > 0 independent of
t
0
s.t.
x(t
0
) < =x(t) < t t
0
2. Asymptotically stable if it is stable and there is a positive constant
c = c(t
0
) such that x(t) 0 as t for all x(t
0
) < c.
3. Uniformly asymptotically stable if it is uniformly stable and there is a
positive constant c, independent of t
0
s.t. for all x(t
0
) < c, x(t) 0 as
t , uniformly in t
0
; that is for each > 0, there is T = T() > 0 s.t.
x(t) , t t
0
+ T(), x(t
0
) < c
4. Globally uniformly asymptotically stable if it is uniformly stable, ()
can be chosen to satisfy lim

() = , and for each pair of positive


numbers and c, there is T = T(, c) > 0 s.t.
x(t) , t t
0
+ T(, c), x(t
0
) < c
Farzaneh Abdollahi Nonlinear Control Lecture 5 6/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

Uniform properties have some desirable ability to withstand the


disturbances.

since the behavior of autonomous systems are independent of initial time


t
0
, all the stability proprieties for autonomous systems are uniform

Example:
x =
x
1 + t
=
x(t) = x(t
0
)exp
__
t
t
0
1
1 +
d
_
= x(t
0
)
1 + t
0
1 + t

Since |x(t)| |x(t


0
)| t t
0
= x = 0 is stable

It follows that x(t) 0 as t = x = 0 is a.s.

However, the convergence of x(t) to zero is not uniform w.r.t. t


0

since T is not independent of t


0
, i.e., larger t
0
requires more time to get
close enough to the origin.
Farzaneh Abdollahi Nonlinear Control Lecture 5 7/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness

Unlike autonomous systems, the solution of non-autonomous systems


starting at x(t
0
) = x
0
depends on both t and t
0
.

Stability denition shall be rened s.t. they hold uniformly in t


0
.

Two special classes of comparison functions known as class K and class


KL are very useful in such denitions.

Denition: A continuous function : [0, a) [0, ) is said to


belong to class K if it is strictly increasing and (0) = 0. It is said to
belong to class K

if a = and (r ) as r .

Denition: A continuous function : [0, a) [0, ) [0, ) is said


to belong to class KL if, for each xed s, the mapping (r , s) belong to
class K w.r.t. r and, for each xed r , the mapping (r , s) is decreasing
w.r.t. s and (r , s) 0 as s .
Farzaneh Abdollahi Nonlinear Control Lecture 5 8/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness

Examples:

The function (r ) = tan


1
(r ) belongs to class K but not to class K

The function (r ) = r
c
, c > 0 belongs to class K

The function (r , s) = r
c
e
s
, c > 0 belong to class KL.
Farzaneh Abdollahi Nonlinear Control Lecture 5 9/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

The mentioned denitions can be stated by using class K and class KL


functions:

Lemma: The Equ. pt. x = 0 of x = f (t, x) is


1. Uniformly stable i there exist a class K function and a positive
constant c, independent of t
0
s.t.
x(t) (x(t
0
)), t t
0
0, x(t
0
) < c
2. Uniformly asymptotically stable i there exists a class KL function
and a positive constant c, independent of t
0
s.t.
x(t) (x(t
0
), t t
0
), t t
0
0, x(t
0
) < c (3)
3. globally uniformly asymptotically stable i equation (3) is satised for
any initial state x(t
0
).
Farzaneh Abdollahi Nonlinear Control Lecture 5 10/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

A special class of uniform asymptotic stability arises when the class KL


function takes an exponential form, (r , s) = kre
s
.

Denition: The Equ. pt. x = 0 of x = f (t, x) is exponentially stable if


there exist positive constants c, k, s.t.
x(t) kx(t
0
)e
(tt
0
)
, x(t
0
) < c (4)

and is globally exponentially stable if equation (4) is satised for any


initial state x(t
0
).

Lyapunov theorem for autonomous system can be extended to


nonautonomous systems, besides more mathematical complexity

The extension involving uniform stability and uniform asymptotic stability


is considered.

Note that: the powerful Lasalles theorem is not applicable for


nonautonomous systems. Instead, we will introduce Balbalets lemma.
Farzaneh Abdollahi Nonlinear Control Lecture 5 11/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

A function V(t, x) is said to be positive semi-denite if V(t, x) 0

A function V(t, x) satisfying W


1
(x) V(t, x) where W
1
(x) is a
continuous positive denite function, is said to be positive denite

A p.d. function V(t, x) is said to be radially unbounded if W


1
(x) is
radially unbounded.

A function V(t, x) satisfying V(t, x) W


2
(x) where W
2
(x) is a
continuous positive denite function, is said to be decrescent

A function V(t, x) is said to be negative semi-denite if V(t, x) is


p.s.d.

A function V(t, x) is said to be negative denite if V(t, x) is p.d.


Farzaneh Abdollahi Nonlinear Control Lecture 5 12/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Lyapunov Theorem for Nonautonomous Systems

Theorem:

Stability: Let x = 0 be an Equ. pt. for x = f (t, x) and D R


n
be a
domain containing x = 0. Let V : [0, ) D R be a continuously
dierentiable function s.t.:
1. V is p.d. V(x, t) (x), is class K
2.

V =
V
t
+
V
x
f (t, x) is n.s.d
then x = 0 is stable.

Uniform Stability: If, furthermore


3. V is decrescent V(x, t) (x), is class K
then the origin is uniformly stable.

Uniform Asymptotic Stability: If, furthermore conditions 2, 3 is


strengthened by

V W
3
(x)
where W
3
is a p.d. fcn. In other word,

V is n.d., then the origin is
uniformly asymptotically stable
Farzaneh Abdollahi Nonlinear Control Lecture 5 13/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Lyapunov Theorem for Nonautonomous Systems

Theorem (continued):

Global Uniform Asymptotic Stability: If, the conditions above are


satised globally x R
n
, and
4. V is radially unbounded is class K

then the origin is globally uniformly asymptotically stable.

Exponential Stability: If, the conditions above are satised with


w
i
(r ) = k
i
r
c
, i = 1, ..., 3 for some positive constants k
i
& c:
k
1
x
c
V(t, x) k
2
x
c
V
t
+
V
x
f (t, x) k
3
x
c
, x D,
then x = 0 is exponentially stable

Moreover, if the assumptions hold globally, then the origin is globally


exponentially stable
Farzaneh Abdollahi Nonlinear Control Lecture 5 14/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

Example: Consider
x = [1 + g(t)] x
3
where g(t) is cont. and g(t) 0 for all t 0.

Let V(x) = x
2
/2, then

V = [1 + g(t)] x
4
x
4
, x R & t 0

All assumptions of the theorem are satised with W


1
(x) = W
2
(x) = V(x)
and W
3
(x) = x
4
. Hence, the origin is g.u.a.s.

Example: Consider
x
1
= x
1
g(t)x
2
x
2
= x
1
x
2
where g(t) is cont. di, and satises
0 g(t) k, and g(t) g(t), t 0

Let V(t, x) = x
2
1
+ [1 + g(t)] x
2
2
Farzaneh Abdollahi Nonlinear Control Lecture 5 15/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Nonautonomous Systems

Example (Contd)
x
2
1
+ x
2
2
V(t, x) x
2
1
+ (1 + k)x
2
2
, x R
2

V(t, x) is p.d., decrescent, and radially unbounded.

V = 2x
2
1
+ 2x
1
x
2
[2 + 2g(t) g(t)] x
2
2

We have 2 + 2g(t) g(t) 2 + 2g(t) g(t) 2. Then,

V 2x
2
1
+ 2x
1
x
2
2x
2
2
=
_
x
1
x
2
_
T
_
2 1
1 2
_ _
x
1
x
2
_
x
T
Qx
where Q is p.d. =

V(t, x) is n.d.

All assumptions of the theorem are satised globally with p.d. quadratic
fcns W
1
, W
2
,, and W
3
.

Recall: for a quadratic fcn x


T
Px
min
(P)x
2
x
T
Px
max
(P)x
2
The conditions of exponential stability are satised with c = 2,
origin is g.e.s.
Farzaneh Abdollahi Nonlinear Control Lecture 5 16/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Example: Importance of decrescence condition

Consider
x(t) =
g(t)
g(t)
x

g(t) is cont. di fcn., coincides with


e
t/2
except around some peaks where it
reaches 1. s.t.:
_

0
g
2
(r )dr <
_

0
e
r
dr +

n=1
1
2
n
= 2

Let V(x, t) =
x
2
g
2
(t)
[3
_
t
0
g
2
(r )dr ] V
is p.d (V(x, t) > x
2
)


V = x
2
is n.d.

But x(t) =
g(t)
g(t
0
)
x(t
0
)

origin is not u.a.s.


Farzaneh Abdollahi Nonlinear Control Lecture 5 17/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linear Time-Varying Systems x = A(t)x

The sol. is the so called state transition matrix (t, t


0
),i.e.,
x(t) = (t, t
0
)x(t
0
)

Theorem: The Equ. pt. x = 0 is g.u.a.s i the state transition matrix


satises (t, t
0
) ke
(tt
0
)
t t
0
> 0 for some positive const.
k&

u.a.s. of x = 0 is equivalent to e.s. for linear systems.

Tools/intutions of TI systems are no longer valid for TV systems.

Example:
x + c(t) x + k
0
x = 0
A mass-spring-damper system with t.v. damper c(t) 0.

origin is an Equ. pt. of the system

Physical intuition may suggest that the origin is a.s. as long as the
damping c(t) remains strictly positive (implying a constant dissipation of
energy) as is for autonomous mass-spring-damper systems.
Farzaneh Abdollahi Nonlinear Control Lecture 5 18/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linear Time-Varying Systems

Example (contd)

HOWEVER, this is not necessarily true:


x + (2 + e
t
) x + k
0
x = 0

The sol. for x(0) = 2, x(0) = 1 is x(t) = 1 + e


t
which approaches to
x = 1!

Example:
_
1 + 1.5cos
2
t 1 1.5sint cost
1 1.5sint cost 1 + 1.5sin
2
t
_

For all t, {A(t)} = .25 j .25

7 =
1
&
2
are independent of t &
lie in LHP.

HOWEVER, x = 0 is unstable
(t, 0) =
_
e
.5t
cost e
t
sint
e
.5t
sint e
t
cost
_
Farzaneh Abdollahi Nonlinear Control Lecture 5 19/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linear Time-Varying Systems

Important: For linear time-varying systems, eigenvalues of A(t) cannot


be used as a measure of stability.

A simple result: If all eigenvalues of the symmetric matrix A(t) + A


T
(t)
(all of which are real) remain strictly in LHP, then the LTV system is a.s:
> 0, i , t 0,
i
{A(t) + A
T
(t)}

Consider the Lyap. fcn candidate V = x


T
x:

V = x
T
x + x
T
x = x
T
(A(t) + A
T
(t)) x x
T
x = V
hence, t 0, 0 x
T
x = V(t) V(0)e
t

x tends to zero exponentially. Only a sucient condition, though


Farzaneh Abdollahi Nonlinear Control Lecture 5 20/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linear Time-Varying Systems

Theorem: Let x = 0 be a e.s. Equ. pt. of x = A(t)x. Suppose, A(t) is


cont. & bounded. Let Q(t) be a cont., bounded, p.d. and symmetric
matrix, i.e 0 < c
3
I Q(t) c
4
I , t 0. Then, there exists a cont.
di., bounded, symmetric, p.d. matrix P(t) satisfying

P(t) = (A
T
(t)P(t) + P(t)A(t) + Q(t))
Hence, V(t, x) = x
T
P(t)x is a Lyap. fcn for the system satisfying e.s.
theorem

P(t) is symmetric, bounded, p.d. matrix , i.e.


0 < c
1
I P(t) c
2
I , t 0

c
1
x
2
V(t, x) c
2
x
2


V(t, x) = x
T
_

P(t) + P(t)A(t) + A
T
(t)P(t)
_
x = x
T
Q(t)x c
3
x
2

The conditions of exponential stability are satised with c = 2, the origin


is g.e.s.
Farzaneh Abdollahi Nonlinear Control Lecture 5 21/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linear Time-Varying Systems

As a special case when A(t) = A, then (, t) = e


(t)A
which satises
(t, t
0
) e
(tt
0
)
when A is a stable matrix.

Choosing Q = Q
T
> 0, then P(t) is given by
P =
_

t
e
(t)A
T
Q e
(t)A
d =
_

0
e
A
T
s
Q e
As
ds
independent of t and is a solution to the Lyap. equation.
Farzaneh Abdollahi Nonlinear Control Lecture 5 22/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Linearization for Nonautonomous Systems

Consider x = f (t, x) where f : [0, ) D R


n
is cont. di. and
D = {x R
n
| x < r }. Let x = 0 be an Equ. pt. Also, let the
Jacobian matrix be bounded and Lip. on D uniformly in t, i.e.

f
x
(t, x) k x D, t 0

f
x
(t, x
1
)
f
x
(t, x
2
) Lx
1
x
2
x
1
, x
2
D, t 0
Let A(t) =
f
x
(t, x)

x=0
. Then, x = 0 is e.s. for the nonlinear system
if it is an e.s. Equ. pt. for the linear system x = A(t)x.
Farzaneh Abdollahi Nonlinear Control Lecture 5 23/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness

Now, exponential stability of the linearization is a necessary and sucient


condition for e.s. of x = 0

Theorem: Let x = 0 be an Equ. pt. of x = f (t, x) with conditions as


above. Let A(t) =
f (t,x)
x

x=0
. Then, x = 0 is an e.s. Equ. pt. for the
nonlinear system i it is an e.s. Equ. pt. for the linear system x = A(t)x.

For autonomous systems e.s. condition is satised i A is Hurwitz.

Example:
x = x
3

Recall that x = 0 is a.s.

However, linearization results in x = 0 whose A is not Hurwitz.

Using the above theorem, we conclude that x = 0 is not exponentially


stable for nonlinear system.
Farzaneh Abdollahi Nonlinear Control Lecture 5 24/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Summary

Lyapunov Theorem for Nonautonomous Systems x = f (x, t):

Stability: Let x = 0 be an Equ. pt. and D R


n
be a domain containing
x = 0. Let V : [0, ) D R be a continuously dierentiable function
s.t.: V is p.d. , and

V is n.s.d

Uniform Stability: If, furthermore V is decrescent

Uniform Asymptotic Stability: If, furthermore



V is n.d.

Global Uniform Asymptotic Stability: If, the conditions above are


satised globally x R
n
, and V is radially unbounded

Exponential Stability: If for some positive constants k


i
& c:
k
1
x
c
V(t, x) k
2
x
c
V
t
+
V
x
f (t, x) k
3
x
c
, x D,
then x = 0 is exponentially stable

Moreover, if the assumptions hold globally, then the origin is globally


exponentially stable
Farzaneh Abdollahi Nonlinear Control Lecture 5 25/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Summary

Linear Time-Varying Systems x = A(t)x

Theorem: The Equ. pt. x = 0 is g.u.a.s i the state transition matrix


satises (t, t
0
) ke
(tt
0
)
t t
0
> 0 for some positive const.
k&

If all eigenvalues of the symmetric matrix A(t) + A


T
(t) remain strictly in
LHP, then the LTV system is a.s

for LTV systems, eigenvalues of A(t) alone cannot be used as a measure of


stability.

Theorem: Let x = 0 be a e.s. Equ. pt. of x = A(t)x. Suppose, A(t) is


cont. & bounded. Let Q(t) be a cont., bounded, p.d. and symmetric
matrix, i.e 0 < c
3
I Q(t) c
4
I , t 0. Then, there exists a cont.
di., bounded, symmetric, p.d. matrix P(t) satisfying

P(t) = (A
T
(t)P(t) + P(t)A(t) + Q(t))
Hence, V(t, x) = x
T
P(t)x is a Lyap. fcn for the system satisfying e.s.
theorem
Farzaneh Abdollahi Nonlinear Control Lecture 5 26/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Barbalats Lemma

For autonomous systems, invariant set theorems are power tools to study
asymptotic stability when

V is n.s.d.

The invariant set theorem is not valid for nonautonomous systems.

Hence, asymptotic stability of nonautonomous systems is generally more


dicult than that of autonomous systems.

An important result that remedy the situation: Barbalats Lemma

Asymptotic Properties of Functions and Their Derivatives:

For di. fcn f of time t, always keep in mond the following three facts!
1.

f 0 f converges

The fact that



f 0 does not imply f (t) has a limit as t .

Example: f (t) = sin(ln t)



f =
cos(ln t)
t
0 as t

However, the fcn f (t) keeps oscillating (slower and slower).

Example: For an unbounded function


f (t) =

t sin(ln t),

f =
sin(ln t)
2

t
+
cos(ln t)

t
0 as t
Farzaneh Abdollahi Nonlinear Control Lecture 5 27/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Asymptotic Properties of Functions and Their Derivatives:
2. f converges

f 0

The fact that f(t) has a nite limit at t does not imply that

f 0.

Example: f (t) = e
t
sin(e
2t
) 0 as t

while its derivative



f = e
t
sin(e
2t
) + 2e
t
cos(e
2t
) is unbounded.
3. If f is lower bounded and decreasing (

f 0), then it converges to a limit.

However, it does not say whether the slope of the curve will diminish or not.
Given that a fcn tends towards a nite limit, what additional property
guarantees that the derivatives converges to zero?
Farzaneh Abdollahi Nonlinear Control Lecture 5 28/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Barbalats Lemma

Barbalats Lemma: If the dierentiable fcn has a nite limit as


t , and if

f is uniformly cont., then

f 0 as t .

proved by contradiction

A function g(t) is continuous on [0, ) if


t
1
0, R > 0, (R, t
1
) > 0, t 0, |t t
1
| < =
|g(t) g(t
1
)| < R

A function g(t) is uniformly continuous on [0, ) if


R > 0, (R) > 0, t
1
0, t 0, |t t
1
| < =
|g(t) g(t
1
)| < R
i.e. an can be found independent of specic point t
1
.
Farzaneh Abdollahi Nonlinear Control Lecture 5 29/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Barbalats Lemma

A sucient condition for a di. fcn. to be uniformly continuous is


that its derivative be bounded

This can be seen from Mean-Value Theorem:


t, t
1
, t
2
(between t and t
1
) s.t. g(t) g(t
1
) = g(t
2
)(t t
1
)

if g R
1
t 0, let =
R
R
1
independent of t
1
to verify the denition
above.

An immediate and practical corollary of Barbalats lemma: If the


dierentiable fcn f (t) has a nite limit as t and

f exists and is
bounded, then

f 0 as t
Farzaneh Abdollahi Nonlinear Control Lecture 5 30/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Using Barbalats lemma for Stability Analysis

Lyapunov-Like Lemma: If a scaler function V(t, x) satises the


following conditions
1. V(t, x) is lower bounded
2.

V(t, x) is negative semi-denite
3.

V(t, x) is uniformly continuous in time
then

V(t, x) 0 as t .

Example:

Consider a simple adaptive control systems:


e = e + w(t)

= ew(t)
where e is the tracking error, is the parameter error, and w(t) is a
bounded continuous fcn.
Farzaneh Abdollahi Nonlinear Control Lecture 5 31/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Example (Contd)

Consider the lower bounded fcn:


V = e
2
+
2

V = 2e(e + w) + 2(ew(t)) = 2e
2
0

V(t) V(0), therefore, e and are bounded.

Invariant set theorem cannot be used to conclude the convergence of e,


since the dynamic is nonautonomous.

To use Barbalats lemma, check the uniform continuity of



V.

V = 4e(e + w)


V is bounded, since w is bounded by assumption and e and are shown
to be bounded

V is uniformly continuous

Applying Barbalats lemma:



V = 0 = e 0 as t .

Important: Although e 0, the system is not a.s. since is only


shown to be bounded.
Farzaneh Abdollahi Nonlinear Control Lecture 5 32/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Boundedness and Ultimate Boundedness

Lyapunov analysis can be used to show boundedness of the solution even


when there is no Equ. pt.

Example:
x = x + sint, x(t
0
) = a, a > > 0
which has no Equ. pt and
x(t) = e
(tt
0
)
a +
_
t
t
0
e
(t)
sind
x(t) e
(tt
0
)
a +
_
t
t
0
e
(t)
d
= e
(tt
0
)
a +
_
1 e
(tt
0
)
_
a, t t
0

The solution is bounded for all t t


0
, uniformly in t
0
.

The bound is conservative due to the exponentially decaying terms.


Farzaneh Abdollahi Nonlinear Control Lecture 5 33/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Example Contd

Pick any number b s.t. < b < a, it can be seen that


|x(t)| b, t t
0
+ ln
_
a
b
_

b is also independent of t
0

The solution is said to be uniformly ultimately bounded

b is called the ultimate bound

The same properties can be obtained via Lyap. analysis. Let V = x


2
/2

V = x x = x
2
+ x sint x
2
+ |x|


V is not n.d., bc. near the origin, positive linear term |x| is dominant.

However,

V is negative outside the set {|x| }.

Choose, c >
2
/2, solutions starting in the set {V(x) < c} will remain
there in for all future time since

V is negative on the boundary V = c.

Hence, the solution is ultimately bounded.


Farzaneh Abdollahi Nonlinear Control Lecture 5 34/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Boundedness and Ultimate Boundedness

Denition: The solutions of x = f (t, x) where f : (0, ) D R


n
is
piecewise continuous in t and locally Lipschitz in x on (0, ) D, and
D R
n
is a domain that contains the origin are

uniformly bounded if there exist a positive constant c, independent of


t
0
0, and for every a (0, c), there is = (a) > 0, independent of t
0
,
s.t.
x(t
0
) a = x(t) , t t
0
(5)

uniformly ultimately bounded if there exist positive constants b and c,


independent of t
0
0, and for every a (0, c), there is T = T(a, b) > 0,
independent of t
0
, s.t.
x(t
0
) a = x(t) b, t t
0
+ T (6)

globally uniformly bounded if (5) holds for arbitrary large a.

globally uniformly ultimately bounded if (6) holds for arbitrary large a.


Farzaneh Abdollahi Nonlinear Control Lecture 5 35/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
How to Find Ultimate Bound?

In many problems, negative deniteness


of

V is guaranteed by using norm
inequalities, i.e.:

V(t, x) W
3
(x), x r , t t
0
(7)

If r is suciently larger than , then c


and can be found s.t. the set
= { V c} is nonempty and
contained in { x r }.

If the Lyap. fcn satisfy:

1
(x) V(t, x)
2
(x) for some
class K functions
1
and
2
.

We are looking for a bound on x based


on
1
and
2
s.t. satises (7).
Farzaneh Abdollahi Nonlinear Control Lecture 5 36/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
How to Find Ultimate Bound?

We have: V(x) c =
1
(x) c x
1
1
(c)
c =
1
(r ) ensures that
c
B
r
.

On the other hand we have:


x = V(x)
2
()

Hence, taking =
2
() ensures that B

To obtain < c, we must have <


1
2
(
1
(r )).

Hence, all trajectories starting in


c
enter

within a nite time T as


discussed before.

To obtain the ultimate bound on x(t),


V(x) =
1
(x) x
1
1
()

Recall that =
2
(), hence: x

= x
1
1
(
2
())
The ultimate bound can be taken as b =
1
1
(
2
()).
Farzaneh Abdollahi Nonlinear Control Lecture 5 37/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Ultimate Boundedness

Theorem: Let D R
n
be a domain containing the origin and
V : [0, ) D R be a cont. di. fcn s.t.

1
(x) V(t, x)
2
(x) (8)
V
t
+
V
x
f (t, x) W
3
(x), x > 0 (9)
t 0 and x in D, where
1
and
2
are class K fcns and W
3
(x) is a
cont. p.d. fcn. Take r > 0 s.t. B
r
D and suppose that
<
1
2
(
1
(r ))
Then, there exists a class KL fcn and for every initial state x(t
0
)
satisfying x(t
0
)
1
2
(
1
(r )), there is T 0 (dependent on x(t
0
) and
s.t.)
x(t) (x(t
0
), t t
0
), t
0
t t
0
+ T
x(t)
1
1
(
2
()) t t
0
+ T
Moreover, if D = R
n
and
1
K

, then the above inequalities hold for any


initial state x(t
0
)
Farzaneh Abdollahi Nonlinear Control Lecture 5 38/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Ultimate Boundedness

The inequalities of the theorem show that

x(t) is uniformly bounded for all t t


0

uniformly ultimately bounded with the ultimate bound


1
1
(
2
()).

The ultimate function is a class K fcn of the smaller the value of ,


the smaller the ultimate bound

As 0, the ultimate bound approaches zero.

The main application of this theorem arises in studying the stability of


perturbed system.
Farzaneh Abdollahi Nonlinear Control Lecture 5 39/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Example for Ultimate Boundedness
x
1
= x
2
x
2
= (1 + x
2
1
)x
1
x
2
+ M cos t
where M > 0

Let V(x) = x
T
_
3
2
1
2
1
2
1
_
x +
1
2
x
4
1
= x
T
Px +
1
2
x
4
1

V(x) is p.d. and radially unbounded there exist class K

fcns.
1
and

2
satisfying (8).


V = x
2
1
x
4
1
x
2
2
+ (x
1
+ 2x
2
)M cos t x
2
2
x
4
1
+ M

5x
2

where (x
1
+ 2x
2
) = [1 2]
_
x
1
x
2
_

5x
2

We want to use part of x


2
2
to dominate M

5x
2
for large x


V (1 )x
2
2
x
4
1
x
2
2
+ M

5x
2
, for 0 < < 1

Then

V (1 )x
2
2
x
4
1
x
2

M

= M

5/
Farzaneh Abdollahi Nonlinear Control Lecture 5 40/41
Outline Nonautonomous systems LTV Systems Barbalats Lemma Boundedness and Ultimate Boundedness
Example for Ultimate Boundedness

the solutions are u.u.b.

Next step: nding ultimate bound:


V(x) x
T
Px
min
(P)x
2
2
V(x) x
T
Px +
1
2
x
4
2

max
(P)x
2
2
+
1
2
x
4
2


1
(r ) =
min
(P)r
2
and
2
(r ) =
max
(P)r
2
+
1
2
r
4

ultimate bound: b =
1
1
(
2
()) =
_

max
(P)
2
+
4
/2
min
(P)
Farzaneh Abdollahi Nonlinear Control Lecture 5 41/41