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OF
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65
TECHNOLOGY
,//
"_/_./_J
,.,.,_. "("/_'
DREXEL INSTITUTE
OF TECHNOLOGY PROJECT
ME_THODSFO.ER
NO,
243
S.YYSTEMATIC
GENERATION OF
LI_PUNOV
Submitted
R.
L.
Mathematics
CONTRACT
George
National
Drake
Department
C. Marshall
Aeronautics
by
Space
Flight
and Space
Huntsville,
Alabama
Center
Administration
(1)
AL_C_TLED_4E_I_
This
report
was
prepared
of
Technology,
Philadelphia,
of
this
would
report
indebted
to Dr.
project
stages
and
of
Mr.
Harry
Mr.
Joe
Mr.
George
and
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N.
furnished
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who
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Carl
advisor
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to
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of
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as
is
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our
the
the
to
rough
Director
contract
this
the
is
the
the
initial
report;
section
of
of
the
Finally,
Research,
period.
on
control
following
copies
author
author
during
section
report.
of
The
of
for
the
The
coworkers:
tlmevarylng
of the
the
811196.
author
section
boundedness
Institute
investigator
following
information
indebted
typed
throughout
to
of the
the
NAB
principal
control
analyzing
No.
Drexel
acknowledgments.
initial
indebted
author
who,
Contract
following
was
the
the
NASA
Departmentof
encouragement
the
Eearon,
typed
helpful
was
is
was
Mathematics
under
author
Also
Catherine
KmthrynMullin,
of
Jr.,
Gifford,
and
was
who
Blundall,
Ham
Purl,
The
Persechetti,
Ted
to
the
Pa.,
guidance
work.
Kwatny,
"general
Audrey
N.
like
by
of
the
section;
the
report;
report,
and
typlsts_
report;
the
played
and
author
the
is
roles
(li)
A_STRACT
This
report
theory
with
report
has
in
this
and
England,
sizable
and
regards
been
area.
engineers,
butions.
summarizes
to
But
to
since
this
llst
definitions
and
of
the
survey
is
Italy.
references
which
are
the
of
also
the
to
the
work
Under
the
important
work
was
done
of
American
motivated
cover,
the
in
functions.
field
analysis
due
of
The
emphasis
of
to
writers
and
field
and
Russian
discussion
the
the
engineers
by
contributions
stability
in
has
a sizable
separate
the
that
Liapunov
includes
made
in
work
of
discuss
most
also
of
generation
and
report
Reference
Japan
much
of
stability
of
the
mathematicians
mathematicians
the
Russian
contri
mathematicians
in
of
submit
summary
stability
this
of
report
the
problems.
theorems
(ill)
LIST
(most
symbols
repeated
V
8re
defined
where
they
are
OF SYMBOLS
used
in
the
report
and
will
not
be
here)
= usually
or
denotes
a scalar
a candidate
II
xII
for
function,
a Liapunov
usually
denotes
defined
as:
the
or
functional
which
is
a Liapunov
norm
ndlmenslonal
function
function.
Euclidean
of
an
vector,
1/2
+...
t
a
E (a, b)
G
.< t
_< b.
means
means
b.
means
<
<
b.
means
that
element
A_T
transpose
of
A*
conjugate
transpose
&
En
Cn
time
derivative
of
Euclidean
nspace.
The
of
class
derlvat
_V
matrix
gradient
a is
a member
of matrix
the
functions
the
set
A.
A
A.
vector
function,
having
continuous
ives.
of
of
scalar
f_nction
V.
= x(t)i.
nth
order
partial
(iv)
PART
ONE
Section
i:
Introduction
Section
2:
Integral
Section
3:
Liapunov's
Section
4:
Integration
Section
5:
The
Section
6:
Liapunov
Section
7:
Work
of
Section
8:
Work
of Szeg_
Section
9:
Boundedness
Section
i0:
Stability,
Section
ii:
Miscellaneous
PART
Methods
Direct
by
Variable
Method
and
Routh's
Canonical
Form
Parts
Gradient
Functions
Method
and
Automatic
Control
Theory
TWO
Krasovskii,
and
and
of
Mangasarian,
Chang,
Ingwerson
and
Szego
Zubov
Differential
Nonautonomous
Inequalities
Systems
Section
4.
In
theory
this
to
part
of
the
the
stability
Section
I gives
some
cussion
of
Lur'e
problem
are
presented
4
admissable
than
is
Section
in
the
followed
second
strates
the
control
system.
Two
of
Popov
as well
are
order
presented
relating
the
Popov
a Popov
type
theory
criteria
to
follows
particular
from
the
Section
5 modifies
useful
reviewed.
is a dis
considered
and
obtained
stability
are
to be
3 and
treatment
of Aizerman
the
by
the
here.
results
of
Lefshetz.
Fol
restrictions
results
of Aizerman
Section
with
function
a compendium
problems
general
is considered.
to Krasovskii
along
criterion
more
system
and more
The
systems
and
results
Section
of Aizerman's
in
Liapunov
recent
Liapunovts
are
and
on
obtained
Gantmacher
follows
due
Popov
theorems
in Sections
sections.
problem
verification
are
as more
of
control
control
characteristics
case
of
the
treated
example
6 the
basic
examples.
two
An
theorems
There
three
preceeding
general
is
applications
nonlinear
and
describing
nonlinear
In Section
of
definitions
of Lur'e
here
certain
analysis
equations
The
lowing
the
the
report
is
is presented
conjecture
with
7,
8 and
criterion
of
for
a discussion
given
in
examples
as well
results
as
9.
An
An
example
a particular
of
Liapunov
important
theorem
using
of
Liapunov
the
demon
third
the
obtained
Section
treatment
order
function
due
Ealman
theory
with
I0o
illustrating
the derivation
applications
of
some
of
simplified
the
ISECTION
ONE I
INTRODUCTION
Prepared
by:
R.
Lo
Drake
 l
This
report
attempt
was
methods
of
usage
deals
made
to
linear
survey
obtaining
of Liapunov
and
with
new
the
l_lapunov
theory,
nonlinear
or
methods
stability
field
func_Loms.
of
differemtial
autonomous),
differentialdlfferem_es
differential
equations
of
was
in
of
our
the
equations
great
(both
of
in
of
the
autonemous
and
possible
current
fields
and
equations,
a complete
The
all
scope
theory
functional
objective
fu_tions.
to summarize
Liapunov
equatloms,
others,
Liapunov
order
Because
generalizations
ordinary
and
of generating
of
non
stochastic
thorough
survey
the
these
field
use
the
of
work;
Two
first
and
we
this
Pennsylvanlalthls
by
Routh
times
is
of
the
automatic
is
considers
some
FiVe
which
Sectlo
of
work
the
a
in
the
occur
in
of Lialmnov
that _much
following
with
been
functions
dynamic
factors
theory
has
accomplished,
paragraphs.
Liapunov
certain
the motivating
LiapunOv
discusses
n Six
of
deals
procedure,
procedure
usable
con_t_ucLed
systems.
in Liapunov's
is still
one
This
original
of
the most
at
the
functions.
work
of
Purl
"nonlinear
a method
first' technique
with
Section
area
feel
concerned
which
of
do
and
his
analogue"
colleagues
of
the P_ar
University
Theory
developed
IIurwitz.
Fou r
tke
deals
that
one
we
outlined
is
integrals
feel
of
But
be
report
was
of
Section
now
integrals
Three
and
this
first
sources
Section
will
of
various
important
here
accomplished.
accomplishments
Section
from
not
This
may
the
more
with
the
method
prove
considers
control
that
systems.
generating
engineers
important
variable
is very
extremely
the
of
use
This
attempt.
results
difficult
of Liapunov
has
its
have
and
which
been
the
a builtin
application
functions
originated
functions
work
method
but
in
The
which
gradient
useful
work
Liapunov
in
in
the
we
many
report
obtained.
many
modifications
trialanderror
to
certain
analyzing
Russian
which
the
school
systems.
stability
with
 2 investigators
are
S.
such
Lefschetz
Section
and
Seven
motivation
the
coming
from
EiKht
extension
of
Section
Nine
inequalities.
Ten
autonomous
of
Nine
Section
lists
of
separate
will
at
will
also
be
as
which
to
of
the
results
contributors
to
of
the
equations
boundedness
Bellman
mainly
We
the
Skidmore
with
major
Krasovskii.
"Liapunov
are
problem.
might
and
of
Zubov
and
for
results
for
linear
add,
that
It
differential
obtained
systems,
much
stability
section.
autonomous
and
Yoshizawa(Japan)o
theory"
timevarying
stability,
will
be
and
given
of
with
the
for
non
some
work
in
problem.
contains
systems.
some
It
very
contains
functionaldifferential
important
reference
equations
and
"physical
have
its
pages
true
of
given;
a reference
definitions
by
the
list
Also,
principal
no
the
few
being
structure"
numbered
theorems,
and
are
submit
any
on
stability
general
investigator
theory
recommendations
at
a contractor's
in
order.
Alabama.
the
used
they
we
theorems
Huntsville,
A not____ee
about
at
American
Szeg_.
mainly
some
cover
observations
is
major
differential
is due
stochastic
and
tions
to
is a miscellaneous
of
defined
partial
topics
application
with
the
contributors,
of
allied
has
and
many
the
nonlinear
a compendium
will
of
theorems
the
due
These
and
section
work
presents
Leighton
Popov;
dynamics.
Under
meeting
early
with
work
Eleven
topological
some
the
dealing
the work
considers
systems.
treatment
results
this
and
LaSalle.
deals
This
Section
J.
Malkin
discusses
Section
Section
as Lur'e,
figures
llst
which
discussed.
this
independent
definitions
complete
of
of
and
symbols
occur,
of
report
the
is
other
equations.
is
occur
given
at
the
The
No
sections;
symbols
list
location
Each
this
will
be
of
illustra
in
the
report
 3 One
other
generating
in
given
investigator
We
deals
Liapunov
a speach
follows,
note
in
give
attempt
ndimensional
the
functions.
could
we
with
Iowa
not
find
a very
to
in
This
1964.
any
rough
construct
class
of
During
sketch
the
of
method
further
of
"Separation
was
the
of
mentioned
on
Variable"
by
contract
information
J.
P.
period,
this
for
LaSalle
the
topic
principal
In what
the method:
following
type
of
Vfunction
for
an
system,
The
method
systems
covered
= Vl(Xl)
V2(x2)
. + Vn(Xn_.
is
n
xi
6" k
if6" k
The
candidate
for
 L
k=l
_k
0 then
Pik (x)
fk
(_" k )'
x,
6 k
f(6k)
is
col
_here
The
sufficient
Russians
have
conditions
used
this
for
stability
procedure.)
are then
obtained
from
and
V.
(The
ISECTION
INTEGRAL
Prepared
by:
K.
T.
L. Drake
Gifford
TWO I
METHODS
 i INTEGRAL
METHODS
sum_ay
In
of
this
generating
was
the
along
of
some
we
first
simple
the
a short
the
of
motion
continuous
of
describe
Finally,
was
whose
A
Theory
Since
that
thus,
the
V_)
the
we
minimum
use
Chetaev's
which
is
of
the
work
of
of
which
is
to
work
of
and
as
first
use
summary,
functions.
integrals
a function
and
the
Liapunov
discussion,
find
definite
methods
a brief
integrals
this
basic
energy
give
bundles
with
most
Liapunov's
we
first
linear
positive
the
potential
First,
Along
of
= O,
origin
consider
for
is
_S
simplest
is
function
stable.
a few
the
to
the
respect
to
a finite
integral
Walker
integral
the
concerning
Liapunov
with
this
we
include
of
the
Itn_w_:_
function
as
of
work
problem
of
of
the
number
of
Rumiantsev
stability
parameters,
e2Zpressions.
and
Clark
is
a "nearby"
Liapunov
function
considered.
system
of
the
and
Their
then
origin
use
this
system,
desired.
L_OV
F_q_CTION
examples
system
the
of
Infante,
a first
USED
presented
through
analysis
a dynamic
is
media
candidate
INTEGRAL
is
the
idea,
one
method"
system.
this
method
motion
obtain
stability
One
of
second
the
to
as
FIRST
of
of
functions.
discussion
extending
function
use
of
with
integral
theorem
a dynamic
a system
in
method
deal
"the
examples,
Liapunov
of
we
function
Then
which
of
extension
integrals
a Liapunov
energy
for
Pozharltskii's
report
functions,
discuss
candidates
the
of Lagrange's
total
with
Next,
of
Liapunov
outgrowth
concepts
as
section
which
of
pertinent
application
possesses
V_can
The
the
be
best
a first
used
way
examples
as
Liapunov's
integral,
a Liapunov
to discuss
in
of
the
this
Stability
V_)
= C =
function
work
following
is
text.
by
to
constant.
prove
example;
2
Consider
the
followin_
nonlinear
conservative
system
defined
by
""
3
x = 4x
 4x,
or
in
The
state
singular
variable
form,
Xl
= x2
x2
points,
4x 1 3  4x I.
or
equilibrium
PI(O,O),
By
considering
the
P2(I,0),
total
points,
ate
found
to
be:
P3(I,O).
energy,
X
2
E
I_
x2
2
2
+
(4Xl 3
4Xl)dX I
= x2
2
xI
2x I
E = O,
where
the
boundary
defined
as
a Liapunov
of the
function.,
stability
we
region
see
that
passes
the
through
origin
P2
is
and
P3
stable
and
and
thus
that
is
by:
+
E
Another
= E(Xl,
example
is
x2)
= E(I,0)
a mathematical
i = x2___
 +
2
pendulum
2
2x I
defined
by,
E5]
end
of
x'=
sinx,
or
Numbers
in
Xl
=
x2
the
square
x2
sin
x I.
brackets
refer
to
references
at
the
the
section.
 3
is given by
sin
XldX 1
2
+ 2
(I  cosxl)
o
where
= __
2x2>,sinai + 2(_in_l)
(Ax2)
=__ O.
2
Therefore,
A
in
the
neighborhood
_eneralizatio
n of
the
of
(0,0)
previous
the
system
example
is
is stable.
the
system
defined
by,
ee
x + g(x) = 0,
which
describes
variable
a unit
formulation
Xl
point
mass
under
a spring
force
g(x).
The
state
is
= x2
_2 = g(xl)"
Since
this
is
a conservative
system,
the
total
energy
is
Oo
where
Therefore,
equilibrium
(I)
is
= x2(g(xl)
a Liapunov
point
x I g(xl)
) + g(xl)x 2
function
and
if
>
(2) g (o) = o.
O,
xI
O,
proves
0.
that
(0,0)
is
a stable
_I]
4
As
s_
s
a final
example
defined
by,
E3]
+
where
c > 0,
we
consider
linear
constant
coefficient
dissipative
c_ + kx
m > 0 and
> 0.
0,
The
total
energy
of
the
system
is
E = m(_)
+k
x ,
where
2
=_
(=xkx) +k_:
= cx
Thus,
the
by
LaSalle's
phase
thereem,
we
an
asymptotically
AND
POZHARITSKII'S
dynamic
systems;
, Pozharitskii
65]
throughout
x is
an nvector.
vanish
for
considers
the
equation
of
perturbed
namely,
_
which
region
WORK
In reference
where
stable
plane
CKETAEV'S
for
have
These
= O.
Q,
systems
admit
p<
UI
t)
If we
_,
can
now
t),
n
, o.o
succeed
first
, Up
in
integrals
_,
t)
finding
a function
("l,
then
stability
concerning
"In
the
known
the
order
Up)
of
known
integrals
of motion
is
guaranteed
existence
of
such
that
integrals,
there
it
exists
which
by
functions
a__
is necessary
is
Liapunov
give n
definite
and
definite
Theorya
respect
The
that
>
(Ul,
a
is
...
be
definite."
...
, Up
) = UI
as
theorem
follows:
, Up),
function
2
(UI,
to _,
first
by Pozharitskii
function
sufficient
with
2
_,
t) +
..o
+ Up
_,
t)
of
motion
whether
or
not
a given
function
is definite,
semidefinite,
or
indefinlte.
Another
theorem
'_fhe function
one
of
the
(U I,
integrals,
definite
2
functions
Ui
t ) >
_,
of
Pozharitskii
.. o , Up
say,
ri
U _
2
]]x//
is:
) will
_,
t ),
r i whenever
be
the
proof
selected
than
the
for
(UI,
case
as
a corollaz_
_(U
I,
the
when
UI,
o..,
be
U i
, Up
except
at _
of
functions
(pl)
Up
= O.
last
do
of
do
not
definite,
_
this
not
) such
find
at
least
a pair
of
that
6c I1:_11'' .
that
if
theorem
it is
possible
appears
guidelines
second
depend
for
to
to be
select
more
determining
theorem
explicitly
result
_,
explicitly
is necessary
it
...
Moreover
Ui
depend
assumes
U I _
This
to
for
0 and
This
down
when
useful
a definite
).
significance
UI,
...
functions
the
setting
, Up
// x//
follows
integral.
in
is possible
2
+u
it
only
becomes
on
more
time.
evident
This
is
stated
Up)
other
...
practical
the
theorem
theorem
in
"If
this
any
first
function,
The
of
definite
it
) andpi(
2
//x//
>
+ ... +ut.2_
1+u 2+1
+
From
be
only
positive
= Ui_ I
if
then
the
it
is
essentially
and
condition
satisfied
simplifies
time,
by
the
then,
sufficient
values
= Ui+ I
last
on
at
=
is
that
all
...
points
= Up
satisfied
any
other
problem
in order
at
...
=Up
least
for
which
by
at
least
function".
because
one
= 0,
from
equations
UI =
that
any
one
of
 6 it
of Xl, ...
, x_p+1
Xnp+2 = fl
(Xl'
' '"
' Xn = fpi
'"
'
to
the
variables
author
in
reference
respect
Thus,
the
there
exist
The
functions
followin_
integral
"If
Xnp+l)=
of
Ui
(Xl'
x I ....
_
the
theorem
gives
can
be constructed
from
the
known
integrals
do
given
integrals
UI,
U2,
certain
fl'
"'"
' Xnp+l)"
' fpi )
are
under
...
depend
conditions
which
conditions
not
' Xnp+l
of
"'"
, Xn_p+ I.
has
first
'"
(Xl'
which
definite.
which
, Up
under
no
definite
first
..........
explicitly
on
:_
t and
if
they
are
of
can
be
the
form
Ui
where
the
rank
constructed
from
The
method
"If
the
variables,
way
that
of
UI,
of
.o.
with
By
the
the
the
function
the work
of
a definite
of
the
, Up
) =
_i,
Chetaev.
kl
'"
From
+ higher
is
p,
then
no
is
as
follows:
definite
order
terms
first
integral
of
integrals
, ''
, _p,
are
holomorphic
CI,
..o
, Cp
functions
of
the
selected
in
such
are
function
_i
quadratic
theorem
, Up"
constants
expansion
first
, _p)
timeindependent
(U I , oo.
begins
"'"
Chetaev
given
then
the
_I'
=_i)T
UI
"'
the
Up+
2
CIU I
2
+
...
+ CpUp
form".
Pozharltskii
, Up)
is
definite.
above
theory
such
constants
Thus,
some
can
be
Pozharitskii's
guidelines
selected
theory
concerning
only
when
includes
the
choice
of
integrals
are given.
of
thus,
AI
for
this
= B I,
first
_6_
degrees
The
principal
for
for
system.are
the
the
Euler's
integrals
of
are
_56_
of
moments
gimbai
gimbal
= cos
equilibrium
that
and
position
the
Ki's
concerning
references
of
Chetaev's
theory.
_yroscoPe
on
is
this
given
inertia
ring
are
is
of
by
the
rotor
A2,
B2,
G2;
The
for
_imbals_
Eulerian
for
C 3.
motion
the
rotating
angles
are
and
defining
This
the
principal
equations
rigid
bodies.
 _u
2)
on
Kin
= K2,
u2) + K3u =
the
parameters
to
the
case
when
or
u =
i,_=
the
of
the
rotor's
system.
axis
The
is
vertical;
i=io
The
change
of
perturbation
equations
are
obtained
by
introducing
variables
= xI , _=
+x2,
The
are
is,
_)=
in
rb,
depend
corresponds
of
example
ring
2 + 2(K5where
llst
of motion
u_,
_ (K5
papers
described
of
equations
+
Russian
symmetrical
freedom,
equations
_"
an
a heavy
inner
the
many
present
of
outer
incomplete
to
now
three
inertia
three
we
stability
those
an
_6_
the
el;
of
this
are
There
theory;
section,
reference
there
moment
motions.
Liapunov
concerns
j_
body
of
From
example
bundle of first
engineers in their
the
linear
+x 3, u = 1  x4,
the
following
8
where
the
initial
conditions
of
the
perturbed
motion
are
K2  Kf ,
_40= _4_4 _.
For
the
perturbation
R = x2
K2*
equations
x3
_o
KI*__6x3x_
the
above
x4
 x 3 x 4,
2_ 6
x3x 4
first
integrals
are
+
+
(2K6_'o
 KI)
x4
We
now
attempt
to
apply
Chetaev's
method
of
obtaining
Liapunov
functions;
consider
4'
V=K*,
where
_3
the _i
because
the
and
fourth
the
stability
+ _<=K *
R2'
are
arbitrary
is a combination
Then
guaranteed
+KI(
Liapunov
 order
of
if the
0< 3 ">0,
a_d
of
K_x42+
first
integrals
function
will
consist
terms,
The
quadrati=
the
gyroscope
with
of
The
form
respect
is
are
K5
 1/2
K1
positive
satisfied:
K3
>
0,
V is
terms
form
to _, 6 , _,
inequalities
0,_'o
linear
2
a quadratic
following
 K6
The
u 2  2x 4 = O.
and
in V
third
definite
is
zero
amd
can
thus
9
R Ev's
woeK
In
reference
system,
41'
where
'"
system
_0_
ql,
' qn
is
are
given
othe
, Ruminatsev
, qn
are
the
considers
the
generalized
an
independent
velocities.
The
mechanical
coordinates
unperturbed
and
solution
of
the
initial
values
(z)
= fi(t), i = I, ... , n ,
are
qi
= fi(to)
and
qi
For
fi(to )
the
perturbed
let
ql
= fi(to )
+_i'
ql
o
where
holonomic
generalized
o
motion,
arbitrary
as
ql
where
_i
force
and_
i are
system
real
remains
fi(to ) +
_i
constants
unchanged,
designated
these
as
constants
Since
perturbations.
define
completely
the
the
perturbed
motion.
The
values,
qi
and
qi,
qi
where
The
xi(t),
i =
defining
i,
...
equations
are
=
replaced
fi (t) +
, 2n,
of
now
the
are
xi'
the
for
qi =
perturbed
fi (t) +
variations
perturbed
the
of
motion
can
motion
by
Xn+i
the
variables
be written
qi
and
qi"
as
(2)
= F(t ,x_)
where
We
and
assume
that
that
2n
is
= O.
We
are
interested
x i and
time
gi(t).
perturbations
the
certain
t.
 vectors.
such
(t,0_
to
called
are
respect
time,
in
real
For
the
For
the
_ i
and_i.
unperturbed
that
the
a unique
%tabi!ity
continuous
motion
motion
Considering
motion
(I)
stable
exists
of the
functions
unperturbed
perturbed
solution
for
unperturbed
QI,
the
"'"
Qi's
the Qi's
, Qk
are
every
motion
of
known
are
functions
the differences
ys = Qs
with
respect
to
the
the
_t
in
and
(I) with
variables
functions
of
t and
gs'
quantities
of
the
Liapunov
 I0
QI'
"'"
i'
' Qk'
if
for
_ satisfying
all
Ls,
there
the
conditions
exist
Ei
>
0 and
Ei
>
0 such
that
for
any
,
for
any
l_urther,
>I to:
we
assume
sufficiently
of
the
the
that
small,
variables
following
for
there
i_equalities
any
set
of
corresponds
y ssuch
that
for
real
hold:
ly_l <Ls
values
of
a certain
set
sufficiently
of
; s
i,
...
, ko
i, numerically
real
initial
small
>
= i,
values
Ymso
2
Ylo
II
assumed
to
Since
Df
the
The
"'' + y2
ko
converse
of
this
the _
real
are
related
variables
t,
to
x I,
...
t amid the
xj,
then
and
of variation
We
shall
>
of
0 are
the
assume
t O , Xl
constar.ts,
>11 t_,
"_ariables
t, Ys
(2)
has
is
region
a real,
defined
continuous,
by
will
a first
_(x,
which
statement
also
the
region
of variation
correspond
2
Yl
H1
>
(3)
H,
to the
2
+ Yk
'
' where
region
(4)
HI,
is
a constant.
integral
t)
bounded
2
+ X2n
..o
(5)
consta_,.t,
function
of
its
variables
in
the
(3).
THEOREM
"If
is
, X2n
to
last
hold.
t
where
the
first
integral
_(Yl
' _"
differential
(5)
' Yk'
and
t)
equations
it
is possible
such
that: the
of
the
to
perturbed
find
inequality
motion
a positive
(2)
definite
admit
function
11
_(YI'
is
satisfied
motion
(I)
As
in
of
the
since
is
stable
the
Of
media"
to
_E
Eo &
certain
integral
coordinates
or
the
equations.
The
Pozharitskii,
dynamic
it may
be
used
with
sufficient
describing
are
the
in
his
system
not
short
the
of
with
of
No.
make
This
the
of
will
be
called
rigid
its
of
of
fact
application
follows.
continuous
media
the
motion
parameters
co!d
of
with
conditional
this
theory
with
through
or
ordinary
medium
method
be
the
a continuous
axes,
by
body
report
second
certain
the
this
the
volume
on
in
important
of
continuous
example
a heavy
application
described
of
known
this
a bounded
are
well
example
of
of such
_ Qk."
is
similar
differential
respect
stabilit
given
in
to
7 of
the
23.
note
of
paper
partial
a "somewhat
deals
with
in order
of
to
this
analogous"
the
dissipation
to introduce
discussion
axis
his
unperturbed
, ..o
of
momentum
time
An
QI
motion
motion
medium.
the
describe
of
linear
then
repeat
Examples
its
(4),
discussion
in
gravity
because
stability
parameters
we
_
systems
of
X2n,t
a vertical
will
...,
considers
Sfp_mmEe_jwhich
stability
In passing,
Rumlantsev
is useful
variations
example,
I,
quantities
introduced
of
of
a continuous
compendium,
above
center
mentioned
of
We
was
projections
whose
motion
_.
the
about
relationships.
quantities,
above
rotation
_(x
in region
to
theorem,
problems
the
t, ys
problems.
given
f_t_
of
this
of
t)
respect
discussion
theory
of Liapunov
medium,
of
Yk'
of
with
La_ran_e
above
"continuous
'
values
stability
case
The
the
all
an example
problem
in
for
'''
That
asymptotic
is,
damping
in only
obtain
asymptotic
concept.
paper
in
part
written
stability
a mechanical
of
the
stability.
by
of
system
coordinates
First
integrals
12
!_FA_ITE
'S WOeK
ordo u
, o.omous
system
Liapunov
with
an
equilibrium
functions
geometric
The
developed
considerations
technique
proposed
of a nontrivlal
system
can
be used
stability
properties,
satisfies
two
stability
properties
system
"nearby"
system.
candidate
consider
end
of
for
the
this
Liapunov
are
these
papers
we
is
in stability
be
two,
in
of
has
important
the
Infante's
include
many
order
system
method
of
of
generating
the
original
If
accessibility
of
an
system
first
is
original
method;
examples
of
is
in
this
with
with
the
the
is,
We
which
we
in
the
seek
to
be
will
now
compendium
at
method
of
proper
admissible
considered
system.
and
secondorder
properties
That
and
constructed
integral
system.
system
the
integral,
qualitative
nearby
the
the
the
constructing
functions.
Consider
the
second
described
any
timeindependent
by
(i)
_I = fl(xl, x2)
where
on
integral
modifi_
the
of
The
an outgrowth
a modified
system
function
of
based
studies.
found,
the
integral
development
is
tlmeindependent
retained
a Liapunov
origin
theory.
Infante
o_._ne,the
and
The
section,
by
cannot
criteria;
origlnal
at
in Liapunov's
availability
which
in
the
point
integral
h (xI, x2)  c,
which
might
exlst_
must
satisfy
the
following:
(2)
13
A
sufficient
condition
for
the
existence
+
Since
most
systems
do
not
of h = C
is
0o
satisfy
equation
(3)
(3),
the
system
in
(i) must
be
modified.
For
simplicity,
variable
let
us
replace
xI
= x2
(i)
by the
following
more
con,non
state
form:
x2 =
f2(xl,
(4)
x2)
_f2
If_x
2 = 0,
But
if _f2
system"
first
then
(4)
= f3
(Xl'
is defined
integral.
has
an
x2)
in such
The
integral
first
0,
which
then
a way
no
that
nearby
could
be
integral
this
system
new
can
used
in
be
found
system
we try
has
stability
and
a readily
work.
"nearby
accessible
is
xI
Xl
x2
By
(3),
system
assurance
is
modified
rical
new
that
by
criteria
"nearby"
= x2
ffif2
(5)
certainly
the
qualitative
adding
./
_o
(Xl'
to
f3
a first
properties
functions
retain
(Xl' x2)
dXl
(5)
x2)"
possesses
arbitrary
in order
system
the
of
integral
(4)
which
qualitative
are
must
but
there
retained
satisfy
properties
is
The
certain
of
(4)
no
system
(5)
geometThe
is
xI
Xl
x2
= x2
f2
,/
Vo
(Xl'X2)
f3
(X'l' x2)
f5 (Xl'
dx2
x2)'
f4
(Xl'
x2)
(6)
 14
_f4
where
_f____5
_x_=
arbitrary
properties
of
systems
(4)
product
of
(4)
x*
also
the
give
Liapunov
(I)
is
"flows"
in
for
of
of
an
the
claims
made
functions
by
are
Simplicity
the
as
of
the
that
third
that
the
major
the
qualitative
relationship
between
component_x*_of
is
function
The
(Xl,
of
rotate
(6) is
region
of
x2)
system
"nearness"
algebraic
(6),
Infante
such
(3) and
the
of
cross
system
(4)
(6).
the
and
equation
geometrical
space;
(6).
by
of
by
Liapunov
integral
estimate
chosen
system
system
(4)
satisfies
The
phase
the
systems
then
f5 are
specified
(x I, x2)
for
(6)
retained.
is determined
>/ 0,
The
(6)
integral
(x I, x2),
If
and
System
f4 and
candidate
first
system
"
(4) are
with"
The
the
" _x 2
functions
"crossed
of
sign
of
(4)
system
of
x*,
clockwise
in
a Liapunov
asymptotic
in support
of
his
is
if
chosen
(6)
both
the
to
function
that
the
phase
of
to be
vectors
plane.
(4)
and
stab_lity
about
method
generating
of
of
will
= O.
follows:
application
and
requiring
no
deep
insight
into
the
very
good
problem;
(2)
for wide
(3)
A
the
ranges
and
disadvantage
to very
estimates
of
the
of
of
the
the
parameters
flexibility
the
conservative
domain
in
of
method
is
estimates
of
asymptotic
the
differential
the
method,
due
that
a poor
choice
of
the
stability
region
of
to
are
equations;
the
of
choice
f4
asymptotic
and
of
f5may
f4
and
fs"
contribute
stability.
WALKER'S WORK
The
work
to n t_horder,
of Walker,
E6_
and
nonlinear,
autonomous
_,
is
an
extension
systems.
He
of
considers
Infante's
systems
work
of
the
form
n
d x
dt
,
g(x,x,...,
nI
d
dt
_
/
0,
(i)
 15
which
possess
(nl)
first
integrals
nI
Ut
(x,
9.,...,
n1
, t )
= K.
, i=l,
2,
...,
(2)
nl.
dt
Equation
state
(i)
can
variable
also
be written
as
a system
of
 first
order
equations
in
notation:
Xl
= fl(Xl,
x2,
'',
Xn)
x2
= f2(xl'
x2'
"'''
Xn)
(3)
= fn (_i,
These
equations
dt
are
dx !
_2,
"",_)"
equivalent
dx 2
to
...
d_
(4)
fl
Eliminating
get
nI
of
these
denoted
f2
the
first
fn
explicit
order
dependence
equations
differential
are
(nl)
of
the
equations
first
equation
in the
integrals
of
in
(4)
on
time
a variables.
the
system
in
The
(I);
t, we
solution
these
are
by:
"_'l(a)
= Cl
(s)
_n_l(.X_.)
where
but
_T
each
is
(Xl,
integral
...
,
in
The
Xn).
(5) must
n
if
stability
general,
we
solve
problems
is very
the
over".
difficult
to
in (5)
may
not
all
be
independent;
satisfy.
dxj
Zm
(6)
The
solve
_xl.
j=l
equation
"are
On_l,
integrals
_i
i = E2
jffil
Thus,
for
all
trouble
for_i.
f j
O.
(e)
.1
the
(nl)
here
is
first
that
integrals
equation
our
(6),
in
 16
One
fl
are
case
of
the
in which
it
following
is
possible
to
obtain
a first
_ntegral
is when
the
form:
Xl =Ol _x 2'
_H
_2 02 _x3
_x
ni
where
H, (91'
Combining
"'
(7)
are
certain
functions
of
the
state
variables
gives
(_l_K__2+
_i
_x
n2
_Xn_
' _n2
(6) and
n2
n
(7)
_x I
_i(_. _H
__l_H__
I +o.
(8)
_Xn.
If _i
at
= H
least
in
one
(8),
n2
then
integral
we
of
see
(7)
_Xn.2J
that
is H
_ Xn' 1
the
equation
itself
But
is
the
identically
disadvantage
satisfied
here
is
=,
very
few
order
systems
OOO
have
the
form
+Kx
0,
or
_l = x2 _
 _" '
x2
= x3
x3
 Kx 2
= 
_H
given
in
(7).
One
example
is
and
that
1 =
1/2
(K
independent integrals
22
23)
are
Cl,
th
From
and
the
from
above
the
theory
work
of
concerning
Infante,
structlng
Liapunov
functions
The
variable
form
state
of
first
Walker
by
integrals
derived
obtaining
equation
of
the
first
(I)
is
xI
= x2
the
following
integrals
order
system,
method
of
for
'_earby
(I),
consystems".
= x3
(9)
6
Q
=
A
modffled
system
is now
chosen
which
has
same
form
Xn).
as
(7):
ax 2
 . l_x I
(10)
"_Xn
n2 _Xn.
nI
xn
=g
by
the
gni
x(._,
 _'_I
where
the
so
the
last
as
to
gl
are
restricted
equation
retain
in
as
both
much
systems
similarity
left
(9)
sfd_
of
and
(i0)
between
the
the
are
equations.
the
systems
same;
as
Note
this
possible.
is
that
done
A more
the arbitrary
_H
h2(.x )
g_ are written
such that
(i1)
"_Xn_ 2
_x
hn2
(,_,,
 g(_,
ni
_H
where
the
h i are
conveniently
defined
as
(12)
Specification
"nearby"
Our
of
of
system
objective
the
but
is
to
(91.
An
integral
function
of
(9) and
manne
h i In
the
manner
finding
find
H of
thus
this
of
a usable
the
we
not
a specific
integral
system
modify
does
in
the
completely
system
I{ which
(111
and
equations
is
is
(121
in
dete_mLine
not
also
may
(II)
our
objective.
a Liapunov
not
in
be
the
the
function
a Liapunov
following
r:
x7 x7
_ " zz,
"_x 2
 _
f2,
(131
_v
:.
_H
fl
"_K
f2
'
(13)
fn
where_fl
_.
xj =_x_ i
conclusion
we
function
of
u=ve_opeu.
Note,
say
that
(9),
_ne
that
if
new
_n
these
the
method
in
k_]
fi
are
different
fi
can
of
generating
are
be
Qezne_
chosen
by
from
such
the
that
fl
is
Liapunov
functions
k_]
k_zj"_'.
and
in
(3).
In
a Liapunov
has
Many
been
....
e_ampi_
_x i
of
this
procedure
The
advantages
(i)
more
function
is
(2)
procedure
The
than
given
of
this
half
of
developed
hints
to
in
the
compendium
method
the
of
according
to
gradient,__,
examples.
Walker
of
the
are:
final
Liapun_w
automatically,
further
modifications
of
the
technique
are
given
by
the
itself,
(3)
bility
are
of
usual
good
balance
between
automatic
generation
of
functions
and
flexi
application.
disadvantases
(I)
restricted
(2)
results
of
to
are
other
methods
autonomous
difficult
are
also
for
fourth
present
here:
systems,
to
obtain
and
higher
order
systems.
 20
This
set
construct
of
examples
Liapunov
functions.
(I)
the
use
of a definite
(2)
the
use
of a
(3)
Infante's
(4) Walker's
These
which
integral
be
mechanical
is
also
also
and
Example
This
!,r
for
point
control
approximated
is
a Liapunov
order
higher
order
the
used
to
function,
systems,
systems.
variety
method;
of
nuclear
of
the
following
LRC
 Circuit
of
different
such
the
a generalization
methods
integrals,
extent
of
integral
are:
for
systems,
Generalized
example
types
second
out
The
in many
_I]
of
first
for
others.
four
types
by Liapunov's
vibrations,
OF EXAMPLES
integral
of
method
analyzed
hydrodynamics,
first
method
integral
COMPENDII_
These
combination
examples
can
considers
the
as,
physical
electrical
reactor
region
networks,
dynamics,
of
problems
asymptotic
magnetostability
examples
LRC
equation
of
electricity:
+ f(x) x + g(x) = 0.
In LaSalle's
he
We
simplified
introduce
discussion
the
of
the
nonlinearities
i)
and
2)
is
3)
acts
4)
g is monotone
the
region
g are
even
in
the
a straight
increasing
f(x)
dx,
O
x
G(x)= /
4
O
following
stability,
in
reference
way:
is odd,
integrals
F(x)=
asymptotic
polynomials,
and
llke
of
g(x)
dx,
llne
with
through
x.
the
origin,
and
_]
 21
where
F is
odd
Consider
and
the
G is
even,
and
equivalent
F(O)
= G(O)
= 0.
system
y  F(x),
y =  g(x).
Since
Iv and
g are
equilibrium
As
the
polynomials,
solution
is
a candidate
system when
for
origin
of
a Liapunov
function,
is
we choose
f
guaranteed.
The
O; that
the
total
enerzy
=  g(x)
F(x).
of
is,
G(x).
of the V function
+ g(x)
x =  yg(x)
positive
solutions
(0,0).
there is no dissipation,
V = 1/2 y2
If there exist
the
existence
constants
is
+ g(x)y
g(x)
F(x)
Ixl < a,
for
x #
and
G(x) < L
then the bounded
the
extent
Example
A
of
2,
for
region
asymptotic
[1_
speclal
/ _ / < a,
, defined
stability
Van der,
of
equivalent
tbm
system
<
about
, is a measure
the
of
origin.
example
"x" +
or
by V(x,y)
_ x(21)
O,
E>O,
ly,
_. = y =
The only equilibrium
that it is unstable.
point
is the origin
If t is replaced
g ( x/3 x)
 X.
approximation
plane
shows
 22
trajectories
is
then
remain
the
same
asymptotically
and
Thus,
as
but
stable.
retain
in the
the
the
This
original
orientation
is
same
is obtained
= y2
/2
previous
example,
G(x)
effect
orientation
we
2
V
reversed.
of
have
for
The
if we
origin
let
t.
V:
+ y
2
where
The
f(x)
time
_ (x 2 +
derivative
and
of V
=Thus,
I)
= x.
is
x2 (
0 for
g(x)
 I),
_
3 = a
<o.
2
Taking
= 3/2,
we
find
that
the
2
of
asymptotic
Example
stability
3_
[_
Consider
A Second
the
second
+ ax + 2bx
or
its
chosen
is defined
by
<
3.
Example
a,
given
>
by
0,
equivalent
equilibrium
mation,
an
manner
equation
3x 2 =0;
is
this
Order
order
The
in
region
the
asymptotic
undamped
(0,0)
"saddle
stability
(a
 2bx
solutions
point
unstable
are
is
 ay
(0,0)
= 0) system
V
and
( 
asymptotically
point".
about
 3x 2.
the
By
is
chosen
Y2/2
as
+
The
ay
theory
total
a Liapunov
bx 2
where
"_=
stable
Liapunov
origin.
2 b/3,
X3
)o
and
the
we
can
energy
function:
,
By
linear
point(
 2/3
construct
of
the
approxib,
0 )
a region
corresponding
of
 23
Thus,
a region
of
asymptotic
stability
where
= 4b 3
forms
a closed
about
bx _
loop
(0,0)
xB
containing
<
is defined
(0,0)
by
the
inequality
and
passing
through
27
(2/3
b;O
).
Zx,a=ple 4,,,
For
we
_,_
L!enard's_ Zquat!on
s
Lienard'
assume
(1)
equation
f(x)_
O,
g(x)
0,
that
Xg(x)
>
O,
g(O)
O,
_X
(3)
Thus,
at
we
and
= 0
the
An
= Jo
assume
that
is
_nimum;
its
damping
dx
the
is
equivalent
potential
the
potential
positive.
system
is
(where
function
G(x)
energy
is
positive
approaches
definite
infinity
and
with
that
/x/
y,
=  g(x)
Liapunov
energy
always
The
is taken
 yf(x).
to be
the
total
enerR=7
of
the
system
f = 0)4
V
= 1/2
=
y2
U(x)
y2
__
O.
where
Since
V _
f(x)
=o as
x2
+ y2 _
o_
_ then
all
solutions
of
are
the
for
Thus,
the
whole
system.
stability;
that
We also
above
that
system
is
Exampl
is,
note
the
the
that
system
unstable
_
region
completely
f(x)
for
and
if
stable;
the
equation
of
the
the
the
equilibrium
domain
of
then
we
<
can
for
0,
servomechanism
is
from
then
a special
a system
In
parameter.
variable
formulation
is
time
derivative
of
system
can
be
]xl ) x + x = 0,
this
=
equation
(I
]xl ),
a
X.
obtained
by
o_
choosing
f(x)dx
y as
= x + F(x),
gives
described
f(x
)x
g( x )
 xo
as
=  g(x) =  x.
same
asymptotic
conclude
= y  r(x),
The
solution
equation:
y" = ""
x
+
Thus,
the
stable.
f(x)
Lewis
y=x+
the
is
all

where
space
W + 2 _ (la
is
state
for
the
origin.
fCx)
The
0 only
of
is
if
#
where
0.
_Lewls Servomechanism
defining
Lienard's
system
is
at
e 5 a___]
The
of
bounded
24
Liapunov
function
is
chosen
as
in
the
previous
example:
= y2/2
,/O
g(x)
dx
case
 25
where
=
yy
xg
(x)
g(x)F(x)
X
x /o
In
the
if
vicinity
>0.
As
where
Therefore
the
(2
x2/2
6,
Therefore
of
the
Euler
say
I xl
).
for
system
equations
A_
that
(BC)
and
V is
solution
outside
Rigid
for
2/2,
any
position,
asymptotically
Thus,
lles
Eotatin_
rest
is
(3(X)
[2]
the
system
F(x)
cycle
The
ori_a,
example,
I x I _ _
Example
the
a numerical
V =
limit
of
/x/
V =
1/2
(x 2
Then
y2)
negative
semldefinite
starting
inside,
this
semidefinite
stable.
is negative
if
the
circle
circle.
Bod_
angular
_tlons
of
a rigid
body
in space
are
qr,
a_ = (cA) pr,
C_' =
where
angular
could
<
B.
velocities
represent
following;
that
<
assume
(AB)
The
A,
about
an
pq,
B,
the
artificial
that
the
C are
x,
>
satellite
Ipi <
>
I,
l,
of
axes,
satellite.
is,
Irl
y,
moments
is
inertia
and
respectively.
The
rapidly
motion
which
spinning
the
p_
This
we
around
q,
r are
sytem
analyze
the
is
the
z  axis,
 26
The
spinning
motion
is
Let
of
of
the
body
unstable.
the
a steady
equations
The
angular
spin
of
exhibits
a certain
proof
this
velocity
rate
motion
Ro
of
about
plus
p and
q are
interest,
a small
we
z  axis
rigidity
is
as
be
expressed
perturbation
but
the
follows.
r.,
as
the
+ R
r = r.
sum
The
become
assumed
then
gyroscopic
statement
the
A6 = (BC) q (R
+r)
B_ = (CA) p (Ro
+r.)
C_.
If
can
to
be
positive
consider
(AB)
or
the
pq.
zero
positive
together
in
definite
form
the
region
Ro
of
2
V
= pq
+ r.
where
V = p
_T
p q
p2
r.r.
B_C
A
q2_
gThe
equilibrium
Thus,
when
we
bracket"
term
Ro
p
>
O,
and
have
clusion
is
inertia
can
solution
are
is
have
opposite
that
the
same
signs,
spin
maintained.
new
close
dominated
a rapid
no!tbe
this
sufficiently
in V
and V
of
by
about
is
to
origin,
the
sign
then
system
first
and
the
the
the
the
System
axis
(p,
q,
r.)
the
is
of
(0,
second
"bracketed"
system
term.
.
0,
"square
Therefore
is unstable.
also
unstable.
intermediate
0).
If
The
moment
Ro
if
<
conof
0 and
27
Example
7,
The
are
are
energy
no
i,
notation
is
as
is
sources,
are
the
, n;
remaining
with
a passive
capacitors,
mutual
elements
_
Network
concerned
inductors,
internal
...
Nonlinear
example
nonlinear
storage
j = m +
_as_ive
following
elements
there
_]
and
resistors.
inductances,
inductors,
elements
or
in
the
nonlinear
I,
ideal
..o
, m
circuit
network
In
this
whose
circuit
transformers.
, and
are
the
The
capacitors,
resistors.
The
follows:
th
ej
= voltage
pf
the
element
= current
in
the
jth
element
J
=
flux
in the
= charge
in
jth
element
th
qj
_....
equationsr
.
o=nv_rn_n_
(1)
for
the
of
the
inductors;
ij
(2)
for
the
circuit
fj
capacitors;
1,
e.3
(_j)
= nonlinear
i,
(q j)_
= f.J
element
are:
...
j = m +
the j
.o.
function
of_j
, n
= nonlinear
function
of
q3
' _r_'
qm+l,
ij
Thus,
The
the
state
_quilibrium
As
network,
variables,
point
a candidate
we
choose
is
for
the
Xl,
...
assumed
to be x
a Liapunov
stored
, xn,
energy
are_l,
= O,
function
of
.o.
where
for
this
the system:
fj(O)
= 0,
passive
...
(j = i,
resistive
,qn"
...,
n)o
 28 n
E = V(_)
ej
ij dt
jI
n
q
(q
j=l
:Z
fj
i
j=
(xj)
) dq
dxj,
where
n
i <0,
J J
resistive
network.
j=
for
a passive
(1)
xj
(z)
Therefore,
Example
the system
8_
This
use
seen
of
[_
example
first
in the
(xj)
>
f J (xj)
dxj
fj
IO
is
RiKid
Thus,
V(x)
stable
in
the
use
integrals.
Consider
the
following
the
motion
if
the
large.
Motion
illustrate
of
function
_.
will
study
a Liapunov
asymptotically
Body
is
of
rigid
of
linear
approximation
system
which
bodies:
xI
=Ax
x2
= Bx I
x3
= XlX2'
(x 3
(x 3
 a)
 b),
is
and
the
frequently
29
where
A,
where
B,
L,
m,
Stability
We
of
L_and
b are
n are
constants.
E1
xI
E2
Xl=O)x
E3
xI
arbitrary
= L,
change
the
system
coordinates
equations
so
equation
x3
= b
= a
= 0,
that
E 1 is
>,
xI  L
assume
x3
>
0,
0,
then
are
then
two
the
origin.
roots
we
_
one
have
obvious
= x2,
= A
(ba)Y2
+AY2
Y2
= B
(Yl
Y3'
The
equations
Y3
= x3
 b.
the
+ L)
linear
; if
of
the
the
LB
is
= _
(L2B

/_2)
O.
/_
O,
,,
roots
critical
first
approximation
are
Y3'
+ L ) y2.
, Y2
A(ba)

characteristic
If
at
Yl
for
There
2 = m,
x3
states
are
reasons
= 0,
equilibrium
are
characteristic
The
x2
= 0, x 2
#3 = O1
The
three
constants.
Yl
new
are
of E 1
transformation
The
There
_B0
is
 L
_B
, then E 1 and
positive,
case
integrals$
and we
and
= Y2
E 1 is
must
namely,
"
For
physical
E 3 coincide.
2
Vl
BY3 2 = CI
look
unstable.
at
the
If
nonlinear
terms
 30
and
v2
where
and
Y2
Vl
= V2
thus
and
we
Y3
integral
have
are
we
= 0.
If
stability
initially
see
= (Yl +L>2
that
if
0,
then
in
these
small,
then
Y3
_A
VI
two
remains
(Y3 +
is
b  a)2
positive
variables.
they
remain
small
then
definite
This
small.
Yl
=C2 '
means
From
must
in
also
that
the
remain
Y2
and
Y3
if
second
small.
Thus,
Stability
By
of
(i) E 1 is
stable
(2) E 2 is
unstable
we
see
(2)
Change
E2
The
E3
is
stable
if A
is unstable
the coordinates
at the
characteristic
by
using
Xl
' Y2
origin
in
the
new
Yl
= AY2
(Y3
Y2
= BYl
(Y3
Y3
= YlY2"
roots
>
<
0,
if A
If
_AB
(ma)(mb)I
we
have
a critical
the
= x2
>
0.
6 AB
_
case
0,
and
' Y3
 a + m)
 b + m)
to
x3
 m.
the
linear
approximation
are
(ma) (mb).
then
the
following
system:
corresponding
O, +
then
if B
E3
Yl
Thus,
0,
that
(i) E 2 is
of
E2
symmetry
Stability
if B
E 3 is
nonlinear
unstable.
terms
If
must
_AB
be
(ma)(mb)_
considered
<
0,
I
 31
An
integral
of
the
system
is
where
= O.
Thus,
B (mb)
we
Yl
+ A
Example
9,
This
determining
the
to
the
square
of
Let
equations
_lls
inertia
the
root
the
about
concerned
time.
of
the
candidate
_AB
fails
with
+AB
(ab)y_
>
(ma)(mb)_
if
The
the
the
scheme
IAB
of
use
which
time
initial
of motion
rate
Y2
to
of
a Liapunov
will
achieve
reach
rotational
the
zero
satellite
005
(I 3
13_3
(II
 12) C01c_2
about
the
i th
principal
axls_
and
Ti
Liapunov
I1)
c0 t
is
The
time
derivative
=2of
(l ltOI2
+ T2
+ T3
'
inertia
the torque
function
12_j22
is
in
spin
fo K a
is proportional
are
I2d)
function
zero
be
the
axis,
input
I3_
I i is
about
the
the
tota____l
rotational
I
V
energy.
% + T1 ,
the
rotation
 I3)_2
i th
0,
(ma)(mb)_
I1_1 = (I2
for
= C,
Body ,Motion
stabilization
in fLnite
The
where
is
if
analysis
Ei_i d
example
satellite
this
[_
(ma)
conclude
(i) E 3 is unstable
(3)
moment
i th axis.
_:
 32
If
we
choose
the
input
T_
then
we
torques
the
time
o<_
2_/_
v (x(t))
to reach
zero
T  t,0
V(O)
Example
= O at
i0 _
 degree
Let
qi
is
of
positive
this
definite
of
I __T
dqi
dt
_
Pi
Define
a Liapunov
definite
derivative
of
(i =
function.
of
(x(t_))
Theore_
stability
can
be
form
this
s_*m
_V
_q_
i,
of
the
equilibrium
through
coordinates
q.
The
the
and
system.
The
use
Pi
be
point
of
energy,
coefficients
of
an
Liapunov
the
potential
kinetic
in _ with
functions.
generalized
enerRy,
T = T_,_,
analytic
= V_),
is
in _I
The
are:
, (i = I'
o..,
of
proved
conservative
the l{amiltonian
with
/V<
Xo)
function
_ T=
_qi
'
/v
is
positional
quadratic
motion
the
system
holonomic
definite
equations
on
generalized
a positive
2oi

rotation.
theorem
the
rotation
Sagrange's
of freedom
be
moments
zero
_I_
Lagrange's
n
17
find

since
to be
=
Thus
"'"
' n)
n).
to
be
By
definition
respect
to
the
H along
the
H = V + T.
of
T and
equilibrium
trajectories
of
This
V,
we
point
_,
the
system
will
be
have
that
=
is
_,
:
our
H
O_.
candidate
is
positive
The
time
for
P
P
 33
_qi
_pl
= hl D.
_qi _Pl
from
is
the
canonical
form
of
DH
_0,
_Pl _i
the
equations
of motion.
Thus,
the
equilibrium
an
instability
position
stable.
Exmpl
II,
[_
Dealing
the
same
conservative
the
same
as
Let
definite
at
the
as
, Theorem
with
theory.
are
Instability
be
rest
or
in
the
system_we
previous
equilibrium
point.
now
prove
example,
The
but
now
is
canonical
equations
following
forms:
negative
of
motion
before:
qi  ___H
l; i
where
where
H = T
Ui
+ V
_q)
We
i th
are
now
expand
degree
and
where
for
The
V
in the
+ ".+i_)+ "'"
homogeneous
forms
in _,
and
>/ 2,
are
q,
then
candidate
constants,
___ a
for
and
A_Q)
is
"Liapunov
= 0.
Since
positive
and
definite.
function"
is
n
V/
where
and
zI.. t+z
any
II
v= %_)
n
2T
='_
V I has
a variable
sign.
The
=
time
derivative
,
of V I i8
34
(Pi
qi
Pi qi )
i = I
n
=
_H
_
i=l
(Pi
_H
_P_qi_q_)
"_.._T
_ Um
_ Um+l
+
_
i =
(Pi
_Pi
qi _qi
+qi
_qi
"'')
_
qj
_ Aik
i,j ,K = i
Apply
Xuler's
theorem
on
homogeneous
=
i,j
+ImUm
The
= i
functions
variable
= i
bracketed
term
positive
n
coefficient
Aij
...
is
continuous
positive
system
the
rest
Example
shown
point
12,
"
this
zero
since
and
the
is
in
be unstable
the
the
lead
alj
V 1 has
above
_,
"_qk
The
respect
can
the
variable
is
be
bracketed
in
because
the
made
positive
sign
to P
variable
second
m Um,
coefficient
term
is
definite.
the
also
Thus,
neighborhood
of
Theorem
conservative
of
system,
the
rest
condition.
is
The
=  H
_
i
P_q_.
=
except
point.
V2
_qk
definite.
neighborhood
this
with
, since
= 0.
term,
positive
under
_Aii
to
Instability
consider
definite
qk
at K
since
VI
following:
7"
compared
and
[_
indefinite
to
as
is unstable
Again,
is
in K
definite
the
small,
the
PiPj I
k =
K =
sufficiently
give
_Aij
i,j
is
"
I) Um+l
first
(m+
to
zl z
aiJPiPJ
Pk
_ qj
V I
Pi
The
 function
now
we
system
used
assume
can
that
be
to prove
 35
th
Assume
that
the
potential
can
be
wrltten
as
any
region
since
 T
where
0.
H =
 T + U m is
Therefore,
we
positive,
define
degree
homogeneous
form,
Um > = o.
v =  um ,
In
an m
the
UmmmSt
re_ion
be
as
positive
that
also
region
in
the
neighborhood
a
>
The
time
of
0.
In
the
region
derivative
V2
rest
C, V 2
of
=  _
point
_ n
i,j
>
V 2 is
where
0 and
given
aijPiPj
=
_
i = I
on
_iqi
the
> 0
boundary
and
of
region
C,
V2
= 0.
by:
_n
i,j
(Aij
= i
k =
m_Um,
where
in
the
= 0.
The
bracketed
neighborhood
Example
13,
This
of
example
the
rest
Nuclear
deals
with
knowledge
of
responses
toc
suddenly
effecting
the
optimal
design
equations
for
a class
of
effects,
the
term
inherent
is
nonnegative
U m and
the
are
positive
Dynamics
kinetic
stability
of
changes
of
analysis
the
in
control
homogeneous
of
reactor
a nuclear
and
reactivity
systems.
reactors,
d dtlogV
'
 Pe
the
are
The
neglecting
o< >0
'
reactor.
character
important
system
is
dt
a
point.
Reactor
induced
and
the
of
The
of
its
relative
nonlinear
delayed
neutron
to
 36 where
E = reactivity,
P = total
Pe = total
> 0,
point),
of reactivity,
of the neutrons,
= thermal capacity
The two operating conditions which will
be considered are
Pe = Po ,
Pe = _ (TTo),
where Po >
0, _ > 0, To <
surrounding medium.
The problem is to study the "stability
point (P, T) _ (Pc,
equations
where
can
(
log
be
"C_ is
o_
function.
The
enerKy
the
the
Log
of
for
system
and
the
generalized
describing
the
component
and
o____T
is
"C
(P
 Pe)
the
Liapunov
The
generalized
of
the
is
 ee)
_(Lg
energy
is
2
2_
and
motion
of
of the equilibrium
(B).
The
a sphere
"displacement",
corresponding
the
is the
system
on
=<T
_C
a surface
is
the
"acceleration"
generalized
potential
P)
Peo
kinetic
(A)
function
(P
Log
as
conditions
component,
"mass",
candidate
of the
operating
horizontal
"velocity"
component,
total
for
thought
P) is
corresponding
O)
conditions"
"forcing"
Hamiltonian
energy
is
or
 37
Thus,
for
this
Log
p
I
L/
CO
is
For
(P  Pe)
where
CO
a constant
Po
>
>
(Log
to,
the
neighborhood
determined
(A),
 Po
0 in
all
For
sum
of the
above
two
terms
is
a constant,
P)
_.__
2_
T2
= Co
Peo
operation
= P
system)the
Log
where
conservative
Pe
by
= Po
Log
P/Po
a n_ghborhood
then
of
operation
is
positive
(Po,
(B),
O)
Pe
the
initial
= constant.
oc__e T2
2_
of
(Po,
Thus,
the
 function
becomes
= Co,
0).
definite
conditions.
Since
and V
= O.
any
>
0 and
constant
The
system
if
P( >
0 and
for
(T
 To)
where
To
O.
_To?
(Log
P)
o_____6T2
is
stabl_______e
in
T.
Thus,
the V
becomes
Log
f
Log
or
(LOg
P)
_T
_T
Peo
using
d
we
IP
d dtLo_ P I
dt
_'_
_
T2
dt
_.
ToO
have
t
V1
Since
is
positive
Co
_o_
Z"
__
_To
definite
_o
+
for
T2
_Zo
P
>
dt
Log
_To
0 and
all
2_
and
since
for
V1
=  _
'2"
T2
Co;
 function
 38
is
negative
semideflnite,
neighborhood
Example
14,
In
of
we
consider
a heterogeneous
with
heat
is
point
HeteroKeneous
example
 media
reactor
equilibrium
[_
this
behavior
of
of the
the
asymptotically
(o
To,
in
the
).
Reactor
a heterogeneous
reactor
generated
stable
with
unit
each
medium
in
reactor
average
is
The
power
given
dynamic
and
consisting
by:
dLO Pdt
="
Tj ,
>
0,
Xij
(i =
I,
...,
(T i
 Tj),
n)
where
= P(t)
reactor
stationary
power
power
>
0,
T i = Ti(t ) = deviation
of the tem_rature
temperature
in the i_medium,
i =
_i
temperature
mean
= heat
= thermal
xlj
of
the
equilibrium
coefficient
of reactivitz,
life
of neutrons
capacity
= fraction
from
th
i_
medium,
of
power
conductivity
generated
from
in
the
the
ith
medium,
ith
medium
to
Xij
= Xji
the
jt_hmedium.
Also,
the
effect
of
delayed
neutrons
is
neglected_
_ and
DO
i
...
= Tn
= 0.
I.
The
null
or
equilibrium
solution
is
P =
l, T I = T 2 =
 39 The
case
of
The
stability
two
media;
defining
d(Lo_
dt
analysis
P)
the
of
analysis
equations
the
_ _ITI
null
would
solution
be
similar
will
for
be discussed
the
th
n
order
for
the
reactor.
are
___2T 2
_i'_i?l(Pl)
 x (Zl z2),
E_2
where
= XI2
if we
change
= X21
the
and_
i + _2
variables
as
given
i,
TI  T2
p
system
is
d LoR
dt
d_
dt
given
+f2
lff2
by:
__T
_QQ
Pl,
(r 
d'f =
and
the
null
(P,
>
new
<i +<2
_i
+E2
solution
T, Q)
is
_
(i,
O,
equations
+62T 2 ,
T =
The
above
below:
Q _iZl
e"
The
0).
1)
are
simplified
'
dt
"_P
=
way:
thus,
T
dtdVl
d(Lo_
P)dt
d(Lg
6_dt P)_6_Q
Q Q
I_' I/_ I
 _T'12/_2
T2
=

= d'_"
The
V
= V I
null
d(Lo_
dt
_g
solution
is
 i as a Liapunov
_IE2
>
P)
such
that
, then
o<
_
I
Example
15_
This
the
where
delayed
this
reactor
_T
2(_i/61
point
is
VI
is
V2/62)
_>V2/_
positive
locally
i;
2
definite
thus,
we
choose
and
and
asymptotically
is negative
stable
is a simple
Reactor
stability
action
is
problem
of
The
considered.
= k____
n
a homogeneous
defi_ing
kC
L
C
/_C
n_
L
=
K=
an
Ko
 gT

rT
,
, r
>
",t
T2
Homogeneous
neutron
_ 2/_'2
_ i/_i
dt
>o_
2
Eg]
example
at
If _I/_i
>
(2)
P + 1/2 6q
function.
Therefore,
dI_
dt
_i
semldefinite.
d(1/2%Q2# +
reactor
equations
are
if
41
where
n = neutron
density,
c = delayed
neutron
T =
temperature,
reactor
precursor
concentration,
K = reactivity,
, L
Since
and
are
positive
=
or
zero,
physical
constants.
a candidate
for
the
Liapunov
function
is
q
q
where
Thus,
nCT
if K o
 space;
Example
The
16,
0,
thus,
kinetic
all
solutions
the
reactor
eventually
eventually
'_ewton
equations
_st
Law
for
= z
of
shuts
Coollng"
a Newton
reach
Law
the
an
of
Cooling
reactor
 gT,
FI(T )
odd
F 2(T),
F2(T )
even
F2(O)
= 0,
function
of
function
>
O,
the
Reactor
n,'_.
= XoFI(T)
in
off.
L
=
origin
T,
of
>
0,
T,
L
>
model
are
 42
Analyzing
gives,
If
the stability
"in
the
the small",
(I)
for
Ko
(2)
for
Ko
nonlinear
following
of
the
the
<
>
terms
equilibrium
solution,
(n, T)
(0,
0),
following:
0,
the
system
is
0,
the
system
is unstable.
are
now
asymptotically
considered,
Liapunov
stable
theory
in
produces
the
small,
the
results.
(i) Choose
T
VI
_ an
+
IFI(T)
 F2
(T)_
dt,
where
_1
anK'o
resulting
in
is asymptotically
= T = 0
and
or
_F 1
if K o
origin
(2)
the
(t)
>
along
giFl
(T)
F2
(T)_
T;
following,
F2
stable
(T)}
0, and
for
all
initial
>/ 0 for
all
T.
if _FI(T )
the Taxis,
then
+ F2
n
= T
(T)_
= 0
conditions
when
if K
0 for
Also,
___ 0
in
the
is unstable
by
>
Ko
any
temperature,
neighborhood
Liapunov
of
the
theory
Choose
V2
_an
V2
= anKo
where
resulting
n
= T
and
or
in
= 0 is
FI(T ) T
if
Ko
>
the
n  g Fi<T> ;
following,
asymptotically
_
 aF2
0 and
0, and
F2(T)
if
FI(T)
stable
>/ 0
T
for
for
_
all
all
T.
0 and
initial
Also,
F2(T )
conditions
if
.__ 0
> 0
in
the
when
for
any
Ko
temperature,
nelgh_rhood
of
 43
the
origin
along
There
field,
such
Example
nuclear
reference
media
The
in
problem
Liapunov
their
but
The
considered
dt
d LoOP
the
stability
thus,
o_
use
their
in
(x)
the
is
problem
extension
conductivity,
(x, t)
X,
satisfies
c< (x)
constant
>i
reactor
The
medium
equations
a
'_iapunov
presented
are
of
here.
listed
the
governing
in
ndistinct
equations
are
dx,
_2T
thermal
the
a continuous
example
dT(x,t)
dt
where
in
a Hamiltonian,
example.
used
differential
their
continuum
a previous
of
of ordinary
authors
the
being
is unstable.
Reactor
considered
is
in
dynamic
solution
Medium
analysis;
problem
theory
15_
theory
assumptions
14,
the
applicable
"shutdown"
of Liapunov
_3,
considers
physical
the
Continuous
example
function,
then
examples
_I,!_
directly
The
 axis,
references
reactor.
is not
other
as,
17,
This
like"
are
the
<<
i,
the
reactor,
0,
>i 0,
and
the
functions
=<(x)
and

power
temperature,
(x)
are
of
of the
same
order;
this
means
physically
the
local
is
(P, T)
that
the
negative
heat
is generated
temperature
_(I, 0).
Thus,
predominantly
coefficient
the
problem
is
is to
large.
find
at
locations
The
the
where
equilibrium
sufficient
solution
conditions
must satisfy
t
i,,
For
this
approximation
characterized
constant
HI
where
the
second
and
by
in
time
first
term
the
and
about
term
or
is defined
by
dt
on
the
a generalized
second
motion
a '_{amiltonian"
expression
The
the
for
right
the
approximation
a '_Liapunov
point
function",
is a generalized
energy.
time
is
equilibrium
potential
TI,
the
From
derivative
obtained
of
by
P1
 Log
substituting
dx,
and
"system"
shown
is
PII
energy
first
H I is
be
H I , which
kinetic
the
can
to
equation
be
T 1 into
the
zero.
_2T
2
of
the
second
"system"
equation;
thus,
= x
The
Hamiltonlan,
definite.
The
H2
time
, is
constructed
derivative
of
in
an
analogous
man_er
and
is
positive
H 2 is
dx_
dt
where
the
"system"
term
(PI
in
equation.
The
integral
 i)
dt
_(x)
is
inherently
in
_2
can
be
negative
written
_
because
as:
(x)
of
the
first
0).
 45 x
(x)
dx
lira
h_o
x
where
the
final
integrals
integral
because
on
o< (x)
the
and
right
dominates
(x)
are of
the
sum
similar
of
the
other
ordering.
two
Thus,
(x)
which
implies
nonincreas
Example
18,
_5]
method
which
vertical
terms
of
_0
and
the reactor
H2
_ 0,
about
(I,
0)
are
of
in
the
of
the
and
the
the
moment
 projection
 distance
 forward
moment
of
of
from
fire.
trajectory
of
of
projectile
gravity
of
motion
of
inertia
inertia
of
motion
combination
the
the
equations
= polar
rotational
line
center
of ,a Projectile
linear
axis
projectlon
that
of
of
the
plane
assumed
oscillatlons
_t_on
stability
Chetaev's
above
the
dx
ing.
The
angle
that
(x)
of
moves
Integrals.
Let
with
angle
the
o_
center
linearly
transverse
angular
velocity
c.g.
center
resistance.
is
first
forms
The
a projectile
its
and
projection
is measured
of
analyzed
gravity.
uniformly.
be
by
the
upon
the
between
It
the
is
Other
are:
about
to
of
axis
of pressure
through
the
center
of
gravity
sin _
2A _sin
_cos
The
_
equilibrium
Thus,
the
motion
The
the
first
equilibrium
F1 =
the
momentum
F2
= A
that
dFl
dt
is,
sign.
V
first
can
form
a new
FI
F2
Ag<
f.
Therefore,
sin
cos_,
is
oi =
oi
the
equations
_
of
Oe
distributed
integral,
be shown
now
locally,
.2
integrals.
+ 1/2 A_
V,
energy
oK.  c_CoS
We
e R
eR sin_<..
considered
the
Cn (cos olcos
dF2
dt
= 1/2
position.
.2
( _sin
and
integral,
Both
be
are
2 (@
cos
consideration
can
integrals
+ Cn _
under
equations
and
Cn
_
solution
above
about
cos_
terms
to
COS o<.)
 1).
be_ero;
Neither
first
sin
thus
F I nor
F2
F I and
F 2 are
is definite
respect
to
integral:
+ 2A%_<@+<CnkeR)@
 ZA_
with
constants,
ol + (_X eR)o<
rd
no
lower
is positive
for stability
than
definite
we
3
if
require
order
the
quadratic
forms
that
C2 n 2

4A
e R
>
are
positive
definite
 47
which
gives
jectile
center
such
of
Example
derived
axis
We
_
example,
for
with
an
the
the
will
have
angle
follow
of
the
rotational
tangent
unstable
motion
22
Cn
m4AeR
the
and
of
sufficient
a gyroscope
incompressible
to
the
of
the
trajectory
proof
the
d0.
Gyroscope
necessary
motion
if
LiquidFilled
motion
ideal,
of
conditions
containing
liquid.
The
an
for
stability
ellipsoidal
terms
cavity
involved
in
this
are:
LI,
p,
AI,
limit
the
gravity.
this
problem
lower
that
19,
In
filled
the
L2,
Components
of
of the gravity
the angular
forces,
q,
Components
of
of the
gyroscope,
the instantaneous
angular
1/2 rot
PI'
ql'
rl
Components
velocity,
of
el,
A2,
C2
Moments
inertia
Eccentricity
are
Mass
Weight
Distance
Direction
a=b,
of
of
semiaxes,
weight
of
the
of
of
the
the
, where
the
of
is
liquid
the
velocity
the
and
moment
rectilinear
solids.
ellipsoid,
and A 2
liquid
momentum
in
(i
the
 6)
C2 ,
cavity,
system,
from
fixed
cosines
vector
point
to
c.g.,
the
line
of
of
in the
given
action
coordinate
of
the
system,
where
LI
Ph
_2
and
L 2
=
Ph
_I
48
The equations
of motion
Pl
rl
{_
ql
 rl
rI
Thus,
(I  _)
(i
Pl
A2_ I
Alq
A2q I
P(Clr
Cl_
C_.rl
the
case
+_)p_
 qlp),
(_'ir
A2
qr
I)
C2r I)
(Plq
 qlP)
LI,
L2,
=
0,
3,
of
assuming
+E)q_
(i
(plq
AlP
For
are
ql
a very
that
the
thin
shell,
fixed
the
point
shell's
is
the
moments
c.g.
and
of
inertia
are
that
2
AI
(a 2
+ E2)
, CI
= 0,
2
C2
the
middle
three
equations,
above,
2
5
The
first
integrals
of
the
reduce
p =_.
q
A2
G)
_ )r 1
ql(1_)
ot
are
FI
p2
F2
pl 2 +
+ Eq
system
to
F3
(i
2ppl
q2
ql 2
2qq I
I
i
+

2
rI
_
6
1+2
,
I

rl 2
r12"
neglected.
 49
Eliminating
The
r I gives
linear
V1 =
p2
V2
2pp I
+ q2
2qq I
( pl 2
i+2_
i
+
_

positive
definite
VI
= 0,
This
stability)with
of
the
ql 2 )
q2)
(p
_ V2
if
4+5_
(i +E)2
and
combination
is
the
respect
gyroscope
conditions
gives
are
to
about
given
(1)
__
(2)
q<
necessary
the
its
and
variables
vertical
>
O)
sufficient
p, q,
position
Pl,
of
conditions
ql) f
the
for
motion
equilibrium.
These
>
as
Oj(a2>
c2),
or
Example
20,
This
_ .....
example
of
the
no
frictional
present.
4/_(c
regular
The
2 > 9a2).
G_roscope
considers
precession
forces
on
important
the
of
the
Gimbals.
sufficient
a gyroscope
gimbal
terms
/=
AI,
on
axes,
condltionsfor
on gimbals.
only
stability
There
gravitational
is
of
assumed
forces
motion
to
are
are
angle
of
nutatlon,
angle
of
precession,
angle
of
rotation
of
the
gyroscope,
A,:B, C
principle
moments
of
inertia
of
the
gyroscope,
B I, C I
principle
moments
of
inertia
of
the
inner
gimbal,
be
 50 
(0, O,
A2
moment
of
inertia
weight
of
the
Zo)
coordinates
The
equations
of
of
motion
C d__
dt
of
the
gyroscope
the
outer
and
center
ring
the
of
inner
ring
gravity.
are
( _' +
_'Cos
_)
0,
.2
(A+ AI)_" (A +
P_oSln
d_
The
(A +
first
B1
0,
B1)
lin
integrals
for
C(
this
(A +
system
Cos
Cos_+
C1
Co_
are
BI)_W/n2_)
C(
_'+
_Co_)Cos_+
+ ci_cos
2_ + A2p,
h = CA A1)_
2 + (A BI)_
_ (__os_)_ + _?
Consider
the equilibrium
condition
defined
by:
=Oo=consta.t
= _ _=o=_=_
= constant
where
(A + B I  CI)_
For
regular
precession,
Cos
@_
_ols
 C cO_+
not
equal
p _s
to
0 or
sin
_
_o
" O.
+ A2_
 51
We now apply the following
r
The first
integrals
transformation
=_+
corresponding
_3
to the equations
of motion:
Vl
p
+ higher
V3
+ higher
order
ten,
order
terms,
_ 3 = constant,
where
. = (A+ B1  Cl)d'b(Cos
2eo I_..2@0) ,
E = (A + Bl)sin2_o
+ CiCos2_o
+ A 2,
for a Liapunov
V = V1
where V
D _this
 2 _V
= O.
function
2C( _Cos
V is positive
C _3_Cos
is the sufficient
_o
definite
(_o+ p _Z.Cos
condition
is
2
60) V 3
C
A + BI
2
V 3
C_
if
<.0;
for stability
of the regular
precession.
 52
If we
now
use
_f_2
to
define
on
gimbals
the
equation
above,
(Do + p _o
_ c uO_sin
_o , the
given
stability
namely,
sin
condition
_o
for
= 0,
the
regular
the
stability
is with
It
shown
can
be
necessary
motion
and
reference
from
the
sufficient
to _),
above
_,
Liapunov
condition
for
of
about
the
motion
The
gyroscope
taken
the
into
above
where
the
definite
dissipation
the
perturbed
and
>
a gyroscope
0.
r.
function
stability
that
of
if
the
The
+ b
_o
= 0,
unperturbed
i'
motion
uniform
p e_
rotation
_J_
and
of
0.
the
outer
a uniform
rotation
with
the
equilibrium
friction
of
solution
is
the
gimbals
are
:
function
is
+ c
a,
. c_+
velocity
= 0,
constants
in
angular
consideration.
2
I
case,
equations
is the
velocity
=_,,
Rayleigh
2_ : a
case
with
angular
s;?,_;
the
this
axis
with
transformation
and
in
a vertical
Consider
being
of
is
unperturbed
ring
C 1
(A + B I _ Cl ) _j_2
The
precession
is
A + B1
This
b,
2'
are
c, e,
_
+ 2e
f,
and
g are
Thus,
the
such
+ 2f_ _i
that
variational
f,
is positive
equations
for
 53 
(A 2
We
now
C 1)
consider
2 +
a Liapunov
= .
(g
function
_1+
of
b_
the
same
2 +
e_)_
form
as
before:
c l)
Thus,
>
0 and
if
sufficiently
_
and
small
_'
asymptotically
Example
21_
This
a top
with
curvature.
[18_
Then
which
when
of
considers
the
base
important
the
is
stable
stability
terms
center
are
= 0,
without
forces
a Ti_pe
whose
< 0
motion,
dissipation
Motion
a spherical
_he
O0  _
stable
example
p _o<_(_
are
friction
O,
becomes
present.
 To_
of
a "tippe
of gravity
 top";
is below
that
the
is,
center
of
_3
direction
gravity,
A m B,
The
equations
= angular
dx
dt
m velocity
of
of
the
moments
of
inertia
principal
L.o
cosines
mg,
momentum
of
c.g.
CA 
C_
m a
From
and
the
sphere,
= center
of
the
sphere
_3
pr
"
"
equations
_/_j
y2 u
a
_
_i g
_)
the
about
the
force
of
top,
the
c.g.,
w),
c.g.
(a
_3
_)
v =m
 m a
_l_r_
 m g
energy
integral,
_2'
_I'
0,
lq),
there
_2 r,
results
one
two
momentum
the
top
integrals,
relationship
_12+
Our
to
of
are
m(a
of
top
(u, v,
of
motion
i J
(_2
these
the
C)
the
= radius
+ (c A)qr +
A_
of
direction
problem
is to
consider
the
_22+
stability
_32
of
 i.
rotation
of
about
its
 55 vertical
u =v =w = 0,
p=q=0,
r = r o = constant,
_3
The
=1.
transformation
equations
giving
the
perturbed
motion
are
or
2 _2=_ t3,
4= _, _i From
the
perturbed
equations,
the
first
)
+
V4
 A)
roE(C
(C + m
 A)
integrals
VI,
V2,
V3,
V 4 are
formed:
',.a' &,, r,
V3
_ _"
)  C m
(C + ma2)
c_jg'
3 +
Cm _2___ _"3

2 _'4
m a to,
E c(a_)
 56
The
choice
for
a Liapunov
function
is
2
V
where
VI
_ V2
2(rag
{., +7,J)[C
_V3
_V
V4'
if
a ro
( A
_(a
 C)

_)_
2)
2
ro E
m a
(a
_
a(A
C)
+ A Li  m C,2(a
and
C_r 2
(a _)_m
2
_ (g +
a ro
linear
stable
terms
about
(1)
in Y
the
A2
>
drop
vertical
out.
axis
is
positive
definite
and
thus
if
0,
(2> 4 _A I  A_ >0,
(3)
A2A 4
 A
O,
(s) A
>o,
,'1
2
3
>
0,
where
At
= A
+ _(ab 2 ,
A2
2A 3
A4
C
=
Ca
2
r o
2 m
E_
2_m
/_ C
[C
re
 A
(a
_)J
2
m
(I +_A)
7 _
4_
As = a [ 2 _ r (aI,>(1 ,/_c> +
+
(2tim
(a 2
r e
+ /_ )]
the
top
is
_0
 57
Example
22,
The
rotors
problem
Let
tion of a rostat
problem
T2
of
, whose
being
0 be
a gyrostat
axes
are
analyzed
the
origin
is
of
consisting
fixed
a free
fixed
in TI,
of
the
is now
gyrostat
in
Cartesian
rigid
body
considered.
the
The
Newtonian
coordinate
T I and
system,
the
particular
force
field.
_ '7
' and
coinciding
moves
in
moving
axes
with
a Newtonian
coordinate
of
the
central
system
inertia
of
A,
center
the
B,
x,
of
gravitational
y
and
The
= principal
= mass
combined
of
p,
k3
q,
For
where
for
k(t)
U
and
u=
free
is
the
gyrostat
a bounded
motion
terms
central
and
with
used
the
in
axes
of
problem
._v,_m
of
TI
and
are:
T
cosines
of
the
radius
vector
angular
momentum
of
= components
of
angular
velocity
of T I
= direction
cosines
= Newtonian
potential.
= C,
continuous
equations
central
To
of
have
the
inertia
components
we
of
principal
this
moments
kI
function
are
given
between
xyz
k3
of
time.
by
2R
the
gyrostat
The
gyrostat
= direction
k2,
attraction.
field,
z coincides
gyrostat.
mass
kl,
gravitation
'
0,
T2
 system
k2
Thus,
the
and
k(t),
equation
axis
 58 Ap +
(A
B)qr
rk(t)
(A  B)_ 3 f_'2,
R3
B _ + k(t)
The
= 0
(B  A)
first
Bq
integrals
+
which
is
pq
k(t)
pk(t)
_R
(B
 A)_2
TI.
are
=
+
the
+
energy
constant,
(p
2 2
integral,
+ r )
and
 2U
the
next
constant,
equation
is
the
angular
momentum
integral,
(ml
Further,
we
have
the
trivial
+ k(t)) _2
Ar
Y3
= constant
relationships
2
_l +'I"2 + "g3 l,
3
The
center
of
solution
introduction
mass
of
the
of
of
the
spherical
system,
equations
of
coordinates,
admits
the
1.
whose
following
origin
form
for
coincides
the
with
the
particular
motion:
i
p = r = 0,
= B
3:0
(ll  k(t)),
2:1
These
equations
orbit_wlth
_L)
describe
radius
Ro
and
the
with
q(t).
motion
of
constant
the
center
angular
of
mass
veloclty_;
on
the
and
circular
they
describe
the
 59 rotation
of the gyrostat
about its
now
determine
First
to
the
we
the
Liapunov
change
equations
the
of
the
transformed
VI
= MRo
of this
applying
that
Bq +
k(t)
nonperturbed
the
= H.
motion.
following
R = Ro + x3_:_+
equations
__
by
such
relationships
motion:
_2 MRotO 2
stability
variables
(2:l+x2
From
motion
q_
M_
get
following
first
integrals
(B R_ A)_
Ro 5
"
the
MRo
_2Ro
we
;4
x3
x3
2
4MRoUJx3x
(p2
MRo2_D_+9
The
XlX 2
xI
stability
r2)
,5_(B _3A) q_ 2+
+
higher
(p
higher
= constant,
of
the
Liapunov
function
by
function
is
. 2,2
_a<o x 4
2MRo
order
_4
terms
_e
= constant,
44 + 2mo_x3 + 2_ x3;4+M_x 2 +
v2 =_
V3
: VI
\/_I
_03 )
order
terms
V4
_12
nonperturbed
Chetaev's
 2_0_2
V 3 )
x2
xI
= constant,
+
motion
method.
_32
is
The
OOV 4
x_
2x 2.
investigated
candidate
AIV22
by
for
constructing
a Liapunov
+_2V32,
 60
where
1 and
2 are
consta_ots
is
a positive
>
and
if
all
principal
diagonal
minors
of
definite
the
form
,H_
A_
determinant
if
of
Cij
are
positive:
i,
c_,j = cjl
ell
> i_ Ro2_
3 M CO2
j = 1,2,3,4,
3 (B A)
In most
on
Cij
rotor,
2 _
C22
2
MRo
C34
 U)+
_]
cases
_land
satisfied.
whose
angular
23,
This
with
= _ _ +_ i__,
H,
T_s,
_2
the
momentum
can
be
so
nonperturbed
satisfies
I_iquidFilled
to
is
of
the
chosen
such
motion
that
of
the
a gyrostat
conditions
with
one
condition
+
K(t)
 A_J
>
O,
the
equations.
variation
The
_umber
of
of
the
linear
of
these
of
of
the
stability
parameters
Examples
center
stability
Rockets
with
relationships.
projections
time
conae_ned
a finite
integral
coordinates
the
problem
respect
through
The
4
_
stable.
Example
or
_ iM
_, _4 : _ _o_ ,_
Bq
is
2
+
0_: __
practical
are
IHRo_,
gravity
of
the
motion
which
of
these
a bounded
momentum
parameters
studies
of
is
of
the
continuous
describe
the
parameters
volume
medium
described
of
by
a continuous
of
on
motion
could
be
continuous
certain
ordinary
medium
media
the
medium,
axes.
differential
with
respect
the
motion
The
of
particular
a rotating
solid,
describing
the
momentum
of
partially
is
of
the
that
its
mainly
in
body.
The
question
so
far
as
to
consider
to
all
on
this
the
motion
mentioned
variables
system.
continuum.)
(A = B,
C),
(There
but
are
an
surface
the
as
the
the
to
motion
that
all
of
infinite
ideal,
cavity
stability
of
In
of motion
motion
of
the
liquid.
is,
the
stability
that
the
of
constant.
is
an
has
The
liquid
functions.
bodies,
motion
we
of
it
solid
body
This
leads
to
relative
the
to
in
is natural
relative
and
the
the
the
of
influence
conditional
certain
motion
because
inter
solid
important
connection
of
are
the
the
of variables
and
liquid
system
determine
or
revolution
our
of
of
angular
solid
the
is only
this
the
the
a completely
If
the
liquid
motion
to parameters
is a body
continuous
the
stability
number
of
liquidfilled
of
of
noncompressible
assumed
stability
them
with
inertia
is
a whole.
characterize
of
ellipsoid.
are
with
stability
body
the
respect
solid
is
of
the
pressure
of
of
above;
not
and
of
dealing
the
the
the
and
question
to
liquid
ellipsoid
question
due
The
axis
with
is a free
central
at
which
and
solid
pressure
effects
variables
stability
the
it
the projections
solid
the
of
stability
the
with
the
the
cavity,
problems
ested
is
liquldfilled
velocity
stability
considered
cavity.
the
coincides
being
This
revolution
surface,
In
of
liquid.
Also,
axis
such
llquidfilled
ellipsoid
free
with
conditional
medium.
example
motion
the
homogeneous.
whose
a continuous
be called the
this
liquid
ones
of
mechanical
is
 62
The
terms
used
OIXlYIZ
0 X Y
this
fixed
axes
_2'
Vl,
in
_3
v2,
moving
It
=  a
energy
of
the
liquid
kinetic
=velocity
of
tion
it
act.
is
to
a small
assumed
velocity
mass
of
the
solid
v z = velocity
of
fluid
L3
of
momentum
density
with
only
of
due
force
that
the
particles
liquid
the
the
liquid
fluid
to
air
function
of
the
of
mass
the
constant
of
the
of
=moment
segment
that
point
angular
the
mass
cosines
T2 =
v3
of
solid
solid
_3
motion
the
center
the
is assumed
rectilinear
with
the
of
g2'g3
LI, L 2,
at
energy
= volume
gl'
O,
T I = kinetic
MI =
Vy,
are
axes;
=dlrectiOn
_0 i,_2,003
Vx,
problem
center
pressure
velocity;
flat
momen_
pressure.
of
this
trajectory
overturning
air
the
is
whole
the
system
is
wellknown
of
a missile.
of
the
forces
approxima
For
of
in
this
air
missile
pressure
 63
The
mass
equations
of
motion
of
the
system
21
relative
to
the
center
of
are
A_I
gl
(C  A) C02603+_
2 U3_J3_2=
dt _
C03
gl_ g3 a_,
+ _ + % _:_3
EVy+
v2
6)3x
a _2,
+%
C01_
=
i__. _p
d
d
_)i_
v2
v_
+O..)3x(,#Jl_ 1
v3
l_31v
_J.J2x_
+ C01y
_x
vI
 i
+#._013
y1
9y
Lv_
V3
c"
_2L vx + Vl
9v__
x + __
9x
_y
Applying
about
of
the
its
motlom
the
mass
of
relative
_J
_V___
general
cen&er,
a solid
motion
'l
+_2 _u)3yl=  _I 9__
theorems
on
we
obtain
some
with
liquid
in
of
the
system
TI
relative
of the
its
motion
first
of
a mechanlcal
integrals
cavity,
The
total
= constant,
is
+
T2
_3
_L
of
the
kinetic
system
equations
energy
of
 64
The
integral
of
areas
is
where
and
g3
%*
Since
= B
and
L3
= 0,
then_J3is
a constant
and
Now
ing
we
steady
consider
motion
of
g _
the
stability
of
the
liquid
its
J_
(x 2
in
y2)
rotation
cavity
d't"
of
at
constant.
the
the
solid
and
equilibrium
the
correspond
point:
the
perturbed
motion
we
 o,
shall
for
the
the
Vl
first
perturbed
integrals
given
g2
0,
g3
"P_
above
can
_3
be
written
in
the
following
motion:
+ c (_2.,. 2_>
+_2
+
2T 2
g"
substitute
3=
Thus,
gl =
) + A (cO12 +uo_ +
"1
2a_,
v2 = CA_ + Sl_
constant.
form
 65
Also,
we
consider
the
function
= HI (_'12+z32+_32
) + A (_2+_22)
where
liquid
is proportioned
O.
about
to
the
greatest
By LLapunov's
have
that
Thus,
V
= HI
HI__.VI
as
>_ V2
moment
of
inertia
of
the
g2
g32 < 2T 2 S
constant.
a candidate
principal
inequality
gl2
we
" (a
for
+
a '_iapunov
C uh_
function"
g_)
V3
we
consider
 2c(e+%)v4 + c(c  A) v4 ,
A
where
of
_
is
is
a constant.
positive
definite
By Sylvester's
if
there
exists
(I) (A + s)k 2 + (c _+
The
inequality
roots
(i)
1 and
_2
is
possible
 that
is
if
criterion
a
such
g)_ + a <
the
left
hand
the
quadratic
part
that
0.
side
has
two
distinct
real
if
2
(2)
(C 00+g)
The
function
and
if
o>
where
_i
(g/s
<
is
 4
positive
(A + S)
definite
a
in
>
all
0.
its
variables
if
(2)
is satisfied
+ ),>_7 >_o
>_
W. _ 2
By
the
theorem
stated
in
the
theory
part
 66 of this
v _ Vl + 2 _ v2  (a + C_
+ g_) V3 +
C(C
we
conclude
Example
L24,
In
(_'t'_)
that
the
unperturbed
F22,
23,
2_
reference
of
 A)
the
V4
system
is
t)
upon
, of
an
and
the
others
proved
series
ideal
an
of
the stability
conducting
fluid
In
and
@_
Maxwell's
cribed
by
by
theorems
using
, Bernstein
equations
become
displacement
started
expansion
conducting
any
the
in
fluid
equilibrium
his
derivation
resulting
reduced
where
i
to
terms
description;
fluid
of
of
along
small
dis
complete
_d __uk
particle,
theory
thus,
all
quantities
the
small
ro,
for
basic
field
r_.oo. For
motion
of
for
_=o_u=_
of
an
ideal
at
any
the
small
fluid
The
in
motion
fluid
the
equations
was
above
desbasic
displacement
analysis,
the
time
expressed
as
was
,__,0)
displacements
= o.
were
finally
to
must
and
volume
equations
respect
principle
configurations
from
= ro + .f._,t)
The
with
functions.
in Electromagnetic
functions
_ of
of
Liapunov
the Lagrangian
equations
stable
energy
,_s_ofno_1vi_io_,.I__ _=_
#_,_o_
proofs
MaAnetohydrodTnamics
based
_,
Vq
motion
_2_ , Bernsteln
magnetohydrodynamics
placementsj
2C
inequality
_
in
be
the
a selfadjoint
following
question,
operator.
equation
holds,
That
the
is,
for
integration
any
two
vector
being
over
fields
the
entire
velocity
is zero.
If
to do
the
for
details
stability
potential
in
energy,
says,
placement
"the
show
that
equilibrium
position
40
is
to
an
motion
are
not
examine
the
sign
a functional
the
change
, Stepanov
there
).
fluid
is unstable
makes
if
is
system
is unstable
(U
the
which
reference
Liapunov,
of
and
equilibrium
exists
for
These
of
if
and
only
in
potential
state
of
the
authors
an
of
use
the
of
The
if
the
by
theorem
the
ideally
equations
one
in
has
the
considered
exists
some
dis
negative."
direct
method
conducting
fluid
of
all
change
there
energy
same
then
energy
the
potential
needed,
Khomeniuk,
displacements
which
state in
configuration
studies
_whlch
In
is possible in
(r)
the
of
fluid
from
system
motion
of
the
decreases
as
Bernstein:
where
is
linear
selfadjoint
_F
where,,
magnetic
fields,
We
surface
The
H are
density
_
(rot
S;
equation
Ci.Vp)
and
that
the
equilibrium
assume
operator.
the
___" =_F
is
the
x H_)
adiabatic
occupies
displacement
by
H_
rot
pressures
volume
are
has
= T +U
of
fluid
and
exponent.
a finite
_
E
of density,
fluid
and
is defined
rot
values
zero
an
is bounded
on S.
energy
= constant,
and
integral
by
 68 where
I ll
It
is clear that
T_
For
be
any
dr
>_0.
r
in V
a solution
let m_
of
(r)
be
_
twice
continuously
differentiable
and
let
satisfying
Definition
The
equilibrium
I, _2
>
0 may
solution
is
be
_i, _2
found
stable
( _
>
= _
= 0
such
I1__11
_ _ _ ,._ (1_11< _
) if
that
for
any
if
,then
<
I1_<<,_
:,_ _ , _ _11< _,, IIS <<,
_=,_<___11
,
fort
>j
0.
Definition
The
one
set
condition
of
of
i,
//_4.// g
_
equilibrium
_
>
, such
is not
such
that
at
that
stable
for
least
anY_l,
one
of
if
there
_2
the
>
exists
0
following
at
least
there
inequalities
hold:
II
_<<,_,.t>_,,Lc_
" II
>.._,
IIA<<,
__,
_<.o,_.C<.>//>._,
for
at
least
one
value
of
>i
0.
 69 Theorem
If
there
exists
such
that
<
O,
then
the
equilibrium
solution
( i i 0> isnotstable.
Proo.____f
(Outline)
Let
the V
function
be defined
by
and
the
time
derivative
is given
by
By hypothesis,
= _
system
= 0
next
The
theorem
stability
this
and
can
U
have
the
theorems
on
same
sign
in
instability
the
then
.
neighborhood
conclude
case
of
the
investigates
equilibrium
the
influence
where
the
the
solution.
The
equations
first
vi
force
and
=
that
forces
of
on
motion
in
are
i,
found
that
of viscosity
ee
The
of
is unstable.
The
the
V=2
of
k,
viscous
second
I,
From
fi equals
friction
2,
3j
coefficients
.
the
C 5_
of
above
viscosity
equation
k _ b).
are
of motion
and
it
, and
is very
easily
 70 where
dr
= 21_v_
Theorem
Si_k_x_2dr
+_v_[_vY_]
2drL_x_
J
solution
is not
stable
even
in
the
presence
of
viscous
forces.
(Outline)
We
El,
+_i
equilibrium
Proof
assume
>
that
0;
II_)II
<
the
then
_I
condition
there
'
of
equilibrium
exists_l,
_2
IIII
_
is
>
such
_hoos
stable.
that
, then
for
if
>i
G
Assume
the
 function
takes
the
O,
2"
form:
dr
1/
F_h]_
If
Since
satisfies
and
for
_*
t
>/
the
motion
such
that
0,
>II
equations,
(_
 T
then
 H
>
"
V
= 2(T
0)and
(V
 g).
>
0)
There
exists
 71
then
there
exists
>
such
that
for
>I
j,23a,e
s.a,,er
t o.e
ao
con.t t
On
the
We
find
other
that
hand,
for
since
>I"
for
>I
0,
dV
_{
Consequently,
for
contradicts
From
of
the
reference
The
solution
t = O,
is
2_
of
we
denoted
by
obtain
the
We
(t
are
are
equation
,
thus
equations
this
of V,
solution.
motion
>/_
boundedness
equilibrium
fluids.
The
the
O,
for
all
We
the
above
is
t
twice
_
now
0.
define
continuously
W,
T,
two
and
the
still
metrics
are
and
_*
_o
This
with
with
the
ideally
satisfies
(r)
the
boundary
(r))
We
conditions
assume
that
defined
will
with
as
in
be
used
respect
the
_<
to
previous
the
to define
Xk,
_C_2 dr
defined
reference,
stability
dr
=I
and
which
dr
stability
conducting
system:
"
is unstable.
dealing
dealing
differentiable
g
_*
o
equilibrium
theorems
solution
for
asbef0re:
which
r,
_
in
 72
where
=_
>
is
a constant.
0 and
number
>
In
0
the
are
definitions
always
which
bounded
follow
from
the
above
by
numbers
a positive
_' .
Definition
An
equilbrium
exlsts?l'
_2
>
position
0,
such
is
that
stable,
if
for
for
all
_i
i,
there
one
of
>
if
I
then
any
Definition
An
equilibrium
numbers
always
that
i,
such
at
holds
is unstable,
>
that
O,
so
for
if
there
any _i
exists
and
at
_2
least
> 0,
there
the
are
data
least
for
_2
position
one
of
at least
the
one
following
value
of
inequalities
0.
Definition
The
respect
functional
to
V _,
the metric
i
_
[_,
for
any
is
i_,
if
called
V
>i
positive
0
for
all
definite
with
admlssible
,Q
i and
An
___
example
positlve
; and
is
the
deflnite
if
functional
with
respect
_ >o, there
._
to
exists
i(_)_
the
metric
_X(_)1_>e0
, kinetic
_2
such
energy;
i
that
is
>i _for
any
fluid
(_
posi
= _ = 0).
In
fluid
conducting inviscid
of the equilibrium
order
to
be
an
for
stable,
equilibrium
it
position
is necessary
that
an
of
U(___)
conducting
ideally
>/ 0
for
all
(_)
is
inviscid
admissible
(r).
Proo._____f
(Outline)
The
for
proof
some
is
a contradiction
which
is nonzero.
proof;
The
that
is,
 function
which
is
assumed
used
/i//
The
remainder
Theorem
If
f
fluid
of
proof
(Sufficient
U(_
is
i_,
is
the
similar
to theorem
is
dr.
io
Condition)
a positive
then
is
negative
the
definite
equilibrium
functional
position
of
with
respect
an
ideally
It
is
to
the
metric
conducting
inviscid
stable.
Proo._____f
(Outline)
This
_,
proof
, _E
inequalities
to
be
where
stable:
>
is
0
also
and
lead
for
the
to
a contradiction
corresponding
a contradiction
some
t = _"
proof.
_i
and
>
0,_2
consequently
>0
shown
that
, the
the
for
any
following
system
is proved
at the contradiction
is a V  functional
defined by
definite
_i
Theorem
_i
_!_
functionals
and
C2
_'_
, respectively.
If
U_
[i
is
, then
a positive
the
definite
equilibrium
functional
position
is
with
respect
stable
with
to
the
viscosity
metric
present.
Proof
The
used,
proof
is similar
to
of
theorem
4 and
the
same
25,
We
Van
consider
the
der
Since
system
state
this
is
variable
 x)
= x2
x2
 xI 
does
considered,
.
Xl
_ + x = O,
notation
Xl
system
Equation
x+E(I
in
Pol's
equation
j.
not
d(l
 Xl 2)
possess
x 2.
a timeindependent
integral,
namely
3
= x2
(Xl
 Xl
) +
f4
f5
(Xl'
x2)
_2 =
This
 function
as well.
Example
or
that
"nearby"
 Xl
system
2
 x I ) x2
_(I
possesses
%f4(xl,x2)
timeindependent
_f5
(Xl,
+
"_x I
_x 2
x2)
(Xl'
x2)"
integral
= O.
if
a "nearby"
is
 75 To guarantee that the new system is "nearby", we must determine f4 and f5 such
that the cross product of the vectors (Xl ' x2'
is positive
semidefinite.
X* =_x_
(i  x
+ xlf4(x
In
the
+6XlX
I, x 2) +6(1
neighborhood
_x I
of
 x
the
(I
xl/3)(l
2
i) x2f4(xl,
origin,
X*
xl
) +
component) is
x2f5(x
I'
x2)
x2)"
is positive
semidefinite
and
f4
Ca,&&U.
(Xl'
x2)
= 0,
_ .JLJLII., I_
_=
_x I
(i  xI
) ,
3
then
2
0
Therefore,
the
nearby
system
Xl
L__
3.
becomes
x I = x2 +
2
_
(Xl
 xI
3
2
x2 =
and
its
first
integral
_ xI
 _(1  Xl2) x2 
(xi  xi___
3) (i  xi),
is
2
h (x_, x2) = xi
Ex2
_(x I
x13)]
system
2
h =  2 _x I
Thus,
The
the
original
region
boundary
system
of asymptotic
defined
is asymptotically
stability
predicted
any
Example
given
positive
26 1
The
by
if
this
in
A Symmetrical
describing
state
>0
and
analysis
equation
of
2 Ex
+
IXll
has
the
closed
variable
=3
2 + E (xI  Xl 3)
3
Oscillator
the
system
is
+
or
by
Xl
for
stable
2
(I  x I
3
 x
=0,
notation
Xl
= x2
x2
=  Xl
This
the
system
nearby
is
symmetrical
system
about
the
origin
in
x2
product
_f4
XlX 2
 dx 2 .
Xl
 space.
In
this
case
is
Xl
where
_f5
= 0.
(as defined
above)
*
2
= dx I
+
dx 2
The
third
= x2
+ dxl
 Xl
component
of
x_
the
f4
(Xl,
 dx2
x2)
f5
(Xl'
cross
becomes
(i  Xl2) + dmXlX2
f4(xl , x 2)
Xl(l
+ x2f5(xl,
 Xl2) f4(xl,
x2).
x 2)
x2)
'
 77 The positive
if
2
f4 ( xI, x2) = 0, f5 (Xl' x2) = " d xI .
Thus, the
whose
nearby
first
system
integral
becomes
can
be
hl(Xl,
We
then
system,
h I to be
where
becomes
h!
x2
+ dxl
x2
=  xI
found
x2)
consider
_i
to
x_
 dx 2
be
= x12
a candidate
for
(i +d2)XlT]
a Liapunov
function
2
hl
Therefore,
2
xI
the
method
I.
original
The
boundary
system
of
is
the
 d2Xl ,
=
2d
asymptotically
domain
XlX2
of
the
x22
original
2
(I  Xl).
xI
stable
of asymptotic
2d
if d
>
stability
0 and
given
by
this
is
xI
(I +
d )x
+ 2d
XlX 2 + x 2
+ 2d
2
2
We
could
also
choose
the
unknown
functions
to
be
f4(xl,
f5(xl , x 2)
x2)
= 0
 d2Xl
dx t
giving
9:
2
X = dx I
2
(i
 xI
 XlX2)
 78 The
integral
system
corresponding
to
this
choice
of
f4
and
f5
for
the
nearby
is
h2(xl,
x2)
= xI
(i + d
)  xI
(I  d
2dxlX 2 + x 2
T
The
cross
thus,
product
the
original
is
resulting
system
positive
semidefinite
boundary
of
the
domain
if
>
and
of
asymptotic
I xl]
<
stability
I
of
;
the
is
x_ _(I + d2>
p2
+x22<
)_
d+
2
In
conclusion,
asymptotic
we
can
stability
actual
domain
Example
27,
The
of
in
state
equation
+
variable
ax
92 =
nearby
system
x2
we
f4 and
f5
as
of
of
a better
the
these
two
approximation
system.
Ose_llator
is
+
bx
x2
=0,
a>0,
b>0,
x2
2
 x i  ax2.
. bx I
= x2
by
+
 bxl
to
axl
 x2
+
[_f4
_x_ Af5
_gj7 _ 0
choose
union
stability
is defined
Xl
this
union
notation,
Xl
The
use
settheoretic
A Nonsymmetrical
x"
or
and
the
asymptotic
B_
system's
take
satisfy
f4
(Xl,
 ax2
As
in
certain
the
x2
f5
(Xl,X2),
previous
conditions;
examples
thus,
2
f4(Xl,X2)
= O,
f=_x_.
_" ,X._.=
 a
x i
we
have
domains
for
of
the
 79 where
X*
Thus,
the
original
integral
system
of
the
nearby
2
ax I
system
(b + Xl).
and
the
Liapunov
function
of
the
is
(x 1,x2_)
Xl
(b +
axlx2
where
The
 ax_
boundary
of
the
Xl)
domain
It
(ax I
xI
_b
is noted
x2)
2
xI
+
,
that
and
if
xI >
of
 b.
asymptotic
stability
2
(b
_
__Xl)
x2
a = 0 we
= b
is
given
by
b
+5),
(a
L__ 2ab.
have
a domain
of
stability
and
not
stability.
Example
28,
The
where
From
the
_7]
state
>
0.
cross
A
space
The
Nonlinear
Compensator
description
of
Xl
x2
x2
" Xl
nearby
system
Xl
= x2
X2
= Xl
product
term
we
this
+ x_
system
is
+dx
 sgn
is given
 dx I
sgn
3
x I  sgn
= x 2,
f5(xl,x2)
=
(xI + x2)
(x I +
x2)
2
(d
3
+
x2)
as
choose
f4(xl,x2)
(x I +
i) x I +
xI
f4(xl,x2),
fS(Xl,
x2).
asymptotic
 80
which
gives
X*
4
+ dx I
The
integral
system
2
+ x2)
= i  d(x 2
3
 xI
sgn
the
nearby
of
h(Xl ,x2)
by
(i
(x I
 d)
(x I
+ x2)
the
Liapunov
sgn
(x I
+ x2)
x2).
system
and
function
for
the
original
is
+d
For
d =
this
"
Xl
I,
2 4
the domain
xl
2
of
dxlx 2
asymptotic
_" (x I
stability
can
x2)
be
sgn
shown
(x I
to
be
x2)
(as
+x
given
analysis)
2
(x i
2
+ ___!
/i
x 2 )
+_]
_I
_ 2 )
(x I +
X2)
sgn
(x I +
x2)
(i xi)
<
1.91.
2
Example
29,
This
and
_8_
system
is described
Lewis
is
Servomechanism
a positioning
servomechanism
with
a nonlinear
feedback
by
o
or
in state
space
xI =
x2:_
nearby
system
is
given
by
xI
Xl =
x2
x2 =
 b
IXl] 3
x2
xl
f5(xl, x2)"
 81 Thus,
the
cross
product
is
2
bxl
X*
= 12axl
sgn
L_
(Xl)_
E 2a
IXlj
x2
bx_
+ Xl_2a_1  %sgn(x,)] ,
which
indicates
that
we
f4
= 0,
f5
=
can
let
2
_axl
Ix,J
bxl
giving
*
2
X". = x1 L2a Therefore.
the
choice
for
h(Xl,X2)
b__
2 sgn (Xl)
] .
T.'iapl_nnv
_he
= x2
f, me__
(2ax I  b/2
+I.o
sgn
_...I
(Xl)
.... +_
xI
where
Z6[
From
h(Xl,
x2)
asymptotic
and
the
stability
by
accompanying
the
__I
condition
sgn
on
(Xl)
0.
>
x I, we
define
a domain
inequality
2
x_ + [._ + _x__/__o_x_>
x_]<r_._
L%grj
Example
The
30,
_8]
equation
A
of
Nonlinear
this
Damped
pendulum
Pendulum
is
"; +
(_sln
x)_+
sin
x2
sin
0,
where
Xl
x2
x2
 sin
xI
Xl.
of
82
=6sin
reasonable
xI
+_2x
choice
for
2 sin
the
x I cos
unknown
xI
x2f 5
functions
(Xl x2)
_in
x I cos
Xl,
xI
+_x
is
2
f4
= 0,
f5 =
 _
X_. =
sin
giving
The
corresponding
Liapunov
first
function
h(Xl'X2)
for
2
X2
_
integral
the
gives
the
sin
following
Xl.
candidate
for
cos
pendulum:
__2
t
_ x 2 sin
xI
 cos
xI
2x I
> O.
The
domain
of
asymptotic
+ (I  cos Xl),
stability
,,IXll <
is
_
_ E
2x I
<
given
by
>0
62/4.
2
x_.2_2 +
2
Example
31,
The
E x 2 sin
xI
Globally
describing
cos
equations
xI
_4
Stable
cos
Oscillator
are
= x2_
_2
The
nearby
system
2
 x I 4
=_(i
4
x I ) x2
3
 x I
becomes
3
_i
= x2
_2
6 (i  x I
_ (Xl
4
xI )
x2
3
x17
f5(xl,
x 2 ).
2 cos
xl_f4(xl,x2).
 83 From
these
systems
the
X*
cross
product
= 2XlX2(l
 Xl/3
2
term
+xt/5)(1
+ E4
By
inspection
of X*,
f4
the
 term
x2
is eliminated
x 4>
if
= 0
2
f5(xl,x2)
+,t):]
XlX 2
(Xl,X2)
is
 _ Xl(l
 xl13
Thus,
which
implies
function
is
4 Fl 2
that
taken
<
for
}
a positive
semidefinlte
The
X.
Li_punov
as
2
3
h(Xl,X2)
Therefore,
Example
The
our
system
Liquid
differential
a simple
surgetank
analysis
show
the
presence
quantities
the
of
is
highly
existence
in
cycle
the
in
xll5
)_I
three
In
analysis:
stable
the
motion
The
results
positions
the
X'I
2
if
E<0.
the
water
O.
a SurgeTank
describing
nonlinear.
of
asymptotically
Motion
equation
a limit
involved
" xl/3
is globally
:__
32,
(Xl
ExI
of
followingjwe
of
of
the
equilibrium,
give
the
level
authors',
and
of
B_
possibly
nondimensional
84
_=
nondimensional
time,
X = nondimensional
water
_=
headloss
nondimensional
surface
in
level
the
in
the
system,
o< = nondimension_Ivelocity.
The
equation
of motion
is
given
as
2j
2o<x
(l+x)
In
state
variable
notation
Xl
 x2
X2
we
have

x2
_ 6
x2
(l+xl)
2
This
system
surgetank,
From
solutions,
singular
describes
x,
the
and
above
the
its
of
corresponding
equations
or singular
points
motion
it
points.
E2_2 1 + 2_x
@
the
nondimensional
velocity,
follows
In
the
that
XlX 2
water
_ ,, d x
d_
the
in
the
three
equilibrium
system
 space
level
has
the
coordinates
of
are
PI=(0'
0),
P3
(
P2
+ _/2
( i
1(I
i +
+ 4/_)J
(I + 4/_)
O)
, o)
the
tank,
 85
The
llnearlzed
which
system
indicates
the
about
point
Xl
x2
x2
" Xl
P1
is
following:
2
(1) 2o<
@
>
' PI
is
a stable
node
or
a stable
center,
focus,
2
(2)
2 c<
, PI
is
2..__ <
, PI
is unstable.
@
2
(3)
Transforming
P2
and
P3,
respectively,
to the
(4)
for
_<
(5)
for
0 <
origins
of
new
I/2
<
1/2
coordinates
' P2
is
a saddle
, P3
is
either
node
The
equilibrium
represents
P2,;
and
Thus,
represents
below
the
The
Liapunov
and
the
occurs
position
steady
an
which
the
study
of
authors
in
state
level
_7,
this
5_.
origin,
of
equilibrium
falls.
stability
the
, the
operation
unstable
used
functions;
PI
is
concerned
technique
One
the
P3
is written
function
xI
point
of
surgetanko
which
is
with
technique
Liapunov
the
above
Lastly,
integral
is
only
point
in
up
the
which
interest
The
since
saddle
water
an unstable
focus.
level
of mathematical
it
point,
rises
interest.
PI
obtaining
in
or
point,
the
following
the
text
of
was
derived
this
is
section
 86
where
gI
Thus
"
C_
__

x 22
2 2
(1 + xl)
_
V I is positive
definite
and
VI
2._._2
xI
is negative
2 _:_2 x 1
exp
$
semidefinite
i<
for
<Xl.
2
2:<.
Therefore,
curve
a domain
given
Vl
of
stability
below:
_ +01_
: /
[Xl
is determined
by
the
exp
 _+
closed
2
_
(I + Xl)2
bounding
xI
dx 1
"
2
We
observe
stability
cycle
exists.
is
A
that
if
As
_<
__
formedjandjwhich
second
asymptotic
2 _
Liapunov
, then
, the
eventually
implication
shrinks
functlonjwhich
a domain
will
to
give
the
a
of
asymptotic
is
that
origin
larger
a limit
as
domain
2
: 2 oi
of
stability)is
xI
(I + Xl)Z_l
o
2
2 o<.x I ]
where
VZ
=x2
2{
22
(l+xl) 2 ]
x_
dxl
(I
 _x.2)I
0< (1+Xl)
z
2 2)
2<
I + 2o<
xI
 87 Exampl
e 33,
BaKbasin's
Barbasin's
equation
is
aI x
oeo
where
and
the
zeros
a S is
a constant.
asymptotic
In
of
stability
state
and
variable
given
+
oe
are
The
are
Equation
x2
_2
x3,,
_3
= ax3
consider
a "nearby"
by
the
function
H(xl,
x2,
(x)
by
O,
x = O,
respectively,
Barbasin
by Walker's
and
equation
for
global
Clark's
method.
becomes
system
which
(x2)
 f(xl)"
possesses
Assuming
x3).
= 0 and
Barbasin's
derived
derived
_I
now
at x
conditions
notation
We
(x)
only
herein
as
first
is
df(x I)
integral
continuous,
given
the
dx I
differential
equations
"_}{
defining
alx3
are
_(x 2)
f(x I)
x7 x7
__K.H =
_x3
Next,
yet
V
we
consider
another
satisfies
as
'_earby"
the
x3+
x 2 df(Xl
dxl
"_x3
a candidate
system.
x3
alx 2.
9x 2
for
the Liapunov
This
new
fl
system
function
is such
an
that
the
integral
first
following:
+
"_xI
_v__ _x 2
_x3
x2
df(xl)
_xI
D__ +
fl
dx I
f2
alx3
f3
x3
/(x2)
f(xl)
f3
_x 2
= _x
"_._
_
3 +
alx2
f2
of
integral
 88 where fi
_x_
The
time
is given
derivative,
Cancellation
of
resulting
_Tx
the
referred
to
the
original
system
of Barbasin,
must
 a_
indefinite
x2x3
terms
" alx2f(xl
in V
) +
x2
is:fulfilled
fl
alf(Xl)
f2
2
al x2
f3
fl +
if
O.
becomes
'V=x
which
of V,
_xi
as

The
V,
and
[a 1
be negative
df(xl)_
dx I
x2
semidefinite.
By
dx2
v= f
_V
dXl
Jo
+ i
+
f(xl)
integration
_V
we
obtain
V:
dx 3
+f_V
l
 al
line
x2f(x I)
2
aI
2
x2
dxl
2
x3
alx2x 3 +
+
x2
(x2)
dx 2
x2
2
al
l f(xl)
O
dxl
+ x2
f(xl)
(x2)
O
dx2
(alx2
X3) o
 89
For
global
asymptotic
(i)
stability,
al'(X2.i_
 df(xl)
x2
is
>
a proper
Liapunov
,x2#
function
if
O,
dx I
(2) aI > O,
(3) _if(_I) > o, _i # o,
(4)
V _
(5)
1/2
c_O
for
(a I x 2
/ x_//___
x3)2
i' /
+j
(x2)
dx 2
aI
f(xl ) dx I
34,
Example
The
[6_
K Third
defining
equation
Order
for
this
Example
example
is
@ee
or
in
The
state
variable
Hfunction
b_" +
(x +
cx)
Xl
x2
x2
x3
'
x3
_ bx 3
_ (x I
+ cx2)
=
bx 3
(x I
+ cx2 )m
where
_x I
m.
by
*_x 2
x3
notation,
is defined
__ =
TM
_3
"_
If
"_x""_"_H
dx21
x3 +
bx 2
>
x2f(xl).
 907>
V is given by
_V__
_V__V_ =
as
a candidate
_i
(x I
cx2 )m
fl
f2
bx3
___HH +
f3
x3
(Xl + cx2 )m +
f2,
_x 2
_x 3
V as
_H__
_x 2
Considering
+ fl
_ xI
bx2
f3.
_x 3
for
a Liapunov
function
implies
that
is given
follows:
m
=
(__)T x
(I/c
 b)
x2
(x I
cx2)
we
see
that
the
x2x 3
x2
fl
m7
f
First,
2
 b
first
term
on
the
right
should
be
eliminated;
thus,
choose
_
_x 3
where
_b
l/c]
x3
g2
f3
E b
l/c]
x2
g3
must
be
sati,fied
x3g 2
only
=_3
_
Therefore,
f2
_f2
_x_
x2f I
the
first
term
_f3o
_x2
becomes
Eb
if
 1/c]
x 2
3
b/c
x2x 3
m
be
negative
thus,
semidefinite
if we
retain
let
fl
= 0,
g3
0,
g2
I_I"
on
the
\
91
The final
form for
V
which
By
= 
is negative
llne
is
x 2
3,
(b
 l/c)
semidefinite
integration
of
('_')Twe
the
E Xl
if
gradient
+ cx_
>
of
V,
' b/c
i/c.
x2
+(1)x
Ix 1
cx23
XZ
1/c
have
1
EXl
c (re+l)
The
sufficient
globally
Example
conditions
asymptotically
35,
This
+ CX2J
21
for
this
stable
are
(1)
bc
(2)
>0,
(3)
is a positive
>
particular
xI
_X 3
third
2____
order
+__1
2c2'
nonlinear
bc
system
I,
odd
integer.
Nonlinear
Feedback
System
nonlinear
feedback
system
is
defined
= x2
x2 =
x3
The
 function
_H
 3x
12
x3
is defined
772
3Xl2
 2x 2
2
 6XlX 2
3
 xI
by
x3
2x 2
6x I
2
x2
3
xI ,
by
to be
x2+
 92
where
%
_H
dx
6XlX2X 3
2x 2 +
3x I x 2
x7
____H x
_x 3
The
corresponding
_'H
_ x3
 function
_V
is
3Xl 2 x 2
2
3x I
x3
x3
3x I x 3 .
_x2
given
dx 2
by
2x23
6XlX2X3
fl
_Xl
2
x3
2x 2
6XlX 2 +
x%
f2,
_x2
2
3x I
x3
f3
Dx 3
Considering
the
original
system
('_)T
Choose
the
fi in
the
the
x2
following
gives
 9x
fl
x3f2
of V
x3
 f3
2x2
f2
2
6x I x 2
f3
= 0
3
18x I
[32
Xl x3
5
+
x2
4
9 xI
x2
3x i
,
semidefinite
V,
=
2
. 3x I
2
x2
is
way:
fl
a negative
derivative
6XlX 2
which
time
2x2
6XlX2
Xl
The
llne
integral
are
at V
and
satisfied
globally
Example
VV
in
V, we
the
see
36,
Consider
For
state
the
space
all
of
+ _ xl6
the conditions
thus
NonsTmmetrical
third
order
concluding
of
that
LaSalle's
the
system
System
system
defined
by
oo
x
in
2 + _ x
space,
eeo
or
stable.
A
the
that
entire
asymptotically
gives
x3 + 3x2
v= Y
Looking
of
93
bx
ax
0,
notation,
corresponding
Xl
x2
x2
x3
x3
nearby
" bx3
 x2
system
the
bx 3
 Xl
 axl 2
H  function
x2 +
is
given
2
ax I
xI +
"_x 2
where
Thus,
the
gradient
of
___H
"_x I
x2
2ax I x2,
___H
"_x3
x3
bx 2
the
V
 function
x2
becomes
2axlx2
fl,
_Xl
_V
= bx 3
x2 +
bx 2
2
ax I
xI +
x2
____V =
"%x 3
x3
f3
f2,
as
theorem
is
=
_l2axl_
Choose
x2f I
the
cancel;
fi such
that
x2
x3f 2
that
b2x2x3
of V is
bX2_l
 f3_x3
xI +
x2 +
second
and
third
terms,
the
ax2]+
ax_j.
on
the
right,
in
is,
fl
= b(Xl
=b
2
+ axl)
2
x2
f3O
and
_. x:[_._.x_
is negative
of
the
semidefinite
gradient
= 2
+2
Locally,
x3
'
the
function
i
is
<
<
2ax I <
1/2
 i
Ex
stable
if
2 +
asymptotically
b
 i
 i .
of asymptotic
Xl
min
axl
stability
about
x = 0
as
given
is
Integration
gives
2ax I
0
W V,
origin
(2)
region
xI
(I)
The
of V,
if
(bl)
96a 2
(b+3)
6a___l .
by
the
above
Liapunov
 95
Ex ple
37
Linear
The
defining
plecewise
linear,
_'
where
the
equation
of
this
System
system
contains
and
b 2x
are
b3sgn
constants
(x +
cx)
H and
of
V being
variable
notation
xI
_ x2
_2
= x3
x3
given
_x
are
<
have
functions
_V
we
The
is
>I
O,
state
which
and
sgn(y)
In
a function
namely:
b I ""
x
bi's
Switchin_
defined
as
(x ! +
in the
cX2)o
previous
examples,
the
gradient
as
b3
sgn
(x I +
cx2)
fl
____V =
_x 2
blX3
"____VV
=
x3
b2x2
blX 2
+ b3
sgn(xl
cx2)
f2
f3.
_x3
Thus,
the
=
We
choose
time
derivative
of
x2
b3
(b I  l/c)
x2
fl +
the
fi
such
fl
x3f 2
that
is
sgn(x I +
 f3 [blX3
the
first
x3
cx2)
+b2x2
two
terms
blX 2 ,
C
x2,
2
 bI
+b3
2
x2x 3  blb 2 x 2
sgn(x I
in V disappear;
cx2
)_
thus,
we
have
 96 
where
and
integration
of
Therefore,
_)
gives
2
xI
b2
+
The
system
Example
bl,
(2)
(3)
b1 c
38_
The
state
 1
2cb I
>
variable
stable
0,
Order
defined
5_
System
by
X2
x2
X3
'
_3
x4
x4
" 4x4
2_
 2x 2
" 5x3
is defined
= 4x 4
cx
0,
notation
_H
for
Xl
 function
1.
>
system
4x
2+
*_
2
x3
@ee
CX2)
o,
Fourth
the
x
in
b3
Ooeo
(x I
asymptotically
b2,
>
sgn
cbl
(i)
ex 2
is globally
Consider
or
5x 3
 CXl3
by
2x 2
cx_
_x 3
____x
: D__
_xl
_Xl
___HH
dx
_x3
: 3 =Xl
x3
 97
x2
_ x2
dx3
"_x3
2x3'
_H
_x
The
x4 +
gradient
__.__V =
_H
of
the
fl
 function
is given
3cx2
__..vv__"
+ f2
"_x2 _x2
2x3
f2
_V__
f3
4x4
5x3
f4
x4
_xI
4x 3
x3
_:+
by
fl,
_xy
3
=
_H__
_x3
___V
2x2
CXl
f3
_x3
___H
_x4
The
4x 3
f4
_x4
time
derivative
of V
is
=  lex3x
4 sx2x
3 4cx3x
# + 3cx#x2x
3 +
 18x 2
f4
By
x2f I
+ x3f 2
E4x4
5x 3
fl
as
given
choosing
the
fl
12CXl
2
=
f2 =
8x2
f3 i
16x3
f4
bx2
x2
4cx_
 bx3
bcx
f4
'
x4f 3
+ 2x2
below,
the
cx _.
first
3
I
fl
bx4
5bx2
4bx2
three
terms
+ f3
'
4bx3
f2
in V are
cancelled:
 98 9:
where b is a parameter to be determined and fi
are new undetermined functions
where
mmst
satisfy
_ fi___*  _fi*
_xj
V : 3cx
This
new
 f4
L4X4
convenient
choice
(18
 4b)
9:
x3f 2
+ 5x 3
for
9:
f3
.
x2f I
 2bx_
,
fl
is
b is
is negative
becomes
cx 1
12
9:
x4f 3
b =
(192/43);
x2 +
x22
simplified
=
CXl2
cx
9:
, f2
0
 cx I
which
+ 2x 2
further
9:
f4
for
3
16
Thus,
_x i
x2x 3
expression
if
b/2
x2.
then
we
1/8
have
2
x3
semidefinite
for
2
xI
Z 3__
2
 43c
[be/
The
corresponding
is
vcx_x3 + 4cx31
x2 +_ 4ixI + 2 (1+ 2b)x2x
3 +
+
i
4
(16
2
x2
+ 9b)
+ b x2x 4
4x 3 x 4
conservative
for
where
this
C
(21
estimate
b)x32
of
Liapunov
function
>
b =
0 and
the
domain
is given
19__/_2.
43
1/2
x42.
of
by
VB
asymptotic
:
3/10
stability
c
about
>___ 0
 99
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Equation
i Mechanica,
of Motion).
42,
Gosud,
ISECTIONTHREE]
LIAPUNOV'S
ROUTH'S
Prepared
by:
R.
T.
L. Drake
Gifford
DIRECT
METHOD
CANONICAL
FORM
AND
LIAPUNOVIS
DIRECT
CANONICAL
FORM
SUMMARY
In
Hurwitz
a
this
section
Criterion
transformation
special
matrix
the
equivalence
for
linear
matrix
called
a Routh
systems
is
substituting
into
the
system
The
of
are
closely
elements
arrays.
For
linear
by Liapunov's
This
treatment
of
essentially
remain.
equations
Canonical
equation,
to
are
the
method
by
this
method
That
of
the
stability
nonlinear
systems.
= _
_,
to
nonlinear
consideration
in
detail
and
is
presented,
and
first
= A _,
matrix
into
= Q x
R
= Q
column
of
from
and
the
A
Routh's
R matrix
Criterion.
a result
systems,
a compendium
Routh
system
, where
As
only
the
i
obtained
to
and
letting
y
RouthHurwitz
system
is, by
i
elements
for
the
= [Q _A Q
Method
a linear
as the
further
is discussed
For
same
extended
from
get
the
Method
then
Direct
transforms
Form.
we
related
transformation,
analyzed
which
conditions
removed
This
developed
Liapunov's
established.
the
is
the
is
systems
Direct
application
are
between
the
the
of
the
linear
nonlinear
terms
terms
of nonlinear
differential
INTRODUCTION
In
reference
sufficient
conditions
differential
two
In
with
that
of
this
by
Parks.
refer
for
these
in
to
Liapunov's
the
These
are
Direct
stability
also
RouthHurwitz
Reiss
and
Geiss
this
the
equivalence
section
at
follow
the
be
given
the
the
end
of
of
shown
two
work
this
a more
methods
of
Purl
section.
to
yield
the
RouthHurwitz
have
recently
link
between
the
Liapunov's
Direct
straightforward
and
and
papers
a direct
of
necessary
timeinvariant
Several
gave
using
to
linear,
equivalent
Parks_2,3J
have
is
sufficient.
Criterion
between
will
references
[4]
solutions
and
In England,
the
Method
must
necessary
proving
The
of
conditions
equivalence.
country,
presented
for
methods
this
the
equations.
conditions,
dealt
[i]*,
analyzing
Weygandt
Method.
proof
linear
[5].
The
than
systems
reason
2
for following
analysis of
nonlinear systems
The material
found in references
study
is
of
linear
considered
sions
and
part
of
[5,6,7,8]
systems
first,
and
the
section
a certain
as
is
discussion
modifications,
this
class
being
given
in
of
nonlinear
based
on
references
a compendium
of
references
_,7_
examples
systems.
, are
which
The
[5,8]
basic
outlined
comes
to the
technique
Then
the
The
final
from
references
Routh's
Canonical
exten
[5,6,7].
In
In
passing,
reference
systems
[lOJ,
[_3
via
Purl
by
make
, Purl
Routh
and
equations
we
note
and
using
system
analyze
Routh's
(n)
x
where
is
(n)
=
real
System
calculate
the
Canonical
SYSTEM
analysed
Form
IN
. . . +
(n)
constants.
(i) may
a ni
always
to
moments
Liapunov
JORDAN
high
In
nonautonomous
Liapunov
CANONICAL
by
of
functions.
nonlinear,
generate
Form.
order
reference
difference
functions.
FORM
a differential
an
and
of
is
F=F
x and
its
identically
be written
x + F
(nl)
x/dt
function
When
in
the
linear
equation
of
the
form
(i)
(t)=d
nonlinear
the
(1)
+
of
is described
of
quadratic
and
stability
(nl)
+a ax
a known
are
being
applications
transformations
BASIC
The
other
Weygardt
canonical
Drake
of
(x
= O,
(n2)
, x
, ...
derivatives
The
zero,
a linear
we
have
state
variable
= A_ x
or
the
, x;t)
values
a I,
...
, an
autonomous
Jordan
system
Canonical
Fo rm:
b _F,
(2)
where
X_
X2
Xl
X2
=X
= X
(11
(3)
X
_'I
 3
0
0
(4)
b
m
0
i
(5)
d x_/dt ,
and
. . .
0
0
0
0
(6)
A
w
0
a
n
and where
Linear
F is a scalar
Autonomous
Consider
I"
a
a
0
a2
nln2
i
a]
function.
System
the linear,
autonomous
system corresponding
to equation
(2), namely;
"_x,, A .x.
To analyze
the stability
of this system,
(7)
we introduce
the transformation
I = R x,
where
into
Q is a real, nonsingular,
equation
constant
matrix
(8)
Substituting
equation
(8)
(7) gives
1
i=_A_9,
(9)
y ,, ._ _,..
4where
expressed
in the following
r I
form:
(10)
0
0
0
The elements
equation
report
in reference
repeated
in the following
Elements
of R vs. Elements
related
purposes,
polynomial
of the importance
the above
relationships
1,2,3,
of
are


a I
A2
a 3
a 2
a 1
A,i(A ) =
_ I
matrix
 Ail
is denoted
1,2,3,
form, we have
of
of A_
A_I =
In expanded
Because
[33 .
determinants
paragraphs
The characteristic
to the Hurwitz

A A,2(_ ) 
at+
1,
a2 +
_a!
_2,
...
by
by
this
 5
n1
()0
A,n
The
recursion
relationships
for
(I)
the
>_
ni
characteristic
a>_
l
equations
/_
are
z ,
A, 0
(ii)
(I)
ai + _A
A,[
Similarly,
matrix
in
RI
(_) , i : 1, ...,n.
A,ii
equation
(i0)
can
be written,
for
orders
1,2,3,...,
as:
rI
rl
r2
R2
_2
_R3
The
characteristic
polynomials
corresponding
to
are
I
The
recursion
relationships
A.
for
(I)
rl
(_)
r2
these
characteristic
equations
are
+ _,
R, I
A
rl
z_ 2
(12)
R, 2
(>_ : A A
R, I
R,ii
(_) + r
,
i
i = 3,4,...n.
6
Since A_Iand
R 1 are
similar
matrices,
=A
R,i
i
In
equation
(13), we
relationships
As
an
have
,
(13)
A,i
=
i,
._
equate
between
example,
we
consider
the
n.
coefficients
elements
i =
of
The
6.
of
equal
powers
of
_ to
obtain
the
R i and A i.
results
from
equation
(13)
are
aI = r1
a2 = r2 +
a3 = rI
a4 =
r3 +
r4 +
r3 +
r4r 6 +
a 5 = rlr 3
r5 +
r4 +
r3r 5 +
(r 5 +r 6)
r6
r5 +
r6
r3r 6 +
r2
(r 4 +
r5 +
r6 )
rlr4r 6
a 6 = r2r4r 6
Solving
these
equations
for
ri
in
r I =A
i=
aI
terms
= bI =
r 3 = A3/_2
 b/b
= b3/a I _ a/a
2
3 1
r 6 = _3_6/A
the
Hurwitz
a2 =
b 3 /b
4z_5 = a6/r2r
subdeterminants
a3
= b 2/bl
r 5 = A2A5//_ 3 A4=
i are
a i gives:
r 2 = _2/AI
r 4 = _IA4/_2_3
whereA
of
and
/a I
b4
a6b3 /
,
/b 3
(b2b 3 
blb 4 )
7
In
summary,
we
have
rl
= _
r2
= _2/_I
the
following
bI =
a2
a3
/a I
b2 =
a4
a5
/al
b3 =
a3
a I b 2 /b I
b4 =
a5
a I a6
results
for
/b I
th
norder
the
system:
I = al
a2
a3
/al
........
ri
=Ai3_J_i2
Liapunov
As
.....
..........
....
_i1,
i = 4,
Function
for
the
a candidate
for
a Liapunov
5,
Linear
...
, n.
System
function,
choose:
(15)
i=l
where,
by
equation
(8),
e =_TQ.
The
time
derivative
of V
is
given
(16)
as
(17)
ye
Combining
equations
(i0)
and
(17)
gives:
V=
which
is
negative
RouthHurwitz
determined
semidefinite
stability
from
the
that
The
that
(18)
rl y 2
i
provided
condition.
requirement
2
other
is
r 1 >
O.
This
RouthHurwitz
a real
matrix.
is
the
conditions
first
are
 8
th
The
following
system.
This
is an
algorithm
algorithm
is
for
derived
finding
from
the
the
elements
of
for
an
order
equation
AR
(19)
R
th
Let
the
of _
rows
are
the
be designated
coefficients
of
0,1,2,...,n=l.
_ in
the
The
expressions
j=2+1
an
except
example,
consider
the
multiplied
forR, I
row
by
when
i = nl,
then
%
R
rl(r3r 4)
n=4;
the
results
(r2r3r 4
rI r3
r2+
r3
any
order
matrix,
for
then
we
rl
system
require
can
be
in
written
(20)
are
in
exactly
the
i =
the
relation
RouthHurwitz
criterion
for
linear,
autonomous
of
Routh's
Canonical
Nonlinear,
For
this
Autonomous
case
we
rI
r2
rI
rlr 3
rl
the
use
this
form
and
since
r2+
is
r3
between
(20)
1,2,...,n.
RouthHurwitz
Therefore
through
that
(14)).
demonstrated
r4
r i>0,
inequalities
%
0
_r3r 4 )
equation
is unity.
r I (r4) (r 4 )
the
%
(r3r 4)
real
multiplier
are:
r 2 (r 4 )
Since
the
%
0
(r2r3r 4 )
the
in
The
elements
1/2
n
(7[
As
of _
conditions
Liapunov's
systems
(see
Direct
has
Method
and
been
Form.
Systems
consider
equation
(2):
= A
 b F,
(2)
 9 where F isan
autonomousfunction.
procedure
can be best expressed by a quote from reference [5J , "since with F identically
zero the transformation
it
condi
is
Vl=XTZ=
where
Taking
= 9`T 9` and
the
time
is
the
derivative
matrix
of
obtained
(21)
for
the
corresponding
linear
system.
V I gives
(22)
Premaltiplying
equation
(2) by
9` gives
Qx
Substituting
equation
(8)
into
(23)
we
see
F.
(23)
gives
=Ry_
but
 Q b
= OAx
QbF,
(24)
that
9. b = b,
(2S)
thus
= _
Now
substituting
(26)
into
(22)
 _ F.
gives
"2rl
2
Yl
" 2YnF'
(26)
 I0
The
variables
equation
V I may
(8)
or
inspect
may
Yl
and
Yn
and
the
_matrix.
Depending
a Liapunov
function.
not
be
equation
semidefinite
function
and
can
(27)
and
such
that
be
find
(Vl
expressed
in
+ V2
terms
upon
a scalar
 .
of
the
Xl,_..,x
nature
If V I is not
function
of
the
nonlinearity
a Liapunov
V 2 which
is negative
n by using
is
at
function,
least
Thus,
semidefinite.
F,
we
positive
our
Liapunov
is
(28)
t
V
= V I +/
V2dt.
o
The
requirement
side
of
In
(27)
passing,
nonsingular.
characteristic
system,
while
which
which
is
V 2 fulfills
not
we
should
This
will
values.
is
negative
note
occur
The
for
the
the
cancels
linear
nonlinear
system
nonlinearities
the corresponding
it
that
part
of
the
case
has
some
pure
then
may
right
hand
semidefinite.
that
if
that
matrix
in
system
the
is
system
unstable.
need
not
always
be
imaginary
produce
a stable
 ii
WORK
OFHALEYANDHARRIS
INTRODUCTION
The
of
the
central
theme
Vfunction
equations
for
(8),
(25)
of
the
and
this
work
is
nonlinear
(27),
the
investigation
system
given
in
of
the
equation
time
(2).
derivative
By
combining
becomes
(29)
where
= _T
reference
with
[6_
the
of V,
2_XT P
, namely
_ F,
additional
_T
[P
by
the
1_=_
and
matrix
reference
for
[6]
linear
forms
Harris
_
b F,
of
Haley's
such
Haley
briefly
_^_
that
the
linear
thesis,
= R _
semidefinite.
new
and
significant
order
case,
Harris
certain
multiplying
by
the
this
technique
to
that
also
_ .......
by
part
reference
the
of V
[7]
in
, deals
nonlinear
considers
discusses
given
elements
part
complex
a Hurwitz
trans
Canonical
_ ...............
the
direct
third
the
equation
by
given
generation
Routh's
Canonical
Form.
and
_ matrices
there
various
about
the
exists
forms
system
for R
being
of
Purl
order
_ matrices
by
integrating
corresponding
this
generated
section;
of Liapunov
and
differential
term.
but
the
functions
The
Parks.
be
not
In
equation
and
resulting
_'s
be
all
For
or
application
will
do
considered
_ matrices
in
can
independent
and _
and
this
which
nI
system
These
the R
of
be
various
th
an n_ order
information
other
will
the
matrices.
lists
entire
method
the
two
For
R
Harris
finds
differentiating
considers
systems.
contribute
same
equation
beyond
, Harris
different
produced
_.
_,,+
information
n2
then
P]
_.
=,.=+=_o.
and
addition,
various
+ _
in the
matrices
third
the
2_
WORK
developed
the
is negative
stability
HARRIS'S
discusses
on _
defined
_pp]_a
In
Harris
constraints
formations
Form
_"
= [_A+A__PS__T
x
_
of
discussed
the
 12 in the
Integration
For
in
the
by
a given
_ matrix
matrix,
and
then
generating
the
part
namely:
of V,
YT
where
and
_RT +
i =
R's
PURl
Parts
various
_R) y
1,2,...,
obtained
or
by
section
Harris
solving
n,
As
Purl
and
an
this
generated
the
matrices
2 r I yi2
of
is
report.
new
equation
Q A
to obtain
matrices
= RQ
by
for
different
interchanging
R.
forms
The
the
reason
for
the
rows
for
linear
(30)
example,
listed
below
are
the
third
order
_'s
Harris:
& WEYGANDT
0
_/_
r I
r2
=r
(V)LINEAR
rl
__=
r rx
1 2 3
0
(31)
2
i
HARRIS
r I
rI
V_
V_
0
_C_
o
rV_3
rV_
(32)
2
({f)LINEAR =
rlr2x 2
HARRIS
a3
a2
0
(9)LINEAR
rl_3
=
 rlr2x2 3
r_F
0
ir_3
,
rl
R
V_7
V_7
0
(33)
r2,...
the
matrix
which
satisfies
2Vi
XTP [
x,
and
where
i = 1,2,...,n,
function
by
and
where
...rn_iX
a Liapunov
function.
V i is
This
The
is
and
V whose
R matrices
listed
WORK,
(a)
We
R
first
Order
in
the
of _.
= 2 (VIV 2 +...+Vn)
for a
linear
is negative
equations
Liapunov
system
definite
(31),
 Real
Transformation
the
order
are
third
given
as
Qij,
function
derivative
consider
matrices
the
a new
(32),
if[rlr 2
can
and
be
..... rn]>O
formed
from
the
(33).
Third
From
form
_XT_.
definite
order
HALEY'S
and
a negative
third
Now
letting
2V
where
2
i
V i = . rlr 2
equation
Only
QA
6 of
indicated
i
a 3
a 2
a I
= RQ
we
these
get
system
is
a real
matrix.
The
below:
and R
9 equations
equations
where
are
involving
independent
the
and
9 unknown
thus
we
(34)
elements,
have
three
degrees
 14 of freedom. For example, if QI3= Q23 = 0 and Q31 = r2 , we get the 3rd order _ matrix of Purl andWeygandt. If Q23 = O, QI3 = i,
and Q31 =_
, we get the
_matrix of Parks.
Nowconsider the nonlinear part of V, equation (29), 2_x
T P _ F.
The only
important terms in Pb are the elements PI3 , P23 and P33" In other words, the
nonlinear part of V can be written
2_T Pb F = 2F I Xl PI3
PI3 =
P =
13
P =
23
Case 3:
six cases:
Case 4:
P = P = 0, F is a function of x , x and/or x
13
33
i
2
3 ,
Case 5:
Case 6:
find
Cases
The
the
matrices.
&
5 give
only
of
case
i are
2,3,4
results
The
form
1.
of
the
x
where
(35)
+ x2P23 + x3 P33]
as
+
the
(x, x,
nonlinearities
Haley
QA
found
trivial
given
nonlinear
for
in
the
the
the
above
"x +
(x,
are
greater
above
case
following
differential
plus
solutions;
= RQ
restrictions
cases
6 is
the
allow
following
a special
case
us
results:
of
case
I.
discussion.
equation
that
can
be
analyzed
is
x, x
than
x
zero
a3x
(36)
O_
and
a(x,x, x5 =a l+
(x,x,x'),
b(x,
b I
(x,
x, x_
= a2 +
x, x_.
and
and/or
The
b_0
a3
for
all
x,_,_,
= 0, will
general
form
be
of F
considered.
considered
in
The
in the
equation
(36)
special
cases
examples
at
the
where
al=
end
of
(x,
x, x)
O,
this
The
transformation
matrix
can
a 2 = 0,
section
is
i.
F = a
and
(x, x, x)
be written
x + b
(37)
as:
rlr 3
r2 +
r3
(38)
0
In
state
derivative
variable
notation,
the
final
Liapunov
function
and
its
time
are
2
r2x 3 +
r
Lrlr3Xl
(r 2 +
x2
x_ 2
x2,
x3)
(t)
/I
r 3)
2 /
u
(r 2 +
r3 )
Xl,
(x I, x 2,
x3 )
x2dx 2
x2(O)
x2 (t)
+
rlr 3 a
x2(O )
x2dx2,
(39)
........
and
"q "
[2rlr
(r 2 +
r 3 )
aI
(x 1,
x2,
x 3)_
2
X 3 
2rlr3x
2
2b
(Xl'X2'X3)'(40)
The
is
relationships
(B)
Third
The
matrix
also
between
Order
_
the
ri's
Systems,
The
the
ai's
are
given
by
equation
(8)
candidate
is
for
taken
as
complex,
a Liapunov
and
function
thus
is
(41)
(*)
and
was
that
was
found
order
indicates
its
no
the
complex
corresponding
significant
to
be
true
time
new
for
conjugate.
Haley
derivative,
but
transformation,
2nd
order
and
_,
4th
by
(41)
studied
the
the
x,
V
conclusion
can
order
the vector
given
v = x _x =_XT QT Qx = _XT_e
where
(14).
Complex
in equation
complex.
and
 16
be
found.
systems,
 function
of
his
This
as well
in
studies
conclusion
a6
for
3rd
systems.
(c)
For
Second
the
Order
second
System
order
system,
the A
and
R matrices
are
given
as
r I
(42)
land _
a 2
Following
matrix
the
same
analysis
as
a I
for
the
third
order
0
case,
the
corresponding
becomes
0
(43)
Q
0
The
most
general
nonlinear
differential
equation
+ aI _ +
considered
a2x
is
(44)
F = 0,
i
where
a I and
a 2 are
positive
constants
and
= a
i
(x,x)
+ b
(x,x)
x.
The
 17 nonlinearities
final
the
is
(45)
2
I
V = r2x i + x2 + 2 J
i
b (Xl, x2)
XldX i,
x (o)
I
and
2
=
(d)
For
Fourth
the
Order
in
the
fourth
order
system
a 4
a 3
a 2
second
and
1
(Xl,
x2).
(46)
System
the A
third
and R
matrices
are
0
r 1
o_
A
m
As
2rlx 2  2x 2 a
R
and
0
(47)
order
cases,
the _
r+r
3
is
found
to
be
r2
r4
i:
r_
r_
The
form
of
the
differential
equation
"x"
considered
alx'+
here
a2_
(48)
is
+ a3x
+ a4x
+ V
= 0,
(49)
 18
where
The
form
al,
a 2,
a 3 and
nonlinearity
of
the
a 4 are
bI is
Liapunov
positive
also
positive.
function
a3
constants
and
In
its
x_+
v:ic F
and
state
(x,
variable
derivative
F = b
.o
x,
x', x )
notation,
the
_.
final
is
(r4x I + x
x2 (t)
2
+
r3x 2 +
r3r4xl+
x2dx
rlr
(50)
x2 (0)
x3(t)
+2
Ill
b___x3dx
L r2J
x3(0)
.,_nd
HARRIS'S
"HURWITZ
In
reference
stability
give
are
not
briefly
outline
x2
Ia
[6]
For
to
Harris's
derived
second
x4
Harris,
a Hurwitz
order
functions
as those
(51)
12
FORM"
, Harris
Liapunov
According
as useful
CANONICAL
analysis.
equivalent
systems.
2r I
the
given
by
derivation
cases
This
the
of
the
to
and
Hurwitz
true
for
third
functions
Routh
Form
Routh
is not
Liapunov
the
Canonical
Canonical
Hurwitz
given
by
Form.
Canonical
be
used
in
Canonical
and
this
Thus,
Form.
higher
Forms
order
canonical
we
will
form
only
+ ani x
a
(i)
in the following
+ an2 x
a
(2)
way
(n)
+ .
+ x
a
F(x,
a
n
t)
= 0,
(52)
or
(i)
(2)
x +=<xi
where
(n)
O<2x
o<i,... ,o<are
n
... +o<xn
constants
i
+F
and
FI
_,
_,
t)
0,
t) is
the
nonlinear
part
such
that
F l (o,t) = o.
Define
the
state
variable
by
(n)
(53)
XI = X
(nl)
x2=x
x(1)
n
I
JXndt
In
= x
matrix
_x
form
x_dt=Ax
where
I  n<_l x 2 (52)
..0
(_,t).
Ix n F
becomes
(54)
DF 1
0
0
and
_nI
<n2
b =
_o<
2
_0<
1
(55)
20
Following
the
a change
is
dt
in
defined
the
derivation
of
the
Routh
Canonical
Form,
by
(56)
the
constant
= R__.
R = _
2V
and
y is
as
=_x,
Q
where
procedure
of variable
X
where
same
A Q
([
matrix.
F
corresponding
25
Q_,
Now
_Tdt)
into
(54)
gives
(57)
the
_y
at),
dt)
(56)
t)
let
time
_T
Substituting
candidate
for
function
be
(58)
derivation
y
a Liapunov
is
yT
(59)
dt)
= YT
Equation
_T
(59)
Form
necessary
is
matrices
the
new
R matrices
this
given
by
is
the
for
are
Routh
we
in
use
to
nonlinear
Canonical
of
in
the
_,t).
all
these
the
form
stability
the
FI
may
a's
The
related
that
 2YT_b
generate
the
's.
conditions
method
to
replace
by
that
technique
to
and
indicates
Canonical
the R
+R
the
new
by
conditions
linear
systems
Hurwitz
formulas
Liapunov
matrices
the
term
previous
functions.
o('s
and
for
are
the
b

replace
F S is
)
that
the
The
major
not
Routh
remain
same.
The
the
All
stability
determinants.
in V, y
of
as
is
r's
in
the
same
's in
difficulty
simple
as
the
of
that
Form.
Conclusions
ship
In
this
to
the
was
discussed
The
work
of
section
stability
and
Haley
third,
and
can
extended
be
becomes
analysis.
we
of
their
and
fourth
to any
due
discussed
a nonlinear
method
Harris
order
prohibitive
have
for
order
to
in
the
various
and
the
Liapunov
analysis
autonomous
but,
Canonical
First,
generating
equation;
the
Routh
system.
resulted
nonlinear,
the
the
of
order
matrices
work
and
of
rather
its
Puri
functions
differential
as
Form
was
and
equations.
which
are
Weygandt
described.
general
increases,
relation
second,
The
the
method
labor
possible
in
this
 21 COMPENDIUM
OF EXAMPLES
Second
Order
Examples
Example
The
..
x
Writing
i,
system
[5] &
[6]
is described
by
3
+
this
+_x
equation
= O,
in
state
constant.
variable
form
gives:
xI
xI
3
K XI
x2
where
x I = x,
x2
x 2 = i.
Since
i
r I = al=
i
and
r 2 = a2=0 , then
, det.
__
rI
(We
note
that
is
The
transformation
singular
_
= Q x
in
this
V1
function
V I = ZT_
where
defined
( Xl+
by
x2)2
= 0.
example..)
becomes
o o
The
YT
5' is
I1
xI +
x2
 22
3
Add V = 2_ x to V in order that the sum is a semidefinite
2
21
i
Therefore,
++
I
fo_.
=2Kx
2
and
(Xl+
+ 2K
x2)2
x ix2
3
7t
dt
(x I +
x2
)2
0
Thus,
V_00
as
except
is
positive
Ilxli__._ oo
the
trivial
Example
b,
since
solution,
the
+
a,
and
and
is negative
no
the
trajectory
system
semidefinite
if
of
makes
the
is globally
system
K>0.
asymptotically
Since
ff identically
stable.
2, [7]
From
where
definite
c and
field
of
electronencepholography,
(a + b x 2  cx 6 +
d are
positive
dxl0)
constants.
Using
we
have
state
variables,
we
have:
Xl = x 2 = _
x2
f =
Haley's
matrix
takes
0
where
the
ax2
(2a
Xl
f
bx 2
 cx_
+ dx_ O)
x2
A]x
 2XT
form
i
____.
rI = a
and
r 2 = i.
Thus,
and
become
= yT
2
= Xl
= _XT [_AT QT
2
x2
QT
_T
Q b.f
zero
23
V
is positive
definite
and
is negative
semidefinite
When
this
inequality
is satisfied
the
2
xI +
when
i0
dx I >
nonlinear
2a
differential
cx
6
i"
equation
is
stable.
Example
3,
[7]
Consider
the
equation:
.
x
where
f(x)
is defined
2
+
the
+ b
differential
equation
= xf I (x)
fl(x)
= O,
fi()
= _
fl(x)
= x+K,
in
state
= O,
K_ x
> K
x<K.
gives
+ a x +
and
f(x)
by
f(x)
Rewriting
ax
b2x =
b_ fl
(x),
variables
ilx2
x2
The
where
_ matrix
rl=
a,
ax2
b2Xl
b2
fl(Xl).
becomes
r2=
b
b 2,
and
b>
0.
Thus,
Vl= yyy
41 = 2a
= x 2 + b 2 x2
x_
2b2
fl
(Xl)
x2
"
asymptotically
 24 2b2 fl
Adding_ 2
(Xl)
x2 to Vl gives
_ _i + 92 = 2ax_
Xl(t)
x2
2b2
fl
(Xl)
dXl"
Xl(0)
It
The
can
be
shown
that
if
a > 0 and
K<xI<K,
system
will
also
be
asymptotically
x I2 >
then
the
system
stable
whenever
_Xl(t)
fl(Xl)
is
asympotically
Xl(t ) and
xl(O)
stable.
satisfy
dx I
JXl(O)
Example
4,
This
[5]
example
was
analyzed
by
Schultz
and
Gibson
using
the
variable
gradient
method.
The
equation
is
_ +
f (x) _ +d_(x)x
+@f(x)0.
dx
In
state
variable
notation
we
have:
x I = x,
x2 =
Xl
= x2'
x2
x2
(x I,
x2)
F
=
x,
(x I
f(xl)
, x2),
x 2 + df(x I)
XlX 2 +
dx I
0
a 2
a I
i
i
h_____
A
=
(X I,
X2).
_Xrf(x
i )
 25
The
matrix
is
A/_
Q=
=
rI
i
where
rlm
a I = i and
singular.)
The
r 2 = a 2 = 0.
V I function
(Note,
this
is
another
example
where
is
is
VI = _T _
(x I +
x2
)2
where
A
vl_ =
2
2rlY I
2(x I +
 2y 2F
x2 )
f(x I) x 2 + df(x I)
xI x2 +
dx I
let V2be
Now
_2
= 2XlX2
dxlf
(Xl)
L
Thus,
V!
+ V2
_ f(xl) I
becomes
/
r
Vl
V2
xl I
xI
i"
and
(x I + x 2 )2
/
0
Therefore,
(i)
the
system
is globally
dXlf(Xl)
>
dXlf(x I)
dXl
asymptotically
O,
dx
i
(2) @ f(xl)> 0,
(3)
V _ 0
(4)
Voo
on
if
any
nontrivial
'xi_
il
_.
trajectory,
Q f(x
i)
XldX I .
stable
if:
 26
Third
Order
Examples
Example
i,
Consider
where
a and
unstable
[5]
the
b are
linear
following
system
"x'+
bx
a_ +
positive
system
abx
constants,
stable
by
+ F
and
its
is
a nonlinearity
The
which
_ matrix
makes
is
rr{?
r2
rI = a I =
rI
a,
r2 =a2a3 _ bab=
Vlfunction
O,
and
r 3 = a3/a I = ab/a
= b.
Thus
a 1
the
=0
presence.
where
becomes
2
V I = _T _
where
Xl=
x,
= b (ax I + x2 )2 +
x 2 = x,
and
(ax2+
x 3 _ x.
x3)
The
time
x3
) F.
derivative
of V I is
2
VI
"
2aYl
2FY3
2m+l
F = K x2
Choose
= 2(ax2
, where
is
2(m+l)
VI =
This
2aKx 2
dictates
a nonnegative
integer.
2(m+1)
 2Kx 3
the
choice
x 2
of 92'
namely
2m+l
_Z
= 2Kx3x2
Thus,
2 (m+l)
x2
and
= b(ax I + x 2
)2 +
(ax2
+ x3
)2 + __K
m+l
x 2m+2
Thus,
VI
becomes
the
asymptotically
stable if*,is
nonnegativ_integer,
K_0, a_0,
The following
..
.o
i
T
i F(W)=
O,
where
t
F(_)
dr,
and
T,
KI,
K2,
K3,
K 4 are
constants.
In state
variable
notation,
we
have
xI = x2 =
_2 = x3 =
"x"
_3 =_ x3
F1
K
, F1 =_!I
F(_).
Since
a,
The
I/T
matrix
rI
, a2 =
a3 = 0
and
V_
rI
r 2
V1
r 3 = O,
becomes
r_4_
The
r2 =
function
is
given
as
where
,,
,
F(_).
I/T
of
o<is
= K2 X 2 +
From
the
finally
original
given
K3X 3
by
 K 4 F(_).
differential
equation
and
the
above
expression
for
_we
can
obtain
+
X 2 F(=<) =
_2KI
K3
X3X3
K2_
+
Substitute
V2
this
= 2KI
K2T2
Hence,
we
+ 92
: 91
expression
F(_)_+
F(o() _
into
K3
+2K3
K2 T
2 KIK4
the
equation
X3X 3.
for
2
3
F 2(4).
_i
and
then
formS2;
have
= _
 i
F(_)
and
d
 i
K2 T
K
O
The
conditions
(i)
for
KI>O,
(2)
K3
K2>O,
 iI
(4)
_o
K4>O,
>
O,
K2T
(3)
asymptotic
>
0,
F (dO
do< >0.
stability
are:
that
is
 29
Example
3,
Harris's
[6]
example
is
"_ +
where
rI
a_
+_+
ai '
r2
a3X
=:a 2
=0,
, r 3 = 0 and
3
F
(x,
t) =
a3 X
The
VI
 function
2
2V I =
becomes
a2 X
(alX
where
$i
Define
$2
.2
X
 ala2
3

X )
(a 3 X
).
as
3 .
X
v 2 = a,a 3 X
3 ..
+
_T
Thus,
(a I X
we
a
qo^
.2
y
have
2
= VI
2V
V2
: 
.2
= a2 X
+
a l (a2
 3a3/al
The
conditions
for
asymptotic
(i)
ai>0,
a2>0,
a3>0 ,
(2)
ala 2
>
"
X2
2
)
4
(aI _ + _)2
+ ala3
+
a2
__i
stability
/2
a3 X
+
!
a3
X2
are
a3
Example
4,
The
[7]
differential
X
Using
b
being
state
a
equation
variables
constant,
and
we
(i)
is
CX
writing
(x) x
get:
0.
as
(h) x"
.
X,
"
= b x
b'
(x)
_,
(aX
+ _)2.
 30
Haley's
XI
X 2
x2

X3
X3
 ax
matrix
"
3 
bx 2  cx I  b'(x2)
x 2.
is
r2 +
rlr3
r3
rI =
Thus,
the
Vbcla
0
where
, r2 =
V I  function
VI
c/a
VrTr
c/a.
r 3
and
becomes
= Y
(b
 c/a)
X2
(CXI
b_2) 2
2
+@'_
X3
where
2
VI
Let
V2
be
defined
 2a
(b
c/a)
2bb'(_2)
_2_3;
 2b'(X 2)
X2
cx
bx3]
by
$2
then
= VI + V2 = 
(abc)
= (b  c/a)
(CXl
2
x 3

2cb'
(x2)
2
x 2,
and
2
V
X3
+ bx2)
x2(t)
f
+
(o)
b'(x2)
x 2 dx 2.
x2
_c/a
23
 31
This
is our
Liapunov
(i)
b'(x2)
(2)
a>O
(3)
ab
Example
5,
The
> 0
,

>
asymptotic
of
the
differential
differential
solution
equ_,
f is written
null
{(x,
is
x)
of
a system,
equation
in
XI
X2,
X2
X3 '
X3
= 
transformation
rI =
a,
_,
V I
Thus,
r2 = b
V I  function
91
let 92
92
by
the
b x
cx
state
a'
(x,
variable
ax 3  bx 2  cx I
Haley's
form,
form
is
 a ' (x I
, x 2)
x 3
is
 _/b  c/a
0
1/c/a
 c/a
and
r3 =
c/a.
becomes
Y tX
characterized
investigated:
where
require
as
The
we
0,
where
stability
O.
(x,
The
for
[7]
The
Thus,
c>O,
stability
following
where
function.
 2(abc)
(b  c/a)
X 2
3
2
X 3
2a'(Xl'X2)
be
= 2 ca'
(x I
2
+
, x2 ) x 2 x 3 .
(CXl
X3
bx 2 )2 +
(cx2
bx3)"
c/a
(ax 2 +
x3)
VI +
9 and V are
V2
=  2 x 3
= 
bf
[ab +
(Xl,X
ba'
2)
(Xl,
x2)
 c
3,
and
x 2
3 +
(bc/a)
(CXl
+ bx 2 )2
+ c/a
(ax 2 + x3)2
x2
+
2c
a'(xl,
x 2 ) x21x 2.
The
conditions
which
(i)
bf
(2)
a > O,
(3)
(Xl,
The
x2)
a u
6,
satisfied
>
for
asymptotic
abc > O,
(Xl'
x2)
x2
lx2
O.
>
[77
differential
X
state
 c
c> O,
o,
In
be
x2
_o
Example
must
equation
,o
A (x,_)x
variable
is
B (x,x)x
cx
= 0.
notation,
_i
X2,
X2
X3'
X3

ax3
 bx2
 CXl
" f'
b'
where
A (xI ,x2)
B
f
(x I
,x2)
= a'
(El, x2)
x3 +
(xI
b'
x2)
(Xl, x2)
,
x2
stability
are:
 33
The
_ matrix
example,
The
used
where
in
this
r I = a,
V I  function
example
r2 = b
is
the
 c/a
and
same
as
that
used
in
the
previous
r 3 = c/a.
becomes
2
V I = X tX
(b  c/a)
+
c/a
x3 +
(cx I + bx 2)
(ax 2 + x3)2
where
The
form
Thus,
91
= 
92
= 2 [ca'
2
x 3 
2(abc)
[a'(x I x 2)
x3
+ b'
(x I x 2)
x21
_cx2+
of $ 2 is
and
(Xl,X2)
b b'
(Xl,
x 2)]
x2x3.
are
2
"
1 .v
V =V
_1_
x3
_'%
2 cb'
(Xl, x2)
") 't,._l
t_
_ _=
_i,'_21
"" 3
x _,
and
2
2
V
(b  c/a)
x3
2
+
(CXl +
bx 2 )
+ c/a
(ax 2 + x 3 )
x2
[ca,
xl,x2
+
bb'
The
I
I
I
I
i
:_
conditions
for
(l)
abc
(2)
a'(xl,
(3)
ca'
_ .... ,
_.
........
>
asymptotic
0,
x2)
>
(Xl,X 2)
,,.
_:.
>
0
+
stability
O,
and
bb'
>
b'
0,
(Xl,
(xl, x2)
are
a
>
x2)
>
O,
>
0.
O,
(Xl,X2) ]
x21x2"
bx3 I"
 34
Fourth
Order
This
in
the
Example_
example
"light"
of
has
been
the
Routh
....
X
+
aI
discussed
by
Canonical
but
will
be
considered
here
. Vala2
a 3
Form:
f(x)x""+
Cartwright
"
a3 x
a4 x
0,

f'
where
(x)
In
state
variable
a2 +
notation
X2
X2
X3
X4 =

f
we
(x)
we
XI
Since
b'
have
4'
alx4
b'
 a2
x3
(x 2 ) x3
a3x2
 a4xi
"
have
rI =
aI,
r2 =
[a2
r3 :
[aB/al
aB/al ]'
ala4/(ala
2
a3)_
r o [ala4/(ala2
 a3)],
then
the _ matrix
becomes
a3
aI a4
ala 2 a 3
_____
aI
_i _ala2
 a3
0
al
i3
.,
 35
Thus,
the
V I  function
is
2
Vl
Y tY
YI
2
+
Y2
2
+
Y3
2
+
Y4
2
I
ala4
Ix22
lala4
IEa3
ala41xl2
x2
= [ _i
a3
Va
la2al a3
ala 2
 a3J
+_/
al
y ala 2 a 3
Lala2
a3
_]+[ ala4
_la2
_i
ala2
xI +
x3
a3
where
2
+
VI
2 b'
=  2al I alaa3x2
2  a3
(x2)
x3
(times)
alaalx4
2  a3j
a3x
_ala 2+  alx4]
a3 J "
Therefore,
we
V2
let 92
be
given
by
= 2 b'
(x 2 ) x 3 [ a3x2
L
The
final
Liapunov
function
ala 2
alx 4 ]
a3
is
2
= VI
V2
= 
2 a I[
a3x 2
alx 4
ala 2  a 3
]
J
and
x2
V
=Vl+
x3
2a3
_b'
(x2)x2_2
ala2a 3
0
_'_" "
'7 !"
' )."
;_:_i
;,.;
_ c
2al
lh'
ala2a_J
0
,
J
(x2)
x3dx3.
 36
The
conditions
(1)
for asymptotic
al>0,
a
(2)
a3/al

a 4 >0,
stability
_ 0,
x2
(3)
b'
(x2)
x2
dx 2 >0,
b'
(x 2)
x3
dx 3 >0.
x3
(4)
f
o
are:
(ala 2  a 3) > 0,
aI a4
ala2
a3
a3>0,
 37
REFERENCES
I.
3.
Kalman,
R.
the Second
E., "Control
System
Analysis
and Design
Trans.
ASME, Ser. D, Vol. 82, 1960.
Parks,
P. C., '_ New Proof of the RouthHurwitz
the Second
Method
of Liapunov",
Proceedings
of
Society,
Vol. 58, Part 4, pp 694702,
1962,
Parks,
P.
(British)
C., "Liapunov's
Second
pp 102105,
Nov, 1962.
Method
Stability
Criterion
Using
the Cambridge
Philosophical
in Automatic
Control
Theory",
Control
Reiss,
R. and Geiss,
G., '_ Proof of the RouthHurwitz
Criterion
via Liapunov's
Direct
Method",
The Analysis
and Design
of Nonlinear
Control
Systems
via
Liapunov's
Direct
Method,
Grumman
Research
Report
GRD 121, pp 193204,
1964.
5.
Puri, N.
Canonical
6.
Harris,
Thesis,
7.
Haley,
N. and Weygandt,
Form",
Journal
C. N., "Second
Method
of Franklin
Institute,
S., "Application
of Routh
Moore
School
of E. E., U.
R.
Systems,"
L.,
Ph.D.
"Generation
Thesis,
of
Liapunov
Moore
of
pp
Liapunov
365384,
Criterion
to PhaseSpace
of Pennsylvania,
1963.
School
Mekel,
R., "Synthesis
of High Order
Criterion
and Aizerman's
Conjecture,"
U. of Pennsylvania,
1964.
Puri,
N. N. & Weygandt,
C.
Linear
Systems
via Routh's
Srandford
U., June, 1964.
i0.
via
Functions
For
of E.
U.
Nonlinear
Ph.D.
E.,
Certain
of
Control
Thesis,
and Routh's
Nov.,
1963.
Stability",
Classes
Pennsylvania,
Systems
via
Moore School
N. "Calculation
of Quadratic
Moments
of
Canonical
Transformation",
AIEE Trans.,
Puri,
N. N. and Drake,
R., "On
Certain
Second
Order Difference
1EEE, Auto,
Control
Section.
the Stability
Equations,"
of the
accepted
Master's
of
Nonlinear
1963.
Liapunov's
of E.E.,
High Order
JACC,
Equilibrium
Solutions
for publication
by
of
ISECTIONFOUR
I
INTEGRAT[ON
Prepared
by:
R.
T.
L. Drake
Gifford
BY
PARTS
INTEGRATION
BY PARTS
SUMMARY
In
this
section
application
as
given
of
by
we
discuss
integration
Geiss
and
by
Reiss,
the
generation
parts.
We
Harris
and
of
Liapunov
discuss
three
Puri.
The
functions
variations
method
of
of
Geiss
th
with
first
approximation
parts,
V I is evaluated.
system
equations
V I is
play
a Liapunov
2
2
(Xn +<Xnl)"
= 
if
this
is
Liapunov
V;
During
the
not
V2
for
the
role
of
function,
The
possible.
By
function,
then
is
obtained
given
In
terms
the
terms
thus
form
in
in
the
the
integrated
to
second
third
and
given
Puri's
Reiss
method,
higher
order
method
both
by
This
Puri's
systems
in
and
procedure,
Reiss
By
Xn.
integration
the
paths
for
such
V 2 is
begins
is
a way
integration
by parts,
of
that
V2
by
the
integration.
considered,
obtained.
method
are
equation
are
the
time
Z
+ <Xni
procedure
are
by
If
namely,
is definite,
If V 2 is not
definite
best
for
These
The
from
result
perfect
low
this
in
perfect
order
or
integrating
are
squares,
This
method
applied
that
cer
variables,
and
that
is
then
is
state
such
function
systems.
operation
the
technique
 function.
a Liapunov
multipliers
squares
of
)"
until
differentiating
by parts
V
2
xn2
equation.
derivatives
integration
continues
works
formed
equation.
a positive
is
The
differential
terms
order
parts,
2
(Xn
=
V3
resulting
give
this
choose
multipliers
reformulated
along
chosen
Vl
the
approximation
by
fails.
Other
of
constraints
integration
differential
V.
are
involves
method
systems,
application
=<is
a repeated
2
order
constant
integrating
work,
original
tain
terms
the
Harris'
certain
to
or
by
a second
V3
V 3 is
for
by
still
V
can
applied
and
other
be
to
systems.
basically
method
a combination
is more
with
more
a multiplier
and
ease
of
Harris'
systemetized
than
repeated
the
and
other
two
integration
by
method
can
and
probably
methods.
parts.
the
be
Puri's
Geiss
applied
and
to
technique
 2 INTRODUCTION
We
(the
are
origin
concerned
with
in state
space)
the
study
of
of
stability
of
system
defined
a dynamic
the
equilibrium
solution
by
(1)
=
The
technique
certain
and
nonautonomous
17
in
this
First,
and
considered
discuss
_,2,_
*.
discussion
deals
with
And
with
Puri's
with
one
method,
techniques
because
applicability
reference
as well
of
the
then
the
system,
to equations
generating
as
the
method
constant
it
, will
nonlinear
this
method
of
Harris'
want
is
Liapunov
system
to
is
quadratic
which
a simple
In
is
find
a positive
numbers
in the
moments
for
be
look
applied
at
to
examples
is
OF
[]
of
of
was
order
This
a third
Harris'
method
12.
the
other
two
examples,
used
linear
Geiss
the
in
systems.
& REISS
integration
by
parts
equations.
to
the
The
problem
autonomous
by
= o.
_),
(V_y_v)
t !
to
method
to
of
than
of
considered.
6 through
compendium
differential
form
refer
be
applied
detail
high
GEISS
given
,
semidefinite
the
technique
extension
examples
of
ordinary
considered
brackets
technique
Puri's
application
functions
[4], will
in more
exhibited.
=
The
can
systems,
The
in
discussed
systematic.
=!
We
functions
by parts
Harris
is given
be
is more
of
coefficients.
nonlinearity
[5]
procedure
obtaining
Liapunov
integration
WORK
of
t)
to autonomous
repeated
application
[6J to calculate
This
(_,
section.
we will
linear
for
systems
Reiss
order
here
the
such
_)
 _
references
(2)
that
(_)
at
'
the
(3)
end
of
the
section.
 3
and
where
parts.
single
is positive
definite.
As
the
we
know,
variable
The
equation
The
=
S_)dt,
integral
by
in
parts
(t)
technique
of
Geiss
(3).
an
n th order
and
(t) v
the
usual
 function
state
Reiss
is
system,
variable
(7)
equation
function,
the
is
(2)
we
following
is
formula
evaluated
by
involving
 fv(t)
concerned
their
notation
integration
two
first
d u
with
by
functions
of
the
choice
of y_)
for _)
in
is
x n,
(6)
to be
used.
The
corresponding
is
evaluated
as
by using
a constraint
stop
the
second
integration
along
process.
the
path
If V I is not
( x n)
by
parts
and
of
integration.
a Liapunov
(7)
considering
the
If V I is
function,
we
system
a Liapunov
continue
with
approximation:
_2
 (x 2+
$2
2
o_ Xn_l),
(8)
thus
V2
where
the
arbitrary
to
be
(5)
(t).
approximation
is assumed
VI
where
(4)
(t)
_)
where
(4)
by
(t) d v
For
dt
integration
is given
=_
integrals
constant
a Liapunov
in
used
(9)
are
evaluated
to make
function,
the
_3
Xn
d t
/x2
by
integration
by
V 2 positive
third
definite,
approximation
2
 (Xn +
ni
2
o_ Xn_ I +
if
parts
_ossible.
(9)
,
and
_< is
If V 2
an
fails
is
2
(_ Xn__.).
(i0)
 4
The
procedure
method
this
pattern
until
a Liapunov
disadvantages
(I)
i_
(2)
the
of
the
The
is
of
limited
vector
state
The
(2)
it gives
(3)
it
method
_)
systems
in
(2)
can
method
of
insight
be
or more
the
(5)
it
is useful
the
concept
for
linear
consider
We
select
Cl,
c2,
by
the
to
handle
to modify
in
of
the
the
a V
an
complete
it
can
solved
order,
such
of
that
to
the
be
for
system
= O
the work
arbitrary
functions
of
Liapunov
of
function,
instability
example
proofs
and
in
i,
considering
and
gives
the
instability.
RouthHurwitz
For
example,
conditions
consider
of
a third
stability.
order
form
constants,
the
fl(Xl,
positive
(equilibrium
is unstable
of
functions,
2
c2x 2 +
Thus
2
c3x 3
is
(ii)
positive
definite.
By
obtain
choose
to _
Liapunov
containing
existing
method
of
positive
we
of
equations
stability,
the
a problem
parts,
close
Examples
be
construction
construction
systems,
c 3 are
possible
arbitrarily
must
low
variables,
V
is
of
method,
into
state
be used
us
the
adopted
can
integration
then
or
are:
2
= ClX I +
it
found,
are:
_uasilinear
the
simplicity
it
system.
to
of
(4)
Let
If
is
variables.
(i)
(6)
this
function
advantages
one
where
function
fails.
The
one
follows
at _
of
x2,
x3;
Cl,
constants,
solution)
c2,
Ci,
where
3 )
such
V
that
takes
on
(12)
there
are
positive
points
values,
= O.
Geiss
and
Reiss
are
given
at
the
end
of
this
section.
 5 WORKOF
The
to
the
method
original
systems.
In
In
this
the
of Harris
way
differential
this
we
technique,
bility
of
at
end
the
the
Consider
we
can
demonstrate
and
how
this
the
integration
equation.
discussion,
method
of
uses
the
the
third
order
of
linear,
is
is
method
the
be applied
integral
time
aI _
of
the
'x" +
applicable
to a
third
technique,
to
certain
considered
order
the
nonlinear
for
multipliers
low
linear
reasoning
systems.
in
examples
system
defined
order
system.
behind
The
applica
6 through
first
a I x)
 invariant
a2
two
d t
a3x
0.
(13)
term._ in
(i_,_,, namely:
alx.
by
(14)
have
(x+
Rewriting
alx)
(15)
Zi
Applying
mechanics
applying
section.
M,,le_n1_Tz_j
(lqN,__j _,,_the
we
the
can
after
procedure
equations
Thus,
parts
apply
technique
to nonlinear
by
This
will
HARRIS
(_ + al_)
a2x
ala3 x x +
ala2(x) [ +
a3x
(15)
_ = 0.
gives
d
_
_'_
I(
integration
al_)2
by
parts
a2(_)2
to
ala 3 x
a 3 xx,
a3x;
21
a3x
x = 
a_a2(x)"
(16)
"
2
gives
= a
 a3 (&)2
(17)
dt
Combining
(16)
and
(17),
we
get:
(18)
i
2
Now,
define
d
dt
V
to
[(_ + al_)2
be
equal
+
to
a2(_)2
the
ala3x2
righthand
._/ = .
side
(ala2_a_)
2a3xxl
of
ffi_(ala2_a3)(x)2
(18),
(_)2.
"
namely
(19)
12
6
Thus, from (18) and (19), we can derive the expression for V,
2
2V = (x + alx) 2 + (a2 aB/al)(X) 2 + al/a3 (alx + x) .
For asymptotic stability,
the following
conditions:
(i)
ala 2  a3 > O,
(2)
al>0,
a2 >0, a3>0,
= a2x
The
of
multiplier
the
a3_)(x"
x"
term,
last
ala 3 xx
for
two
+ alx)
a 3 xx,
terms
of
(a2x"
(a2x
(21)
and
(22),
(i_)
that
(21)
can
a3x)
be
_ _"
can
be
equation.
a3x)(a2x
aBx )(a2x
in equation
for stability.
equation
a3
Combining
(20)
aBx)
The
by
result
taking
the
is
ala 2
(x) Z +
rewritten
= a3
obtained
aBx
x'=
0.
(21)
as
d(_ _0
dt
a3(_ ) _
(22)
gives
(23)
i
2
d
dt
la2
Define
(50 2 +
ala3(_)
2 +
(a2_
+ a3x) 2 +

is
2 V
the
(24)
and
applied
we
(a2_
see
that
the
a3x )
2
+
a3/al(al_
conditions
+ _)
for
2
+
asymptotic
(a 2
a3_i)(_
stability
)
are
(25)
again
conditions.
sun_narize,
differentiating
are
(25),
RouthHurwitz
To
(24)
(ala 2  a3)(_) 2.
From
(ala2a3)(_)2
as
= __
Thus,
2a 3 i kJ
we
certain
to equation
observe
terms
(13)
that
Harris
obtains
in
the
differential
and
the
result
is
multipliers
equation
that
certain
by
(13).
terms
integrating
These
are
or
multipliers
perfect
V  function.
By con
sidering the examples at the end of this section, we observe the samephenomenataking
place when Harris'
integral
or derivative
constraints
are
general,
characterized
we
consider
an n th
order
OF
PURl
nonlinear,
timevarying
system
which
can
by
Xl
= x2,
_2
= x3,
(26)
&n1 = Xn,
Xn
 flXl
 f2
x2
....
 fn Xn
'
where
We
= 2,
We
linear
assume
whose
that
stability
first
fi
_,
system
is
formulate
equation
alx I +
the
f
to
fi
t)
in
be
Liapunov
_'
t)
=
(26)
0, t
possesses
i =
_
I, 2,
...,
(27)
0.
a unique
equilibrium
solution,
studied.
functions
for
linear,
autonomous
systems.
The
is
a2x 2 +
...
anX n +
an+ I Xn+ I = O,
(28)
where
k
d
Xk+l
=
dt
xI
k
k =
I, 2,
...
, n
8
and
al,...,an+
t=0,
is
as
to
xl(O),
apply
integration
for
I are
x 2 (0),...,
Denote
Xn(0).
the
The
initial
first
state
step
of multipliers
to equation
by
can
generate
Liapunov
parts,
we
eventually
variables
in generating
a succession
(28).
time,
Liapunov
Then
expressions
at
functions
through
which
are
the
use
of
candidates
functions.
Multiply
(28)
2al_o
By
constants.
repeated
by
2x I and
integrate
from
to
t:
t
(29)
x12 dt
2a 2
+.
XlX2dt
2 an+l ;
XlXn+ I
dt
=O.
O
integration
by
parts,
we
have
(30)
lX2j+dt=
_XlX2j
 x2x2j_
+... + (i)
Jlxj
Xj+ll
j+l
'
x2
dt
+(i) j
O
and
t
(31)
XlX2j dt
[XlX2j_
x2x2j_2
...
'
+(i) jI
where
j =
i, 2, .... Let
us
adopt
the
notation
Ik
Therefore,
.. +
right
x kdt
applying
all I  a312
The
/o
(30),
+
side
(31),
a 5 13
2 an+ I XlXn)
hand
(32)
of

(33)
and
= i,
(32)
to
....
(a4 x2
2aDx2x3L
2,
equation
l(a2x_
is a quadratic
...
(29),
there
2a 3 XlX 2 +
...
form
, n.
and
) +
2a4xlx3+
(a6x32
thus
results:
(33)
(33)
...
2ayx3X4+''')+''']
can
be written
lot.
as
(34)
all I
 a312
+ a513
...
_J
9
where
a2
a3
a4
a5
a6
a3
a 4
a 5
a 6
a 7
a4
a 5
+a 6
a7
a5
a6
a7
a 8
a6
a 7
o
(35)
=_i
Similarly,
multiplying
o
from
(28)
by
2x 2
, 2x 3
, ...,
2x n successively,
and
integrating
ss
to%the
following
__T_
2_2
results
o.T_
_4_3
a I 12 +
are
,__T.
4
_b'4
a313
obtained:
J
........
 a514
C_
... + 0.I n
= 
[xt__<3x 1
(36)
I t
O
The
exact
integer.
form
The
of
the
first
last
few
an_ 2 Ini
equation
o4.  matrices
,,,
a3
a4
a5
,,
a4
a 5
a 6
,,
a5
a 6
a7
al
in
.,,
(36)
an I n =
depends
are defined
upon
being
an
odd
even
as
0
aI
aI
a2
a4
a 4
a 5
a4
a 5
a6
, <3_
or
Q _
7)
J
 i0
where
Now,
_n
the
can
be
obtained
equations
in
(36)
in
the
can
same
fashion
be written
depending
in matrix
upon
form
being
odd
or
even
as:
(38)
a
(t)
QCo)j
where
al
a3
a5
a2
a 4
a I
a3
Ii
12
13
(39)
..
If
the
matrix
is nonsingular,
then
In
an
an_ 2
equation
(38)
can
be
rewritten
as
(40)
_I
where
we
denote
a
m
as a
II
= b
bi
=  (t)_
aI [Q
E t (t)
Equation
_I_
(40)
Q(O)]
is now
rewritten
x t(O)
(t)
S_i x
(0)
t(t) s2 _ (t)
12
as
(:)
In
_t (t)
x _0)
_n_(t)
S n X(0)
where
n
Si
We
now
define
some
candidates
for
I
j=l
.__J
bij
Liapunov
Vi(t ) = x_t)
functions,
Si
x(t)
, i
i,
2 ....
, n.
(42)
n.
(43)
namely
, i = i,
2,
.._,
 Ii
If the it h function,
Vi(t),
positive definite.
 Vi(0) =  li(t)
stability
for
linear
We
the
then
be
is
consider
fi's
=  2x 2
i;
for
the
the
same
applied
an nth
are
defined
linear
as
to
i = i,
(27).
anX n +
S i is
The
to be
n.
(44)
order
fni
system
Equation
...
positive
definite,
for
in
example
"''
(46)
is
then
Vi
asymptotic
This
procedure
13.
represented
+ alx I =
(45)
conditions.
case
XnI
n.
conditions
RouthHurwitz
nonlinear
fnXn
in
Xn+ I +
the
2, ...,
If
system.
a third
order
Xn+l
where
for i = I, 2, ...,
is negative semidefinite.
systems
now
then S_ is required
is
=  li(t)
function
must
is a Liapunov function,
is
by
f2x2
+ flXl
rewritten
0,
(46)
as
 F,
(47)
where
F =
and
the
ai's
Equation
in
the
are
(47)
same
(fn
 an)
Xn +
"'" +
(f2a2)
2x I
, 2x2,
...,
2x n
linear
case,
the
result
x2
(flal)
(48)
x 1,
constants.
is multiplied
manner
as
in
by
the
successively
and
then
integrated
being:
t
t
li
=
[xtSi
__X
]
I
j=l
I
k=l
(49)
bij
(fkak)Xjxkdt
or,
from
(32),
t
t
n

1
j=l
(5O)
 12
Multiplying
equation
(50)
by
a positive
constant
c i and
then
sunmaing
over
gives
t
n
ci (xi+2
2
n
i=l
kI=1
bij(fkak)xjx dt=
)
(51)
o
Choose
as
a candidate
for
a Liapunov
function
V(t)
I
i=l
Ci_t_Si _
This
Vfunction
is
integral
terms
the
derivative
time
will
positive
definite
if
at
positive
semidefinite.
are
that
due
method
that
summary,
to
can
of
in
we
and
applied
determining
that
14,
the
more
15,
method
systematic
to higher
when
the
_i
are
semi=definite.
examples
feel
Harris,
be
least
is negative
be demonstrated
In
(certain
terms
in (51)).
order
a form
is
These
is
first
set
examples
obtained
come
from
which
aid
in
the
is
example
by
an
multiplier
is
Example
i,
The
modify
an
examples
from
the
Harris'
16.
due
to Puri
that
systems,
positive
of
papers
but
of
OF
the
Geiss
deals
the
are
more
Geiss
major
(52)
if
chosen
the
such
outlined
that
above
versatile
than
Reiss.
Puri's
and
difficulty
is
still
EXAMPLES
repeated
and
with
examples
is
use
Reiss.
the
explains
variable
and
procedure
is much
of
The
integration
next
generation
functions.
, which
set
state
of
c i's
to
integral
definite
actual
due
the
definite.
with
Liapunov
_]
last
both
and
of
Ingwerson,
The
deals
thesis
formulation
method.
combination
of
The
and
COMPENDIUM
The
positive
The
than
in
Also,
in
his
concerned
with
and
of
at
multipliers
this
application
Puri's
parts.
examples
certain
included
detail
multiplication
of
set
by
point
of
method,
integration
by
the
which
parts.
_,_
following
existing
example
Liapunov
illustrates
function
the
and
usefulness
its
derivative.
of
integration
by
parts
to
and
a_0
As
and
b>
a candidate
+ ax
time
Xl
x2
x2
 Xl
for
a Liapunov
derivative
of
the
function,
is
of V I along
term,
negative
the
bx3x2
, _I
is
semidefinite.
V2
,
3
ax 2  bx i ,
trajectories
=
fV2
dt
indefinite
is
V_as
a Liapunov
IIx
In
I__+
order
to
whose
time
plete
stability
of
obtaining
a V3
such
_o
= +
apply
derivative
exists
a V3
such
function
fax
whose
Therefore,
LaSalle's
the
bx_
As
a new
=  ax2
_dt
already;
time
the
theorem
is negative
that
_1.
system
is
x 2.
candidate,
suppose
we
choose
2
xl +
b x
V 2 becomes
V2
of
ax_
2
= x_ +
Thusd
O,
choose
which
_
_i
Because
we have
v,= ,j,
The
+ x + b
on
V 3 is
as
_(ax2)x
p(
J
Xl+
is
complete
In
the
dt
Xl
negative
above
we
definite.
will
x I"
2
x2
f
_
semidefinite
asymptotically
we
we
have
run
Suppose
a x_
stability
that
_3 =
2 dt
is globally
an example,
negative
bx3)
derivative
system
definite
but
need
through
that
and
stable
a Vfunction
shown
that
the
there
com
procedure
exists
4
i .
_
 14
Thus,
V3 =
ax 2 dt
f_
=
By
integration
by
parts,
the
_XlX2
_(x2
XlX2
second
integral
V2 +
Xl)
+ bxl 3
) Xl
x I dt
dt.
becomes
fXlX2
XlX 2
dt
2
x2
( 2
i
_
+ ax2
integral
= XlX2
The
x I dt
V2 +
first
dt
f2
fx2
4
xl
2
xl
i +b
dt
._ )
becomes
axlx
dt
S axlx I dt
= a
xI
thus,
2
V 3 = x2
xl
xl
XlX 2
2
+ b
f4 x
2j4
+ x2
bx I
dt
_i
(Xl+
x2)2
i
_
i/a)x I2 +
(a +
(_a)xl4
dt.
_E
Finally,
define
V 4 as
V4
V3
b Xl 4 dt
where
V4
The
V4
 function
complete
stability
Since
it
for
is
required
Duffing's
information.
spring."
In
this
a measure
of
the
a Liapunov
function
in LaSalle's
equation
If we
2
 ax2
is
such
replace
case
V 2 is
still
total
energy
of
2
 Xl
which
satisfies
the
conditions
for
theorem.
a popular
by
b,
a reasonable
the
4
 bxl
undamped
example,
>
, our
Liapunov
system,
let
us
continue
system
"pump"
describes
a "soft
(in
it
function
= 0).
to
V2
also
fact,
tells
us
is
, o
15
that
all
solutions
originating
in the
region_J_
xI <
tend
toward
_J_b
If
the
is not
x12
>
Example
2_
the
i/b
for
al,
a2,
The
complete
and
0,
Third
the
a3,
origin
region
XlX 2 >
[_
Consider
where
origin.
is
of
then
Order
L defined
asymptotically
asymptotic
stable.
stability
system
Linear
by
then
the
is
as
shown
This
in
System
system
Xl
= x2,
x3
are
constants.

a3x3

a2x2
Let
 alXl,
us select
a negative
semidefinite
V,
2
_ x3
f2
x3
= _ x2x 3 +
=  _2x3
dt
=  x2x 3 +
fx2
(a3x3
a3,
 "/
x2
x2_ 3 dt
 a2x 2
 alx I ) dt
_/_2
a2
al
J2 [2
dt
 2 Xl
I
We
integrate
the

reference
unstable.
Then,
region
last
term
XlX 3 dt
to get

'/
_i
= 2_
1
2a I
x3
2 x 2 +
a2
+
2
a3x3
a2x2
x3
2a3
x3
2a 3 V
x3
;
d
dt
form
[3].
aI
V =
al
2(a2a3aI )
a2
hxl
Ix21
x3k
a2
a2
/a I
0
V
is
positive
definite
i)
al
2)
a 3 > 0,
3)
a2a 3  a I > 0.
Hence
are
Example
xI
x2
a2/al
x3
if
0,
the
the
a3
system
is
necessary
3 _
asymptotically
and
sufficient
stable
conditions
[2 _
Consider
the
in
the
of
Third
large.
The
above
inequalities
RouthHurwitz.
Order
Nonlinear
System
system
= x2
= x3
x2
x3
Choose
V3
V3
 x_
= 
and
using
j2
x3
x2x 3
(Xl +
dt
cx2)
the
=  x2x 3
 bx_
/2
 bx__/2
(Xl +
bx3
integration
 x2x 3
/x
by
parts
procedure:
x2x 3 dt
cx2
)n
bx3]
dt
cx2)
(x 2 +
cx3)(x
(Xl +
cx2) n+l
/
/
n+l
dt
cx3(x I +
cx2)
2
 x2x 3

cx_/2
 bc /
x 2 dt
n
dt
t
G
 17
2
=
 x2x 3
n+l
 bx2/_
2
V3
(x I + cx2) j
/

n+l
cx_
+ bc
n+l
[ (Xln+l+CX2)
+ b2
x2
x2x3
c2
x 3
+ bc
V3
Thus,
n+l
V3
1
bc I
(xl + _x2)
x_x_
n+l
and
2
=  x3
Y3
Rewriting
V 3 gives,
V3
i
bc i
Therefore,
in
the
where
that
Reiss
large
V3
bc
(2)
(3)
 i
>
positive
cx2)
n + i
+ 1_!_
2
definite
and the
[x2,x3]
x3
system
is
asymptotically
stable
>
0,
0,
2k +
and
(2)
conditions
I,
are
(i),
show
that
Choose
V_
V2
is
(Xl
if
(i)
(i)
these
k = 0,1,2 .....
the
(2),
Sylvester's
conditions
and
sufficient.
(3) are
conditions
are
also
for
[i
In
necessary.
i]
reference
This
work
We
have
[3]
is
, Geiss
repeated
2
Calculate
x 2
/2
XlX 2
x 2 dt
V 2 via
= XlX 2
I/b
of integration
XlX 3
/ix
l(Xl
cx2)
by
parts
procedure:
dt
n ]
+ XlX 3
dt
shown
and
below.
 18 XlX2 + i/b
c/b
x2
XlX 2
c/b
(x I + cx2) n+l dt
(x I +
i/b
XlX 3
(x 2 +
cx2)
dt
 i/2b
cx3)(x I +
x 2
cx2)
i/b
dt
dt
I (x I + cx2) n+l
_b
x3(xl
cx2)
dt
n+l
C
XlX 2
i/b
XlX 3
i_2
x2 2
(Xl+
cx 2)
(n+l) b
Looking
at
c2/b
i/b
the
last
(x I +
integral
x3(x I + cx2)
cx2) n+l
in V2,
dt
dt
we
x3
2
2
c x3
+
2b
cx2)
x3
dt.
(x I + cx 2) n
have
c2/b
C2/b
(x3
 bx3)
dt
2
c
V3 .
f
Therefore,
V_
we
define
V2
xlx2
V2
a V 2 as
 i/b
(x I
1/b
XlX 3
1/2b
n+l
dt
n+l
2
2
_,(C i_)(xI +
b(n+l)
CX2)

2
c2x3
2b
2
c V3
and
/
V2
n+l

i/b
(x I +
cx 2)
2
2
n+l

i/b
(x I +
cx2)
If we
now
take
a linear
 c_V3
combination
+ V2
of V 3 and
c
bc
c
b
V2
, we
(Xl
obtain
+
cx2
a definite
)n+l
c2]b llb
1/2
[Xl,X2,X3]
n+l
V:
tl bc]
lib
lbc
llb
c_._
Xl
2
x2
i  bc
c2
b
x3
 19
and
=
We
see
that
is
i > c 2,
positive
values
and
<
bc>l
necessary
Example
4_
positive
>
the
(_
, and
(x I
if
close
to
o<
>0
n+l
.
cx2)
and
> 0
c2)
<bc<l;
then
the
origin.
Thus,
n=2k+l
conditions
If
V
takes
the
on
origin
is unstable;
(k = 0,1,2,._)become
for
stability.
Third
Order
 Nonlinear
x3
 ax2
 bxl.
system
Xl
= x2
x2
= x3
'
x3
=  F(x2)
V 3 = X_
i  (b/c)
_
the
consider
 i/b
definite
arbitrarily
V 3
Now
x2
sufficient
Consider
Choose
2
+
, and
and
2
3
_x
and
integrate
j2
x2x 3 +
x 3
last
x2
2
dt
bxl
2
by
parts:
x2x 3
x2x 3 dt
2 f
+
F(x2)x 2 dx 2
integral:
dt
axlx 2
x3
2 _axlx 2
Ex3
2
+ F(x2)x
ax2_
dt
2
dt.
F(x2 ) x3 2
m
m
 20 Thus, V3 becomes
V3 = x2x3 + IF(x2)
x2
dx2
b
2
!
V 3
Define
axl
x2
2
+
"B 2
2
x3
2
Xl
2
x2
% _
F(x2)
3
2
dt.
as
V3
= V3
a
b
= x2x 3 +
F(x2)
01F(x2)
2
+ a
x3
F
x2
2
+
dt
dx 2
x12
ax I x 2 +
i
x2
% f
and
3
b
We
can
J
V 3 as
rewrite
!
V3
Thus,
the
F(x2)
(2)
Example
>
5_
_
b
b/a
>
state
ax3
 b/a]
discussion
c
and
(x2)
is
c
x 2 dx 2
globally
being
Nonautonomous
the
example
a(t)
variable
Xl
x2
=ax2
given
by
b(t)
notation
x2,
 bxl.
+ bx 2
0,
]2
asymptotically
constant,
0.
[3]
+
in
under
Consider
or
I F
_o X2
system
(i)
System
stable
if
 21
Choose
V 2 = x2
V2
Substituting
for
"
V 2 gives
Integrating
xI
in
X22
dt
XlX2
XlX2
+ alXl
the
term
rf
XlX2
axlx2
dt
axlx 2
XlX 2 +
Applying
integration
by
I (b
ax I
, we
parts
again
+ axi
V2
N_N
Xl_2
dt
ax I
xldt
Now
define
V3
dt.
ax
x2
dt
Xl 2 dt.
gives:
x2
f
d(a/b)
dt
x2
"_
_a2(b_)5x22
dt
dt
dt.
as
V3
= V2
+
which
x
+
dt
bXl2
J'
get
 $)
ax 2 +
2
zV^=

f(b
d(a/b)
dt
_)
dt
Xl 2 dt ]
(a 2 /b)
dt
x2
2
gives
a2
x_,.
(b4)
Xl 2
T
I
or,
rewriting
we
have
V3
2
= x2
1/2
d(a/h_
2
X2
2
2
a___ x2
b
(b_)

2
x i
(ba)
x_.
2a2/b 
(2)
a2/b
(3)
a >fk I
(a/b)
dt
Example
_,
b >fk 2
>
b
O.
6 _
>
a I is
the second
order
are
constants,
al_
ae(x) x
= 0,
equation
by
to
+ al(_)2
case
Multiply
a constant.
the
x x
V
, k2
Define
kl
[4]
Consider
where
>0,
a _.m
(4)
are
a2(x ) x x
Integrating
 a l(x) 2
X
"'x
x
2()
=
for
asymptotic
(i)
aI _
0,
(2)
a2(x )
>
(3)
The
0.
7_
next
"
x.
gives
2J
Example
as
Thus,
get
stability,
0,
_
we
a2(x ) x x dt.
require
O,
as
x2
order
case
_2
[4]
second
is
+
a generalization
al(x )
of
a2
(x)
example
x
6,
O.
 23 Multiply
as
in
by
the
to get
previous
case,
define
al(x)(_)
requirements
for
asymptotic
0,
+ a2(x)
x x.
x #
0 ,
(2)
a2(x)
x #
(3)
V_
x2
_2_______
>
0
_o
as
x x"
dt.
example
7,
are
We
x x
aZ(x)
stability
al(x) > 0
(i)
Example
V gives
v = i/2(x) 2
The
a2(x)
as
=  al(x)(x) 2
Integrating
[_
consider
a special
case
of
"'x +
the
equation
a I(_)
in
a2 x
0.
, to
the
oo
Apply
the
differential
operator,
_'x
Let
be
defined
(i)
""
x
al_)
+ a2_
d [al(x)
dt
dt
2
a2(_)2
_2
conditions
a i(_)
=
the
(al _
equation:
0.
(x)(_)
=  a
2
_
i(;_)2
d!_x
a "
gives
Thus,
d/dr
as
Integrating
for
asymptotic
a,(_)
di
>
(_ x
i/2
stability
_og
if x _
a2 x
[a1(_)_
x ) dt
are
and
_ _
0,
a2
x]2
 24 (2)
a2 > 0,
(3)
These
of
o2
as
conditions
the
are
presence
Example
We
of
9 a
[4]
now
consider
more
the
restrictive
derivative
a third
first
multiply
get
a3
order
above
than
those
example,
aI x
are constants.
the
_b.
=_o
in
examples
6 &
7 because
namely
QO
x
a I and
terms.
eoO
where
q
To
equation
a 2(x)
form
aBx
a candidate
by
"x
for
al
(x"
0,
a Liapunov
and
then
function,
we
integrate
to
V:
(_
(x
alx )
(_"
+ al_ )
(_"
al_ )
a3x
alx )
a2(x)
0,
or
d(x"
+
dt
alx )
(_
al_ )
(
alx )
a3
al
(x"
al_)
a2(x ) x)
a3
_
(alx
_)
O,
where
dE1 ala3 2
a3 (_) 2
[a3
(x" +
 ala2(x)
"T
a2(x)
_i
(x
] (_)2
(_) 2
alx)
a2 (x)
(a2(x)
a 1
_i_
x2
r
 25
Integrating
gives
2v = (_ +
al_)2
+ a_
(x
alx)
ala2(x)
required
conditions
for
asymptotic
_2(x)
(i)
ala2(x
a3
(2)
ala2(x
a3
>
(3)
a I > 0
Example
I0,
Let
and
x _
a3
>
stability
>
are
x_0,
0.
[4]
us
consider
mere
B.
x
where
a 2 and
where
a I is
Thus,
we
st
al[x )
a3
are
a2
constants.
constant.
The
Also,
a 3
let us
multiplier
in
0_
say
this
that
case
al(_) = aI + /_(1)
a2
is
"_
a3
have
"x" (a 2
a3
(_)(a 2
x)
a3
x)
al(a 2
"x
(a2
a3
x)
a3
_)(a 2
_L
1
(a21
a3
x)
0,
or
I a2_/_
(_)2
2
ala3
(1)z
a3
x)2
2
+
Since
aI
aI
the
_2
 a3
a3
"x" =
(x _)
dt
aI
__
(_) 2 +
I_
a3
"x" +
(_)
a2(_)
(_)2
a_a3
, the
(x)2
a2 _
above
a3(_ )2
a3
(_)(_)2
equation
+ a3 H
(_)
_.
0.
becomes
x"
al
a2
(_)2
(a2x
a3
a2 _(_)(_)2.
x) 2 1
 26 Thus, define
V to be
and
2V =
[a 2
a__3
all
(_)2
a3
__al (al_
_)2
P
+
(a 3
a2
_)2
a3
(1)
dt.
L/
Therefore,
for
(i)
a2
(2)
a3
(3) _
(4)
Example
asymptotic
a3/al
>
0,
(x)
ii,
The
next
>
aI >
>
ala 2
stability,
require
0,
0,
we
if
a2
(x)
we
consider
0,
a
>
if
#0.
[_
case
"_
aI
is
+
a2
a3
(x) =
0,
oo
where
al,
Therefore
a2,
we
a3
are
constants.
The
multiplier
is
al
a2
aI
get:
(_. +
al
a3
_)(_.
aI
a3
_)
(x)
al
a2
al
(_)2
(x)
0,
or
__
dtd
112
(x
aI
_)2
a2/2
(_)2
"2'i_3
a a
(x) 2
//(x)
Ii
+ al/f(x) x
ala 2(_)
O,
 27
or
The
aI
Vfunction
is
then
chosen
a3
ala2(_)2
(x) x.
as
o2
2V
(_
alx) 2
aI
a3/al
(alx
_)2
(a 2
_ a3/al)
(x) dx,
where
V
Therefore,
the
conditions
(i)
aI
(2)
ala 2
(3)
(x)
(4)
Example
(ala 2  a3)
>
0,
a3
a3
(x) "x
12_
for
>
(_ )2
asymptotic
are:
0,
>
0,
d x
>
if
x #
al_
a2(x )
and
a 2 is
>
stability
O,
0.
_4]
Consider:
"x" +
where
9,
a I and
a2 was
a 3 are
constants
function
(_"
of
X.
The
a I _)(x"
a3
_
a3
a function
multiplier
alx)
aI
a2(x)(x)
is
of
a2(x)
0,
, while
alx
+
ala 3 x
a3
in
example
Thus
O,
or
1/2
+
_
a2
(a I _
(x)
"x
+
+
._)2
al
a2
aI a3
(_)
(i)2
x2
=
0,
dt
 (x)2 I
 28
or
1/2
+
Let
be
d_
i x
la2(x)
given
+_)2
a31al
al
a3
(x)2
(ala2(_)
2a 3
 a3)
(x)2
a3/a I
(_)2_
by
2
=
_ (ala2(_)
a3)
(x)
x) 2
where
2V
The
conditions
ala 2
(2)
aI
(3)
V_
>
_)2
asymptotic
(x)
O,
a3
>
0,
as
x2
a3/al
stability
 a3 > 0
=_
13 a
if
_2
(a I x
2(x)
considers
gain
and
consideration
are
0,
_2
_______
of
a third
a derivative
the
order
system
feedback
following
from
control
element.
The
equation
of
motion:
b3
theory
problem
"x" +
where
3b 4
bl,
b2,
approach
this
bI
equilibrium
Let
[LJ
2
c2
b3,
the
=
the
.2
x
b4
3
c2
reduces
has
to
We
wish
b3
the
3b 4
c2
of
the
0,
to study
"nmltiplier"
function
b4
the
or
the
stability
"integrating
used
in
analysis.
into
linear
and
x,
factor"
We
present
paragraphs.
of motion
+
.3
x
used
Liapunov
following
b I "x
c 2)
constants.
Ingwerson
the
equation
"_"
(b 2
c2 are
to generate
in
which
solution.
method
al
[_
Ingwerson
nonlinear
(alx
for
(i)
Example
(b 2
be
divided
+
b3
c2)
b3
nonlinear
parts:
 29 and
3
[Nj
b4
First
can
be
The
consider
_"
[L]
term
in
the
as
[Lj
linear
multiply
by X.
square
(b 2
brackets
The
0.
The
c2
first
) .
and
third
terms
of
b3 x
Therefore,
b3
and
c2)
is not
second
3c2
if we
definite
fourth
_erms
bl _2
and
thus
cannot
be used
of
ILl
can
be
integrated
b3
as
a
if
a multiplier:
d
d_
term
[Lj
_)
b3x2 ]
I bl_2
2
in
this
of
ILl
d
dt
bI
"'"
x _
combination
(blx
equation
d_
_
bracketed
3c 2
the
function.
is used
The
integrated
Liapunov
(x
....
expression
and _
is
also
(b2
semidefinite,
c2)
Thus,
_2
we
=
try
0.
a
namely,
x2
2
(b
b2 +
b3
....
x
+
..2
x
d(_)
dt
b 3 c2)
x
2
blb 3 x
2
bl(b 2
b3
2
bI
c2)
.2
x
Since
then
the
above
(b I x
Thus,
as
from
for
the
can
be written
"x)
[LJ
linear
for
the
above
equation.
VL
_2/2
a Liapunov
bI x
d
dt
q_b I x
(bl
b2
ILl =
b3
, we
and
bl
Its
VL
2
(b I
+
0
function.
Therefore
dt
(x) 2
as
equation,
candidate
d_Le
and
VL
b3)
c2
b2
b3
c2)x
the
_2
above
O.
bracketed
follows
term
automatically
are
b3
c2
/2
+
.2
2
derivative
2
bl b3
choose
time
b2
(b I
2
)x2/2
b3 x
0.
30
bl
and
VL
Consequently,
the
asymptotically
(i)
blb 2
(2)
blb 3
>
(3)
blb 3
(b 2
IN]
, of
(bl
conditions
b2
must
be
b3
c2
fulfilled
if
b3 )
the
linear
part
is
stable:
Ingwenson
bI
following
bBC 2)
applies
equation
to
b3
>
0,
0,
now
the
blb3C
EN]
2
3
the
of
and
>
0.
same
motion.
then
integrating
factor
Thus,
applying
after
integrating
by
parts,
to
the
the
nonlinear
the
part,
multiplier,
result
is
(blx
Let
b4
the
_)
x3
EN]
bracketed
_d
b I b4
term
be
b4c 2
x 4/4 ]
Vn
_3
b4(blC
Computing
b4c2
4
l)(3x
the
"_Vn
_x
we
see
that

of
Vn
is
Vn
is
monotonically
increasing
x.4
2 +
partial
and
in
,_
3c 2
c2b 4
x2
c_
_2)
only
at
derivatives,
_Vn
"_
and
'
x
and
is
zero
oB
0.
Thus,
Vn
Now
as
for
Liapunov
the
Vn
original
is
b 4
semidefinite
(blC 2
equation
of
in
i) (3x 2
motion,
x,
x,
3c_
ILl
and
EN]
V N,
function
V L
x.
The
c 22
0,
time
derivative
_2)
x. 2.
we
choose
_2
 31
or
2
V
blb 3
..2
x
2
x/2
bl
b4
b3
b4
x3 x
(b I
the
time
derivative
b2
c 2 b 3 ) x/2
/
3/2
c2
b4
x 2 _2
b4
bI _
c_
x"
xo3
3 4
b 4 c 2 x__ ,
4
where
.2
is
=
I bl
is
the
stable
system
and
Example
the
14
is
above
b2
(bl
c2
asymptotically
inequality
Third
a linear,
xi
to
equation
the
/to_
diX/dt
2x I
and
(a I x I
b3
b4
(3x
i)I
b3
b4
(3x2
stable
satisfied.
Order
Linear
timeinvariant,
i.
We
now
if
is
aI x I
where
i)
3c 2
c2
for:
Consider
(b I c 2
nonpositive
bl
Thus,
b2
apply
the
linear
part
3c2
is
c2
x 2) I
asymptotically
Case
third
a 2 x2
order
+
the various
system
a_ x 3
a4 x4
multipliers,
2xl,
0,
2x2,
and
2x3
integrate:
a2 x2
a3 x3
a 4 x 4 ) dt
0,
or
]
al
I1
where
[
Ik
_o t
x2
dr,
and
j
o< I
a2
a3
a4
a3
a 4
a4
>
0.
32
Thus, we have
al Ii
where x T =
The
(a I x I
ot
a2 x2
other
a3 x3
analogous
expressions
a 4 x 4 ) dt
are:
0,
2x 2
or
a 2 12
a 4 13
Ix T
xI
_Z
aI
a3
a4
a4
aI
al
a2
a4
and
2x 3
(al
Xl
a2 x 2
a3 x3
a4 x 4 )
dt
0,
or
t
 a I 12
a 3 13
[ x
T _3
xj
0<3
o
The
above
equations
aI
a 3
a2
al
can
be written
0
as
a matrix
equation
Ii
12
13
R(o)
(t)
 33 where
QT
Solving
for
[XT_ 1 x
Eli,
12,
'1
i2
Let
133
a2a 3
 ala4)
 ala 4
_3 x_.
Yields
a2a 3
al(a2a 3
vx t
, __ 12 x,w
and
choose
2
3
 ala 4
ala _
ala 4
a_
ala 2
as
a3a4
(R(o) Q(t))
follows:
s_3 x
t
31 i
32
33

3
aI
= xt
2
al
a2
2
aI
a 2
2
aI
a3
aI A
2
aI a2
2
aI
a4
2
0
aI
a4
aI a2 a4
where
=
is
positive
definite
(i)
aI
>
(2)
a2
a3
which
are
Example
the
now
0,
a3
if _3
>
0,
a I a4
is
a4
>
RouthHurwitz
15,
We
2
2x 3 .
positive
>
0,
a2
definite;
> 0
thus,
or
in
index
0,
conditions
for asymptotic
stability.
[5]
consider
a third
order
nonlinear
differential
g3
(_)
a2
aI x
0,
notation,
aI
required
lJO
the
xI
a2 x2
g3(x3)
x3
x4
0,
equation:
conditions
are
 34
where x0
_x
/dt i
Also,
we
assume
g3
(x3)
has
the
form
f =
we
(g3
a3)
x3
, where
a 3 is
a constant.
From
equation
(49)
and
example
14,
have:
,l
o
12
2a3
= 
_t
s2 x
,12
jot
2
x 3
1

(x3)
dt
XlX 3
f(x3)
x3x 2 dt
al _Jo
dt.
x2x 3 dt
Lt
f(x3)
x3
dt,
_=_{__
___] _,
_<x_
>x_x_
a<_ _Jo _<x_>
x__<,
AJo
o
where
Ii;
as
Si
thus,
and
we
are defined
will
a Liapunov
let C I
in
example
14.
= 0
and
C2
XT_2x
= C3
12
=
and
i in
13
are
equation
less
(52).
complicated
Hence,
we
function
V(t)
2a3
f(x3)
x2x 3
dt
_o t
x2
=XT s2
_J
f(x3)
x2
dx2'
where
from
the
The
= o
is
the
equation
conditions
for
for
(i)
aI
>
(2)
a2a 3
(3)
f(x3)
equilibrium
and
asymptotic
O,
 aI
=
12
a2
>
0,
solution.
from
equation
stability
a3
>
0,
0,
gB(x3)
The
 a3
>i" 0.
time
derivative
of
V is
obtained
(45):
which
are
derived
from
and
are
than
choose
 35 Example 16,
_]
"_ + g2(_)
+ gl(x)
= O.
we have
+ a2x2 + a3x3 + x4 = (a I
gl )
xI
+ (a2g2)
x2 + (a3  g3)
x3,
write 12 as
t
12
= 
s2 x
j 2a/
3
(gl
 al)
x I x 2 dt
fl
(g2
_2Ao3
2
x 2
 a2)
P
dt
"
2a3
(g3
(g3
a3)
x 3
dt
+
2_ /
(g2
a2)x2x 3 dt
V(t)
as
t
dt.
 2A
The
last
integral
can
be written
(gl
al)
XlX3
as
+
;
(gl"
al)XlX3
dt
(gl
al)XlX2/
where
gl
FdglL_
I
Xl
o
= O
is
taken
as
the
dt
Jo
t
2
a3)x2x3
equilibrium
solution.
We
now
choose
 36 
V(t)
= XTS_X
+ 2
(gl
al)
 a2)
(g2
a3
(g3
ox2[
or
from
the
V(t)
equation
=  It
for
12,
 2a__
3
A
_o t
we
al) xI dxl
a3) _
have
(g2
dt
x2
a2)
2
x3
dt
al)
x 2 dt.
_t
2 ]/dgl
Jo t_
Thus,
the
_(t)
time
=
Xl
derivative
 2x_
+ gl
of V(t)
 2a3 (g2
is
 a2)
xi_
" __2
(g3
 a3)
2
x 3
(g3
 a3)
2 Fdg
_dxl
Xl
gl
] x2,2
9
3g2
The
conditions
for
,
a2
 gl
asymptotic
(i)
aI
, a3
(2)
a2 a3
(3)
gl
al
(4)
aBg 2
 gl
 aI
'
>
stability
Xl[
are
0,
0,
g2
dg I
a2'
dgl
dx I
xI
g3
 a3
0.
>
O,
 2
x_
x2
dx2;
x t ___x
can
be
written
namely
_2
s*
where
s*
t  _ 
_
gl
2
a3
gl
Example
also
that
we
consider
addition
of
the
or
in
index
alXl
where
I
I
_2"
same
al,
be
positive
definite.
system
forcing
function,
g3
(_)
+ x4
as
in
example
p(t).
g2 (_)
15,
The
except
equation
g{_)
for
is
p(t),
notation
a 2 x2
a2,
a 3 are
12
a3 x3
(al
constants.
Again,
_xJt
o_
_xts2
2a_3
gl)
Xl
let us
(a 2
_g2)x2
consider
 2a3 _o t
(gl
the

(a 3
_g3)
formulation
for
al)
XlX 2
dt
x3
p(t),
12:
_
(g2
 a2)
dt
g2 p(t)
 a 2] _
I
I
(g3
I
I
dt
 a3)
I(g2
 a2)
a3
(g3
 a3)
x2
x3
dt
_t
i
E
a3
a3
nonlinear
a timevarying
_
a2
17 _
Now
the
requires
A
0
Stability
XlX 2
as
ala3
 al)
(gl
(gl
 al)
Xl
x3
dt
i
Z_ (g3
+
_
"a3)
t_A
a3
(g2  a2)
p2(t) dt
 38
If
there
then
exists
certain
(i)
g2
" a2
(2)
g3
 a3
(3)
1/4 _/K3_a31k_
the
>f
positive
K I, K 2 and
p2
can
(t)
be
dt
chosen
_ k I
as
4+
(gl
 al)
+/oxi
X
(g2
that
k3
function
K 3 such
k2
>f
Liapunov
constants
kI
" a2)
i__
A
a3
(g3
Xl
 a3)
;oE
gP_
dxl
a3
 a2
x2_x2
i
g3
3] p2(t)
dt_
 a
and
_(t) = 
__
x
was
same
derived
as
in
(i)
aI
(2)
gl
(3)
_i/_)
from
the
,
a2a3
p(t) ]2
g2  a2j
the
equation
previous
a2
"al'
for
g2
>
" a2
dgl
i/k3
For
a2a 3
 gl
(5)
a2a 3
 aI >
2a3
(g2
times
 a2)
notation
(x3
in
 g3
this
stability
we
a3
example
is
the
require:
0,
, g3
a3>/
/t
 (dgl/dxl)xl
0.
 a3)
asymptotic
(4)
(g_
12 (The
p2(t)
(a3/k2
x11
 _
examples.)
a3
 gl
_/ 0,
k3
dt
>
and
k I,
g2
 a2>f
k2
>
0,
 39
REFERENCES
(i)
(2)
(3)
Geiss,
G. and Reiss,
R., "On the Construction
Integration
by Parts,"
Grumman
Aircraft
Eng.
Note RN149,
1962.
Geiss,
G. and Reiss,
R.,
IEEE Trans.
on Automatic
"On the
Control,
Geiss,
and
G.,
Liapanous
Rep. GRD
(4)
Harris,
Master's
(5)
Purl,
N.
"The
Analysis
Design
Direct
Method,"
Grumman
121, p. 77, 103107,
pp.
Puri,
J.J._:)LL
AIEE
(7)
N.
and
N.,
"On
the
Global
Aircraft
205220,
Stability
N.
tJJ__,.L_J.
Trans.,
and
Weygandt,
J.JJLL_C;LJ.
JACC,
_)
I.._ILL_
Stanford
Ingwerson,
D.R.,
"A Problem
of the Equation
of Motion,"
Second
Metho_______d,
U. of Mich.
of
at Dubrovnik
C, N.,
V.JC_L
U.,
t._LLLULIJ,
June,
Systems
Research
to PhaseSpace
of Penna.,
1963
a Class
of
 IFAC
Sym.
t..C_L.L
Dept.
Time
Sensitivity
of Quadratic
rI1J. J.C_LL_J.
via
Stability,"
Nonlinear
on
Using
Functions,"
382383,
Oct.
Control
Eng. Corp.,
1964.
"Calculation
J._._JLLLL
of Liapunov
No. 4, pp.
Nonlinear
S., "Application
of Routh
Criterion
Thesis,
Moore School
of E. E., U.
Varying
Systems,"
presented
Analysis,
Sept.
5, 1964.
(6)
Construction
Vol. AC8,
of Liapunov
Functions
Corp.,
Research
Dept.
VJILLC_LJ._LL,7....
_4
Moments
of
1964.
in Stability
Analysis
by Direct
Manipulation
Pro____
E.
of Workshop
Session
in Lyapunov's
Press,
pp. 149171,
1962.
1963.
ISECTION
THE
Prepared
by:
R.
To
L. Drake
Gifford
VARIABLE
FIVE [
GRADIENT
METHOD
THE
VARIABLE
GRADIENT
METHOD
SUMMARY
In
tions
this
section
the
is discussed.
compendium
of
variable
gradient
Modifications
second,
third
Schultz
and
and
technique
of this
fourth
method
order
of
are
examples
generating
also
is
Liapunov
considered.
given
at
the
funclarge
end
of
the
section.
INTRODUCTION
In
1962,
gation,
work
[I]*
concerning
stable
also
procedure
line
The
idea
the
existence
systems.
exists.
If
If
is
to
Gibson
published
behind
their
choose
the
then
form
of
we
based
on
for
be
the
certain
assume
can
variable
of Schultz's
results
investi
of
Massera's
asymptotically
tha_iits_
determined.
_radient,
thesis
gradient,_,
Therefore,
V__V, such
that
their
the
integral
independent
condition@
of
of
the
essentially
described
in
this
path
definiteness
functions
by
and V
the
v(_x)
is
then
is
functions
exists,
known,
results
procedure
of Liapunov
a Vfunction
___V is
the
are
_j
th
n
integration
and
begins
section
method
of
of
dx
and
such
closedness.
in
the
this
order,
vv
This
middle
report.
nonlinear,
of
The
method
systems
and
of
Ingwerson's
autonomous
= f
that
satisfy
generating
procedure,
which
systems
will
the
Liapunov
which
be
described
proper
is
analyzed
by:
(X) ,
(1)
f(o) o.
The
discussion
such
as,
In
*
of
The
the
of
the
references
reference
numbers
section.
in
variable
gradient
[i] through
[7].
[8].u___ri
the
square
begins
his
brackets,[],
method
analysis
refer
is
presented
by
choosin_
to
the
in many
a simpler
references
at
references;.
form
the
for_____
end
matrix algebra to a greater extent than Schultz and Gibson. The disadvantage
of Puri's
simplification
Ku and Puri,
their
is that it
[9_ and _
is not as versatile
as the original
method.
gradient technique.
In
quadratic form
for V; namely,
vxTS
The
matrix
The
elements
is
symmetric
of S
are
and
chosen
the
such
elements
are
that
B matrix
the
(2)
x.
functions
of
the
state
variables.
in
(3)
is
a form
in
the
form
which
is very
variable
the
nearly
gradient
following
that
method.
equation
of
the
matrices
Combining
equations
negative
semidefinite
properties
Liapunov
and
and
satisfied.
matrix.
conditions
of
the
reference
reference
, Puri
In
tions.
solution
T matrices.
thesis,
[9] to
being
stability
stability
S
the equilibrium
arrive
at
detailed
a more
by Schultz
(i)
and
and
(3),
Ku
Gibson
and
Puri
for V,
=_XTT
Therefore,
used
= O,
is positive
The
The
in
discussion
combines
systematic
in
along
equation
describe
(I)
from
of
some
approach
two
the
these
of
(4)
asymptotically
definite,
matrix
authors
system
is
with
(4)
is
properties
concepts
the
if T
certain
called
procedures
is
of
generation
is
closedness
the
to determine
imposed
procedures
the
for
stable
found
upon
in
references
of
Liapunov
the
the
Mekel's
[8]
and
func
 3 
In
the
examples
by
this
at
work
of
Ho,
procedure
which
generates
Liapunov
the
concept
The
common
where
the
This
choice
of
choice
tractable
than
the
end
the
functions
common
section,
linear,
the
timevarying
some
of
the
of
this
section
GIBSON,
We
analyze
of
equation
begins
v_!v =
with
(i).
the
a Vfunction
low
system
is
is
an
analyzed
of Mekel,
order
new
by
certain
method
generalizing
form,
sets
positive
intersection
system.
_xT P
_,
of matrices.
definite
of
sets
examples,
due
is more
Vfunctions.
of
in
[_
properties
variable
of
This
arbitrary
finding
, considers
a quadratic
of
the
variableparameter
a sizable compendium
stability
choice
of
method.
linear,
which
choosing
[i] THROUGH
The
, and
of
intersection
methods
is
thesis
the
for
of determining
other
systems
function
the
gradient
nonlinear
than
problem
variable
upon
useful
AND
to
is
depends
is more
and
for
function
Narendra,
the
Liapunov
OF SCHULTE
want
to
and
to
Ph.D.
functions
part
similar
the
= O,
of
Goldwyn
of P
of V
form;
WORK
is
Liapunov
quadratic
a large
end
method.
The
At
the
gradient
a certain
of
the
equilibrium
technique
form
of
for V V,
solution,
generating
Liapunov
namely,
all
a12
al,ni
aln
a21
a22
a2,ni
a2n
Bx
(5)
anl, i
an.l, 2
....
an_l,n_
anl
an2
an,n_ I
anl,n
Xn I
ann
xn
4The
elements
in
B have
the
following
_ij
form:
bij
cij(Xl,
x2,
"'''
Xnl)'
(i # j)
b ij
(6)
= constants,
for
i,
I,
2,
...,
n,
and
The
state
variable,
appears
linearly
have
x_
appearing
V V's
form
xn
in
aii
for
i = j =
ann
, is
the
bii
cii(x i),
i, 2,
...,
(7)
nl,
2.
treated
equations
as
of
a special
control
case
because
theory.
Thus,
x n usually
if
ann
2, we
Also,
in
the
is chosen,
from
equation
Vfunction
then
(5)
as
can
be
and
the
line
, with
obtained
from
determine
know
if
calculus,
we
satisfies
the n(nl)/2
the
that
'independence
the
integral
curl
equations
(i),
Once
(3),
and
(5).
(s)
_.
ox
can
coefficient.
integral
we
a unit
in
of
(8)
dx
path"
is
restriction
independent
is
of
imposed.
path
From
if V V
equations:
j
_xj
where
__V)i
to
choose
and
(7)
the
such
th
i
is the
constants,
that
is
component
bij
of V V.
, and
a Liapunov
the
The
object
functions,
function
(9)
"_x i
with
of
cij
the
this
, in
desired
procedure
equations
properties.
is
(5),
(6),
 5 The following
the variable
gradient technique.
l)
Choose
2)
Compute
certain
quantities,
3)
VV
as
=
in
(W)T
(5),
_).
By
make
a trialanderror
Apply
n(nl)/2
the
remaining
4)
Recheck
5)
Determine
path,
to
V
the
see
by
xI
the
it
again
Vlfunction
Vl
where
f_
is
and
cij's
semidefinite.
to
(This
be
is
procedure).
equations,
line
(9),
to V V
_V
Since
dx I
negative
integral
r_ost or:_enient
in
the
to
determine
the
method
of
_VX_z+
= 0)
(X3<..._
closedness
of
V;
evaluation
is
is,
find
is
xn=0)
that
and
integral
4x
_x2
semidefinite.
(8)
line
:o
TXl
consider
has
the
equation
form
given
WV I =
where
bij's
the
of
independent
dx 3
_xV3
region
...
of
o_i
aV
dEn.
_xn
Ix4=...=Xn=0)
we
must
V_)
show
that
= _.
E_
WORK
We
(7).
the
negative
Lira
PURI'S
and
choosing
is still
stability.
(x2=...=Xn
Check
if
the
:o
curl
(6),
unknowns.
asymptotic
6)
equations
basically
of
sy_netric
and
bnn
(i).
equation
(i)
assumes
that
the
gradient
of
by
I.
 (VVl)T__= xTBTA_
in
Puri
(io)
Then,
is written
VI
= xTT
is
formed:
x,
as A_ _)x,
and
matrix
: B T A.
Since
VI
 6 J
is
expressed
an
equivalent
in a
"quadratic
trian_ ular
form",
the
matrix
function
can
be written
in
form:
tll
re
then
t12
t13
tl,n
t22
t23
t2,n
t33
t3,n
(f2)

rr
number
of
unknown
independent
relationships
elements
in T e, except
have
the
required
our
choice
We
next
It
is
curl
which
Then,
"checks
out",
function,
V.
WORK
the
of B
diagnonal
to
see
of B
step
is
VV
examples,
PURI_
may
to
as
have
curl
cause
to
be
the
of
are
the
matrix
the
may
the
Puri's
[9] and
elements,
recheck
in
elements
involving
if
tnn
wn
the
nonzero,
modification
integrate
AND
the
relationships
synlnetry
next
involving
of T e is
Puri's
In the
OF KU
of
elements
the
we
of
element
point
equations,
one
number
the
this
formed.
THE
of
check
at
B_.
set
be
equations,
In
and
made
modification
are
a new
to
obtain
will
be
amply
and
we
by
semidefinite.
order
method
the
zero,
of B;
semidefiniteness
previous
all
to
(9),
trouble
altered
If
equal
elements
T e can
am
satisfied.
to
check
the
Vfunction
of
T e.
the
If
final
this
Liapunov
illustrated.
_d
th
Ku
order,
and
Puri
consider
autonomous
system
the
stability
described
of
the
equilibrium
(n)
(i)
the
is
a's
defined
are
as
functions
the
ith
of
the
of
a n
by
where
solution
variables
derivative
of
x,
x with
an x
(nl)
....+ alx
x "I'(
_ ,.,.,
respect
(13)
= 0,
(ni)
x
to
t.
The
symbol
In
the
usual
 7 matrix formulation,
as
__ A(x)x =
where
= x,
xI
x2
= x (I)
, x3 =
x (2),.....,
xn
A x,
(14)
= x (nl)
, and
(15)
A
m
a I
a 2
a 3
a 4
_T+ _
assu_=_,,,_+h=e_.._
.........
eh_ coordinate
0.
The
form
of
the
Liapunov
....
an_ I a n
system, is
function
such
are
is
obtained
It
is
of
the
for
from
this
report.
shortly
of
a symmetric
his
reason
An
In Mekel's
function
authors'
that
example
experience
we
place
of
the _matrix
thesis
Ku's,
take
The
with
the
used
, a slightly
equilibrium
is
assumed
solution
is
to be
_,
(16)
type
Puri's,
of
elements
variable
and
by
Ku
and
in matrix
gradient
Mekel's
different
on
the
the
time
derivative
of
V related
work
Purl
form
in
will
of _
technique
be
this
section
given
is used
in
most
to
the
system
in
(14)
assumed
is
form
:
where
(14)
= _xT S
of _.
the
examples
Similarly,
to
the
matrix
that
for equation
V
where
is
a matrix
= O,
we
require
function
that
be
to
be
determined.
positive
definite
T x,
For
and
the
T
be
(17)
asymptotic
negative
stability
semisefinite,
of
8
+[)
for V.
The
first
formulation
is
x,
(18)
x=_XTTlX,
where
TI
The
second
formulation
of V
is derived
=
(VV)T_
by
=
= AT S + S
first
_T
A + S
computingVV
(_T A)
(19)
= B _
_T
_2
and
then
forming
_,
(20)
where
T2
The
matrices
case,
As
we
give
the
will
_I
elements
show
identical
The
autonomous
and
form
_2
of T,
later,
V and
of
must
kll
negative
, must
_
0,
Tij
Tji
in
reference
Mekel
for
=
(21)
semidefinite.
satisfy
Tii
B_TA_.
the
To
following
insure
that
this
is
the
conditions:
i = 1,2,...,n,
0,
for
j and
verifies
i,j
that
the
[9_
, for
1,2,...,n.
above
(22)
formulations
V.
the S
system
Tij
be
matrix
used
by
Ku
and
Purl,
k13
in
fourth
order,
is
YII
2
Xl
k12
f12
Y22
f13
k14
f14
(23)
S
+
k12
k13
k13
fi___22
2x I
k22
f13
2x I
k23
fl_
2x I
k2.4
x_
k23
k33
k24
+ Y33
k34
2
x3
k34
Y44 + k+i
2
x4
9
where
[ii
is
an
even
function
defined
by
(24)
Yii
=
xi
yi(xi)
dxi
i =
1,2,3,4.
Since
[ii
is
kij's
are
constants
The
Yi,
kij
in
equation
by
Schultz
In
and
are
by
chosen
is
and
such
derived
that
Yi
is
the
an odd
fli'S
V is
function
are
unknown
a Liapunov
from
(23) has
a form
the
equivalence
of
of
x i.
The
functions
function.
nearly
The
like
those
of
B
x I,
matrix
considered
discussion,
examples
of
the
two
formulations
for
Mekel.
formulations
for
illustrated
the
obtaining
by
first
a third
the E1
the
order
matrix
time
derivative
nonlinear
is derived
of V,
system
and
in
with
the
as
described
three
non
second
Formulation
The
nonlinear
equation
..
x
The
then
determined
considering
In
formulation
x i,
now
linearities.
First
which
of
Gibson.
'S WORK
above,
be
are
following
two
function
to
fli
(21)
the
The
even
and
is presented
MEKEL
an
matrix
in
is
3 +
equation
(15)
(x, _)
given
by
= f(x I ),
= g
(x2)
g(_) +
f(x) =
o.
(25)
becomes
0
_x
where
]..
and
g/x 2
/=
/(Xl_2).
(a 3
The
matrix
(26)
+ _)
in
equation
(16)
is
 i0 kll
Y1
k13
+ Y
k12
fl/x I
k22
Y2
(27)
2
xI
S
k12
fl/x I
k13
where
the
kij
These
constants
Since
is
s are
and
constants
and
Yi
functions
are
to
a "quadratic
an
equivalent
we
have:
form",
T I defined
by
the
the
k23
k23
= Yi(xi),
be
determined
matrix
TI
expression
fl
(2
= fl(Xl)
such
in
that
equation
and
V
(19)
+ S_).
is
= Y(Xl,
x2).
a Liapunov
can
Thus,
be
function.
replaced
from
(26)
by
and
(27)
./i!:;!!_
k13
kll
f/x I
+ YI
+ Y
k13
2
xI
k23
k12
f/x I
k13
fl
fl
_ii
k22
Y2
k23
(a 3
klB(a3
+ #)
x2
k23
xI
f/x I
k12
x2
g/x 2
+ Y _ k33(a3
2
x2
+_)
_)
and
t
Y1
' x2
2(YI
+Y
2
xl
S
fl'/
Y)
3
xl
fl/
xI
x2
l/x
I  fl/x x2
Y2'
2 x2
Xl_
x3
II i
Y)
x3
is
defined
as d___ or
dx I
have
2(Y2
lI
where
we
an
equivalent
form
for
d___.
dx 2
_S"
Again,
because
is written
in
quadratic
form,
..
"
ii
i/x I
BY
Y_/2x
f_/
_
"
YI
Y2
Se

Y_
equations
(28)
and

(30)
k13
f/x
we
1
X2
/2x2
form
kll
(30)
+ Y
I/x2
i
Combining
fl/x
an equivalent
+
/=...._
xl _xl
TI
_
"
k12
_,
i _.
fl
.._
k13(a3
Applying
conditions
determined.
Thus,
k13
If
is
TI3
we
to
equation
(31),
the
unknown
terms
of
_1
can
be
(32)
0.
to
= a3
T31
let
constrained
k23
For
(22)
+/)
xI
be
a positive
function,
then
element
T33
0 when
(33)
= O,
k12
= 0
fl
(34)
and
For
T23
7 f
T32
0,
k22
a2
(Xl).
(35)
(36)
,
(37)
_Y22
_.x2 
and
_y
"x),
g_ 2
(38)
+ _).
 12
From (37) and (38), we have by integration
Y2 = 2 I x2 g(x 2)
dx2 = 2G(x2) ,
(39)
(Xl, x2)
(40)
and
For TI2
= a3
X2x2
dx2.
+ T21 = 0,
kll
= 0,
(41)
and
%YI = 2a3
_xl
Integrating
f(xl).
(42)
= 2a3 _oxl
f(xl)
dxl
(43)
= 2a3 F(xl)"
i
x_
Therefore,
an
BY
a3
_x_ = x_
equivalent
f_Ix2
matrix
for
x2
_ (Xl,X2)
ax I
TI _
can
a3
x2
dx 2
be written
as:
# (Xl,X2)
X
Xl
Jo
a3
_x2
_Xl
g(X2)
x2
f'
(45)
(xl)
[
0
/(Xl,X
2)
 13
where
=_XTTX.
Matrix
S_ in
YI
equation
(27) becomes
Y
2
f(xl)/xl
xI
S
u
a2
3
__
f(xl)/xl
+ Y2
+ Y
2
a3
(46)
a3
where
V
Y2'
and
= x T _ x,
YI'
we
are
defined
by
(39),
(40),
and
= 2a3
respectively.
Since
have
x2
O
V
(43)
F(xl)
f(xl)
x2
2G(x2)
+ 2a3/
(Xl,X2)
x21x 2
(47)
From
(a 3
x2
(45),
we
have
V" =  2
For
x 3)
the
time
_a3 g(x2)/x2
a3
x2
> 0,
 f'(xl)
"aXl
_o x2
we
derivative
require
of V,
x 2
x2)]
J
X2d
 2
(Xl,X2)
x 3
2 +
(48)
x2.
that
(Xl)
>
or
xlf(Xl)
>
0,
(49)
(x2)
>
or
X2g(X 2)
>
0,
(50)
2f(xl)
2a 3 F(Xl)
x2
2G(x2)
>
0,
(51)
and
(Xl,
For
O,
x 2)
we
(52)
>I 0.
require
that
(53)
_a3
g(x2)/x2
f'(xl) 3
2
(Xl,x2) x 3 >I
>
> o,
(54)
 14and
x 2
a3
As
long
give
as
the
Second
x2 _o
the
/_xI
(Xl'X2)
closedness
conditions
x2,c[ x2 <
properties
required
are
for
satisfied,
asymptotic
equations
(49)
to
(55)
stability.
Formulation
Using
the
Partial
_ matrix
kll
in
Xl 2
(27),
YI
2k13
XlX 3
2
x3
differentiation
_V
of V
2kllX I
2k13
we
can
write
2 k12
+ k22
x22
=_x T _ _
XlX 2
+ Y2
2f I x 2
_+ 2 _k_3 m2x3
gives
dYl
dxl
3,
xI
the
+
following
_Y
_Xl
components
2k12x2
_V
=
express
2k12
2k23
x3,
2k13
xI
the
(56)
for _V:
2 dfl
dxl
dY2
_x 2
now
as
2Y.
_Xl
If we
(55)
2f I
gradient
2k22
x2
2k23
x2
of V
in matrix
x2
(57)
dY___
+ dx2
dx2
(58)
(59)
2x 3.
form,
we
have
k,,* Yl
_V
=2
k12
i___
%y
Xl ax7
fl/xl
k22
k12
+ Y2'
2x2
k13
fl'
bY
x2
_Xl
k23
k13
xl
k23
x2
x3
(6O)
 15
Combining
equations
k13
T
(21),
f/x I
kll
(26),
+ YI
2x I
and
(60)
i
xI
gives
_Y
%x I
"
kl3_/x
ikl2
=2
+ /)
2
(61)
k23
k12
flx I
fl'
k23
k22
g/x 2
2x 2
 f/x I
k13
Applying
conditions
(22)
elements
of
the
 g/x 2
to
k23
equation
T2matrix.
As
in
(61)
the
first
KI3
and
then
proceed
matrix
as
given
formulation
and
consider
(31)
in
the
fact,
Mekel
lead
to
in
the
in
the
and
two
also
of
nomous,
where
this
is
equilibrium
function
same
at
not
the
we
arrive
also
for
be
end
in
that
of
same
the
the
a fourth
this
at
as
+/)
unknown
start
with
(62)
= xT
and
order
the
simplified
by
is
seen
x.
second
the
if
first
we
and
formulations
system
but
same
Actually,
matrices
here,
the
obtained
same.
first
+/)
= a3,
form_
the
repeated
if we
k23
the
(a 3
to determine
> 0,
quadratic
conditions
examples
we
the
material
will
only
system
same
solution
is
the
will
are
difference
reference
work
V are
conditions
give
stability
0,
and
formulation,
as before,
little
us
k23(a 3
with
it will
three
occur
in
section,
nonlinear
Hence,
very
in
This
discussions,
(61)
fashion
stability
shows
same
compendium
Since
(45),
matrices
nonlinearities.
the
a similar
allows
BY
x2h ax2
is
practically
briefly
given
the
outline
same
as
given
in
the
previous
Consider
the procedure.
the
nonauto
by
form
as
given
of
(63)
is
in
taken
:A
(15)
but
as _
_,t)
now
= _.
_,
a i = ai_
The
choice
(63)
, t).
for
The
a Liapunov
 16 v =_XTS
where
The
is
time
=
where
synmuetric
derivative
_T_A
 BTA
and
the
Sii
Snn
Sij
of V
is
S_
and
elements
t)
(64)
are
fiir (xi)
2
xi
, i
1,2,...
,nl,
(65)
i,
fii
_XT SI
__)T
(xi,t)
xi
_xT
_T
XTBT"
The
j;
i)j = 1,2,...,
S_) x
_B matrix
_XTT
x,
in
_)T
is
(66)
of
the
form:
f'll/xl
2 f'12
2fl,ni
f'22/x 2
2f2 ,ni
f'in
2f 12/x I
2 f'2n
B
m
2f13/x I
(67)
2f23/x 2
2 f'nl,n
2_in/x I
The
arbitrary
the
conditions
2_2n/x 2
functions,
fij'
are
Tii
Thus,
conditions
and
from
is negative
are
those
then
chosen
and
such
that
Tij
semidefinite
and
the
obtained
the
requirement
conditions
from
imposed
by
elements,
Tji
elements
equation
of S
that
(68).
of
satisfy
(68)
0.
are
Tij,
be
known.
positive
The
stability
definite
 17 
systems=
=
(a),
(o)
_,
(.q)= g
where
is
systems
any
have
asymptotic
The
of
is
the
results
were
the
variable
K2
...,
for
certain
All
Km
by
the
to
Also,
(ASL);
analyze
system
are
of
these
such
that
and
that
the
solution
the
is,
are
that
authors
_(t)_O
nonlinear
which
linear,
analyze
only
as
systems
derived
generalized
in order
_A
In
(_)
x._
of
system
parameters.
the
equations
problems
= _
the
above
considered
t_e_for
are
for
matrix
_.
= A
any C.
generated
various
types
(KI,
obtained.
system.
was
to
defined
, Km)
results,
The
Also,
applicable
K2,...
these
_V = XT
is positive
We
be
was
a nonlinear
for
_,
in
linear,
where
Liapunov
functions
generated.
that
The
to
, a CLF
Using
were
system
feedback
form_
assume
method.
the
feedback
a nonlinear,
system
gradient
given
to
nonlinear
variable
obtain
large,
equilibrium
= _.
(CLF),
was
form__
parameter
to
functions,
used
concept
the
K I,
the
then
CLF
of
matrix
the
only
systems.
nonfeedback
system
The
solution,
used
Liapunov
linear,
_,
in
functions
common
linear
vector.
null
stability
Liapunov
from
initial
(69)
is known
definite.
difference
now
Qx
here
present
This
being
the
and
we
is
the
the
various
search
for
approach
technique
problems
of
used
considered
authors,
Let's
is defined
consider
the
feedback
problem.
The
linear
system
with
no
feedback
by
= A x
, A
constant;
(70)
(71)
(72)
Weassumethat both systems (70) and (71) are ASL. If a CLF for both (70) and
(71) exist,
The
(73)
time
derivative
of V
A_
x,_
QI
corresponding
to
is
(74)
V
where
QI
is
=_x T
IA__TP
positive
definite.
The
time
 _XT
derivative
of V
corresponding
to
(71)
is
P
=_x
Q2
+_XT
IA_
+ d
CT_
(75)
where
 Q2
Thus,
where
Q2
feedback
is positive
= _T
_"
QI
definite
Now
we
CT
xT
(76)
P.
if
introduce
the
Pd
following
_0
(77)
nonlinearity
into
the
system:
o
where
dT
= f(m),
As
a candidate
in
(73).
The
the system
for
time
the
equation
Liapunov
derivative
< 1
(78)
becomes
function
of
_< f(m) =u
=A
of
(79),
corresponding
= _T
(_
P +
we
(79)
consider
to
(79)
A)
is
+
2u
the
form
given
x
given
as
e
d.
(80)
 19
This
nonlinear
Thus,
if
feedback
system
there
exists
system
guarantees
systems.
the
can
a CLF
defined
ASL
With
analysis
is ASL
by
of
the
suitable
be used
since
for
from
(77),
u _xT
P d
systems
(78)
and
(70)
(79)
Namely,
restrictions
on
stability
studies
for
(78)
<
and
and
there
system.
_XT P
(71),
exists
the
same
the vector
of
(80)
d
then
have:
_<
O.
for
CLF
as
system
function
given
f
(81)
a nonlinear
a Liapunov
function,
the
we
for
_),
defined
which
the
linear
this
by
__ = f(_x) + d_ u.
Also,
nonlinear
in
reference
, the
CLF
concept
was
generalized
be
That
is,
analyzed.
for
We
the
begin
linear
this
analysis
by
necessary
matrix
and
there
sufficient
exists
condition
a positive
solution
of
(85),
given
if Re (AK(A_)
[_
the
(83)
a linear
system.
system
definite
and
A,
 constant,
is
matrix
= 
that
P such
C_AT
P+_P
for
(84)
any
positive
definite
that
A).
(85)
is
=
for ASL
R
The
that
_x
considering
= A x,
the
such
system
_x = A_.)
could
(82)
the distinct
eigenvalues of A_,
(86)
the
transformation
defined
,,..
by
 20
or
At
where
is defined
by
(84).
If
At
Re
(A))
<
0 for
all
K,
then
the
mapping
K
is unique.
Using
ASL
in
of
the
the
the
whole
space
Re
(ii)
The
this
nonempty
function
for
= xT
is a CLF
In
_
of
= A
the
_,
derived.
to
(88).
<
of
the
be
The
for
all
there
We
Ao.
let
the
xo
sets
and
[_o_
exists
xo
set
resulting
all
the
sufficient
conditions
be
fPo_
any
fixed
are
the
conditions
for
vector
Pls
for
ASL
are:
K.
empty.
is not
a_ix
P which
gives
namely
and
to)
_
system
be
intersection
Xo;
systems,
(xo)
by
(Ao)
all
_)
reference
intersection
=xTC_A T
Therefore,
can
define
defined
linear
(83)
and
to A o and
from
system
(i)
from
Liapunov
results
nonlinear
corresponding
Thus,
above
_P+eA( o)
is ASL
_
and
, the
the
(Xo)
authors
) x <0.
Liapunov
function
used
in
the
analysis
_"
considered
the
linear,
varying
parameter
system
=A
where
We
choose
;(x)
positive
Vfunction
parameter
K
the
 _xT
K.
A(K)
same
_
definite
form
_.
The
for
_
matrix
guarantees
K.
is
Since
to be
the
as
matrix
_
the
assumed
in
exists
asymptotic
depends
on
linearly
previous
satisfies
there
cases
a unique
is
also
xT
(85).
solution
of
(89)
dependent
equation
stability
K, P
(K) x ,
(89)
dependent
in
upon
P
_,
Since
of
parameter
K.
where
for
(85),
a given
upon
the
any
symmetric,
then
the
above
range
for
the
K through
equation
(85).
 21 6"'I
Defining
set
_P_
belonging
for
all
By
using
To
aid
First
to
in
range
CLF,
the
Order
The
set _P_
the
this
in
as above,
the
such
is
for
(89)
Q*
=
then
V*
systems
discussion,
system
that
K_K_K:
nonlinear
System_
CLF
we
is
defined
__AT
P*
= X
defined
consider
by
the
(73)
is
+
X
_P*
is
and
"if
there
A1
is
a CLF
replacing
first
K by
second
positive
over
K(x)
can
order
exists
definite
_<
be
examples
studied.
given
_
described
by
the
equation
=
where
P*
as:
a system
parameter.
The
Liapunov
axKx,
(90)
function
of
the
form
given
by
is
v
(ql
.... 2
_hen
= 2px
Equation
is
(90)
restricted
If we
then
is ASL
for
by
inequalities
the
_xKxJ
> a and
for
: 2p
>
(aK)
O.
CLF
x2
exists
 qx 2.
if
the
(92)
parameter
K >K
>a.
(93)
p = K
 a,
(94)
choose
satisfies
 a)
If
is
a CLF
for
the
system
in
(90)
where
K(x),
we
the
parameter
(93).
K is
now
replaced
by
a nonlinear
function
can
still
use
v = (Ka)x
V
as
a CLF,
provided_K
= Min
Kx I
(x)_a.
The
time
derivative
of
this
is
= 2
Therefore
the
nonlinear
(Ka)
(aK(x))
x2
<
0.
(95)
equation
= ax  K(x)
x,
(96)
 22
This
example
shows
how
a CLF
for
linear
system
can
be
used
where
K(Xl)
= b +
Xl
_2 =
 K
(97)
x2
f(xl).
(Xl)
In
xI
terms
ax 2
of
candidate
(98)
is_treated
for V
as
 a
a parameter
is given
by
and
= _xT P
the
_,
range
then
2 KPl 2
Q(K)
and
Pij
are
a P
for _(0);
the
interest
=  _xT

is
Pll
_,
+
_I O.
If
to be
the
where
aPl2
(99)
elements
namely,
we
KP22
of
Pll
P.
+ aPl2
If
there
aP22
exists
 2
a CLF,
PI2
then
there
corresponds
for
0
_(0)
of
KP22
For
(83),
K(Xl)
where
equation
aPl2
aPl2
positive
 Pll
semidefinite,
 Pil
(aP22
 P12)
must
select
we
(zoo)
aPl2
= Pll
Hence,
have
2 KPl 2
KP22
(ioi)
R(K) =
KP22
(aP22
 PI2)
 23
For
positive
definiteness
(i)
P12 >
(ii)
det
0,
of _(K)
aP22
Q(K)
 PI2
= q(K)
2
q(K)
Since
q(K)
Thus,
the
can
be
maximum
it is
>
2
P22
 K
negative,
>
necessary
that
0,
0,
+ 4KPI2
as seen
(aP22
by
(lO2)
 PI2 )"
(102)jthere
exists
a maximum
value
of
K.
is
(103)
and
a CLF
exists
for
all
in
the
interval
0 _
K _ K.
_Any
matrix
P which
satisfies
we
aPl 2 = Pll
can
choose
a CLF
be
proved
to
can
and
for
(102)
the
be ASL.
=_x T
is
range
This
positive
0
definite
K_,)_K,
choice
for
if
then
the
>
and
nonlinear
>
0.)
system
If
in
(97)
V is
a2
(104)
where
The
to
; by
= a
(103).
disadvantase
(97),
of
K(xl)
corrected
if
PII
from
in
(99)
q(K)
Q(O)
>
for
all
the
above
constant,
procedure
there
in P is written
and
K
the
is
an upper
as Pll
conditions
0.
Now,
is that
bound
= c + vK,
(102),
if we
for
we
further
the
on
linear
K,
where
have
that
choose
<
problem
given
c and
by
corresponding
(103).
are
constants.
c = aP]2, v = P22
[P22
This
2]andlPl2
can
be
Thus
and
= a], then
P becomes
az
2K
(105)
P
a
Therefore,
_=f/(K)
and
_=P(K)
are
both
positive
definite
for
all
>
O.
Thus,
a
x+2Kx
v(_x)=_x
T
2
(106)
where
of
Po
the
For
term
_xT
is
a constant
CLF
2KX_
in
P_o
(104)
nonlinear
is
Thus,
for
V(x)
the
matrix
independent
of
the
systems,
an
idea
(u)
Po
of
added
due
K.
term
Equation
(106)
is
a modification
2Kx_.
to Cartwright
is
applied,
in
that
the
by
(107)
d u
nonlinear
= _xT
2 K_ 2
because
replaced
/o
x +
system
in
u K
_o xl
(97)
(u)
the
modified
CLF
is:
(108)
and
(109)
R (K)
where
2aK (x,)
0
This
Liapunov
2a
function
in
(108)
proves
that
(97)
is ASL
if
KW,) >0
Generalization
The
KI,
above
Liapunov
results
K
function
For
are
the
generalized
linear
to
system,
a system
the
with
form
of
several
the
parameters
candidate
for
the
is
V_
= x T Po
+ _
i=l
V i K i xi
(llO)
 25
where
For
P__qo
is
independent
nonlinear
V(x)
of
systems,
= x
Po
if
the
Ki's)and
K i = Ki(xi)
Vi's
are
2 _,
i=l
constants
, the Liapunov
m /i
Vi
Ki
(u)
(i = i,
function
may
be
2,...m,
,< n).
modified
to
udu.
(iii)
The
time
Since
derivative
of V
V_)
in
(iii)
V(_x)
>/
can
Pox
gives
be
identical
bounded
m
_
Vi
ii
in
Ki*
forms
the
for
following
in both
(ii0)
and
(iii).
way
2
i,
(112)
where
xi
Ki*
MAX
MIN
(x
(xi)_
,
,
Vi
Vi
<
>
(113)
0
0
xi
then
all
V(x)
in
K i such
(iii)
is
positive
//x//
#
0)
if V(_)
in
(ii0)
is
positive
for
that
(114)
xi
Summary:
The
results
Consider
parameters
the
KI,
__ _Ki _%,
solution
of
AT
If
a_
of
then
the
_Ican
last
few
differential
K 2 ..... , K m.
V
= xT
equation
If
paragraphs
the
may
x = A
solution
(KI,...,K
m)
be
_
of
summarized
which
the
depends
system
is
as
follows:
linearly
stable
is
a Liapunov
function
=  _
(KI,'''Km)
on
the
for
if P
is
the
equation
(KI,...,Km)
>
the
be
_ + _ A
selected
(KI,''',Km)
such
that
is independent
of
the
(115)
Ki's,
V(_)
= _T
_ _
Ki = Ki (5) _The trouble is that such CLF's are not easy to get.) If
system is such that Ki = Ki
(iii)
can be obtained.
the nonlinear
0)
if MAX Ki(xi
= Ki and MIN
Ki(xi)
= Ki as can be seen from (112) and
xi
xi
)
(113). Thus, the method considered by the authors in the above discussion is one
in which
which
the
the
nonlinear
stability
problem
conditions
is
are
related
known.
to
the
corresponding
linear
problem
for
 27
COMPENDIUM
The
Gibson,
(I)
following
set
examples
were
taken
EXAMPLES
from
the
paper
of
Schultz
and
B]
Second
Order
Xl
System
 x2
"_'2 =  x 2
The
of
OF
gradient
is
 x 3i"
assumed
to
be
o_ii
<12
V_!v =
where
the o<'s
are
constants
or
functions
of
x.
_'ll
_21
<12
The
time
derivative
becomes
x
o<21X,_
+_122)
:We
now
let
(_ii
+<0if
_21
 2x2
I/ _xH#0.
=_21
x2_+
) = 0,_12
And,
the
= i andS21>
gradient
becomes
2
2 xI
V_XV2
The
curl
equations
_V
%Xl
give
==4
21
the
xI
_2x
_2v
_=
_2v
_x2aXl
relationships:
xI
_x2
following
i,
=<21.
2x2,
x2
_
0.
_x_)x_x_
Thus,
 28
Thus,
we
let
_21
=f
VV
i.
dx
xl/2
The
7o
Xl
b2
resulting
(x I +
and
2x I
3 ) dx I
are:
+7
(x I +
2x 2)
dx 2,
XlX2
4.J 2
x_
2,
+ 1,,2 Ixt
+ x2_],
can
see
Ixu
that
is
positive
V
_
definite
_
and V
is negative
Therefore
the
definite.
system
is
Also,
globally
as
asyptotically
stable.
(2)
Second
Order
This
where
fl
chosen
system
f(xl)
is
described
Xl
= x2
x2
, f_
 x2
by
 flx2
df(Xl)/dx
 fl
XlX2
and
 _Xlfl'
_ constant.
The
gradient
is
to be
?V
The
System
time
derivative
of V
becomes
x 2
= x_x2
F_II  o_21
_21xlfl
+ _ [_
__ _
 _21fl  2
23
_ _,_x_
_x_ _,
flx2
x2fi]
ff
XlX 2
@x,
fl
I'
 29
We
now
fl
>
let
the
coefficient
for
all
zero,_12
gradient
fl
= 2,
and
_ > 0
becomes
Xlfl')
fl
=<21
Applying
the
curl
equations
to
___V gives
_x2_x I
Then,
if
c_21
= 2
, the
resulting
fx'Fx
2
+ Xlfl
and V
x2
functions
fl
+_Xlfl

are
dXl
r [x
2
i +
,U
o
xI
dx I
xlf
_o xl
The
Vfunction
system
I
I
The
=<21( I +
I
I
x I.
XlX 2 be
_V
I
I
of
is
oo
globally
fl
fl
(Xl)
as
asymptotically
xlf I'
dxl,
stable
f(xl)
f(xl) >
_//_______
when
xlf'(xl)
0,
_>0.
(3)
General
This
Second
Order
system
is
Equation
given
a(x,x)
by
x
b(x)
O,
O,
o_
and
the
dx2F,
solution
is at
x = x
exist
= 0
If x I
= x
and
 2 ax
2
2
values and
x2 =
equations become
= x2 ,
x2
_ a(x l,x 2)
b(Xl) Xl
x2
VV
21
The
time
derivative
of
x2
is
C_21
=
xt
2
_12
Let
=<ii
ii"
a_21
VV
2b
a_21
 2b
, 512
XlX2
521
+412
_v
%x I
= 2b(xl)
2b
2v
_Xl_X2
= _2v
&x2_xl
Xl
0.
Thus,

and
2
 b_21x I
fXl
b(x I) XldX I
b(x I) XldX I
_O
and we have
x2 2x 21x2,
f xl
x 2
2,
and
2
=  2e(xi,x2)x 2
The
system
is
globally
b(Xl)
>
_o xl
b(xl )
a(x I x2)
(4)
Third
Order
The
After
the
asymptotically
for
all
for
for
the
if
Xl,
x I dXl_
stable
all
as
=_
x I and
xI _
c_
x2.
System
equations
Xl
= x2
x2
= x3
_3
usual
system
 3x3
2x2
choice
for W
are
 3x2
x2
, the
"
time
Xl3
derivative
can
dll
d21
d31.
d12
d22
d32
d13
d23
be written
as
,_
(dll
d31
2
xI
3 d31
(d13
d22
 3d32
(d21
3d31
(d12
2
2d32 ) x 2
 2
@d32
 4  6x_
x_
) XlX 3
 3d32
x2
(XlX 2)
x3
)Xl
x2
x2 x3
(d23
6)
2
x3
 32
There
are
32
= O.
all
terms
equations
a large
To
number
of ways
eliminate
to
constrain
nonnegative
in V
containing
give
the
x2
are
x_
V.
 terms,
eliminated.
The
authors
initially
d12
must
zero.
This,
be
together
with
set
Then,
the
curl
following:
d21
= 0
d23
= 0
d12
ffiO,
d31 2x_
_ _ + _ x_ =_x_+_x_
The
resulting
__y_V becomes
5
6Xl
3
4x I
_V
corresponding
Thus,
A
similar
the
better
to
the
and
3
2x I
2x 3
are
___V dx
semidefinite
system
result
is
we
globally
xI
2x 2
2
= 3 and
asymptotically
if
d23
is not
is
(2x3_
_
i / x3
positive
stable
zero.
for
Applying
x2
3 '
_x//
for
= 3.
a procedure
have
6
=
for
is obtained
above,
x3
_o
x
_
<x_+ x_)
_ + x_ + _x_
=
is negative
Therefore,
4x 2
The
_6Xl
d23
d23
d23
(7/6
3
Xl
d23
x2
+ 2)
xI
3
2x I
x2
x3
2d23
d23x2x
XlX2
xi
x2
T
d23
XlX 3
I
 33
and
3
=  2
x6
(2
2
 x 3 (6  d23)
6
2
 "y
dz3)
d23
xI
x3
4
xI .
Let
(5)
d23
( _
definite
for
for
range
this
Another
3).
all
of
Third
Then
<
's.
Order
_
_
is negative
3
The
semidefinite
system_is
and
_ globally
is
positive
asymptotically
stable
System
The
describing
equations
of
the
system
are
ffi x2,
x2
x3,
=In
this
form
of
We
start
we
find
case
the
V which
the
 xix
authors
must
be
constrain
simplifie_
simplification
by
such
that
it
is
a function
of
The
x_
is
dli
d21
d31
xI
d12
d22
d32
x2
d_3
d23
d33
x3
letting
d31
O.
From
can
be
The
term
the
curl
equations
that
2
Terms
and
if
d23
d32
d31
12
involving
d21
d12
dictate
2x_
=
that
= 6Xl
XlX 2
,
.
(x I x2),(x 2 x3),and
18x_
3
36 x I
d12
x 2
must
(x I x3)
x 2
.
.
But,
actually
be
it
can
d12
be
=
shown
36x_
eliminated
involving
that
x_2
if
the
+
curl
6x_
_iI = 6x_
(x_)
(x9)
equations
, d22
vanishes
4
3
18xl
6Xl
3
36x I
x2
2
6x I
x2
2
2xl
Xl
2
6Xl
x2
x3
12XlX 2
2 2
_ . 6xI x2
Integrating
V__VVgives
= xI
=
Therefore,
as
The
In
this
x (n)
where
th
n
_
set
.
of
systems
an
order
equation
9x
x2 )2
system
the
(x 2
V
then
is
+ 6x I
3
Xl/2
positive
globally
obtained
the
2x
from
generalized
2
)
,...,
x (nl))
is
taken
be written
definite
and
"asymptotically
Schultz's
x3
V _
stable
paper_
RouthHurwitz
as
in
(nl)
= x "l'f
_
matrix
...
al
reference
conditions
form:
l
(_),
a 2
xL
x,
.
...,
.
Xn
(n_l)Fan
= x
(x,
= x (n'l)
ai
6
Xl /2"
a I
= ai
x2x 3
[5]
for
form
state
A
is
were
discusses
can
x_
semidefinite,
(x, x (I)
equilibrium
examples
of
the
x2
3x_
The
Schultz
2x
negative
paper
nonlinear
(x3
is
next
x (I)
= O.
,...,
The
x (n'l))
x=O,
 35
The
author
this
considers
paper
take
the
2nd
and
3rd
order
cases;
thus,
the
gradients
of
V used
in
forms
dll
(Xl)
d12
(xl)
d22
(x2)
dl2(Xl,
x2)
v_Xv =
d21(Xl)
and
dll
VV
(6)
General
Second
The
Order
system
(Xl)
d21(Xl,
x 2)
d22(x 2)
d31(Xl,
x 2)
d32(Xl,X
d13
d23(Xl,
2)
Xl
(Xl,X2)
x 2)
x2
d33(x 3)
x3
System
is described
by
"x
(x,x)
Bl(x)
B2(x )
O,
or
xI
A
B I B 2
The
time
Since
to
dll
derivative
d12
and
in
the
zero
=
originally
d22
d21
of
are
expression
B!B2
proposed,
x2
becomes
(dll
_
d12
2
x2
functions
for
To
satisfy
we
choose
Ad21
V.
of
d22
 d22
x I, it
is
Also
this
the
XlX 2
and
BI(_I)
+
2
xI
 BIB2d21
convenient
(x I x2)
equation
dll
2
x2
BIB 2)
term
the
and
to set
them
is eliminated
form
d22
of
equal
in V
_V
=
i /B2(x2).
if
 36
Thus,
BI
Xl
_V
0
"_2v/_xl_x2=
where
_2V/_x2_xl
I/B2
The
x2
resulting
and
are
Xl
V
BI(XI)
Xl
dxl
Ix2
X2d
x2
B 2 (,x2)
and
A xl, ix2
B2
For
global
i)
asymptotic
the
nonnull
2) v 3)
(Xl,
BI
linear
We
of
the
solutions
of
V m O must
given
as H_// _
>
>
for
all
xI
>
for
all
x2
(3)
are
the
same
under
for
all
"
system
not
the
be
following
solutions
of
x I and
as
x2
consider
a third
order,
the
RouthHurwitz
conditions
nonlinear
system
defined
by
"_ + A_ + B_ + Cx = o,
or
m
Xl
x2
C
B
A
x3
= A
_;
system.
now
conditions
x2)
(Xl)
conditions
stability
B 2 (x2)
The
(x2)
Xl
for
where
d33
order
(7)
&
(_i
(d12
 Bd32
= 2.
cd32
Ad31
" 2_
we
) XlX 2
XlX 3
) x22

consider
C = C(Xl)
coefficients
d32
symmetry;
=
resulting
of
and
 d31
(2A
(d13
C_
+ d22
Xl 2
several
 d32A
 2B)
x2x 3
 d23 ) x2
special
d23
= A.
d32
=
=
and
A2
V
cases
of
this
. _xT
 Bd31
d13
+ d22
d12
d12
in V
= d21
we
and
third
equal
to
O,
 2B
O,
curl
equations
d13.
For
will
+ B
d13
, dll
= B, d12
=
B2
=
+
d21
x_
AB,
AC.
 2C(x I) XlX 3
BC
then
convenience,
have
d31
zero:
0.
The
d31
set
Cd32
d32A
Bd32
constants.
are
are
=  BC(xI)
dll
be
Thus,
A,
(In_werson)
2
x2x 3 and x 2
XlX2,
d13
namely,
d Z_
The
 Bd31
Below,
B constants;
impose
let
(dll
example.
The
Let
we
 38
dx
_o x
x I _(Xl)
dxl
+
+
Thus,
These
(8)
A,
the
conditions
conditions
This
XlX 3
for
are
C constants;
give
+ Ax2x 3
global
2
x3
asymptotic
analogous
to
the
BXlX
x 2
stability
>
>
C(Xl)
>
AB
(Xl)
 C
0,
are
for
all
>
RouthHurwitz
0,
x I,
for
conditions
all
xI.
for
linear
systems.
B = B(x 2)
example
is
the Vfunction,
analyzed
V,
and
in
the
the
same
way
stability
as
example
(7).
requirements.
and
Thus,
V
we
will
are
and
V
= ACx
2CXlX 2
+ A2
x2 2
2Ax2x 3
x3 2
x2
+_f
B(x2)
x2dx 2.
o
The
stability
requirements
are
again
the
A
generalized
RouthHurwitz
conditions:
>0,
B(x2)
C
AB(x2)
>
0,
>
for
all
x2,
0,

>
O,
for
all
x 2.
only
 39
(9)
B and
C are
This
and
the
constants;
example
is
stability
= A(x2)
also
Very
(LaSalle)
similar
requirements
are
to (7)
given.
and (8)
and
and
thus,
C2/B
x2
2CXlX 2
V,
and
are
+ _BCI x2x 3
V
only
x2
+ Bx22
x 2
A(x2)
x zdx2'
and
Once
again
2x_/B
the
(A(x2)
stability
conditions
C)
are
the
A(x 2)
>
= constant,
One
of
Barbashin's
B = B(x),
the
most
>0,
>
, for
all
x2,
>
for
all
considered
by
conditions:
O,
x 2.
(Barbashin)
order
cases
Schultz
was
problem:
_" + A_
By
third
RouthHurwitz
O,
B  C
C = C(x)
general
A(x2)
(i0)
generalized
a procedure
similar
B(_)_
to
2A
example
_(Xl)
C(x) x =
0.
(7) we obtain
x I dx I
+ 2_(Xl)
X2d
+ 2_2x
the
XlX 2
following
+_2x
'_'_o
xl
x2
Jo
B(x2)
x2
2
x 3
and
V:
V,
 40
and
V
The
resulting
=  2x 2
stability
lAB(x2)
conditions
(1) A
2x2
dxl
xl
are
> 0,
B(x 2)
>
, for
all
x 2,
C(xl)
>
, for
all
Xl,
0,
for
AB(x2)
(2)
 C(Xl) _
>
 C(Xl)
dC(Xl)
Xl<.
all
x I and
x2,
0.
dx I
The
(2)
(ii)
condftions
represents
Third
Order
The
under
(i)
a saturating
are
type
the
of
generalized
RouthHurwitz
nonlinearity
found
in
conditions,
control
and
systems.
System
following
equations
describe
xI
x2
x2
x3
_3
xlg(Xl).
g(xl ) Xl
a motor
compensated
with
tachometer
dfdx I(xl)l
Jx 2
feedbacks:
Mx 3.
where
f(xl)
This
must
We
stability
consider
assume
the
a33
problem
_'s
equals
to
2.
XlX2(dll
x2x 3
is more
be made
Thus,
 dBiN
(d13
up
difficult
of
a constant
the
previous
term
and
 d32
 d32
M
 2N
gl )
2_ I' ) +
2
Xlx3(d21
2
x2
(d12
d31
 d32
M
N
 2_gl)
 d32fl'
)
d31
2
x 3
@glXl
(d23
problems.
a variable
becomes
 d31f _
d22
than
+
 2M),
We
term.
 41 where fl'
= df(xi)/dXl
First,
and gl
= g(xl)
Wenow simplify
V.
"
The results
of XlX2 by a
that V is easily
constrained in
therefore,
dll
+ d23 _ gl ;
= d31 (N + f l' )
V becomes
+
If
the following
substitutions
}  term
/23 = 2 (M@)
xlg I
x3
_3,
then V becomes
=
Thus,
is negative
semidefinite
if we
N
>
glXl
demand
0,
o <
g(xl)
>
that
>
M,
O,
for
all
x I.
solutions.
By line integration,
V is
determined to be
j
xI
(2N
d23
_)
g(_l)_l
d_i
f'(_l)_l
d_
d23N2x12+
_(Xl)
_d23
Xl_ 2
d23
NXlX 2
d23g(xl)
M23
xlx3
XlX2
+
The
The
as
the
set
in
the
first
be
positive
of
class
the
(12)
The
from
d23
this
nonlinear
defining
the
his
xlY
method.
V_
, we
Vfunction
conclusions
with
as
consider
our
_ _ _____
Duffing's
is
equation
is
equations
for _V
which
shown
to
as
analyzed
x21_
3
bx I
is
given
>
O.
by
all
dll(X I)
a21
d21(x I)
a12
lie
is globally
are
xI
by
defined
and
system
summarized
valid
slopes
Thus,
Therefore,
_o
are
positive
 plane.
are
method.
x2
choice
complicated
which
of
Equation
xI
The
very
2
x3
functions
Ingwerson's
[7]
x2x 3
for
whenever
Report,
gradient
quadrants
by
stable
x 2_2
functions
and third
definite
variable
Duffing's
of
continuous
Geiss'
2N
XlX 3
obtained
asymptotically
From
2 g(xl)
conclusions
Schultz.
dl2(Xl)
VV
x2
by
V_)T
"x
FromV V
(all
2
_(a1+ d21 ) x I
and
dll ) XlX 2

the
(a12
2XlX 2
defining
equations,
d12 ) x22
b (a21
d21)x_ 2bx_ x2
Thus,
and
is negative
a12
<
definite
The
O.
curl
if
equation
_2v
a12
a21
2 ,
dll
2
xI
= 2b
d12
d21
gives
_2v
_Xl_X2
Let
all
= 
_x2_xl
a12
, where
_>
= a21
<
.
Therefore,
and Vbecome
=
xI

_XlX
x2
and
is positive
When
I
since
the
the
= O,
(13)
, V
now
Second
in
Order
The
= constant
of
the
The
[i]
null
some
_radient
[8]
if
positive
consider
variable
Gibson
is
neighborhood
problem,
and
definite
_=
We
<_ _<
is
is
x2:,
x2
3
_ xI
and V
is
identically
analyzed
by
x2
example
will
by
of
not
indefinite
but
One
examples
_1
is
solUtion,
technique.
described
a trajectory
System
system
definite
examples
other
xtJ.
xI
be
the
the
unless
zero,
system.
asymptotically
Puri's
will
same
The
In
as
0.
fact,
system
is
method
a generalization
ones
stable
in
stable.
"shorthand"
be
considered
for
of
Barbashin's
by
Schultz
 44
or
0
2
x I
We
assume
a symmetric
form
for
xl
i
the
i
square
GII
x2
matrlx
in V V
GI2
G
_V
GI2
The
time
derivative
of V
_(___)T.....
=
XT(GT
A)
2
 Gl2x I
XTT
GII
 GI2
2
 xI
GI2
 i
2
Gl2x I
GII
 GI2
= x T
2
 xI
X
m
GI2
= 0
and
2
= xI .
GII
_V
where
_2V
_Xl_X 2
Then
GI2
V=
 x2 2.
is
_2V
positive
the
is
3
Xl
x2
By
line
integration
_x2_x I
oo
Therefore,
gradient
V
V
The
 i
2
xI
Thus,
is
Let
system
xl/4
definite_
and
is
V _
2//2
is negative
0
globally
is
semidefinite;
satisfied
asymptotically
only
by
stable.
as
V
the
null
solution.
 45
(14)
General
Second
The
Order
system
System
is described
by
Xl
x2,
x2
(Xl)
xI
 a(xl,x2)
x2,
or
i
X.
b
The
choice
for WV
is
the
same
as
a
in
the previous
example;
thus
GI2
=
[Xl,
x2]
bGl2
xT
GI2
= 0
and
GII
= b.
b
GII
 aGl2
GI2
 a
GI2
GII
 aGl2
GI2
 a
xT
Therefore,
_V
becomes:
0
v_v I
where
is
_V/_x
easily
I =b(xl)
and
El
_V/_x 2
_2V
By
line
x2
The

0.
curl
checked:
_2V
_Xl_X2 =
integration
of NN
we
_x2_xl
get
2
xlb(Xl)
o
_a
b
Let
 b
becomes
GII
GI2
dx I
x 2/21
equation
b
 46 2
where V =  a x2
b (Xl)
> 0
xI
_oxl b(Xl)
a(Xl,
(15)
General
Third
This
x2)
Order
system
The
matrix
where
in
x I and
o_
x 2.
work
f2(_)
in
x I = x,
x2
reference
fl(x)
= x
and
E8]
The
equation
=_',
is
given
I
t
fl/x
solution
0.
x3
by
Xl
x2
x3
"f2/x2
is assumed
to
f3/x3
occur
at _
= _.
The
form
of V V
is
be
G there
exists
GII
GI2
GI3
GI2
G22
G23
GI3
G23
five
unknown
functions
of _,
we
need
five
the
Gij
s.
=_xT
equations
involving
is
_V
Since
Puri's
+
1
u
to
all
x1
xq
assumed
f3(_)
x9
equilibrium
for
as
E1
The
Xl,
dxl_
from
formulation,
>
stable if
System
comes
'2" +
for all
asymptotically
These
relationships
are
obtained
from
as
follows.
= _XTGTA x,
GI3
fl/xl
GII
 GI3
f2/x2
GI2
 GI3
f3/x3
G23
fl/xl
GI2
 G23
f2/x2
G22
 G23
f3/x3
GI3
 f2/x2
G23
 f3/x3
fl/xl
1
1
 47
GI3
=
Let
all
row,
the
 GI3
f2/x2
GI2
 G23
elements
second
Since
_V
column
in
the
above
element.
=
G23
f3(x3)
G22
f2(x2)/
we
 G23
GI2
 GI3
f3/x3
 fl/xl
f2/x2
G22
 G23
f3/x3
G23
 f3/x3
except
the
triangular
Thus,
GI3
= G x,
GI2
we
=
/ x3
get
x2
matrix
the
fl(_i)/
G!I
flf_x3
fl
see
attempt
to
one
of
check
the
the
xI
curl
by
in which
a constant;
dfl/dxl
Our
equations.
assuming
curl
_x3_x
these
curl
namely,
fl/xl
G matrix
equations
produce
fl/xl
dfl
Ffl
L
gives
when
the
we
following:
(f3/x3)_
dx3
d (f3/x3) 2
O,
d (f3/x3 x3
dx3
equations
_=
is no
dx I
gives
f3x3/x3
a symmetric
gives
could
Lim
x3_
longer
satisfied
, and
(f3 /x3)
fl '
2
o<
be
symmetric,
_fl/xl
G
x3
X3o
The
_2V
new
f3(x3 ) /XlX3,
x2f 3 /x3
"_x3"_Xl
_2V
way
of
__
X l__x3
One
results:
 _x_l
__
_x2_x
second
flX_Xl,
x2f3/x 3
_2 v
_2V
 f2/x2
fl(Xl)
3(x3)
+ f2
disadvantages
_2 v
_Xl_X
zero
GI3
_gx 3 =
now
be
following
o__v
_x2
We
fl/xl
have
_Xl
I
I
I
GII
fl/xl
but
is
+ f2/x2
i
dx 3
is
to
to
replace
let
GI2
f3/x3
equal
f3/x 3
 48 resulting
in the following
fl
_x2 =
fl'
+ f2
+ o<
x2 + olx
dXl
+_(Xl'x2'O)
=_(o,o,o) L_l]
J(x1,0,0)
_(xl,x2,0)
x2
=_2
fl(Xl ) dx I
_o Xl
o
_x2x3
2
x3/2
'
x2
(_x 2 +
x3) z
fl(xO
x2
+ o_
fl(Xl)
dx I
f2(x2)
dx2,
and
= (W)T"_x
=
f2/x
fl
x2
system
is
as
of
(f3/x3_
f3/x
 _)
sufficient
conditions
fl(Xl)
>
for
3Jx3x!l
o_)]
 _)
 o_
a global
asymptotically
follows:
>
O,
xI
d
o<
(f3/x3
_ (f3/x 3
2
a set
I_
fl'
Mf2/x2
Therefore,
f2(x_)/x_

O,
(x2)
fl (xl)
dx I
>
x2
>
stable
 49 
[(f2(x2)/x2
1/2
(Olx 2
dxI
x3 )2
L x3 "
o< _o xl
fl(Xl) dx I
_o x2
f2(x2)
dx2 >/ [fl(Xl) x21
and
_i,
_2,
f3
are
such
t_tv_
_o_II_
lJ_
_"
I
i
i
Barabashln's
problem is a special
in the equation describing
the system
= 
= i12
c_ f2/x 2  fl'
(c<x 2
+ x3)2
i 2
X 3 ,
fl(Xl)
x2
+i X2 f2 (x2)
+ _ _0 xl
dx 2
fl(Xl)dXl
 50
The
stability
requirements
o<
>
O,
f2(x2)/x 2
reduce
fl(Xl)
xI
>
to
0
, f2(x2)
x2
>
O,
fl'(Xl) >i 0,
x1
Let
f3
the
= a3
constants.
Thus,
stability
>
Simanov'
The
x3
, a2
aI
next
to
of
and
nonlinear
b and
= _
c are
, we
a2
x2
is
a special
and
fl
alXlX 2
>
O,
case
= aI
xI
of
, where
the
above
the
problem.
a's
are
x3_
>
0,
a3
Xl
x2
0,
RouthHurwitz
examples
comes
conditions.
from
Ku
and
Puri's
work
which
is
reported
System
differential
(x,
x)
_"
constants.
equation
+
For
the
is
+
state
cx
= O,
variables
xI
= x,
x 2 = x and
have
_ =A
_)
all
are
>
s ThirdOrder
system
dx I
are
the
set
"x" +
where
(a3x 2 +
correspond
references[9]
(16)
and
conditions
a2a 3
The
fl(Xl)
linear
x3 j f2
= 1/2
aI
which
order
x3 = _
V
The
third
+=<
c
b
f(xl,x
X
m
2)
in
!
The
fom
of
the
matrix
for
where
the
_j's
gradient
of
are
this
system
with
one
nonlinearity
 KI2
51 
KIII
constants.
The
candidate
for
is
time
K12
derivative
XTBT
For
to
TI3
be
bK23
+ T31
zero
= KI2.
K22
= bK33.
KI2
= b2c,
x.
The
KI2
K22
KI3
the
V = _
KI3
V becomes
KII
Thus,
is
_T
= 0,
we
KI3
require
Let
KII
KI2
CK33
KI3
to
KI3
Let
be
Xo
K23
K23
C_3
__
0 and
K33
= bc 2.
_XT T
KII
constant
1
_
___
K33
yields
CKI3
that
the
Choose
of V
KI2
=
b 2.
.f
 b_3
_2
 bK33
K23
= cK33.
of
variable
bKl3
 fKl3
The
_Y/_x2
i
BY
2Xl _i
KI2
0 and
parts
the
For
KII
cK23
Let
be
remaining
constants
= 2bc
in
f(x I
zero;
T23
x2)
f(xl,x2)
be
BY
_x 2
 f K23
X.
fK33
constant
T23 + T32
parts
2bc
the
i
2x 2
parts
T22be
therefore
are
zero,
x2
x2dx 2.
K22
thus
of
zero;
KI3
TI2
T21
thus
=
= b 3, K23
and
= bc,
 52 Therefore,
it
follows that
= 2 bc
x2dx2
o
matrix _ in V becomes
The resulting
0
T =
bC/xl
J o
x%dx
0
2
0
The
final
expression
Substituting
the
_j's
for _
b
is
and
Y
2V
=  b2
(Xl,X2)
 c/b
into
get
S we
= b (cx I
our
x3
+ bcx 2
 function:
bx2) 2
(cx 2
bx3) 2
+ J
where
J(xl,x2)
The
system
is
asymptotically
stability
2b
_o x2
f(xl,x2)
if we
f(xl,x2)
>
c/b
(Xl,X 2)
 c2x_.
require
X2dX 2
>
cx 22
>
x2
b f
J
and
_ 0
only
for the
(f  C/b)
(Xl,X2)
(Xl,X2)_
null
solution.
x3
oo
as
>
cx2
II_ I ____
_x
(xl,x2),
 53 (17)
Cartwri_ht's
The
Fourth
system
OrderExample
is described
[9]
by
oo
o,
o.
a4x
a3x
a4 _
f(x)
or
a 2
a 3
a 4
X
m
f(xl)//
The
S matrix
KII
which
Xl
the
authors
KI2
xl 2
choose
+I
2Xl
is
KI3
fl2(Xl)
S
m
KI2
KI3
K22
2x I
i
 ._
Xl
KI4
K23
K24
K23
K33
K34
K24
K34
K44
f'(xl)
__.
f1 (xO
2Xl
KI4
where
I_._ vs
are
constants,
The
T matrix
is
formed
a2a4),
_3
as before
and
the
results
_j
are
KII
0,
K22
K33
1/2
(a_
KI2
0,
KI3
'
K23
1/2
f12
a4f,
becomes
a3a 4
1/2
(A3a 3
a2/a 4)
KI4
K34
K44
0,
K24
1/2
1/2
=
1/2
a3
/k
3,
 a2/a4,
a4
dY
Thus,
2V
(X 4
f13
a4x 3
d_l
_3x2)
_3f
a2
+_4
"
<x3
a4x2
a4
_2
f(xl
xI
aq
))2
 54
The
time
derivative
of V
is
=
We
have
an
 a2/a 4)
stable
system
(a 3
asymptotically
a
>
[_3
0,
a2
a2/a4A
a3
>
 a4f'
if we
0,
 a4f'
a2
a4
>
>
_2]
f(x I)
(18)
(f)
Ku's
is
Fourth
The
such
Order
in
state
variable
>
x2
following:
O,
0,
a4
as
f2(xl)
/a2
x//______
>
differential
a
>
]2
x2
0,
dx I
o_
Example
nonlinear
'x
or
that
fIQ2
the
0, A 3
+ _f';/2)
f'
require
2A
and
equation
(x,x)
"x
is given
+
cx
by
dx
O,
notation:
i
c
d
f(x I ,x2)
a
eo
where
x I = x,
chosen
such
x2 =
that
KIt +
x,
the
x3 =
B matrix
x4 =
= B
in__V
1
2x I
KI2
"x"
x has
KI2
The
the
matrix
following
i
2x2
BY
=_x T S
form:
KI3
x3
2
"_'
KI4
K23
x3
"_
K24
_x2
_x I
K22
in V
_x2
KI3
K23
KI4
K24
K33
K34
K34
K44
is
 55 where
X = X
(Xl,X2)
are constants.
(Xl,X2)
of V is given by
The resulting
K44 = i,
KI3
= d,
K34 = a,
relationships
KI2 = ad,
K24 = ad/c,
KII
KI4
and the
= 0,
= ad2/c,
K23 = c + a2d/c,
K22 = ac  d,
K33 = a2 
ad/c,
(x l,x2)
= f(xl,
x2) ,
%Y
_x_ =
ad/c
x2,
.x2
I'
Y
simplified
ad/c
equivalent
J
o
T matrix
is
(Xl,X 2)
X2dX2.
ad
0
cxl
_x 2
_o x2
x 2 dx 2
T
x3
0
_
"
_x I
0
I
and
the
_
corresponding
xT T
af
_I2
<
ad/c
_x 2
x3
_f
time derivative
is
_f
0
a2d
 a2dlc
x2
112
x 2 dx 2
x2
_f
x 2
Asymptotic
c xI

cla
stability
+ ax2 + x3

of
the
af
x 3
system
and
f is
such
that
The
next
several
There
are
systems
and
are
has
in
the
be
given.
been
The
(c
+
matrix
 dlc
m
a2d/c
o_
examples
order,
as
only
f(x)
form
0
in
a2dlc)
a2
ax 3
f(xl)
Xl
from
and
x _
the
in
>
x2]
>j"
_0
Ph.D.
but
thesis
order
points
text
of
the
of
the
of Mekel,
examples.
Mekel's
Because
the
=_"
fourth
before
Some
Liapunov
method
this
of
section
following
is
Xl
Ku,
x2
the
Puri
as well
examples
i
x
of
functions
_ constant
equation
a 2
x4
if
O,
_II
detail
0,
the
1/21_fxl}x2
different.
salient
of
as
the
guaranteed
>
considered
discussed
a2d/
be
adlc
order
are
x2
fo<i x2dx2,
are
third
conditions
examples,
a2
the same
stability
Mekel
(19) _
second
will
,d,,
f = cla
will
as
and
The
Liapunov
function
and
the
corresponding
 57
time
derivative
are
0
xT
xT
2F(Xl)/x12
1
X
and
_XT
_xT
where
(Xl)
xI
(x I)
dx I
The
a 2
resulting
conditions
for
asymptotic
stability
are
a2
>
0,
F(xl)_
xI
f(xl)
>
if
IXll
_o
if
xI
,Q
(20)
g(x)
The
matrix
aI
form
of
the
equation
aI
constant
is
0
X
__
; x = Xl, _
a I
The
Liapunov
function
and
x2.
g(x I)
the
time
derivative
al
v =_XT
are
0
S x =_x T
0
and
V=_XT
_xT
0
g(x I)
O,
 58 The resulting
for all
>
xI.
OO
(21)
x + _(x)
The
x + f(x)
matrix
= 0
equation
is
0
X
f(x I)
xI, x
x2
g(xl)
xI
The
Liapunov
function
and
the
time
derivative
are
0
v _s
V=_XT
x =_r
x_
0
2_xT
0
where
F(Xl)
stability
_o xl
f(xl)
dx I
The
g(x I)
resulting
conditions
for
asymptotic
are
g(xl)
>
xlf(Xl) > 0, xI _
F(Xl)+ _
(22) x"+ a 4
"x" +
This
(x,x)
fourth
order
"x +
g(x)
system
can
f(x)
be
o ,
as
IXll._.
expressed
in matrix
form
as
f (Xl)/Xl
g (x2)/x 2

 _(x I ,x2)
a4
where
xI
matrix
f2
x,
the
f2(x2
x2
),
gl
x3
are
= _,
x4
constants,
gl(x2
KII
),
_i
YI
+
2
xl
YI
and
YI
_l(Xl_2)
a4
is
(Xl)'
Y2
= Y2
and
KI2
fi_xl
fl/x
K22
KI3
f2/x
K23
The
time
functions
in
resulting
are
_X T
determined
by
is
now
f2/x
x2
K23
_i/x2
K33
+_i
gl/x
following
fl(Xl
KI4
Y
K24
K34
K34
formed
making
fl
K24
derivative
_
(x2)'
the
KI4
In
KI3
Y2
KI2
constant.
= Y(Xl,X2):
+
S
oo8
x,
Kij's
59
and
the
T negative
unknown
constants
and
The
semidefinite.
is
0
T
m
a4f(xl)/Xl
f(xl)/X
and
the
corresponding
1 2
Xl
matrix
becomes
2a 2 F(xl)
_
a4
f(xl)/Xl
,
_z!_
2a4G(x2)
a_
+ g(xm)/x
a_
g(x2)/x
2
a4
f(xl)/X
a4
2
O
!
where
df(xl)
, g
i
=
d_l
f /(Xl)
x2
dx2,
a 4
dg(x2)
(Xl'X2)'
a4
/o
X2
(Xl'
x 2)
dx2
G(x2)
g(x2)
dx 2
and
F(xI)
fo
Xl
f(xl)
dx I

)'
I
 60
The
corresponding
Liapunov
function
and
the
time
derivative
are
i
V
2a24
F(x I)
2 a 4 f(x I)
x2
2 f(x I)
2
+
2x 3
g(x2)
(Xl,X2)
x3
2a4
x3
+ 2a
G(x2)
4 xmx3
2a4
x2x4
x2
+
2a4x3x 4
a4
2)
 f
(x I)
x2dx 2,
and
=  2a 4
the
4g(x2)/x2

[a
 2
Thus,
/(Xl,X
/(XlX2)
conditions
 g
which
f (x I)
'
(x2)
give
x 2
 1/2
asymptotic
"
(Xl,X2)
 a4
stability
are
x3
"l
a4
>
0, g(x2)/x 2
>
0,
[a4g(x2)/x
>
 fl(Xl) j
0,
>
x2
/oX2[
a2
x I f(xl)
>
0,
"_x_ 
x2g(x2)
[a 4 F(Xl )
_(Xl
g(x2) ]
fql
x2f(xl)
>
+
x3
(Xl)
0,
_(Xl,X2)
G(x2) ]
_
O,
and
a2
/(Xl,X2)
 f'(xl)
>
0.
x2dx 2
>
>
0,
0,
O,
 61 (23) .....
x + a3x + a2_ + f(x)
= 0
a 2
a 3
o
x, x=x
f(x I)
I, _
x 2"_,x
x3.
xI
The
corresponding
Liapunov
= _xT S
function
= xT
is
2a 3 F(x I)
2
xl
f (Xl)/x I
f(xl) /
a2
2
a3
a3
X_
xI
0
or
xI
+
V
2a 3
f(xl)
dx I
2f(xl)
2
a2 x 2
2
+
(a3x 2
x 3)
x2
and
0
V=_XTT
=2x
_a2a 3  f'
(Xl)
0
0
or
, where
The
equilibrium
a2
>
solution
0,
a3
>
_ 3 /ox_ _x_
is
0,
asymptotically
Ea2a3
f'(xl)_
+ _x_]
F(Xl)
stable
>
>o
if
O,
f(Xl)dXl.
x,
I
,,
 62
and
(24)
satisfies
"_____+a3_
The
the
proper
closedness
properties.
h(x)________
+
alx_________=
0__j__,
corresponding
matrix
equation
is
10 i
/a_
The
corresponding
i0
/ _(x_>I a_
Liapunov
function
is
ala3
al
I,, o /
II
or
V=a
and
_
= 2 _T
'
I 0
I 0
I _3h(Xl)
Io
rh
al
0
 al
x2
x3 )2,
 i/2
h'(Xl)
x2]
x,
o"
I
I
V
The
=
equilibrium
and
_"
>
satisfies
a;_
The
La3
h(Xl)
solution
aI
(25)
0,
the
g(x)
matrix
form
a3
is
_
proper
alx
of
the
 aI
i/2
asymptotically
0,
a3
h(x
closedness
2
(Xl)x2_
stable
 aI
if
1/2
x_h'(Xl)
>
0,
x2
= x,
properties.
equation
is
a I
x2
=g (x 2)/x 2
=a 3
x I = x_
x3
= x.
 63
aI
2 G(x2)
V= TS
al
2
X_
._
a 3
a3
a3
or
2
V
= aI
(va
3
xI
x2/ _)
(a3x 2
2
+x 3)
a3
+
j
o
ix
where
G(x2)
x2
g(x2)
dx 2 ,
and
0
=2
X_
 _a3g (x2)/x2
0
or
_
The
=
aI
and
conditions
_(26)
the
for
>
+
matrix
all
asymptotic
0,
closedness
.....
x
+
a3x
The
Ea3g(x2)/x2
x22 .
stability
Ea3g(x2)/x2
are
al_
>
0,
a3
0_
of V.
(x)
form
f(x)
of
the
equation
is
"f (Xl)/Xl
g(x2)/x
a 3
_,
x I = x,
x2
= _,
x3
=_
x2
dx 2
_x
T
f (Xl)/Xl
f (Xl)/X I
2G(x2)/X22
X_
a3
a 23
a3
or
x2
2
V
= 2a 3
i f(Xl)dX
2f(xl)
x2
g(x2)
dx 2
(a3x2
x3)
where
x2
xI
g(x 2)
F(Xl)
f(x I) dx I
, G(x I)
dx 2,
and
0
=XTT
_xT
 [a3g(x2)/x
stability
a3
conditions
0,
are
[aBg(xm)/X
f'
>
(Xl) ]
0,
x2
xI
g (x 2)
f(x I) dx I
O
f(x I)
x2
/
O
0
0
or
The
f' (Xl)]
dx 2
X_
I
.,
i(27)
.....
x
a3x
The
(x, x)
mat_ix
form
of
f(x)
the
is
0
oo
x,
x2
x)x
 X
x2
corresponding
Liapunov
function
is
2a 3 F(xl)/x
V=_XTS
x I = x,
a 3
g(xl,x2)
Xl
0.
equation
 f(xl)
The
65
f(xl)/x
21
= _xT
a3
f(xl)/xl
2G(xl,X2_x_
X_
a23
a3
or
xI
2a 3
x2
f(xl)
dx I
g(xl,x
2)
dx 2
2 f(xl)
x2
x 2)

(a3x
where
F(xi) =
/i
f(x I) dXl,
G(Xl,X
2) =
(XlX2)
dx2
and
0
x2
l
V=2_x
a3

g(xl _x2)
_g(xl
 f'
x2
(Xl)
x2
"_x I
dx 2 0
or
x2
"
g(xl_x2)
 f'(xl)
+
l/x2
 2 La3
X_
x2
_g(xl'x2)_Xl
o
dx Z
x2
x3 )2 ,
 66 The stability
a3 >
conditions are
O,
_3F(Xl)
> 0,
+ f(xl)x 2 + G(xI,x 2 )]
x2
la
(28)
"x" +
_(x,x)
The
"
x2
g(xl'x2)
_' +
matrix
f'(xl)
a2
form
is
given
corresponding
Liapunov
_2
"_xI
f(x)
dx 2
O.
_,
xI
by
i
a 2
function
_(Xl
f(xl)/x
a2
f(xl)/x
a 3 Y/
a3
x1
2
dx I
f(xl)
x2
a2 x 2
x2
2
+
2a3
fo
[_(Xl'X2)
a3]
x2dx2
(a3x 2
x 3)
where
Xl
F =
f
o
if2
f(xl)dXl'
K22
a3
or
f(xl)
I
0
=x.
a3 Y
x =
2a3
= _,x 3
x 2)
xl2
V=
= x,x 2
is
2a3F
v=Ws
>
O.
f(xl)/x
The
Ifo g xlx2
j
Jo
_(Xl,X
2)
x2dx 2
X_
 67
and
2
=2
Ea3a2
f'(xl) _
x2
2
_(Xl,X2)
 a3
x32
x2
+__x_JoL _x_Jx__x_.
The
stability
conditions
are
x1
f
a3 >
0,
a2 >
0,
a3
/o
f(xl)
dxl
f(xl)
x2
>
O,
E,__,(x
4 > 0,E_Xl,
x_)_3
> 0,
and
i
i
X=]oL _  j x=_x=
< o.
(29)
"x" +
(x,x)
The
x"
matrix
I
I
1
I
I
_ :
g(_)
form
is
given
corresponding
alx
= O.
by
iol
hol
11
al
The
Liapunov
g(x2)/x
function
ala 3
= X.T S__ x
__x
T
where
/_
=_(Xl.Xg)
h l
is
a3
Y/XI
al
2G(x2)
X,
 p
al
.1
,+
0
a3Y
X:2Z
a3
a3
__X,
 68
or
2
V
= al( /_3Xl
+ 2 a3
x#
_)
(a3x 2
x 3)
2
(x2)
x2
(xl 'x2)
 a3
a_31
]
x2dx2
x2dx2'
where
x2
G(x2)
x2
g(x2)
dx2
x2dx 2 ,
(Xl,X2)
and
 2
[a3
g(x2)/x
a3a 2
a
I ]
x _
"_x I
2 [_(Xl,X
2)
 a3}
x2
x2dx2.
The
stability
a3
x2
(30)
x"
+
The
>
conditions
0,
_o
are
Ig(x2)/x2
 al/al
x27 ]
_(Xl
_x I _x2)
_L(x,_)"x"
matrix
+
form
_(_)
x2
dx2
f(x)
is given
>0,
<
Xl,X2)
O,
aI
>
 a3_
O.
by
i
O,
O.
f(xl)/x
>
g(x?2)/x 2
x,
where/=/(x
l,x 2).
a3Y
2
xl
f(xl)/x
V = X S X = X
T
2G(x 2)
T
f(xl)/x
_:
+ a3Y
a3
a3
X_
or
x2
(a3x 2
x3 2 E
i/a 2
2x2
f(x I
x2
+
2a3
F(Xl)
_o
 a3
[_(Xl,X2)
a2
2a2a 3 F(x I)
 f (x I
where
/xl
f(xl)
dx I ,
G(x 2)
/2
g(x2)
Y(Xl,X2)
dx2,
")_(Xl,X2)
x2dx
2,
o
and
 2
+
The
Ea3
2a3x
stability
a2
>
_(Xl,X
0,
2)
g(x2)/x2
f'(xl)l
"_x 1
are
a3
_3g(x2)/x
 a3
0,
>
0,
x 2
 2
(x l,x2)
x2dx2.
conditions
>
x2

f'(xl) _
>
0,
x 2 dx 2
o
W.
0,

a3
x2
 70 and
Ig(x2)
x2
 a2j
(31) "'x" +
a4x'+
The
a3_
matrix
> 0 ,
+ a2x
form
of
_a2a3F(Xl)
f(x)
the
 f2(xl) _
> 0.
= 0.
equation
is
a 2
a 3
a 4
f(x I)
x,

x I = x,xp_ = x,
x 3 = x_
x+
Xl
The
corresponding
Liapunov
function
2
is
F(Xl)
a4
f (Xl)/X I
xl 2
a4f(xl)/X
V=XTS
a2a 4 + a 3Af'(x
f(xl)/xI
a3a 4
I)
x =
X_
f(xl)/xI
a3a 4
a_
Z_
a4
a2/a4
a4
where
df(x I)
l
=
(a3
a21a4
)'
F(Xl)
_(x4
+ a4x 3
+_x
2
2)_
_o
f(xl)
dxl'
f'(xl)
dx I
or
lla 4 (a 2 A
 a4f'(xl)
a2
+ a4
x_
(x 3
lla2
a4x 2
(2a 2
+ a4/a 2
F(Xl)
f(x I

a4f2(xl_
and
V =
The
a2
stability
a4
conditions
f'
(x 1)
1/2
f"
(xl)
x2
are
and
_a 2
(32) "x'+
Z_
a 4
a4x" +
The
f'(x I)
aBE" +
matrix
form
1/2
g(_) +
of
the
f"
(Xl)
alx =
equation
x21
>
0.
0.
is
a 3
a 4
x,
=a I
The
g (x 2)/x 2
corresponding
Liapunov
al
function
x I = x,x 2
= x,
x3
= x,
x4
x.
is
ala 4
al
2a4G
ala 4
a3 A
 aI
+ _
a4 Z_
g(x2)/x
xZ
v=_x T
aI
a 4A
+ g(x2)/x2
a2
a4
+ a2/a 4
a4
or
(Ax 2
a4x 3
_g(x2)
x3
x4 )2
a2/a 4 (x 3
a2x2x3_
I/a4
x2
2a4
_o'
Eg(x2)/x2
 a2]
x2dx2,
a4x 2
Ea2
a2
 ala4]
_ x2
ala___4x12_
a2
 72 where
A
a3
 a2/a 4
, G(X2 )
and
dx 2
=  2 _g(x2)/x
The
g(x2)
fx
stability
aI
>
[a2
conditions
0,
a4al]
2 A
a2
>
aI
[g(x2)/
X2 2
 Ia 2
 g'(x2 )]
2
x 3
are
0,
a4
a4_
>
>
0,
0,
ala4]
A >
g(x2)
> 0
0,
a2x2x
x3
x2
(x2)/x
alx
>
0,
and
a2
(33)
 g'(x2)
.......
x
+
a4x
The
matrix
>
(x, x)
form
of
0.
"'x +
the
a2x
equation
0.
is
a I
a 2
=

The
corresponding
Liapunov
2
_la4
 _
function
a2
a2
x,
where
= _
(Xl,
x2).
a 4
is
a4a I
aI
2
a4al
V=ETS
a4a2
 al
=El
a 4 al
a2
a4a I
a2
a2
a2 x_
2
al
ala4Y
+'_
_+
a2
a2
a4al
a2
2
a4
 ala4
a2
a4
+6
a4
I
I
I
 73
I
V
+ a4x3
a2a4
a2
2a4
] x
22 +
(Xl,X2)
a 2
"
1
+ __2
2a4
ala4
2
 a 2
(Xl,X2)
a4x2
x3
_2
 ala 4
a2
x2dx 2
where
7x2
and
(Xl, x2)
x2_x 2
a2a 4
aia__4x2
a2
(Xl,X2)
:1. _(xi,x2)
/ p X* J_xI
 @2
 ala 4
_
x Qx
2
2,
where
/
aI
>
:X:g
0,
a2
>
a2a 4 _
 a 2
a2a 4 _
0,
"_x 2
a4
x3
The
conditions
for
stability
are
0,
 ala 4
a2/2
al a2
>
O,
_xx I <
>
and
(34)
a22
.........
x
+
a4x
+
The
matrix
(x)
a3x
form
of
the
+ f(x)
equation
O.
0.
is
a3
a4
X
m
f (Xl)
g (x2)
Xl
x2
_J
 74
The
corresponding
Liapunov
2
function
is
F(xl)
2
x i
f(Xl_xl
a4
a3 _
a 4 f(xl)/
V=XTS
x =
f' (Xl)
x2
2 _(x2)
a4 _
g(x2)/x
+ g[x2)/x
2
a4
a2
V
(x4 +
a4x 3
+Ax
a_
i
+ a4
(a2
a4f' (Xl))
rg(x2)
x_
2 a4_oX2
 a2 ]
2
(x 3 +
2
x2
___
a2 (2a 2
x2dx 2
a4x 2
where
F(Xl)
a3
 a2/a4
f(xl)
, f'(xl)
dx I,
and
x
_2
G(x2)
g(x2)
dx2,
and
=
g(x2)_
x2
 a+
f'(x)
where
fit =
d 2f
dx_
and g'
= d_g__ .
dx2
df/dx I
a4/a 2 f(xl) )
2
A
_g(x2)
a4
or
2) 2
F(xl)
x3
 a4f
a4
xI
f(x!)/Xl
f(xl)/Xl
(Xl)
_
a2
_4
a4
 75
The
conditions
am
>
of
0,
_a 2
stability
a4
>
0,
are
_
> 0,
a 4 f2_
>
>
0,
a2
_a 2 _
0,
a 4
g(x2)
x3
g'(x 2)
>
f'_
 a2x2x 3
>
O,
>
0,
0,
and
g(x2)
x2
.......
x
+
a4x
I
(35)
The
a+f' (Xl)
a 3_
matrix
g(x,{)
equation
(Xl)
f(x)
>
o.
= 0.
is
f(xl)
g(xlx
xI
The
f"
2)
a3
Liapunov
function
is
2 AF(Xl)
f(x I)
2
xl
a4
f(xO
=x r
xI
xI
a 4 f(xl)
a4
x2
corresponding
V=XTS
a4 A
a3_f'(xl)+
g(xl,x2)
2x_
Xl
f(x I)
x2
a+_
af
g(xl,x2)
Xl
a2
a4
a4
x2
a4
or
(x 4
i/a 4
a4x 3
(a 2
_ x2)
a4f'(xl)
) x2
a2/a4
(x3
a4x 2
i/a 2
(2a 2 _
+ a_
F(x I)
(Xl)) 2
 a4f2(xl)
x2
+2
a4
So
I g(xl_x2)
X 2
 a2)
x2dx 2
(g(xl
x2)
 a2x2x3)
) +
 76
where
F
xl
f(xl ) dx I
x2
f' =
g(xl,x2
) dx2,
df(xl)/dXl
a3
 a2/a4 '
and
+
I g(xl_x2)
x2
=  2
a4f'(xl)
1/2
f"
(Xl)
x2
" i/x2
The
conditions
a2
2a 2
>
0,
 _2
_g(xl
_x 2_ x2)]
stability
are
a4
>
F(Xl)
 a4f2(xl
x 32
for
0,
_Xl
0,
a2
) > O,
 a4
(Xl,X 2)
x2
f'(xl)
>
>
0,
a2x2x 3,
"_x2 
and
g(xlax2)
x2
a4
 Ff
a4f'(xl)
_g(xl,
x2)
dx
"_Xl
1/2
>
f"' (Xl)
x2
i/x2
g(xl_x2)
_Xl
0.
(36)
"x''+
a4x"
The
matrix
(x,_)x
form
of
a2_
the
equation
f(x)
0.
is
 f(XlJx
I
a2
_
a4
, where
=_(Xl,X2).
v= s
F(Xl)
a4
Xl
a2a 4
f(xl)
f(xl)
f(xl)
a2
a4
Xl
2
ala4
+ Y
xI
ala4
a2
a2
2
ala 4
a2
f(xO
Xl
a2
a4
a2
 ala 4
a4
a2
ala4
0
a4
a2
or
ala 4
V
(x 4 +
a4x 3
a2
a2
x 2)
a2_4
(a2a 4 _
(x l'x2
a4
(x 3
_a2a 4
(ala 42
F(x I)
 a 24
2al
__
_
_J
_2
_
la2a4_(Xl,X2
_2
f(xl
f(xl)
2a 4
a2
dxl,
2
a2/al)f
(
, (Xl)
 f'(xl)
 ala 4
 i
Fala 4
_o
x2
a2
"]
L_2
 a2
(Xl,X 2
4a2
 ala_
f'(xl)
x2dx 2
'
(Xl, x2)
x2
+
2x 2
_o
_ ala4
a2
]_(Xl
"_ xl _x2)
 f"
x2dx2!
x2
_
%1_
) x3_
o_
))
f 2 (Xl))
a4x 2
 a _
2  ala4
Xl
and
a4
where
ala4
(Xl)
x2dx2
'
 78
where
Y
=
"_x_
ala 4
a2
x2dx
f"
o
Xl
2'

and
The
conditions
aI
>
of stability
0,
a2
>
0,
are
a4
>
0,
2
a2
a2a4_
2
 ala 4
2
aI
 f, (Xl)
la4
a2
2
ala 4
(37)
"x"+
O,
a2a 4 _
_
"_x_  f"l
<
2
 a4
f2
F(x I)
a4x"
The
>
_(x,_)"x
matrix
form
of
0,
(x I)
the
 a 2/a
I,
f'
a2a 4 _
>
2
a4

aI
>
2
ala 4
a 2
2
 2
(Xl, x2)
>
O,
0,
0,
0.
g(_)
equation
alx
0.
is
x,
X
D
where
_=
_(Xl,X2).
g(x 2)
a I
The
corresponding
a 4
x2
Liapunov
function
a_
a4 +
is
ala 4
aI
2
a2
V=XTS
xT
ala 4
al
xl
_2a4G(x2)+
ala42
a2
Y_
2
ala4
_2 + _
+ g__(x2
,)
x2
ala4
a2
g(K2)
a2
a4
ala 4
_2
a4
X
w
'
 79
or
v
I
_x4
a4x3
"
"
a2
2)
ala4
a4
_2a4_(Xl,X2)
2 a4
2al
 a2
ala
Fg(x2)
o L_T
.
(x3
a2
2
+ a2a4
a4x 2
.a.2 Xl)
ala4
+
2
4 _
x3
amJ_2_
+ 22 kfCx2)x3 am_2x3]+
2
p x2
G(x2)
Jo
g(x2)
dx2'
_(Xl'X2)'
x2
Y
=_o
_'_

al
x2dx2
'
and
ala4
"
a2
._L
I
where
a2
/_
The
F g(x2)
_
conditions
x2
La2a4
x2
for
stability
a2a4
I
I
>
O,
a2
>
(Xl,X 2)
a4
 a 2
x2
x^ P
_(Xl_X2)
,2ala4
a2
a2g
_'_R__
x3
O,
_IXZ
" ala4
,#
a2_;]
_2
.
are
I
aI
a_]
>
g(x2)
0, =_2
 ala 4
>
 a2
0,
.
>
0,
_'_J
fixI
2
x3,
x2dx 2
 80
g(x2)
x3
 a2x2x 3
> 0,
x2
/o
xg
_ xI
x2dx 2
and
a2a4 _
This
 ala 4
those
examples
example
comes
completes
The
next
a 2 g'
a2
 _found
from
>
0.
in Mekel's
Puri,
thesis,
, and
is
a timevarying
linear
system.
mo
(38)
"_" +
a3
The
(t)
matrix
form
a2
(t)
of
the
al(t)
equation
0.
is
a I
a 2
a 3
The
form
A(t)
of
the
the Liapunov
V=xTS
where
time
= _
=x T
derivative
function
x;
S12
S13
S12
$22
$23
S13
$23
given
= x,
x 2 = x,
x3
= x.
is
SII
is
xI
by
s x + _XTS __ + _S
x = xT
S_ + _ + S A
x =
= __ E2 S A + ___ x = _XT T x =
ill
2SII
 2a2S13
S12
 2alS23 +
2S12
 2alS13
 2al+
2alS13
2
S13
2 $22
=_xT
0
$22
+ 2 S12
 2a 2 $23
 2
 2alS23
a2
2 $23
2 $23
 2 aI
2S13+
X_
m
 81
Let
the
offdiagonal
TI3
element
let
SI3
be
TI2
element
let
S23
=0< 3 = constant.
T23
element,
S22
elements
in
identically
=<3a 3 +
a 2.
O<3a I
V
the
 _xT
matrix
zero.
The
equal
Then,
Then,
S12
To
simplify
the
= a I.
To
simplify
the
=o<3a I  h I.
SII
resulting
zero.
Liapunov
 hI
From
function
is
aI
aI
<3a 3
a2
0< 3
the
or
(:<3al
 al)
2
Xl
x2x3
+X 2
2_ 3
2alXlX2
(a2
+_a3)
2
x2
'
and
0
=
= (W3_l "_i)x2
The
(243
conditions
_ 3
2al
o<3
hI
 2O<3a
+ (2al + _2 +_3
asymptotic
 aI
_2
a3
<
<3a3
W. 0
stability
,
2
2_
2_
_/
0,
a2
W.
0,
 2a 3
&3  2% a2) x2 +
are
>/
2
x3
2a 3)
for
>/
0,
 82
The
following
"common
(39)
five
Liapunov
"_+ f(x,_)_
The
and
where
g(x)
matrix
form
_(Xl).
f,
autonomous
function"
nonlinear,
of
the
of
were
Goldwyn
and
O,
a!!alyzed
by
Norendra,
the
_5_
0.
equation
is
The
technique
systems
Liapunov
function
for
xl
the
= x,
x2
= {,
corresponding
f(xl,x2)
linear
system,
is
V=_XTP
PII
PI2
PI2
P22
=_x r
and
=
_ETR
x,
where
2 g
PI2
gP22
 PII
fPl2
gP22
For
constant
stability.
zero,
f and
Hence
g,
 PII
the
+ f PI2
RouthHurwitz
f = 0 is
in
the
2f
allowable
demand
range.
If
f,
f is
g
set
>I
for
equal
to
then
gP22
thus
 2 PI2
conditions
gP22
2 g PI2
Since
P22
for
we
must
>
O,
take
PI2
_
_
=
 PII
can
never
= O.
This
 PII
 2 PI2
be
positive
results
PII
in
P22
definite
the
g
'
if P
following
is
positive
relationships
definite:
system
x I g(x I) dx I
2
x2
and
where
=  2 f
.CXl,X
2)
x I g(xl)
x 2
dx I
, if g
gx I
2
Xl
is
a constant.
The
conditions
for
asymptotic
f(xl,x2)
>
O,
stability
g(xl)
in the
for
xI _
large
are:
O,
Xl
_o
(40)
Xl
f(x)
g(xl)dxl'm
_ + g(X)
This
example
chosen
such
is
as
IXll+_"
O.
a special
case
of
example
(39)
but
the
_
are
that
the
"average
dissipation",
state
variables
_Xl
f(x
) =
do
f(xl)
dXl,
xI
is more
significant
/
is
called
than
the
"instantaneous
transformation
and
the resulting
x,
g(xl)
this
case,
f(x).
This
method
Lienards
For
dissipation",
the
xl
matrix
equation
is
x.
_matrix
for
a system
where
^
f and
are
assumed
constant
is
A
(f
PII
+ g PI2)
PI2
g P22
f P12
P22
Pll
P12
 PII
 84
Now
if we
select
to
be
2(f
PII
g PI2)
Q
0
0
we
have
a positive
semidefinite
matrix
for
f PII
From
the
zero
+ g PI2
terms,
>
we
0.
find
ix
P12
Let
P22
= O,
= constant
nonlinear
system
Pll
= io
we
=  2
P22,
Th_s,
we
and
have
a CLF
P22
>
O.
for
the
linear
system.
For
_he
have:
x I g(x I)
_o xl
dx I
x2
2 ,
From
and
stability
V we
in
the
obtain
x12.
the
following
sufficient
conditions
for
asymptotic
large:
Note,
the
positive,
(Xl)
>
0 for
xI
(Xl)
>
xI
for
_o xl
Xl
above
conditions
but
only
g(xl)dxl_
the
do
not
"average"
for
demand
/Xl
that
dissipation
the
be
/_
instantaneous
dissipation
positive.
An
example
for
real
x I,
consider
g(xl)
i,
f(xl)
x4
7 x
A
f(xl)
4
xl
5
7/3
12,
then,
2
xl
+12>0
all
of
be
this,
 85 and
Second,0rder
The
Nonlinear
feedback
Feedback
system
2.
System_
is described
by the
matrix
xl
g(xl)
x2
"h(xl)
f(x2)
equation:
i
Xl
I
I
This
equation
equation
in
results
x2
[
can
be
example
are
that
reduced
(39).
the
to
But
a special
the
derivative
of
case
of
difficulties
g
the
single
secondorder
in applying
(Xl) must
exist,
and
the
the
previous
"dissipation"
term,
of
the
coefficient
constant
In
sign
the
of
in
CLF
the
the
vicinity
of
the
(f
xI
f,
g,
system
fg
x,
is
g)
x2
are
+
+
see
equation
is not
O.
linear
equation
becomes
that
if
PI2 h)
0,
gx,
0,
in
this
case
becomes
(PII
get
g
P22 h
Pl2(f
g)
 PII
nonlinear
h we
h)
>0.
(f,g,h)
the
if
P22 h
g,
= x2
corresponding
(fg
f,
xI
secondorder
constants.
>
x
=
stable
_matrix
For
single
The
in
 technique
OI
The
Xl,
case,
the
>
0,
above
then
the
PI2( f +
choice
stability
any
of
g)" PII
PII,
PI2
2(P22 f
must
requirements.
f greater
than
some
be
From
"
such
these
minimum,
PI2)
that
for
constant
conditions,
we
, is satisfactory.
and
we
= h + _f (_ + g),
PI2 =
f,
P22
I,
2(h
+ f
have
g)
g)
(f
f_
(f
f_)
(h + f__)_
g)
>
Therefore,
For
the
(f
is positive
nonlinear
 f_)
semidefinite
f(xl)
MIN
x2
We
MAX
we
define
If(x2)_
if
E f2
(f
4
 f_)l
as
thus
>/
also
define
(x 2
f as
x2
For
the
following
new
nonlinear
Liapunov
problem,
we
make
use
of
the
above
CLF
and
obtain
function:
where
XT X.
The
conditions
system
are
for
asymptotic
stability
in
the
large
for
this
nonlinear
the
>i0,
g(xI) +
h(xI)
87
> 0,
g(xl))_
_oxl _f
An
example
of
the
g(x I)
g(xl)
hCxl))>
h(Xl)]
above
problem
xldx I_
with
=_
>_
0,
fEll _
as
nondifferentiable
o_
functions
is:
Lx_L
f
(xl)
g (x_) =  e
ae
>
x_
,
and
hCxl)
_forp
I
i(42)
f = p ad
could
can
>I
2
let f2
be
in
I =
(3
the
+
_
f_)
2tXlt.
P
>
0,
and
/ 4 = 3,
interval
_ a
or
N_
(f g
h_
h)_
f = 5.
Therefore
2
4[_)
>/
(4)(1)=
for
stability
x2'
x3)
>
4.
0,
Thus,
"a"
___ 3.
eee
+f
The
(x,_,_)_'+_
standard
where
xI
stability
state
Xl
= x2
X2
= x3
X3
(x,_) _+h
=  h(Xl)
= x.
When
variable
Xl
f,
g,
are
f,
g, h
fgh
>
>
0
0o
 g
(x) x
form
(Xl'X2)
h are
=0o
gives
x2
constants,
"
the
(Xl'
RouthHurwitz
x3
conditions
for
we
"_ +
several
f(_)
using
special
+ _(_)
the usual
choice
q22
and
where
m E
 h
the
matrix
Pl3g
P23 h
 PI2 )
P{I
2(P23
P33 h
PI3 f
 PI2
P33 g
+ P23f_i3
which
is made
is
The
to
elements
22
(mg
33
(f
q22
The
and
_
q33
is
to
let
selec_to
Pij's
which
P33 g
2(P33 f
all
are
qij
= 0,
PI3 f
P23f'P22
 P23 )
except
be
resulting
I,
P23
PII
are
= mh,
obtained
PI2
are
= h,
mf.
semidefinite,
it
is necessary
that
,_  m
>/ 0
and
 m)
(m g
 h)
>/ O, where

x2
and
g
=
and
where
Q_Oo
MIN
x2
The
Ig(x2)l
value
is maximized,
or
first
 PI2
 m),
P33
is positive
simplify
P33 h
 h),
a constant.
0,
by
is
 PII
q33 o
analyzed
Econstanto
P23 h
P22
Q
= 0_
PI3 =
Since
x + h x
Pl3g
be
cases.
notation,
2 PI3
The
of
is
selected
such
that
(f
" PI3"
 89
Thus,
is
Now
function
positive
f_
h
using
the
for
the
= m
semidefinite
if
>
0 and
> 0o
Pij's
and
nonlinear
h xI
the
_matrix,
we
get
the
following
Liapunov
system:
2 h xI x2
(x2)
mf(x2)
x2dx 2
2 m
x2x 3,
and
mh
v ____mx
= __
0
where
the
P*
is
large
positive
definite.
The
m
system
is
asymptotically
stable
in
if
_,
_,
f,
gh
>
0,
>0.
we
is
replaced
to
replace
h by
h x12
(Xl)
by
in
.fx
this
h
case,
(Xl)
the
x I dXlo
change
The
in
the
Liapunov
resulting
Liapunov
v O
function
The
takes
2 m
constant
on
the
_e xl
form:
h(Xl)
x 2 _g(x2)
m
in V
must
XldX I
2 h(Xl)m_x
2. _
mr(x2)
be
redefined,
x2dx 2
2 mx2x 3
2
x3
 90
_=_
of V gives
_x =x
2(rag li')
2(f
 m)
where
H(Xl)
= h
(x I) x I and
= d_
Thus
for
>i. O,
it
is
necessary
1.
that
fm
>/ 0,
and
m
7
mgH
>10,
where
Q
= Max
xI
(x 1
m
P
Let
be
selected
m 
so
as
g+H
to maximize
the
product
(f  m)
).
(m g  H
Then,
t
o
2g
Thus,
the
Liapunov
Function
for
the
nonlinear
system
is bounded
from
below
by
To
summarize,
2 m
o xl
H(xl)
x2x 3
2m
the
system
h(x ) >
f
, g
is
 H'
>
0,
>
0,
2 H(Xl)
x2
"' +
x2 2
+ m
2
x3
asymptotically
o, x1# o,
, H'
dx I
stable
in
the
large
if
=f
x2
91
and
xl
a(Xl)
dx I _
o_
as
I Xl I _
(c)
The
General
We
Thus,
in
Case
want
the
the
general
integral
in V,
case
the
to
include
functions
the
f and
two
g are
special
cases
replaced
by
and
B.
functions
of
only
to
f and
x2;
namely,
in
case
2 m
(x2)
and
(x2).
Therefore,
H(Xl)
_o xl
The
the
dx I
new
functions
Vfunction
2 H(Xl)
_ and
_ must
reduce
is
x2
2mx2x 3
x9
_x 2
+ 2
where
m,
(x2)
A
g
and
f are
to
be
f (x2)
X2
The
determined.
dx2,
time
derivative
of
becomes
0
A
_=__TR
x _
2(rag  H'
(g  g_ + m (f  f)
)
A
0
To
insure
that
is
positive
semideflnite,
we
demand
that
/
mgH
fm
>0,
>0,
and
I
7
4
The
functions
( mg__  H
^ ^
f and
g are
(if
now
m)
 Max
chosen
(g_)
to minimize
+mCfMax
I(g
> O.
 _)
+ m
(f
 _)
 92 First,
the following
(x2)
definitions
are given:
= MAX _f(xl,x2,x3)]
xI , x3
(x 2)
g(x 2)
= MAX
xI
_(x2)
= MIN _ (x I ,x 2 ,x3)]
= MIN
(x2)
= f
(x2)
MAX
+
2
x2)
Thus,
the
(x2)
(x2
MIN
x2
last
(x 2)
'f
x2
f
=
_(Xl,X2)
Xl
Xl,X3
A
f
_g(xl,x2) _
If(x2)_
x2
condition
which
is stated
above
for
a positive
semidefinite
becomes
m
/
q  4
If now
is
(m g
chosen
m=
 H
(f  m)
to maximize
fg+2H
_2
q, we
 f
>
 (g + m_)
0.
obtain
4g__
t
For
this
value
of
m,
>
if
f g
f g
 H
>
where
In
in
the
_2 f H
=
summary,
large
if:
(Xl)
the
>
general
,s,H
>o,
for
third
xI
(f g + H
_ __
order
system
is
asymptotically
stable
 93
!
f g
xl
>
(Xl)
_0,
and
dx I _
_<_
as
I Xl0 _
_"
Special
(i)
and
Cases
Let
the
f,
of
Part
g and
Liapunov
h be
constants.
function
Then
f = g =
6=
0,
f = =f' g = _,
is
2
_ h (f_
2g
+ h)
xI
2h
+ 2g
x2 +
(f g +
_rconditions
h
for
>
fgh>
(2)
Let
f be
2 f_B__+__)
2g
x2 x3
>
O,
h)
x32
2g
asymptotic
0,
+ x3
The
XlX 2
stability
>
are
and
O.
a constant,
g = g(x)
and
h = h(x)o
Then
f = g
= 6 =
the
stability
O,
i
f =
f,
are
the
and
g and
same
as
are
defined
Barbashin's
as before.
Thus,
conditions
results:
h(xl) > O, xI # 0
m
I
f,
g,
>
>
!
f gH
(3)
Let
When
f =
= h(x),
f(_
we
) and
get
g = g(_).
case
B.
When
h is
a constant,
we
get
case
A.
h,
 94 (4)
For a particular
example, consider
f(xl,x2,x3)
= i +
q"
Ix21
6
 (x I
g(xl,x2)
= 6
2
(x I
ae
h
We
obtain
( Xl)
want
the
2
x2
)
+
b e
xI
i 
(I + xl)e
for
xI
the
range
of
a and
b so
that
stability
following:
2
X
2
=
+ae
Ix21
f
(x2)=
+I
I
2
/k
f
(x2)
= a
2
_x 2
2
x 2
f = Max
x2
f=
>
0,
= h(xl).
to find
(x2)
2
x3 )
_.
x2
h(xl)
2
x2
Ix21
is
guaranteed.
Thus,
we
 95 2
x 2
+
g (_2) = 6
be
2
4
b
+
x2
(x2) = 6
2
x 2
A
=6
g (x2)
+b
 [
2
4
x2
x 2
=Max
x2
2
x24
=b
+ 2j
$6
(x I)
= xI  3
(xI) =u
Ii  (I +
, xI
>
X'l
(Xl)
= i
(Xl)
= H
/
H
e Xl 1
(xI)
I
H
Xl)
xI e
, xI
>
/
(Xl)
, and
>
and
/
}{
Therefore,
f g
=i
===_/
 V
= 5
,_2
7
f _I +
we
7_,
(_6,(.
can
select
_ _
7"
,..2
o +H)
+ g g
= =
:_/a2
+ Tab+ ob2 <s.
or
+7
ab
b2
<
25.
< 5.
Then,
(D)
but
be
_ 25.
Do
In
this
if
+ 7 ab + 6 b2
in the large is
fx + _
(X)
case,
f and
considered
derived.
extension
= 0.
are
separately,
The
of
x + hx
state
constants.
less
variable
the Lienard
Case
stringent
form
of
is
a special
conditions
this
equation
for
case
of
stability
is obtained
by
C
can
logical
transformation:
Yl
Y2
= Y3
 h Yl
Y3
  G(Yl)
Y2
f Y3
where
Yl
and
G = G
Assuming
(yl)
the
usual
2(h
We
now
select
forms
PI2
of V
G/Yl
hP22
+ G/Yl
hP23
+ G/Yl
the
P33
G/Yl
and
Yl
_,
PI3 )
P23
elements
2(f
(yl)
'
we
obtain
hP22
 PI3
+
of
such
G/y I
2
fP13_ifP23
P
for
" PI2
the
Qmatrix
hP23
P23PI3
P23
 P33
2(fP33
that
 h)
0
0
the
following:
+_Yl
P33
fP23
 PI2
" PI3)
+ fPl3
" P33
 PII
 97
Thus
and,
PII
= f
P22
= f/h,
G/y
I_
PI3
'
PI2
= f'
P33
 I,
I, P23
= 0,
hence
f2 Yl 2
i G(Yl)
dy I
 2YlY 2
f/bY22
+ 2
f Yl
Y3
2
Y3
or
f" [
= 2/f
_O
Yl
I
Yl dYl
_
(Y2
in
the
large
 f
Yl )
2
+
(fYl
+ Y3 )
'
and
=
In
 2
summary,
(fG/y I
the
fG(Yl)/yl
Yl
_O
In
<f
 h)
system
 h
G(Yl)lY
passing,
we
is
2
Yl
asymptotically
>
 h) YldYl
note
stable
that
onl_G
(yl)_
l
LYl
g (yl).
An
example
of
f = 36,
(Yl)
if
this
h =
= Yl
fact
is:
186,
 7 yl 2 +
12
oo
as
, mmst
lyll
be
positive
__oO.
and
not
necessarily
 98
where
g (Yl)
0 when
 2
<
Yl
<
I_,
_r_and
V_
<
Yl
<
2.
2
 7 YI
The
corresponding
isly
mini(tlyl)]is
Thus,
is
positive,
and
4
3
L YlJ
which
18.___7.36
f G(Yl)
>
 h
f(187_
= i
>
Therefore,
0.
all
stability
conditions
Yl
are
the
satisfied.
The
next
example
paper
is
concerned
studies
as
(43)
one
of
nonlinear
of
Schultz
choice
of
state
on
nonlinearities
the
Second
Order
The
and
Gibson
is
from
with
the
systems
and
a paper,
by
Gibson's,
variables,
the
, by DiStefano.
best
choice
the
Liapunov
example
DiStefano
in
(2)
was
of
state
variables
Method,,
in
able
The
this
to
The
subject
for
example
is
compendium.
relax
some
the
But
of
the
of
stability
the
by
same
a different
conditions
system.
Example
system
equations
using
the
canonical
state
variables
as per
Schultz
are
Xl
= x2
_2
 x2
 x2
(Xl)
 XlX2
df(Xl)
 Xl _
(Xl)
dx I
The
resulting
Liapunov
function
= 2
and
xI
O
its
time
derivative
(x I ) + x I
dw
were
found
dx I
to
(x I
be
+ x2)
 99
V =  2
x 22
d_dw  2
x_
(x l) ,
1
where
that
w
w
= xI
has
By
positive
using
variables
(Xl).
dw_w.. The
one
of
the
restrictions
on
the
nonlinearity
is
slope.
"block
which
Thus,
can
diagrams"
be
resulting
shown
set
of
the
author
determined
to be
stable
without
equations
and
the
a new
set
restricting
Liapunov
of
state
the
function,
derivative
which
was
dx I
derived
by
the Variable
Gradient
Method,
are
xI =
 xI f
(Xl)
+ x
x2
pXl
'
v=x
Thus,
but
for
no
>
=  2 x2 2
and
conditi__., is
<
<
(_1)
_ 2
(_
it
is
O,
placed
on
the
i)
xlf (xI)
slope
(xI)
Xl 2 f2
sufficient:
that
dw
dx I
> i and
= x I f(xl)
dx I
The
in
I(44)
2 +2
Iowa,
Third
final
in
Order
The
exampl e
was
taken
from
a speech
1964.
Example
system
equations
Xl
= f
x2
= x3
_3
in
(Xl
 P(Xl)
state
variable
form
' x2)
 q(x2)
 a x3
are
given
by Dr.
J. LaSalle
>
O;
The
choice
of
____ for
this
system
d
cK(xl)
VV
_(Xl)
and
(Xl)
' dXl
is
_(x2)
2cx 2
100
x2
cx 3
2x 3
I
where<,
Therefore,
and
the
_
time
_)T
are
undertermined
derivative
_
_f
2cpx
functions
of
is
_'
x2
given
is
an
unknown
constant.
by
_x
_/_x3
2cx23
2
2
2px 3
2cqx
 2qx 3
2acx2x
2aX3o
Let
Then,
2ac
o_
2x I
2p(xl)
x2
2q(x2)
, and
i.
becomes
2 xI
V
2 p(x I
2 x 2
pl (Xl)
) +
2a
x2
x2
+
2q
(x2)
2x 3
x3
or
F
IP(xl)
L_
x 2
q(x2)
x2
 d
P(X I)
dx I
+
f
(x I
, x 2)
x2_
x I
(x I , x 2)
We
now
check
the
_2V
_Xl_X 2
curl

= _2 V
_x2%x I
2v
_ 2V
2
"_2 V
_x2_x3
"_ 2 v
Xl X3
Thus,
by
line
integration
= x_
Therefore,
xI f
we
x2 x3 +
x2)
x2
can
obtain
x2
of
(x2)
(Xl)
(Xl)+
>0
(x2) >
O.
q (x2)
x2 d
x2
asymptotic
for
xI _
x2
 d
stability
are
p
d
a
V:
/oXE
conditions
(Xl,
(Xl)
the
equations:
2p(x)
_x3_x2
I01
(Xl)
xI
(Xl,
x2)
x2 >o
2
x 2
(i)
(2)
Schultz,
D. G. and Gibson,
J. E., "The Variable
Gradient
Method
Generating
Liapunov
Functions,"
AIEE Trans.,, part II, Appl. and
Vol. 81, pp. 203210,
Sept.,
1962o
Gibson,
J. E.,
Method
Purdue
(3)
etc.,
Stability
of Liapunov , Vol.
U., May,
1961o
Gibson,
J. E.,
etc.
III
Present
Nonlinear
Control
S_stems,
Purdue
U., May 1961.
(4)
Gibson,
339,
(5)
J. E.,
Nonlinear
Nonlinear
State
Interim
of
of
Art
the
Report
Automatic
Control
Report
in
2,
Control,
Systems
Project
on
AF
the
the
(600)
Second
 1933,
Specifications
Project
McGraw
by
29
AF29
Hill,
of
(600)
New
York,
 1933,
pp.
336
Schultz,
D. G.,
Haley,
R. L.,
Nonlinear
"A Discussion
AIEE
Generation
Systems,
Ph.
of
Trans.,
of
Do
Generalized
Part
Liapunov
Thesis,
II,
RouthHurwitz
Applo
&
Functions
Moore
Ind.,
for
School
Conditions
Vol.
Certain
of E.E.,
81,
Classes
U.
of
for
pp.
377
Penna.,
1963.
Geiss,
Go, '_fhe Analysis
and Design
of Nonlinear
Control
Systems
via
Liapunov
Direct
Method"
Grumman
Aircraft
Eng. Corp.,
Research
Dept.
Rep.,
G=R.D.
No. 121, pp. 126129,
1964.
(8)
Puri,
N.,
N.
A.
Systematic
Generation
to NASA Oct., 1963.
Ku,
Yo
H. and
Systems,"
(I0)
Ku,
Y.
Ho,
Control
(11)
of
Puri,
Penna.,
N.
Liapunov
(13)
9,
For
Liapunov
Functions
N.
of
N.,
N.,
"On
Franklin
"Lyapunov
Vol.
Proposal
of
Function
No.
3,
Mekel,
R., Synthesis
of
Criterion
and Aizerman's
H.
(12)
Purl,
Jour.
A.
pp.
Study
Liapunov
Vol.
of
a Fourth
 278,
Research
for
Control
Functions
Inst.,
276
and
276,
No.
Order
July,
of
5,
in
New
Systems,
High
pp.
Order
349
System,"
Methods
for
Submitted
Nonlinear
 364,
IEEE
of
(7)
(9)
1963.
Nonlinear
Systems,"
382, Sept.,
1962.
(6)
of
Final
For
Ind.,
Nov.
Trans.
1963.
on Auto
1964.
Control
Systems
VIA
Thesis,
Moore
School
Liapunov's
of E.E.,
1964.
N.S.F.
Functions
Proposal
and
The
For
Design
Study
of
and
Optimal
Research
Systems,
Goldwyn,
R. M. and Norendra,
K. S=, "Stability
Equations,"
IEEE Trans.
on Auto
Con tr0 I, Vol.
Oct.,
1963.
in The
Generation
Submitted
of Certain
18, No, 4,
of
1963.
Nonlinear
Differential
pp. 381  382,
 103
(14)
Narendra,
K.
S.
and
Ho,
for Nonllnear
Systems,"
Cambridge,
Mass.,
Sept.
(15)
Goldwyn,
R. M.
Differential
Tech.,
Rep.
(16)
DiStefano,
and
Y.
C.,
K.
Narendra,
Equations
Using
No. 403, Harvard
J.
J.
III,
'_n
The
Cruft Lab.,
15, 1960.
'_he
the
U.,
Choice
S.,
Construction
Tech.
Rep.
'_tability
of Liapunov
No.
328,
of
Certain
Harvard
Nonlinear
Second
Method
of Liapunov,"
Cambridge,
Mass.,
March
18,
of State
Variables
for
Functions
U.,
the
Cruft
1963.
Determination
of T_e Stability
of Nonlinear
Systems
Utilizing
the Second
Method
IEEE Trans.
on Auto.
Control , Vol. 9, No. 3, pp. 279  280, July,
(17)
L_Balle,
Rapids,
J. P., From
Iowa,
1964.
a Speech
Given
at a S.I.A.M.
Regional
Lab.
Meeting
of Lyapunov,"
1964.
in
Cedar
ISECTION
LIAPUNOV
SIX I
FUNCTIONS
AND
AUTOMATIC
Prepared
by:
H. Kwatny
J. Persechetti
G. Blundall
CONTROL
THEORY
ii.
Some
Definitions
In
used
this
primarily
the
text
we
Theorems
set
ensueing
books
concerned
general
Basic
section
thruout
in various
and
down
work.
and
with
some
basic
Thorough
monographs
a
system
definitions
discussion
including
of
= (x) ,
Let
Definition
denote
I:
___ S_
initial
the
The
such
vector
open
2:
stable
there
and
Xo
origin
that
I[_II _"
sphere
The
of
if _
_ o which
Definition
all
proofs
, _4_
are
and _9_
differential
which
(I)
a _o
is stable
(t, _o_
lies
origin
is
We
equations
are
of
of
>
is
for
then_
(i)
asymptotically
such
(t, _
that_
any
solution
in SS,
is
HR
its
boundary
and
of stabilitytheorem
of thein origin.
uniqueness
a region
if
the
and
SA
corresponding
) lies
in S_
stable
(t, _o)
there
_0
if
as
is
to
an
thereafter.
the
t_+
origin
is
OO
for
origin
Definition
3:
The
Definition
4:
The
is
asymptotically
In
origin
stable
is unstable
whenever
of
(i)
is globally
asymptotically
and
$6o
includes
one
or
specify
satisfy
_(0")
completely
but will consider
a class
certain
prescribed
conditions.
A function
will
termed
stable
if
nonlinear
our
attention
functions
it
is
state
to
control
We
will
not
stable.
stable
if
it
space.
not
systems
in
which
general
of functions
which
belonging
to this class
admissable.
5:
it
direct
the whole
include
be
will
(i)
sequel
more
we
of
the
Definition
I
the
(i)
in S_o.
are
available
(o) =0
Sassume
A.
Liapunov
the following
definition
that (i)gives
satisfies
the existance
and
$8(_)
theorems
form.
and
II_
autonomous
and
The
is
origin
globally
of
the
control
asymptotically
system
stable
state
for
all
space
is
absolutely
admissable
functions
 2
Theorem
i:
definite
Stability
V(_).
function
semidefinite
Theorem
(Liapunov
2;
of
(i)
definite
is
Theorem
3:
V(_
definite
in SA
Theorem
of
4:
to
Theorem
If
then
2 hold
and
Equations
Much
on
of
Motion
of
the
a model
actuator
feedback
more
called
partials
on
derivatives
plant
and
linear
'direct'.
On
as well
the
as
is positive
of
of
plant
the
contained
directly
other
the
exists
and
exists
ifV
trajectories
stable
a positive
definite
is negative
no
thru
hand
if
nonlinearity
If
points
all
such
definite
nonlinear
a nonlinear
conditions
solutions
that
(d)
 V
control
= O
is
stable
systems
control
characteristic,
feedback
the
and
control
nonlinearity,
the
the
asymptotically
dynamic
the
2)
of
study
composed
the
locus
is globally
in
actuator
the
(i)
Tuzov_
origin
work
a
there
with
the
(c) V
original
If the
acted
the
along
to Theorem
__
II_II, (b)
then
there
of
unstable.
complement
solution,
trajectories
Whenever
V
a positive
is asymptotically
in _
Krassovskli,
with
semidefinite
If
and
positive
origin
Barbashin
nontrivial
the
exists
the
derivative
and
(LaSalle,
oo
Theorem}o
S_
5:
no
was
is stable.
origin
TheoremS.
is
origin.
contains
or
origin
SA
the
whose
first
the
(a) V(_)
based
the
V along
then
(BarbashinKrassovskii
Theorem
tend
Instability
there
derivative
in _
in S_
continuous
Whenever
Stability
V<_)
definite
with
then
Asymptotic
(Liapunov
function
in S A
function
negative
Theorem).
in S A whose
is negative
positive
(Liapunov
then
was
element
i.e,
the
acted
thru
was
termed
the
control
one
or
'indirect'.
3
This is illustrated
in fig.
(I).
The system
c(t)
plant
(a)
'
l
c(t)
actuator
plant
(b)
fig(l)
in
fig(la)
is
a direct
indirect
control
strictly
to
In
systems
In
general
with
of
control
poles
indirect
part
of
will
of
consider
the
of
system
system
However,
is significant
have
has
direct
negative
a pole
system
at
in
the
fig(Ib)
is
example
'indirect'
refers
clear
many
of
an
fig(ib).
can
0 and
it
is
be put
in
the
is
readily
if we
that
agree
parts.
In this
origin
stable.
The
and
that
configuration
transformed
between
the
an
term
distinction
real
is
usage
fig(ib)
the
That
r(t) =
nonlinearity
G(s)
different.
present
configuration
fig(la).
the
In
system.
a single
systems
of
system.
we
particular,
tion
be
the
control
into
,'direct'
G(s)
be
case
treatment
of
stable,
the
is unstable
and
linear
whereas
the
two
control
of
the
fig(la)o
configura
'indirect'
i.e.,
part
the
all
of
the
linear
situations
will
mathematical significance
and indirect
Hence in
the system
be used
If G(s) is a real proper fraction
partial
fraction
form
C(s)
=o_ o
+_
o< I
S h I
where
conjugate
is
the
order
palms.
of
Then
the
the
denominator
system
in
o<
n
S _, n
can
be
are
redrawn
not
real
occur
in
fig(2).
as
%._
r
Yl ;_
o
o
o
O
o
o
o
I
r
i
fig.
(2)
in
The
system
in
fig.(2)
can
be
Yi
described
_iYi
by
the
system
of
equations
+ _
i =
I, 2,
...
i=l
or
in matrix
form
0_
tc
y /0 6
Ay_
I
=
=
(i)
=
where
A =
_i
>'2
t
c
is Lur'e's
The
way.
canonic
canonic
Suppose
the
form
(
I,
of
the
transfer
control
system
function
G(s)
BoS
+ BI s
S
can
be
2,
"
" _n
"
,
vectors
transpose
redrawn
as
in
equations
is given
fig(Ib)
i
. . o
I
n_;
P=<o
and
r_=rices
here)
the
form.
G(s)
Then
k...... Since
in general
we are
dealing
with
complex
(
superscript
t will designate
the Hermitian
This
. .
+c_ I
can
be
obtained
in
another
as
+ oo. + Bn
ni
S
+..+o( n
fig(3).
n
S +
figo(3)
n i
iS
BoS
+'+
BIS
+...+
Bn
this system is
1
(Dn
IDnI
+ ....+
n_
_(_)

(2)
(Bo Dn
BIDnI+'''+Bn)_
(_IDn'l+_2Dn2
+'''+_n_
P_
where
i=
p
Now
the
state
BoO(
i =
Bi
i,
2,
...,
B0
space
variables
are
defined
by
ni
(xl,
so
that
the
x2,
...,
following
Xn)
first
_,D_,
order
.....
,D
system
_)
equivalent
Xl
x2
o . .
to
(2)
is
obtained
I 0
0
0
'Xl_
x2
0
o
Xn_
Oi n
 @(n_l_n_2
0
0< 2
Xn_ll
=_l I I Xn /
= q(_)
=
or
in vector
_n x
i+
"'" _i
Xn
"
notation
=
B_
(3)
CY:
s
7where
This
is

sometimes
The
eigenvalues
the
linear
pe_tion
_1,
_2,
""
following
n"
referred
of
of
the
the
Then
Vandermonde
to
as
the
matrix
system.
the
canonic
of
'state _ representation
B
are
Let
the
these
form
is
characteristic
be
distinct
obtained
by
and
making
the
system.
roots
Qf
designated
=se
of
by
the
matrix.
I
;kn
_2
_2
A.2
.,
i'
n1
U
The
canonic
Equations
....
variables
(3)
are
defined
by
the
transformation.
become
. __ }
_
_" y
 /o_
(i)
I
8where
I
AnT
BT
:lilo
o
_2
..o
b
I
= T
"t
t
In what
follows
of an indirect
control
system.
form
The form
control
(I) or
_wever,
it will
system
(3) will
it wlll
be stated
be taken
not always
when
as representative
be assumed
this assumption
that
applies.
is
$=
(4)
t
A y
(5)
if'
The
have
'characteristic'
the following
"a"y
function
Q(
) will
be assumed,
properties
I.
_(_)
is defined
2.
q(O)
3.
The integrals
and continuous
0 and g'_(_)
(g") dr
>
o for all
diverge
O';e
to
Any
be
function
having
necessary
3. The
to modify
Proble m
of Lur'e,
Initially
absolute
Lur'e
stability
treatment
The
t
I
I
I
m
I
I
L
I
l
I
L
these
given
here
indirect
the
a class
follows
termed
admlssable.
on the
class
of
At
times
admissable
it
will
functions.
_ontrol
Postnikov
control
is
requirements
Indirect
and
of
properties
obtained
of
direct
sufficient
and
indirect
a reformulation
system
y
eqs.
conditions
of
the
control
problem
for
problems.
due
the
The
to Lefshetz.
are
It
is
convenient
defined
From
by
(1)
_,_)
have
to
the
if
from
the
does
varlabies
(_,_)
to
new
variabies(_,_)
transformation
and
stability
a unique
transform
_0
describes
inverse,
so
the
i.eo,
we
_,
andS'.
_)
If
the
stability.
converse
is
true
then
be
true
(I)
For
this
to
we
must
have.
must
require
t
Now
t
c
Since
is
stable
?
we
know
that
IA
_t
_c
O.
Hence
I_
A
(2)
 i0
This
relation
equations
between
parameters
of
the
system
is
assumed
to
be
true.
The
system
become
t.
If
e_.
(_)
(2)
holds
the
= O
if and
only
only
singular
if
0_ =
point
O.
(3)
of
This
(3)
is _
O,
is a necessary
q_=
0 since
condition
for
absolute
stability
The
method
is based
upon
complement.
used
to determine
Liapunov's
Lur'e
and
the
assymptotic
Postnikov
sufficient
stability
considered
vC_,_) = _
conditions
theorem
a Liapunov
and
for
the
absolute
BarbashinKrassovskii
function
B_ +_(0_>; _(_)=[
stability
of
the
form
4(O_)a_
(4)
_o
where
B is
respect
and
_(_)
to
(x,_).
diverges
hence
a positive
the
as
definite
= O
hermitian
for _=
Furthermore
Q" _
cw) it
(4)
follows
that
that
the
with
respect
to
_@s_
is
is
that
Q'_((F ) >
positive
requirement
that foG"
for
definite
I_ (_,0")_
>
{w) and
satisfied
B_
+ _ B_
B_
_t
B _
b
+ _(_)&
t
+
(5)
t
B A _
+ _T
t
(A
 B A)
with
_(O_)_CF
(3)
t
V = _
O,
time
.t
v(_,_) =_
Recalling
q_K)
complement
using
is seen
recalling
BarbashinKrassovskii
Differentiating
it
matrix.
_
_  _
t
(b
 i
2
t
c
)x
t
(Bb
i
2
_)
i
 11
V = x C_
+ p _ _ + (_ _ _
C = A t B
Where
=B
(6)
_)
(7)
51
(8)
2
and
use
has
compactly
I
I
i
made
of
the
fact
that
= @*
,_*)(_t
P
According
to
V be
matrix
in
hermitian
a theorem
positive
(9)
as
be
by S_,ivester
definite
is
positive.
well
be written
more
that
Hence
we
all
(9)
and
of the
require
sufficient
principle
that
C be
conditions
minors
of
positive
the
definite
as
>o
P
_ow
C
r_),
i
_t
_t
o_
can
)()
necessary
I
I
Eq. (6)
as
V(x,_)=
that
been
Since
CI _0
we require
_t
i
(i0)
i
I
I
I
l
There
the
are
matrices
matrix
equation.
stable
and
unique
solution
if A
= diag
some
co_ents
and
is
(_i,
C.
It
any
Eq.(7)
can
be
given
B and
to
be made
is
referred
shown
positive
B is
"'' 74_n)
(see
[i]
definite
a positive
and
concerning
to
relationship
in
the
literature
and
_2]
) that
hermitlan
definite
Re h i :M
the
i<.O
matrix
hermitian
we
if
have
as
the
then
matrix.
from
(7)
between
Liapunov's
matrix
(7)
has
is
a
In particular
 12 +A, k ) bjk
='Cjk
(11)
Cjk
bjk
Sufficient
and
The
obtained
that
that
above
by
positive
formulation
Lur'e.
of Lur'e
is
A
For
that
the
definite
yields
the
A,*j
+ /_,k
theorem.
conditions
C be
given.
Lur'e
= diag(A
and
more
purpose
system
eq
(i)
be
inequality
results
comparison
considered
,...,
the
general
of
of
an
a special
absolutely
(i0)
than
analysis
canonical
be
those
satisfied.
originally
following
system
where
An)
(i,...
i)
t
m
c
The
Liapunov
function
has
__t
C = _
and
form
+ diag(A
6f
(4) with
taken
as
I , ....,An)
hence
B =2_*.
_j
To
the
n)
see
that
_k
dlag
(A I J"'J
2MI
definite
note
that
+ 7k k
C is positive
_t
x
_t
x _
t_
x
IE t _ 2
x I
I
ifA i Z
_t
x
n
I
i=l
An ) where
__
2M h
diag(A
Mi
_.
for
I ,...,A,_
2
A_.
= Rel_ki
I xlJ
_0
o.
Now
t
V = _
diag(Al,
+ _t _
...,
An)
_ +
(_*_ t _ +
_) + p _ _*
13
Add
and
subtract
___@
V
( t
+ _t
diag(A
t
I,...,A_}
t
_)
to
V.
Then
= _
_ _
+ (_*_ _ + _ _)
v_
t
@_
t
V_ _ (_+
_)
= _
diag(Al,...,An_
I_
2
51
V_ _
+ _(2  P f)t _
x + q _t
x (__)
Since
Ai _
O we
have
at
least
a positive
semi_efinite
form
for
v if
we
require
(12)
Eq(12)
is
equivalent
to
the
n scalar
equations
n
= O,
*
+ _
Aj
or
since
zero
the
we
have
only
the
2M
restriction
on
the
requirements
on
A i is that
K=l,2,...,n
(13)
they
be
greater
or
equal
to
Equations
called
this
(13)
the
are
the
called
'limit'
corresponds
allow
K
hi*
j=l _
+_k
the
'prellmit
equations
to A i
equalities
>
then
+0__=___kVp
If we
; equations.
require
O which
gives
we
some
have
__ 0
that
The
the
a positive
Ai
, K=l,2,o..,n
equalities
and
of
inequalities
definite
V is
of
form
only
(14)
to
(14_
(14)
V.
positive
a_e
hold
If we
semi
definite.
We
arrive
following
under
the
complexity
of
real
that
the
that
or
here
the
side
We
that
prelimit
the
complex
left
sufficient
considerations.
then
postulated
to
Lure's
consideration
solution
the
two
at
(14)
whenever
by
real
conjugate
of
assume
equations
problem
a i are
conditions
the
have
or
real).
occur
for
limit
absolute
some
the
limit
in complex
i(Note:
Hence
It
we
is
of
have
solution
by
the
systems
a suitable
Hence
we
reduce
system.
Also,
Lur'e
conjugate
pairs
corresponding
readily
have
stability
classes
equations
a suitable
examining
pair
is
that
for
shown
that
this
insures
 14
Lure's
Theorem:
system
described
by
the
equations
i =
where
complex
absolutely
the
_%iand
stable
limit
pairs
there
of
in
(14)
comparable
Lefshetz
corresponding
exists
a set
such
corresponding
Conditions
the
if
equalities
conjugate
of
oiioccur
that
the
al,
a i are
conjugate
a2,
real
pairs
...,
or
is
satisfying
occur
in
complex
to Tkl.
to
formulation,V
canonical
complex
roots
the
(13)
or
(14)
form
are
is positive
d
Assuming
of
_e(Xl) <
1,2,..o,n
of
the
easily
definite
Bb
system
obtained
if we
i
2
equations
from
inequality(lO)
choose
=0
and
the
above
aj_%j E
or
taking
the
complex
k=l
_j
conjugate
and
+Tk
__
k
+ _/_
2Mj
interchanging
=0
j=l,2,...,
subscripts
(15)
=
j=l
Note
The
that
Problem
We
these
eqs.
are
of Lur'e
consider
identical
 Direct
here
k*j+kk +
a direct
to
(13)
k=l,2,
..,n
except
for
term.
the
Control
control
system
described
by
the
system
of
egs.
(i)
t
_
where
at
the
is
a stable
origin.
matrix
and
Differentiating
_=
_t_
c
x
we
assume
the
the
second
_t
= _A_
only
singular
equation
_t_
c
b
(_)
with
point
of
(i)
respect
to
time
occurs
, i5
Following
Lefshetz
we
define
so
,=
(2)
that
(3)
_gkin=
the
same
Liapunov
function
as
f,.;..r
the
!n,!Irect
c:_ntrel
case
A.
(4)
Piffer6r:tiating
with
respect
to
_i_e
AtB
=C
(5)
t
and
it
appears
dimensional
which
c_n
Ihat once
(_,
space
be
n_de
!
2
again
we
have
a a:..u__....
t_ fok_
done
i{ozenvasser
positive
previously,
[3]
n +
I i._Jdependent
(i)
and
In
g in
the
_)
definite
by
"'c"__4_'_'_.__,c,
<__be positive
as was
for
Ho;_evar,
fact
V
vai_lables
be
_.t mcst
_),
To
see
and
I
"_ * is not
..__,,
can
_,
definite
the
ca_e
as
pointed
out
z..._=_4,,;,==.=
.....
_ semidefinite
tkis
xtot that V
c_
in
by
the
be written
using
(4)
e
V
,t
x
t
B
"_ Q)
t
x
(_ B
Re r
_.(2s_
Q)
+ _
%)t
(A _
_)I
(6)
 16
W_mre
in
use
has
been
corresponding
IA _ _
and
A _
the
of
that
of
in
(i) can
 _ _
not
restrict
the
_ to
is
space
and
is
the
that
origin
of
since
of
can
_).
semldefinitenesso
It
be
definite
the
system
If
this
seems
a stable
of
the
is
"x
and
matrix
space
points
other
in
(_, _)
space
only
only
solution
the
case
then
to
occur
we
have
than
Note
critical
the
plausible
(_, _)
at
the
that
both
is
zero
not
mLtst require
_,
since
subspace
therefore
we
_t_
x
c
Now
stability
Hence
_
x
dimensional
means
absolute
_t
c
that
pairs.
a one
This
origin.
= 0 is at
fact
= 0.
to have
be
A _
@)
the
conjugate
there
 _ _
_,
order
of
complex
hence
satisfying
origin
made
of
e_
inquire
point
(6)
does
whether
this
requirement
is sufficient
is
and
the
case
focuses
attention
solution
of A _  _ _
t
i
that _
A
b _ 0 and
t
Theorem
(I)
is
order
to
is
proves
a definite
on
what
the
trivial
the
following
V.
Lefshetz
conditions
_,
[P_] shows
guarantee
solution.
He
that
obtains
the
that
the
this
only
requirement
theorem.
i
C
absolutely
The
= 0
If _
to yield
is positive
definite
and
t i
A
_
O,
then
the
system
stable.
treatment
given
avoid
difficulty
the
below
follows
that
discussed
v
of
above
S(x,q)
Aizerman
add
and
and
Gantmacher
subtract
_@(_)
to
]in
(5)
uhen
(7)
Where
t
q*C
(Rl iq
(B)
t
t
Where
use
that
V will
requiring
_,
we
_)
has
made
be negative
S(_,
does
consider
been
@)
be
not
lead
two
cases
of
the
facts
definite
positive
to
if S_,
definite
a contradiction.
separately.
= @*
These
_)
as
and
is
positive
a hermitlon
c.
It
definite.
form
in
the
is
clear
Furthermore
N +
I variables
Following
being
closely
to reference
t
_t
r = _
_
_2 0 and _ = c
L4]
_
O.
 17 t
r=_
>
is_tApproach:
Note
that
equation
(8)
can
be written
s_, _)
_, q)
_!_t2__) )
2
Which
is positive
definite
if
C is
positive
definite
and
the
Lefshetz
inequality
t
I
(9)
holds.
The
simplest
way
to
insure
(9)
is
to
require
d! _
2
O.
t
u
_Approach:
Noting
that
>
add
and
subtract
the
quantity
_
cb
i "
to s(x, _)
2
S(x, _) =
_!
tcb
t
+_Cx
order
that
S(x,
_)
be
positive
definite
(lO)
_t_
cb
In
=)
2
it
is
necessary
and
sufficient
that
t
(II)
_t_
cb
be
positive
definite.
canonical form, i.
A = diag(2kl,
...,
e.,
)kn)
i
_k
I
0( 2
i
and
choose
t
C =
then
B =
+ diag(Al,...,An)
9
 _.i_k
diag
Aj* +Ak
__!,
where
.... Ann)
2M I
_[i
= Re
Ai
<
2M n
and
t
(3!
_)k
(B _
 !
 !
c)k
n
=
,
_1_k
j=l A_+Xk
Eq(ll)
can
AkC_k 9
2M k
,
C_k
Y
be written
t
Q(x)
diag(Al,..o,An_
(12)
_t_
c
b
With
so
Ai >
0 we
can
insure
a positive
definite
Q(x)
by
choosing
the
elements
of
that
(13)
 19
Hence
we
have
the
equations
=
or
since
Ak
is
are
'Lur$e's
__k
_
j=l
_+_
an arbitrary
Ok _
j=l _
These
resolving
constant
+ ak=t
2
prelimit
_kO_k
2_ k
positive
j
+Xk
c_
we
.
k
, k =
1,2,...,n
require
only
+ ___k
_ =
2
that
_ _k
the
>
_k
satisfy
0
(14)
equations'.
t
=
In
I
I
this
case
is
positive
(8)
tC
s C_, _) =_
which
e_
definite
becomes
[_*
in
_,
Ca!
_)t
2
_)
if C is
!
positive
definite
and
we
require
(15)
= o
Lur'e
first
I
Returning
to
the
case
of
a system
in
the
*
_
canonical
j_k
A k
form
(15)
leads
to
AkC_k
CX, k
=I,2,0,,U
i
or
_k__ I_
_kO(k
*
+
Okk
2"
O,
(16)
= 1,2,...,n
t
These
_j
*+
are
contained
Hence
called
the
in
we
can
'limit'
'prelimit'
(14)
refer
equations
although
to
the
(14)
equations
as
for
two
the
the
systems
'prelimit'
are
case.
obtained
equations
Note
in
in
e_b.
different
both
cases,
(16)
fashions.
The
j=l
Kj
so
are
0
*
are
+ _k
2
k
= 1,2,...,n
(17)
20
Example:
_21
second
We
order
consider
plant.
here
The
the
control
problem
system
of
under
an
indirect
control
consideration
is
system
illustrated
with
in
fig.(1).
(sk l_(s>_)
fig(l)
_.tree
cases
are
considered;2kl,
A, 2
real
and
distinct,_kl,_,2
real
and
equal,
_kl,Tk 2 complex.
CASE
I  real
The
roots;
diagram
of
_I
fig_l)
"MI
can
_
be
O, _k2 =
redrawn
 M2
as
shown
in
fig. (2)
fig(2)
The
Squations
of motion
are
_i
=" MlXl
_2
="
X2x2
0"
ClX 1
(l)
c2x 2
/0_
 21
MI
M2
Where
C2
2
PM2
 PIM2
M i
+ P2
+M2
Choose
CC 1
Since
we
require
O we
must
p
Then
we
have
_O,
prq
(2)
know
0
Where
Po
As
sufficient
conditions
for
qo
absolute
stability

MI
we
Bblc
+ M2
shall
tq_
rO
='_
require
(4)
2
Note:
We
p
Eq.(4)
have
>
expressly
O.
This
is
indicated
also
that
true
(4)
is
a sufficient
condition
if
if p = O.
yields
Po
qo
Inequalities
(2)
are
equivalent
+ qo
+ ro
i
2
cI
!
2
c2
O'
(5)
=
to
Po
">
O,
Po
ro
6qo 2
(6)
22
Where
6
(MI
M2)2
4M 1 M 2
Using
(5)
to
eliminate
Po
and
ro
from
(6) we
obtain
2
g(qo)
(_
1)
qo
1
(Cl
c2)
qo
ClC 2 <
1
(7a)
qo
<
Cl
!
(7b)
The
discrlmi_mtof
g(qo
_ is
,(eI
Since
>
inequality
by
this
and
we
(7b)
O,
the
(7a) has
method.
can
must
If
satisfy
also
parabola
no
g(qo)
solution
_
(7_)
= 0
and
by
selecting
be satisfied.
then
Note
is
we
 c2) 2
concave
cannot
g(qo)
in
ClC2
upward.
Rence
demonstrate
= 0 has
qo
+ 4.
the
two
absolute
distinct
interval
if
real
(ql
, q2)
" !
2
___
stability
roots
ql,
q2
Inequality
that
2
g( ! Cl) =
c1
4
2
Then
 i
2
fulfilled
C 1 is not
only
if I
2
in
the
(ql
interval
+ q2)
<
(ql,
 _i
2
 i
or
q2)"
Cl,
qo
cI
can
be
or
cI
Cl
4(
 l)
c2
finally
(261)
and
Hence
(c I
cI <
c2
 c2) 2
4 g ClC2
(8a)
_
(8b)
23
CASE
II
real
In
this
roots;)t
case
I =_2
=M
can
be
redrawn
fig.(1)
<_
as shown
in
fig.(3)o
<
_I PI'2PM
_ _+_M
P2
Xl
Pl M+P_
ffgo(3)
The
equations
of motion
are
xI
= MIX I
x2
xI
(3
ClXl
Where
Choose
For
(9)
 M.x 2
c2x2
 P
c!
= 2PM
 P!
c2
= MPI
P2
PM2
>
O we
require
2
p
Since
O,
70o
>
and prq
If
qo
(po
qo
the
relationship
between
I )
, q
qo
ro
+
i
(zo)
and
p, q,
r is
ro
obtained
)
from
I:l)(o
%1
M
qo
'
P
q
 24 Which
yields
2(PoM
In view
by r
>
of the second
0.
 qo ) = p, (2qo M ro_
Inequality
Hence using
(II) inequalities
can be replaced
Again
e4.(4)
stability.
into
sufficient
(4) leads
(II)
= q, 2 ro M = r
condition
by
O, ro >
(12)
for absolute
to
Po
!
2
(13)
Cl
qo = !
c2
2
Substitution
of (13) into
g(ro)
(12) yields
= r2
2
=
S _
distinct
O,
inequality
real
the interval
_ c2)ro
+ (c 2
M2 2
c 2 M)
<
(14a)
ro
>
(14b)
of g(ro) = 0 is
The discrimlnat
If
M (clM
4 Cl2 M 4
 8c 1 c2 M3
roots r I , r2
(rl, r2).
I
If
 8 2M
_
Inequality
(14b) must
also be satisfied
note
ro
in
that
g(O) = C_ M 2  2C2 M.
If C_ M22C2 M _
O
then (14b) can clearly be satisfied.
2 2
On the other hand if C 2 M
 2C 2 M
>__ 0 we must also require _ (rI + r2) >
2
or M(C I M  C2)
O.
Hence,
we have demonstrated
2 3
2
C1 M  2C1C 2 M 
2C2
>
absolute
stability
l
O
if
and
(15)
C2 (C2M  2)
<
0 or
CIM  C2 >
roots;_k,
2k
, 2_ = M + iV, M
>
0.
as in fig. (4).
"l
P 2_ +PITk+P 2
2 A*
The equations
of motion
are
x
=;kx
+#
(16)
Cr =
c_ x
c Ix*
p_
where
p_2
Choose
a positive
definite
I
I
C_
> 0 we
(P
q.
p_
real
require
p >
II
P2
hermitianmatrix
C =
For
+ PI 7k +
0, prqq*
>
(17)
 26
If
B=
12
)
POqo,
ro
we
have
Eq.(4)
Note
we
Po
qo
Po
qo
CI
ro
qo
Cl
rK)
M+iv
yields
that
these
equations
imply
ro
= Po*
= Po
Also
using
the
first
equation
have
P = MPo
Inequalities
(17)
can
then
be
=M(Cl
rewritten
2
M
in
terms
2
(c I +
(18)
+ qo_
of
qo)
qo
 (M
+ V
Cl +
qo
) qoq%
<
>
(19)
J
Noting
that
cI
qo
mmst
be
cI
Also,
setting
_ =
V2/M2
real
we
= o_
' (19)
can
h(c_)
can
iB,
write
qo
=_iB
be written
= o_ 2
2 _ok
(I+_)B2
_ ,_2
oc+ ,
Let_K
landmK2be
opposite
o_o_
to
sign.
the
Take
I or o_.
satisfy
(20b)
roots
of
h(ok).
O_ I<
O,
=_2>
Now
we
must
Since
O
then
h(_)
O.
Hence
choose
such
that
<
c_,1
o_lOk2_O
to
satisfy
 _
is
the
roots
(2Oa)
we
between
>
(20a)
<,
(20b)
are
must
the
real
and
of
have
roots
Then
(21)
 27
If
this
is done
Clearly,
found
that
then
it
this
is not
procedure
always
nmximumO<,lOCCUrS
guarantees
possible
when
absolute
to satisfy
=MM__B
V
and
stability.
(21).
takes
In
the
fact
it
is
readily
value
(22)
which
is
less
than
zero.
Consider
the
case
CI
where
p,
o<+
iB
Pl
0.
Then
P2
2_
SO
that
p = O,
O<
0 and
(21)
cannot
be
satisfied
in
view
of
(22).
Suppose
then
CI
_Fo<+
iB
= PI
 [
(PZ
PI M)
T
Substituting
into
(21)
and
(22)
we
e'_
Example:
We
P2
'The
consider
>
PI
P2
Z..
 PI M
2M
O.
Second
Bulgakov
here
a system
Problem',
References
described
0d
by the
[_2Chapt.
_: _+
and
are
Now,
constants
_
of
the
inertia
the
regulator
from
5]
the
_
of
equations
last
il(0r')
+ o _
the
and
(1)
"0
T 2 characterizes
2, par.
_" :
where
2V
require
.......
only
regulated
U and
object
K are
is
eliminated
equation
using
and _,
positive
the
E,
G 2,
constants.
first
_O2)_ (2)
 28
Defining
the
phase
xI
= _,
x2
=_
xI
x2
X2
=
0_
we
(_
obtain
using
(i)
and
(2)
(3)
x2 +_
Xl
KG 2 )x I
( E
 G_
) x2
A_
_#
G2 )
_=
or
(4)
_=
_(_)
_=
_x I +
_2x2
p#
= z _
p@
where
_I=T_
_'i =
,o<2=
_
KG_2
U2
F2
iG2 U
E
T2
Noting
that
c_ I and
c< 2 are
19
G2
'2T
positive
it
is
seen
that
the
roots
of
the
characteristic
equation
A.2+
have
negative
real
parts
and
IA,+
hence
o< 2 =
is
stable.
o
We
know
that
if
Let
B and
C be
given
by
r
>
O and
the
conditions
that
>
are
(s)
 29
The
relationship
between
the
elements
of
B and
is given
by
Liapunov's
matrix
equation
t
A
po 2_2qo
"_<lqo
 tK2ro
or
P =
2<2
o< lqo
2(o_1
r =
We
have
absolute
BA
=C
po_lqo_<2ro
I
: [
p
2(go P_iro )
/
_ q
qo
+ GK2ro
 ro
stability
(6)
Po
"%)
if
_tI
%
P>d
.I_D
Choosing
we
as
sufficient
conditions
for
absolute
stability
c_ =
and
p_
have
=
<_
and
from
=" (qOro +
that
i _iII
i _2 _
(6)
qo
so
we
._p__ ,
2(2
ro
r
2=<1
p
2 <ICK 2
require
p
+0<2_
(8)
P
Also,
from
the
/o > O
condition
we
r(2
+tXl_2
2 =
require
!
>
G2
(9)
 30
Noting
the
first
relation
of
(5)
the
first
equation
_i
Eliminating
p between
the
two
equations
in
noting
that
the
_i
In
terms
of
stability
the
second
>oc
initial
((9),
(I0)
equation
l_2(note
this
constants
and
in
(!I))
(5)
<
(8)
yields
(io)
: _I_i
requires
implies
the
in
(8)
r
and
_2
>
0 we
have
(ii)
_L_O)
sufficient
conditions
for
absolute
are
>
G2
%
G2 U
E<
o < _G2
T2
Example;
Gibson
Consider
element
is
and
Rekaslus
the
a saturating
closed
(12)
<
u .(G2U
T2
E_
_6]
loop
system
shown
in
fig.(1)
where
the
amplifier
r_
s (s+l((s+2)
fig. (i)
nonlinear
 31
This
system
form
by
can
be
redrawing
treated
as
in
as
an
indirect
control
system
and
can
be
put
in
canonical
fog. (2)_
Y2
fig.(2)
We
have
then
y =
fo
ot
to
y_
/_.
tJ
0"
We
would
case
the
like
to use
'limit'
Lur'e's
equations
(i,
theorem
I)
to demonstrate
absolute
In
stability.
this
are
2
_
"
1_1_2
3
 l_lA2Since
the
ously
we
are
real
we
look
for
a real
z_2
1
2
1 : o
solution
to
these
e_s.
Solving
s in_itane
find
_. = ,,4_"  J
Hence
we
sufficient
However,
have
failed
to
conditions
note
that
we
in
show
absolute
cannot
order
stability.
conclude
to be
that
classified
Since
the
as
l_'e's
system
absolutely
is not
stable
theorem
gives
absolutely
the
system
only
stable.
must
 32
by
globally
function
asymptotically
stable
is admissible
if
it
for
all
admissable
satisf!_._
the
characteristics
and
_.i_ree eoEdltio__s
o fo.:0" o
diverges
o
Hence
the
that
linear
with
the
unstable.
characteristic
linear
Hence,
= K_
c.haracteristic,
we
will
not
be
for
for
able
0 <
oo
sufficiently
is
large
to de moth;Irate
admissable.
We
K the
becomes
absolute
system
_tability
know
by
any
means.
,(o") I o"
5.
Restriction
It has
for
absolute
are
only
some
range
our
for
We
are
K.
_in
order
to
attempt
to
correct
thi3
the
_O"
directed
less
than
>
toward
Ko
is
The
be
the
0,
of
J
_._,efact
._
found
lines
is
the
as
of
to
many
control
are
stable
only
replaced
be
for
of
0
systems
within
linear
<
asymptotically
absolutely
stable.
_
stable
Hence
we
interest.
some
those
_
conditions
tha_
techniques
system
extent
contained
and
by 0
which
are
be determined
can
by
sufficient
characteristic
classified
to
presee:ted
= K0 _ they
_ys_e_s
between
value
that
_(_)
systems
the
readily
dlffi:_ulty
Ratio
admissable
of
characterics
plane
of
with
require
class
condftion(__(G)
slope
we
a large
admissable
= KG _ is an
formulation,
the
. _
l_3_i:.ed
b2
i.eo,
out
of
being
se'_erly
reglo:_ of
_((_)
of
useful_ess
stable,
This
K <
the
rule
of
sector
is
stability
Since
obviously
the
that
of
0 <
to Fi_n_tene_s
seen
present
all
class
been
_(O _)
conditionally
analysis.
in
of
stable
<
for
by
completely
= KO'o
Q(0")
O
linear
by
restricting
linear
<
in
In
other
K.
Our
the
the
characteristics
methods.
words
attention
with
 33
The
approach
taken
is
to
select
positive
definite
for
all_
and_
(x in
the
direct
control
case)
We
to be
the
definite
direct
and
 The
Control
control
as before
positive
consider
Indirect
case)
system
but
to
only
for
indirect
system
of
require
a
V
(S(x,_)i
function
control
cases
equations
we
in the
contained
in
direct
the
control
sector
l 0,
K_
separately.
have
been
using
to describe
an
indirect
(l)
_=
yp
O
It
is more
We
define
convenient
the
new
here
to work
with
the
e_s.
in
a somewhat
different
form.
variables
@
_
Then
=_=A_'_
(2)
= q(cr)
(3)
(I) becomes
D
I
O" =co A :
t
where
We
choose
t
=
I
CoA
t
,
a slightly
_
different
:o
where
The
and
modification
Differentiating
)= :
are
positive
of V
(4)
is
form
for
+_(__
the Liapunov
enable
1_.
p_"
=:
:_
function
x)(=: :) + _
constants.
to
+ c'o A
B:
i
I
v(_,
us
Note
to
that
obtain
(_
(4)
_ ()
t
t
_ x_(O" _
c)
a convenient
form
t
= __
for
Vo
,_t
34
 =_(::
7)  _(_7
_)
+ _
_Ce
A :
v =:
 p
+ (_ B+
2 _,_
(B
t
"_ A_:
=_B
_(_
_)
B/O
t
C
=_
t
x"
(B _
 o(,_c_{
Q2
t
=_
 1
2
_)
t
2
2_
B/_ _2
t
where
_
A
t
and
we
have
quantity
used
the
_ (0"
2 _
fact
that
_)
K
c.
Now,
add
and
subtract
the
_(_I')
where
We
= B
consider
only
sector
if
the
@ <
of
b w_c
the
case
K_'we
i
2
where
have
_ (Y" plane
_
a
if
"%"__._((_'
O,
term
(5)
_(O')
K
then
_ which
the
_)
since
is
in
the
positive
brackets
last
term
definite
is
positive
is
positive
in
the
if
desired
definite.
and
 35
first
approach
Eqo(5)
can
be
rewritten
(6)
From
C
which
>
it
and
is
seen
the
that
V is
following
positi_e
Lefshetz
definite
inequality
Hence
these
second
are
approach
sufficient
This
conditions
is
essentially
the
_O,
k]
if
i
K >_oC
for
sector
holds
2_
_p+
in
absolute
_o
stability.
generalization
(7)
of Lur'e's
theorem.
We
_t
(_p
+ _
_2
K
positive
definite
with
respect
to
(_,_').
=_
Take
t
m
diag
(AI
, ''',
(8)
An)
then
t
P(x,_')
= x
diag(A
I , ...,
...t _
+ _doX
_t
Add
and
subtract
J_p
K
2=k_
'
(x _
An)
+ _tx Jo
_t
+ _
_ +
t
_
(/_P +
2,=,_
q2

_) to P(l,(r)
P(x,_) = x
+ _<_oj_p + 2.<_'
E) _ + _ _ _o V_ + 2_K '_ _ )
K
 36
which
is
positive
definite
if Ai >
0 and
(9)
K
or
t
__c
v_p+
2 c_''
2
Hence
with
(IO)
the
Direct
A i _
system
Control
if we
is
can
Consider
x
a set
stable
in
a direct
A
of _i
the
control
 b
(lO)
select
absolutely
Zt
i = I,
ooo,
sector
IO,
system
described
k_
n which
by
the
satisfy
equations
(O')
(II)
t
_r=
Take
as
the
Liapunov
Cr
_(0")
function
t
v(x)
= x
/3
_(O')
Then
_t
V  x
_
x
_t
b
_
x
_t
x
b
t
t
t
=
_9
(c
t
C
+(b
 i
2
4)
/_
A)x
t
c/
t
where
e/
/3
(B b
and
subtract
the
quantity
(_
t
c
,  _
_(_)
C x +
to
V
c )x
(a!
2
(_
c)
(12)
2
b
2
Add
 i_
2
Q
t
+c_
t
x
c
t
B
_t
= x C
_t_
c
b
c)
2
2
+
!)@
K
(q
R)
K
 37 Then
V
is
positive
definite
in
the
sector[O,
K]
if
we
make
the
quantity
(13)
_t_
+(_
I)
K
positive
definite
in
_,
_).
t
Consider
the
case
= _
>
first
approach
 rewrite
S(x, q)
(13)
in
the
form
(x, _)
(14)
_t
rn
(&!2 c)
which
is
positive
definite
if
>
and
the
following
Lefshetz
Note
the
si_p!est
way
to
insure
(15)
d
_i
K
is
to
require
(d
inequality
(15)
i
7)
I
2
(_
= 0
2
second
app, roach
add
and
subtract
the
quantity
1 x
(_i
c)(4i
2
c) x
2
to
S(x,
@).
Then
t
t
+
_
i
r
a
t
t

(_i
c)(di
2
c) x
2
holds
I
2
7)
 38
To
make
S(x,
_)
positive
definite
we
q(x) =
need
make
x C
 !
(_!
r
positive
c)(d !
2
c)
(16)
definite
t
Take
then
Q(_)
can
A L _
diag
(AI,
.o.,
An)
be written
Q(x)
with
O we
= x
diag
insure
(A I ,...,An)+
Q(_)
positive
 I
r
definite
(_
i
2
c)
by
=
i
2
c)(g
the
elements
(cA
select
_)
of
so
that
(17)
or
Let
the
system
A
/_
ct b i _
(ii)
= diag
be
= d
in Lur'e's
(AI,...,/_
i
2
first
canonical
i
2
form
/3
so
At c
 I
2
(18)
that
)
I
_i
i
( n
4
The
(18)
can
Aj*
_
+A
be written
k.i
k)
as
the
dlag(
scalar
A
1
2M 1
,...,
n
equations
'n
Z
J=l
+/_=_
Ak
*
Aj
+A
k = 1, 2, ...,
(19)
 39
which
The
are
the
'prelimit'
'limit'equations
_k
equations
are
obtained
_j,
j=l
by
setting
_kCKk
+_k
Ai
= 0
CK
k_ *
tc
b/
2
K =
i,
2,
.o.,
(20)
t
m
For
the
case
S(x,
Q)
when
r is
= I
K
positive
Example;
set
We
+/3
definite.
equal
return
G(S) =
The
to
zero.
now
to
need
resultant
Hence
the
we
set
equations
(19)
problem
only
and
(20)
considered
 1/2
are
hold
the
for
same
both
to make
as
(19)
and
(20)
cases.
previously
1
S(S + _)(S + 2)
2
0_=
It
is
easily
stability
sector
(the
verified
is
[0,
(i, l) y
K]
realness
= 6.
that
We
wish
Sufficient
of
_ i is
B %
to
linear
examine
conditions
imposed
_c
for
 !
since
characteristic
the
the
absolute
are
the
At_
c
system
that
h i in
it
for
be
this
maximum
possible
case
stability
to
are
allowable
select
real)
which
in
the
real
_i
satisfy
= 0
T
2
Now
_t
c
_t
=
co
I
A
(i,
i)
I
O
_=
O,
= (I,I/2)
0
 1/2
(I,
K for
 1/2)
40Hence
we
must
satisfy
the
relations
2
ick2
3
 _i_2
3
or
since
ai must
the
only
satisfy
restriction
the
on
A I
2
9 2
2
A 2
the
A i is
o_[
2
that
ok
that
i
2
be
greater
than
zero,
the
inequalities
2
i
2
_I_2
3
o<
2
i
2
_I_2
$2
3
Select
c_
4
_2
70
i, then
2
_i>
2
3
2
_I_2
_ 2
3
or
_2
<
3_I
for _I
>
_2
>3_I
.for._i
<
1 >..
3_
3_2__.3_3
4
_4_2
for_2
._r
_2
<
I,_2)
is shown in fig.
(i)
_2
3
f
K
_egioL_ of
Clearly
the
region
tangent
to IQ_.
vanishes
To
_2
find
as
this
=
o_
value
of
_i
the
we
limiting
solve
the
case
relations
91 =
2 2_3
4
simultaneously
for _
2which
3
_
4 _'_2
yields
12
f144
'
_
36
2
the
limiting
case
occurs
when
the
K
discriminant
4
vanishes
being
hence
allowable
where
points.
is
Howeverwe have
said nothing about other values of K since the procedure used involves only
sufficient
conditions.
In particular
The
Problem
The
discussion
the
nonlinear
the
system
we
conclude
within
the
system
is
This
of
of Aizerman
of
found,
that
the
last
by
system
= _,_ ,
absolutely
question
This
of
linear
has
only
one
Aizerman
originally
answer.
However,
for
has
received
n =
2.
al
In
case.
for
nmch
this
For
= 2
takes
been
attention,
instance
___ 3
the
by
In
stable
contained
by
to
other
the
Aizerman
_(O')
stable
in
the
large
can
we
sector
with
Suppose
be
words,
in
question.
a linear
analysis,
posed
element
conjectured
has
interesting
KO"
and
K<
_.
for_<
for
contained
conclude
l_,_]
regard
Can
that
the
to
a specific
system
being
nonzero
it
replaced
B O?
x
b
an
asymptotically
originally
system
raises
is
is
stable
was
section
_(O')
means
the
lines
equations
where
than O_= i_
characteristic
is
it
the
that
shown
J is
the
question
that
problem
and
however,
additional
any
this
the
has
would
the
complete
must
be
between
have
i and
an
case
no
affirmative
Aizerman's
results
affirmative
conditions
(i)
integer
is not
only
an
_(xj)
answer
imposed.
problem
are
available
except
for
for
an
Aizerman's
exception
problem
form
=
f(x)
_:x
y,
(2)
or
E qs.
Malkin
(2) were
[8]
originally
Malkin's
treated
by
Erugin
treatment
of
the
f(y),
17]
and
problem
is
Malkin
repeated
c
[8]
x
and
_s.
in Hahn
[9].
y
(3)
(3)
by
 43
Krasovskii
[I0 3 considers
nonlinearities
Since
Krasovskii's
treatment
nonlinear
Case
we
functions
i.
We
obtain
is
will
be
given
appear
+
has
system
of
two
following
f2
(x)
equations
with
two
forms
f2(Y),
(6)
fl(Y),
f2(x)
(7)
If
fi(x)
is
replaced
(41
first
linear
hI x
provided
the
d <
we
y,
hI
into
O,
the
a
absolute
guarantee
the
considers
h2 _
(5)
f2(Y)
by
hlx
and
f2(x)
fl(x)
absolute
(8)
(9)
_b
"_,0
for
(io)
of
(41,
stability
Liapunov
conditions
stability
the
conditions
the
Krasovskii
= h2 x
 b
postulate
+ c,_<.
system
Routhl{urwitz
O,
(4)
fl(x)
Hence
a subclass,
system
two
as
having
fl(x)+
corresponding
to
the
problem
= 2 and
satisfied.
sufficient
of
stable
inquire
with
fl(x_
and
Aizerman's
here.
in one
problem
hI +
are
problem
general
which
this
will
consider
the
a more
i.e.
of
are
conditions
(i0)
(4)?
function
(tl)
v(x, y) = (d xby)
which
is
seen
inequality
and
the
to
of
note
with
respect
positive
(i0).
system
Also
be
can
that
to
v(x,
t
Note
be
y)
and
f x
definite,
that
if
integrated
_
using
_
(4)
if
b = O,
the
directly.
if x 2
b _
O,
by
variables
This
y2
case
virtue
of
(4)
is not
_o
of
the
are
second
separated
treated
here.
Differentiating
(i0)
 44
= 2
(d x
 b y)(d
 b 9)
= 2
(d x
 b y)Cd
fl
= 2
(fl(x)
+ d x)(d
" b
2 (d
f2_
fl(x)
 b
fl
(x)
(d fl
 b f2Cx))
" b f2_(fl
+ b y)
f2(x))
(12)
So
that
V(x,
negative
of
5.are
Note
for
for
that
treated
satisfied
is
0 and
Moreover,
if only
and
one
of
equivalent
_(x,
y)
since
we
have
the
to
for
dX/dt
absolute
functions
e_s_
= 0
(2)
for
and
y
hence
V(x,
the
for
egs.
Case
2.
(5),
[1.0] points
(6)
and
Consider
e@So
sufficient
for
out
(5).
+
that
y)
The
f2(y)
y
absolute
V(x_
conditions
(3),
or
fl(x_
i.e_,
is
nonlinear
to Aizerman's
then
the
problem
similar
methods
lead
to
the
following
3.
Consider
corresponding
e_s.
to the
O,
stability.
!
2
_2
x2
b c
for
x,
(6)
In
this
RouthHurwitz
+d__
_<o,
case
the
!
2
Liapunov
(b2
function
sufficient
the
is
taken
stronger
form
of
the
b
conditions
inequalities
 f2_/Iz)_c
x
to guarantee
(13)
2
 .____cc)b
3
_2
>__ _>
asymptotic
(14)
y
for
even
Here
 b c)
not
results
conditions
f2(_)c"_'_
are
is
(7).
Case
y)
stability.
fl(x)
or
x = 0
= _.
Krasovskii
are
x _
semldefimite.
theorem
problem
y) <
stability
in
x,
the
y _
small.
0
However,
 45
the
additional
hypothesis
that
fl(x)
b x
function
of
is a monotonically
x,
or
decreasing
in particular
fl
along
with
Liapunov
(13)
absolute
stability
_..
The
(i5)
proof
is
based
on
the
function
V(x,
Case
guarantees
(x)
4.
y)
Consider
= !
2
'
e_s.
(_).
2 fy
+ d
Here
_.
O,
the
d
conditions
fl_x)
f2(v)
for
x,
(16)
guarantee
Ex&j_ple
class
absolute
io LII_
of
third
stability.
Bergen
order
and
Williams
control
systems
have
verified
illustrated
I
Aizerman's
in
fig.(1)
conjecture
for
the
(S+)%])(S+X2)(S+7_3)
Gl(S>
fig.(1)
This
system
is
described
by
the
differential
equation
coo
O_: (_i
If
the
=
nonlinear
KO _,
the
+_2
+A3)_
characteristic
linear
system
where
(_I_2
_(0) = o
@(0 _)
is
KI <
found
K
<
to
2kl _3+_2_3)O
replaced
be
stable
by
the
_ +_i_
linear
(1)
2 _3C_"
characteristic
for
K2
KI
=_7kI_2)_3
K2
( _i
is
(2)
+_
2+_3)(XI_2+A2_3+)_I_3)_
I _2
 46 We wish
to demonstrate
the absolute
stability
the hypothesis
that
KI< _
<, K2
for
0"_
(3)
O"
and
The system
is successively
@(0>
transformed
in figo<2)o
s'
c2(s)
I
]
....
6S+
l)(S+
2)(S+
j=======_
L22J
__J
(a)
G2(s)
C
.....
(S+jB) (S jB) (S+c_
(b)
xI
x2
fig. (2)
(C)
 47 
h_<_> =
c_ =
+ S2
where
<4)
SI
$3
!
= Ssls2 + s2 s3 + s3 sl
I
=
Now e@.
I
,_ 2 =
A _i + _
_t

O':a
(6)
h(_)
_t
:x
0
where
JB
\u
I
11
I
I
Since
satisfies
(3)
we have
: kl
k 2 <
h(O)
Choose
as a candidate
<
_o
for
: 0
for a Liapunov
function

f_
h_Ns
with
B =
<7>
io il
0
(s)
$,B
where
p>
noting
O and
t
that
_" are
7_ b
to be
O we
determZ,nedo
Diffe_entlati_g
(8),
using
(6)
and
obtain
t
2
t
Now
so
defina
the
f_._.c'ti.on
g(G"_)
(B
I. rA
:2
t
_)
by
that
2
for
0"# 0
and
The__$' can. be writ__en
t B
J. {
Since
:_
is
the
ex_rem.e
intermediate
ll:_.ear
in
g((Y,_
values
of
g(ff ) to
values
we
A!I
_eed
be
Deslgvatlng
_'bt
+g
only._
B 
i_sure
that
_:::erta!.n
t:hat
t_e
matrix
_
in
!, _'_
2
_
Is
(9)
A):_+(iB
l.s
post.tire
by Q we
posi_.ive
_i = Qo
for
(3 =
q3
q4/
sem.._.def_ ......._,_
[_e
se_idefi_i'_e
_,ave for, g_'G")
f O _:
q3
For
at
all
= 0
[11},
 49.where
ql
= _3
q2 :_2
= E3c4[2 c_
q4
Matrix
Qo
if
following
the
is
clearly
positive
co:_.dltions
semideflniteo,.
a_e
1)
:t8 satisf:/ed
'.:
ql
>
2}
q4
_ O
3)
q2
is
satisfied
Cond,_t._.on
_
w.,._..,_
the
QI
is positi:_e
semidefinite
F 2
which
Matrix
satisfied
equality
_3
3)
(12)
q2 > 0
q,_
,':"*I,'_4
Condition
_3
is
"
satisfied
8_'=_
sign
:if
16_2 >__o
(13>
if
(14>
( _42
_ _ _nd.t._....on
.......
Using
J_
becomes
p
which
is
satisfied
w:[th the
4#
equali.ty
sign
4>_
::1.5 }
if
,16_
f
Using
(1.4) and
positive
(16>
conditions
semidefi.nite
(12> and
(5_ are
satisfied.
Hence
V
is
for
(17)
if
(14)
and
(],6} hold.
 50
It
is
readily
shown
that
V_)
t
V_)
is
positive
22
>__ _
 2
ok_0"
tr
=
From
definite.
 2 o<
2 2
and
(8)
2
_B
(4)
=2c_Z
(18)
where
(19)
h2
: /h I
h3 _
2
h*
I
h
3
h*
h_
h3
h4
hI =
2_
_ _ l_2
I
22
2m_
h2 =
. c_2
h 3 = _i_3
h4 =
is positive
l)
definite
hI >
if
23
and
only
if
>o
3) I_1 > o
These
conditi6ns,are
satisfied.
v(_)
In
order
to satisfy
the
conditions
Note
also,
that
o_ as
of
since
}{ is
II _ II _
theorem
5,
it
positive
definite
oo
must
also
be
shown
that
the
surface
t
F(I)
contains
no nontrlvial
_O'
of
the
system.
to'
half
t)
=VG)=
trajectory
<t
(20)
 51
In order
to
investigate
the
nature
of
the
surface
(20),
V is written
in
the
form
V = _
(A
4ok 2
x2
A) _
g{O"2
Re I
O_2
Re
(  B
xI
(I
(%2Ok_lj/8)
+
Viewing
V as
negative
in
at
this
linear
the
end
domain
if
function
points
and
only
of
of
the
g and
having
permissable
shown
domain
AT
2_*
jl
B_i_x2
2(I_k2)_3x3]_
that
of
i
2
V is
non
V can
vanish
if
X3
(21)
and
x I) +
(,_
where
in
the
use
of
the
the
relation
last
fact
condition
that
x3 =
we
Oo
have
substi_ted
Also,
xI
since
=__C__
for
X2
_t
o (b)
)x2 _
J
using
(5)
condition
and
(b)
have
leads
made
to
(22)
x2
t
But
direct
and
hence
true,
we
can
is
to
substitution
condition
that
is
say
that
remain
on
xI =
i.e.,
there
(_)e,ls
(3"=
V
of_(21)
this
if
be
iBt
surface
condition
and
" iBx I , x 2 =
must
(22)
a _ecessary
insures
and
only
if
it mmst
iBx 2,
constant
such
(b)o
the
+al*
that
 ,_k
of
satisfy
_iXl
O" =
consequence
x3
iBt
into
Hence
and
(from
x2
(b)o
_=
(6))
shows
two
O.
that
The
are
Ovanishes
converse
equivalent
Thus
if
is
also
and
solution
7.
independent and_i
is absolutely
Some
Theorems
of Popov
Indirect
Control
Popov
t12]
consider_
_ = O.
a system
O, we require
in
the
form
(O_ )
(i)
t
This
representation
used
previously.
of
To
an
see
indirect
this,
control
the
O" =
last
system
is
equivalent
equation
of
(i)
_(0")
is
to
those
we
differentiated
have
and
we
t
:
(2)
A
 p
Let
of
A_
As
Also,
The
iw
The
let
I _
scalar
sl
 A'so
A be
0 for
that
stable,
all
function_J(t)
I As
"i.e.,
and
is
its
hence
The
_urier
transform
off(t}
the
characteristic
eigenvalues
Aiw
defined,
= _
is
equation
have
negative
real
parts.
exists
by
At
t
_(t)
(3)
is
oo
iwt
N(jw) =
dt
V(t)
o@
o0
=
'b
= c
A[_ e
J
o
 53
I
NOW,
there
Jordan
is
normal
a similarity
transformation
such
that
= S Ao S
where
A o is
form.
Then
So
that
t
N(jw)
In
addition
introduces
the
I
Aiw
(4)
function
G(jw)
= N(jw)
(5)
jw
It
is
part
readily
of
the
shown
system.
that
G(s)
Taking
is
the
S
actually
Laplace
x (S_
the
transfer
transform
= A
of
x (S)
fdnction
of
the
linear
(2)
(6)
(_)
s o'(s_ =_
from
the
first
equation
we
A :(s_  p_(S)
have
i
(S)
_s_
 A
S
Then
from
the
second
equation
t
I
so(s) = c
A As
= _it
= 
%)As
i 1: +p]
t
o'(s) = r_[t
i 1:_
SAs
As _
I: +_]
Pf
Q<s)
_(s)
_(S)
O'(S)
From
(7)
desired
it
to
is
show.
seen
that
G(S)
is
the
I: t A: I b
transfer
____
S
function
between
and
0_as
it was
(7)
 54
We
state
First
Theorem
system
(I)
the
following
of
is
Popov
that
two
 A
for
theorems
sufficient
some
Theorem
determined
x,
of
by
Popov
means
plus
of
 If
the
(i +
iwq)
the
q and
V(x,
exists
a q
real
of
the
)of
_
absolute
all
G(iw)_
stability
function
there
for
number
absolute
a Liapunov
Popov:
condition
nonnegative
Re_
Second
of
the
O
stability
w we
of
have
(8)
system
form
such
(i) may
be
"quadratic
that
in
(8) holds.
o
Note
is
that
necessary
the
first
second
if the
theorem
obtained
theorem
criterion
can
be
is
an
theorem.
the
the
have
interesting
of points
response'
from
if
quadrants
it
the
is
previous
satisfaction
sections
a broader
geometric
of
are
sufficient
the
there
of
such
origin
the
first
satisfied
condition
theorem
and
than
hence
those
of
the
criterion
of
Popov's
_r
Re G(jw)
v(w)
wlm
(u,v)
in
'modified
is
that
the
(9)
G(jw)
plane
of
(u,v)
phaseamplitude
is called
the
'modified
characteristlc"(M.P.A.C.)
theorem
the
of
interpretation
u(w) =
u(w)
Hence,
that
Let
locus
frequency
We
of
considered
and
Then
implies
previously.
There
first
the
a
(u,
straight
line
v)
or
plane
the MoP.A.
the
+ q
Cn
investigated
is
v(w)
_
situated
it
"on
system
is
either
on
the
is
O,
the
right"
_
in
coordinate
of
absolutely
0
the
first
axis,
this
straight
stable.
and
an
the
in
line,
third
addition
then
 55
M. PAC
figo(1)
Proof
of
;:Be __:_O
theorem,
can
be
found
in [2_[4]
or
[ 2]
i
I.
I
i
The
is
Liapunov
The
Function
general
(see
[_
form
98]
and
of
Popov
of
the
[4,
.e
Liapunov
po
36]
function
mentioned
may
also
be
written
in
the
will
now
show
that
Differentiating
t
t
V
= x
(A
to
have
V at
theorem
+_Y
_ +13_(_)
(1)
least
positive
semldefinite
(2)
we
nmst
have
(2)
2
BB
A)
+@(B
_,
+ x
(B
b
t
b  c_ci
 c*_
c !
2
c)@
t
c)
2c_b_O
_t
second
form
v(_,_)= _ B _ +=(__
We
the
v(_,_)= _ B _ +c_Cr
which
in
 56
t
v=x
_t
x + /_p
+x
_t
ao_
+_o
2K
_'(y
_ a__ (_f
air
xJ
(3)
t
where
no
b
(!
B A
+ _'c)
2
C
At
_t
(x
Also,
t
(0" _
x)=
c/O@)f
0"f
(A
x
@)
_t
Since
V
is
arbitrary
to be
small
at
least
number
positive
and
semldefinite
V must
be
in
(x,_)
nonnegatlve
when
we
we
can
make
choose
the
an
transforma
tion.
2
x _ x, __o",
(clearly,
if @
is an
admissable
function
_z@
_ _ _ _
is
also
admissable_.
We
obtain
t
V
Now
is
nonslngular
and
=
hence
fax
for
O(
and
f _
O, _
the
sign
of
and
x arbitrary,
we
have
_'f
arbitrary
Then
in
0.
sign
Moreover,
of _.
finally
(x,O')plus
Hence
we
have
/_/%
for
we
the
small
must
most
have
general
V will
depend
on
the
of
form
Oo
Liapunov
function
the
"quadratic
(_') #/C_"
o
t
V=x
0<(0_
_ =_C_
Furthermore,
for V
+
to be
/3/0
positive
definite
t
Xclo
we
_)
(4)
_ (o)
t
+_
require
o _
besides
2 _,_"
>
0;=_>_.
(5)
O,
/3>0
/3>_ 0,=_+
Let
xD(__
O,
the
substitution
_dP_,_r
", _=_
2
@
2
yields
V _Wk_"
hence
=k>
 57
Let
V_62/$
0,
_(O.),
If
the
we
substitution
hence
botho(,/_
Note
The
/3 _
0o
 0
 D,
have
used
the
x _2x,
for
form
<4)
O'_2_
0 and
in Sectlon
", _ _
(Y'_
0,
hence
b_
the
yields
/_ _
0o
_E).
PopovTheorems
Direct
Control
In
this
case
we
consider
a system
x
described
=
b
differential
equations
_(_)
t
=
E_s.
(i0)
are
the
same
as
(I)
except
_ihat
<l)
_ =
Oo
We
have
the_
IW
and
Popov's
The
first
second
theorem
theorem
holds
holds
with
also
this
but
modification
with
of
respe_tto
G_iw>o
Lur'ePostnikov
Liapunov
function
t
constructed
Kalman's
as
in
section
5"
Theorem
Kalman
introduced
the
following
definitions
_e
system
is
said
to
be
_1
'completely
Note
that
said
to
controllable'
_t
c _I _
is Nhe
if
for
transfer
fixed
and b_
furor!on
As b
between
= 0 only if c _" Oo
_t
and c
x
The system
is
t
be
"completely
observable'
if
for
fixed
_
c,
and
0 only
if
i=0.
According
(A, b)
t At
pair
(c)
proper
_
A
completely
to
Kalman
I13]
the
following
statements
are
equivalent
2
is
_
completely
O
for
 invariant
obsBrvable
all
controllable,
t implies
subspaee
if
and
of
only
x
Rno
if
(b) det[b,
=
He
O,
also
(A t, c)
<c_)
A
b
adopts
is
(A)
nI
b, ooo,A
does
the
completely
not
b]
belong
to any
t
definition,(A,c
controllableo
_ is
the
In
terms
the
of
cited
two
paper
Kalman
parameters
wr[tes
58
Popov's
inequality
in
a modified
form
in
_,/3
(1)
some
then
pair
=_
proves
Theorem
O, /_ __.O,
the
o<
/'_
O.
following
 Consider
the
system
<2)
where
_" _
O,
observable.
A is
We
stable,
seek
(A,
b)
a suitable
i.s
completely
Liapunov
and
function
:t
_t )
(A,
of
the
is
completely
Popov
type.
fO"
C3)
o
(A)
and
function
Suppose
function
(i)
Re
(6_
The
There
constants
to define
V.
and
satisfies
_)
occurs
if
which
:for
assures
_)
either
__
which
admissable
(B)
any
admissable
Liapunov
only
the
if
O or
_<
only
at
these
<herce
of
conditions
stability
and
values
V :}is a
=
of
Liapunov
(2)
for
any
holds.
preced:ing
absolute
b)
stability
(I)
assures
the
of
of
Then
(I)
equality
if
sign
is
and
a Liapunov
only
if
in
w where
i
Aiw
is an
o< ,_
'effective'
whose
existance
procedure
is
for
requ:ired
computing
are
Vo
preci.sely
t/hose used
in
(3)
 59 COMPENDIUM
OF EXAMPLES
Example
I_
Let
The
us
rolling
_14]
Aircraft
consider
motion
the
_,_ntrol_ S_stem
fol!ewing
angle
5=
aileron
deflection
_=
in,put
input
to
K3,
is described
by
the
the
nonlinear
=
autop_1ot
se_o
control
the
autopilot
physical
constants.
Is
bv
K4
amplifier,
system
and
_.
and
to
Yl#
the
automatic
banking
II
and
aircraft
amplifier
K2
:
is
_1_;
K3 _
described
_=
_iven

K4
_;
by
F(e),
where
_F(.)
By
the
following
change
of
_ 0.
varlable_
xI
I
TI KI
x2 =
+
T I
I___$ ,
TI
x3
I
TIKIK3
TI
K2
dx__i
d_
, _
KIK 3
K3
xi
K4
, and
f(x3)
=
TI
F(_),
where,
= . xI
+ f(x3}
x2 =  flx 3 } ,
x3 = (_The equilibrium
position
I) xI
_x 2
fly
rf(x3_o
That is,
the aircraft
some
threshold zone without any action on the part of the control system.
the equilibrium
conditlor
xI
is specified
= x2. = O,
[ x3 I<
a
TIKIK 3
o,
Thus,
way:
, or
,when
K2
f(x 3 )
Ix3 I
for
, and
TIKIK 3
x3f(x 3)
In
order
we
choose
to
study
the
the
following
>
Ix3] _
fo_
stability
of
candidate
x12
for
B"
2
the
a
TIKIK3
equilibrium
position
a Liapunov
0 <
_<
i,
function:
2/x3
for
f(x
dx 3
where
If
>
O, V
(i  _)
is negative
Xl 2
f2(X3)o
semidefinite.
If
Ix31>
TI
is
positive
respect
to
the
definite.
equilibrium
Therefore,
the
"deadzone"o
system
is
a
KI K3
asymptotically
stable
with
 61 If
>
I, we
choose
the
Liapunov
fu.nct_on
as
x3
V
i
2
12
__.x22
2
+/
o
f(x 3)
dx 3,
where
v =
<_ l>
f<x3>  Xl]2
<r +
l _)f 2 (x3_.
Thus,
if
is negative
Ix3 I
the
>
semideflnite
a
TIKIK 3
equilibrium
In
"deadzone"
if
r +
summary,
as
i _ _
the
, and
system
is
positive
asymptotically
if one
of
definite
approaches
the
following
is
true:
TIK2
(I) 0<
(2)
=
TI K2
linear
frame
and
the
feedback
satisfies
deals
with
servo
vertical,
the
points
signal.
the
K4
r =
K4
>
TIK2
7q'_.
3 >
wheel
the
connecting
and
Automatically
example
front
>
2, [152
This
and
KIK
K3
Example
KT
of
The
Let: _
angle
be
the
contact
Bicycle
automatically
control.
of
nonlinear
the
O.
K3
Qontrolled
an
controlled
be
the
between
wheels
angle
the
and
characteristic
bicycle
between
front
with
the
wheel
the
plane,
f(_)
of
the
bicycle
and
and
a non
(3"
line
be
servomotor
following:
(l)
f<_)
h=
, h > 0
or
(2)
f(O')
is a
0"_ 0.
continuous
saturation
type
function
where
_'f(_)
>
O,
 62
Our
problem
is
of
a bicycle
First,
is
to establish
which
we
is
stability
controlled
conditions
by
for
the
undisturbed
motion
a servomotor.
consider
the
stability
of
large.
The
system
described
sufficiently
is
the
bicycle
by
when
the
the
rolling
following
velocity
equations_
_o
m O
x=
w$
G'=
of
m,
the
n,
p are
front
Let
means
us
of
now
NI =
reduce
_
/L
and
a,
E,
the
N2
m G_)_
constants,
wheel,
pW_
f(O _') ,
(a
where
is
the
G2,
G2
_E
(N
N are
of
the
control
the
equatioDs
to
the
normal
l/vr_s
N3
N I
=N2,
N2
= b21
NI
b22
N3
= b32
N2
f((F _) ,
N2
b23
N3
h2f(0_),
pG
gyroscopic
system
system
pG2}]
characteristic
and
parameters,
Cauchy
x,
and
moment
form
by
the
V/'_t:
2
O"
where
= PINI
the
through
equations
new
the
to
P2N2
coefficients,
change
canonic
of
P3N3
bij,
variable
form.
Let
(N
Pi,
h,
are
formulas.
)_I'
f(O'_)
to
the
related
Next,
_k2,_3
be
we
the
reduce
roots
old
this
of
= o.
coefficients
last
set
of
 63
The
canonic
transformation
is defined
where
it
equations
is
assumed
assume
by
x1
b21
H(X_1.)
N1
x2
b21
NI
x3
NI
H(_)
the
_.__.._1 N2
H _1)
A2
b/32
h3
h 2_k
b23h 3,
_2
In
terms
that _i_=
N2
I
h3
N3
of
b23
H _)
N3
b23
N3 ,
the
new
variables,
the
canonic
form.:
xI
=_iXl
f(0")
x2
=_2x2
i(O')
_[O_)
/'_ IXl
1 +
/_2x2
f(O')
where
_(0">
R
A2
<N +
 h2P 2
 __@_i
A2
hi
 _t_
t'k2 __k I
df,
d_"
pG21
 h3P 3 ,
+AI
P2
b32_3_
+k2
p2
b32_3
and
nW
7_I
Let
us
specify
the
+_2
,AIA2
b22
stability
stability
with
 M
condition
nW
The

with
respect
respect:
to N I
to
_ N2
the variables
, N3
Thus,
(1)
O.
x I, x 2,
the
x 3 also
problem
is
to
guarantees
choose
 64
the
control
f(o')
in
We
and
system
the
above
consider
R(_2)
class
the
constants
a,
will
E,
be
following
G2
, [_ , N
such
that
stability
for
any
guaranteed.
positive
definite
Vfunction,
R(2kl)
and
O,
2
1
2
xI
2ala2
2 _iI
xI x2
2
a2
7kl +_2
2
2
2 7%2
O"
f
O
where
(0_)
of V with
is a nonlinear
reference
V
= 
to
the
(alx I
positive
canonic
+
function
equations
a2x 2
of O'.
time
(O_)
)2
derivative
is
f
if
2ala2
The
2
al
and
/%2
__
a2
2ala2
/_I+A2
Finally,
the
the
control
system
]_2
and
stability
inequality
bicycle's
constraints
The
velocities.
(i).
velocity
on
author
the
criterion
is
parameters
by
/_i/_i
The
for
above
the
control
in reference
to
the
limiting
of
the
choice
of
inequalities
_2/_2
>
inequalities
existence
_2
reduced
the
2
_a/
of
O,
place
a stable
>
O,
lower
limit
motion,
along
stability
for
on
with
the
other
system.
[2]
also
considers
arbitrary
small
 65
Example3, [16]
This
example
autopilot.
region
The
of
the
and
is
formed
system
with
with
system
with
not
may
of
the
be very
function
following
to the
system
=a
is
all
the
a linear
coefficients
which
The
of V"
the
are
positive
The
the
trans
form.
perturbed
motion:
transforma
thus
concise
for
the
system
and
an
author
of
simplified
choice
with
determine
where
the
equations
airplane
a succession
in a more
of
an
difficult
by
for
be written
of
functions
equations
reference
actually
motion
the Liapunov
a Liapunov
"simplified
consider
of
unperturbed
perturbations
chooses
may
an Autopilot
the
construction
governing
then
system
We
deals
permissible
simplifies
tions
Airplane
=

(b 1
b
 b y)_:
constants
c_
The
,
first
transformation
substitution
xI
= x
= a
, Yl
= Y'_I
==_
/_ y
which
transforms
properties
to
the
of
c
the
both
canonical
, y_ =
above
systems
system;
system
are
it
into
, b_ =
a canonical
equivalent.
system.
Another
The
stability
transformation
is applied
is deflneddby
2
I =
where
A,
formed
B,
i,
D depend
on
system
is
given
=
the
xI
original
(Yl
Xl_l
constants.
The
final
where
second
fl
 c_
contains
and
higher
I +
)(i + A%l) ,
form
of
the
trans
by
N= al 2 + a2# N + a4 2+ fl
51
D_l
f2
(_'
third
and
higher
order
terms.
I),
N'_I)'
order
terms
in
, _
and
f2
contains
 66
Let
us
consider
the
following
candidate
for
a Liapunov
2
V
In
the
there
of
points
V with
>
which
and
i
2
motion
points
transformed
is
N2
two
all
the
These
where
system
is
(#
#,
conditions
when
3
_ I2
al
2c
<
=
O.
the
, N,_I)
'_I
of
of
a = O,
then
(I)
that
in
conditions
possible
cases:
he shows
+_i
or higher
in reference
the
(i),
order
motion.
author
considering
case
N
unperturbed
2 +
satisfies
of
O,
The
the
this
al( _
third
V
to
a4)
O,
The
time
derivative
instability
if a I
where
is
Thus,
(a I
of
respect
In
neighborhood
are
where
function:
"
Liapunov's
or
when
O,
motion
will
bI
the
bl_
unperturbed
theorem
instability
continues
O,
not
the
be
satisfied
O.
stability
and
on
(2)
discussion
_0,
is unstable
by
bI
by
O.
considering
2
a Vfunction
in terms
of
In
he
that
the
this
case
case
(2),
totically
Xl,
Yl,
chosen
stable.
In
unperturbed
he
first
a new
coordinate
system
for
this
system
is very
complicated
polynomial
terms.
terms
shows
4,
This
and
that
[17]
the
concerns
given
describes
it
can
be
of
a study
equation
below,
system
Class
differential
fact,
; namely,
into
Berezkln
In
Zl
Zl
exponential
Example
shows
x I, Yl,
wfth
is
the
shown
motion
that
is
transforms
x2,
Y2,
and
From
Feedback
stability
a discontinuous
a definite
= xlY I 
the
but
equations
The
made
this
/2c
stable,
z2"
is
_I
Liapunov
up
of
Liapunov
no___!t
asympin
function
integral
terms,
function,
stable
Nonlinear
of
class
certain
of
Control
the
Systems
solutions
characteristic.
of
nonlinear
problems
on
This
feedback
optimal
of
a third
equation,
control
control
order
lead
systems
to
The stability
of the solution
coefficient).
is attained by increasing
state.
time
Since
In one
part of the proof the authors of the paper use Liapunov theory, although the
main part of the proof is based on other techniques.
Let us consider the differential
equation
eOI
x
where
K is
argument
0
order
wise
the
F(x,_,_,t) +
a positive
in
__ t <
the
oo,
region
The
in
first
Ix I _. _
above
third
The
Ix I
bounded
derivatives
continuous
constant.
region
is
Kx sign x (_'_(x,_))
in
<
t for
second
and
order
'
fixed
x, x, "x', t.
and
function
The
is
continuous
I_ J _
x, x,
function
order
_ x I W.
x,
CM)
and
is
derivatives
has
in
all
of
_ _
_ _
continuous
continuous
with
O,
first
and
respect
its
has
to
piece
x and
in
_.
differential
equation
is
equivalent
to
the
following
sys tern:
Let
us
and
F(x,
(a)
_,
 
impose
y,
the
z,
I 2F(x,
/

F(x,
y,_,_:)
following
Kx
sign
additional
x(:_
(ib (x,
restrictions
y))
on
the
t):
y/e,
_/_,_e)
1 _"
A(x, y,__)
functions
_(x,
y)
 58
for
of
sufficiently
their
small
arguments;
values
of
and
where
and
B are
continuous
functions
and
(b> _b(o, o) = o
, _(x, o)
x < o
 q x, o)j
for x _
0 ,
o,
+oo
An
example
bounded
c
and
in
d
t for
(Proof
__ t <_
not
conditions
given
bounded
K o such
initial
value
satisfies
filven
that
lies
for
in
(a)
and
is when
Any
linear
will
is
linear
function
satisfy
(b)
if
_
c
In
third
The
make
reference
and
fourth
(b) be
G of
the
every
G will
satisfied,
phase
and
space,
K o,
satisfy
candidate
for
the
for
Position
Control
15],
FalIS_dQ
order
systems.
any
after
z and
cx
and
is
dy
<
let
there
>
exists
solution
some
of
the
instant
of
Oo
Then,
Oo
for
a positive
above
time
system
the
whose
condition
Systems
and
The
Ezeilo
discuss
the
order
system
second
stability
is
given
of
second,
by:
2
 aI y
a2 x
function
system;
is
namely,
2
2V
y,
y,
a Liapunov
linearlzed
x,
<
in
here)
(a) and
region
(a)
oo
satisfies
Let
number
F which
constants,
Theorem
the
of
a2x
2
+
 _
the
(a I y
usual
choice
a 2 x)
y.
which
one
would
 69
which is positive
of
definite
if
a2 _
O.
The
corresponding
time
derivative
is
2
V
where
for
_ =
0 we
(asymptotically
The
get
stable
aI
third
 alY
order
 _
the
(a I y
"linearized"
in
the
O,
a2
system
large)
is
result.
we
Thus,
for
stability
require
0 and
6_
defined
2
Y
a 2 x)
by
y=_
;
=
The
Liapunov
 al_
function
a2Y
 a3x
&(a
is a quadratic
form
given
(x,
2Y=
2 y
.2
a 3 x)
Ki's
are
chosen
such
and
f2
are
to
resulting
and
where
The
fl
that
be
is defined
perfect
k3
as V
squares
in one
 fl(x,
or
mote
(R
y,
of
one
can
see,
is
aI
aI
z)
the
f2(x,
variables.
alY )
+___i
a2
a3
As
;z
are
V" =
a I y).
y .
k2
2
2V
by
0
The
(_
(ala 2
 a3)
(ala 2  a3)Y 2 _
positive
O,
a2
a 3 x)
a2
>
(a 2 y
a2
definite
>
a3 _
O,
a3
O.
e(a2Y
and
V is
>
0,_
a 3 x)2
negative
0,
(_L+
alY ).2
semldefinite
it
y,
z),
in the large.
The
fourth
order
a 4
system
is
4(a
The
quadratic
a3 y
3 y
a2 _
a 4 x) 2
(w
aI w
aI
a 2 y)
form
x
2V
(x,
y,_,
w)
is
taken
form
as
the
specified
Liapunov
in the
k2
k8
k9
0kl
0k5
k
k63
klo
k7 1
k4
function.
previous
The
Ki's
example.
are
The
chosen
results
such
that
V has
the
are_
2
=
2V
all
a I __ +
(a 2 
a3/al
y_
A4
y2
aI
a 4 A4/a3
a3
t
_
a i_
a I a2/a3
q
+
_
4
2
a3
aI
al2 _
2
(a3 y
a 4 x)
2
y
(a I a 2
 a3/2)y _
conditions evolve:
aI
O, a2 >
aI a2 
O, a3 _
a3 _ O, & _
Example
6,
In
[19]
this
Malkin's
than
example
method.
compared
method
Nonlinear
with
gives
that
of
that
method
an
nth
canonic
(a)
=A2x
is
f(O)
= O,
the
selection
of
the
stability
obtained
by
this
method.
of
the
It will
region
as discussed
consider
a second
be
of
is
describe
f(_)
the
system
method
and
in
will
Malkin's
stability
to
apply
in Example
7,
are
'
constants
of
of
the
feedback
the
characteristic
the
_2x2
system,
element,
and
restrictions
and
is such
>
for
O_
0 is
f(_')
placed
that
problem,
)O _
 matrix
that
easier
system
characteristic
The
asymptotic
in [19]
order
seen
continuous
f(_
for
,  r f(o _)
control
mechanism.
initialvalue
(b)
/_iXl
roots
the
which
=AlXl
are
we
System
system.
equations
and/32
f(G')
Below,
order
characteristic
Malkin's
system.
_1
control
by Lur'e's
but
consider
of
obtained
asymptotic
Lur'e,
we
position
of
given
estimate
order
/_i
region
be
conservative
an nth
where
will
Control
a more
to
The
The
O ,
4aI A4 .
2
a3
Automatic
a method
0, a4 > O, A4 _
0 ,
2
(a3Y + a4 x) <
be
0.
is
on
the
the
f(C_)
system
system,
hi
0 and
coefficient,O'gives
function
are
the
of
the
are:
has
a unique
solution
to
the
The
Liapunov
function
is of
the
where
is
positive
a hermitian
definite
it
also
such
that
= I
2
f((_')dO"
o
positive
definite
quadratic
is necessary
to
select
!
2
(ATk
and
form
_t
V
 72
the
form.
suth
that
+Tk t A)
In order
the
definite.
.Chg0se
With
)
r
negative
_"
where
matrix
6 1
:_
the _
and
defined
&2
definite
E9
 matrix
in Malkin's
positive.
by
e
where
thus,
matrix
_A.becomes,
Matrix
this
last
requirement
adds
are
by
t
i
defined
matrix
_t
g
positive
matrix
V
<e
is
to make
>
be
of
r
method
is
to
the
a symmetric,
form:
positive
definite
only
that
is defined by:
If
the
following
condition
is
fulfilled,
the
2/
equilibrium
2 "
solution
is
asymptotically
stable:
"
70
r
or
E
The
2_I
constants
maximum
is
61

and
stability
6_
2are
region
arbitrary,
for
2 ;k2
thus
a given
form
the
above
of _.
inequality
will
In _,_] , the
give
following
a
region
obtained:
/_I
<
rlkl
/_2
rTk2
/g2
<
( /'_1 <
rA2
 7k2
O)
/_I
(fdl>.,
0)
A1
Also,
in
Example
7,
In
The
[19]
, this
[19]
this
example
canonical
region
is
Nth
Order
we
consider
equations
compared
Case
_3, _
respectively;
are
k
is
Example
obtained
by
Lur'e.
the
th
f((Y )
CY" =
_,
results
order
case
corresponding
to Example
6.
are
X
where
of
with
column
_x
matrices
a diagonal
of
matrix
__
f (0")
nth
order
containing
with
elements
hi.
The
elements
xi, _
characteristic
i, ei
roots
i,
_ 74 _
J_i,
are real,
different.
E9  matrix
_ i>O
are
arbitrary.
The
of
the
form
,,o
where
to be
and
go
o)
o%
" (:n
matrices
used
k),
in Malkin's
method
are
defined
by
ai i =
sufficient
, alk
i/Ai
condition
for
(i _
asymptotic
gi
stability
of
E i
/_i
2Ai
the
equilibrium
_0
Expanding
this
determinant
gives
the
The
maximum
region
of
asymptotic
following
stability
position
is
that
inequality:
given
_n
by
this
inequality
is
(_i<o)
/%i
<"
Ai
,
_
k{
where
These
conditions
Example
8,
i,
..o,
; i =
apply
_9]
to
the
N th Order
I,
oo.,
case
of
Control
 i,
k <
_k<
I,
rea____l
neRative
 7%k (r
 Ak
.o.,
(4 i_ o )
 Sk)
; Sk
7_
rootso
System
In
this
example
Komarnitskaia
equation
has
complex
conjugate
negative
roots.
considers
roots
with
the
negative
system
whose
characteristic
real
parts
as well
as
real
 75
Let
/_i,
xi,
i,
...,
(j = 2S +
In
this
case
/_i
(i =
n)
be
Malkin's
real
o..,
be
complex
also,
takes
the
6 i _
previous
....
....
....
....
V
The
elements
of
arbitrary.
and
the
_ii
its
A
=
and
Re(_i)
....
same
<
derivative
....
2_+
i . .
....
function
26. n
is used
matrix
O, _
(A
as
in
(0_)
r
(0 _)
3,
5,
are
ii+l
= 
i = I,
Ai
&i
o..
i =
2S +
i,
.o.,
Ai
We
shall
_ik
x
k+l
Then
we
O.
write
xk
have
uk +
=u
Uk+ I i, _k
u
k
k+l
the
is
t
_ii
other
Oo
....
Liapunov
7_i+
all
xj,
 _SI
 62 s "I0
The
time
t
x_
_j,
....
O,
examples
<
pains,
form
are
7kj
where
let
conjugate
....
2S)
numbers;
_)  matrix
"
e
i,
i,
_k
=9
k+ i
wk
_k+l
x'
v k+l
k=1,3,...,2Si
2SI
/_j
2SI
V="
2
(Uk2 + Uk+ I )
_k
,k
x_
k=2S+l
k=l, 3
II
xkf (0")
k=2S+l
s
_" _("_'2kI
k=l
2kI
"
) U2ki
7_ 2k_l+_2k
2

The condition
for absolute
_I
61,
stability
(0 "_)
becomes
.,
o,
,o
..
oj
_"1
_'2
_'3
"k
Where,* i
g I
_ i'
_n
Bn
_*2
,, 9:
g.
_'3"
2_k n
or
2
_1_
2
+
_'2
_s
E 2si
/ __:s,
2si _Tk2sl+Tk2s
+oo.
__,__
 77
and
using
the
arbitrariness
of _i, _ 2
the
conditions
for
absolute
stability
become
_j+l
_j
(_J+_+l)
_ j +
!4
( _j
+ _+i
)_" _
/3i_.
_i
<
mini
2
!
4
(_2k+l+_2k+2)2
(r  _j
_j)
_i
(_j
+_j+l
) _j
_i>/ o
2
_2k2
<
(r_._
_i mi)_2k+l
+_k+2
)_2k+l
2
+
i =
2s+l,
where
_j
...,
n;
(Tk2k+l
+_2k+2
j=l,3,...,2kl,2k+3,...,2sl;
(_j
such
that
2
) (r
 __
_j
_
mi)
k=l,.o.,Si
'
_j 2 +_2j21
, mi
=
7tj+7%j+l
are
positive
numbers
_"
i
As
an
example
consider
a system
_j
mi+
described
_j
<

by
Xl
_IXI
x2
= _2Y,
f(_')
_I
= MI
2 +
f(0")
_2
= MI
 M2i
M2i
O_
/$1Xl
+/_2x2
f(_)
 r
_l
=_l +
_2
i
J
with
as
in
MI
<
the
O,
M 2 andS2
general
22k+2 <(rZ
_j)<A 2k+l +_2k+2 ) _2k+l
j
case
_
apply.
O,
and
for
all
The
stability
other
quantities
region
the
is defined
same
by
assumptions
the
inequality.
_22<
r(AI+A2)_i
I
4
(>_i
+7_2 )2
r2
The
stability
region
is
shown
in
fig.(1)
method
method
of this
of Lur'e
J
paper
fig. (i)
Example
9 [20_
The
equation
for
a hydraulic
actuator,
considering
the
load,
is
(1)
where
the
_ (0")
unloaded
actuator
and _(w
) is
the
effect
L40"
of
the
is
the
loado
velocity
Here
of
_
F
is a
constant,
is
the
displacement
and
Po
is
line
return
and
the
pump
the
line.
discharge
coefficient,
difference
between
The
of
effect
the
Ois
the
the
pressure
load,
_(w),
i for
in
is
valve
the
supply
given
by
__. i
(2)
_(w)
= __
O
where
is,
in
general,
of
the
for
for
is
the
Kroneher
<
__. O
oQ
G
form
W
(sign
<
function
: i
= i
if
(a _
_"<
+
O,
b_
(3)
c_)signo"
O if O"_ = O,
i if
O_
O)
(4)
w = i  b $ sign_
(5)
w = i  (b _
(6)
+ c_)signo
For each of these cases we reduce the equation (I) to Cauchy normal form,
obtaining
f((r) _I (O')
(7)
f((Y) @2 (O')
(8)
$ =
f(_) q3 (o')
(9)
respectively,
where
_i(0")
 c _
sign_
%
_2(0)
I
2
 b
_3(_')
i
2
 b
Notice
that
This
will
(9)
be
satisfied,
Consider
Nd
0"
where
b k,
if
f(_)
signG"
actuator
the
Z k bdk
f(_)
is
Nk
Nk
r are
Xd
if w
_
operating
>
is
b 2 f2
(O)
b2 f2
(O')
(i
 c
signO"
nd
O.
If
satisfied.
and
(iO)
is
(lO)
not
O.
(d = i,
...,
n)
(k= i, ..., n)

)'_
system
_ (w)
, and
Pd
not
control
___ kp k
only
c sign 0"
indirect
Pk,
signO
is meaningful
so
the
f(O _)
(ii)
constants.
Xd
 "
f (c')
O"
_k
Ck
Xk
C_"
6
_d
Bd
Xd
r
We write
in canonical
form
_S
f@_luWs!
(d = I, o.., n)
_(w)
(k =
(ii)
(0")
(w)
i,
...,
n)
(12)
 80
where
ck
, q,
r, Bd,
and
Pd
are
constants.
Notice
that
if
Xd
= 
0"
The
problem
stable.
O,
We
(13)
Xd
to
choose
is
then
Pd
xi
is
O
choose
Ck
as
Xk
the
Bk
such
that
the
equilibrium
point
a Liapunov
function
f
V
_i
piai+pkak x i xk
12
_k
Ak x2
(O")dO"
(14)
+/0"
o
Taking
the
total
derivative
[_k
W. rot.t,
akXk
f (O')
_(_)]
Ik
P k Ak
Xk
(15)
+
__
f(CF)
f(_')
(0")
as
long
as
ai
Ak +
is
satisfied.
additional
Notice
(7),
that
(8),
(14)
(9)
is
If
O, _/_
within
If
actuator
x i are
for
all
is
the
Pi
2 ak
conditions
placed
f(CY)O"
positive
_0
the
and
and
and
choices
>
is
if
+Pk
on
Bk
the
O'_
O.
_#>
range
toward
of _(0"),
0"70,
O.
Of
of
the
the
as
negative
If
(_
system
O(k:l,..o,n)
along
with
(16)
the
Furthermore,
always
operating,
tend
definite.
(15)
operating
is not
attenuated
three
: O,
operating
stable
the
that
for _(0"),
actuator
0_<
restriction
f(O)
insure
ak
then,
(16)
the
0
:
O.
whenever
as
can
Hence
is
the
various
region
___,
actuator
as
the
_1/_
origin.
long
in
course
O,
for
choices
in which
and
_3/a_
Hence
<
the
the
Oo
system
(16)
is
seen
from
(13),
system
(II)
is
be
satisfied.
satisfied.
the
stable
is
 81 
Examplei0 [21]
Consider
the
_p
where
and
it
is
that
will
be
Popov
f(O')
BI _i
B2
assumed
is
compared
and
Reap
defined
for
that
letting
theorem,
f(fy')
the
 r
<
>
will
be
used
sufficient
conditions
be
to
will
(I)
is
absolute
applied
absolutely
= h O" is
the
asymptotically
inequalities
In
bl=
air
al=
(2_
light
of
equivalent
(B I
I +_,2
the
to
B = r a2
O,
of
f(_)
0
<
necessary
and
<
(i).
These
obtained
second
from
problem
Then
the
stable.,
By
oo.,
of
linear
the
conditions
the
methods
of
Bulgakov.
system
obtained
RouthHurwitz
hold:
+
_20
(2)
>0
h2
alb I  b 2
B 2)
conditions
either
establish
stability
stable.
bI
to
the
following
= r
f(O)
the
b2h
O,
for
and
(1)
i, 2)
realO'.
aI
where
system
f(O')
O,
all
theorem
with
Lur'e,
(p
_2
that
conditions
Assume
by
_kp _p
RouthI_urwitz
sufficient
indirectcontrol
f(O')
The
thirdorder
b2
ra 2
a2
7%1)%
placed
on
>
and
2
and
obtained
by
the
>O
= ala 2
BI A2
system
(I),
the
B <
r2a2
A_<
B2 A
conditions
(2)
are
(3)
aI A
or
The
T2
conditions
=
2
D
BI
B__2 +
2
=
r(7_ i
>
the
O,
B <
method
a2
of Lur'e
for
absolute
stability
are
and
2
+_2
hi
BI
AzB2
2A
I )%2
]_
and
r _
O.
or
These
conditions
by
examining
of
Lur'e
the
does
Vo
Mo
are
not
Popov
4AC
they
yield
>
restrictive
determine
in
the
conditions
R.C.
VI9#I)
O and
2
and
>2
a2
as
is
to:
either
(4)
O.
more
necessary
(in A.+
B r
<
considerably
regions
than
A,
for
extended
(3),
B plane
Hence,
absolute
the
region
r2a2
easily
seen
the
method
(4)
to
stability.
given
by
the
following,
A
but
did
not
consider
the
and
V.
is
A.
Pliss
absolutely
satisfy
much
for
broader
In
the
and
and
studied
case
absolute
than
second
method
v_
notation
we
<
alA.
(5)
<
(6)
a2
(7)
O.
it
can
be
the
that
shown
that
method
although
in
of
in
that
the
Popov
this
case
the
condition
does
case
not
the
system
(7)
yield
(i)
does
not
necessary
conditions
are
Lur'e.
of
""
proved
Hence,
of
<
and
stability,
those
(6)
However
criterion
_A_<
cases
T2
Changing
two
stable
Popov's
conditions
>
Bulga_ov
+
f*
u
(_),
we
consider
KgV+_=
(7" =
a _
the
system
(8)
let
t =
_p
_T 2
n2
=  i
V_
_p
Pl
a
T2
, f(_) 
P2
b21
=
q c
= (EpG2)
f *(o)
 83
The
system
(8)
is
then
reduced
to
the
normal
form
N1
N2
N2
b21N 1 +
b22N 2
n2 _
(9)
A.
M.
Letov
to
be
the
studied
this
system
and
found
the
region
of
absolute
stability
extend
region
this
curvilinear
and
the
in
the
Example
should
be
Ii,
parabola
the
entire
formed
by
region
 1) 2
is
the
for
Letov
half
with
_5],: ChanR
considered
system
(1)colncldes
an
+ _ i)
_ >
segments
(i),
the
4/N_
N
lJ
The
that
O,
[0,
N _.
line
in passing
the
(N
quadrant
the
noted
answer
system
Letov
(N
the
the
to
triangle
affirmative
for
region
parabola
included
It
inside
_
of
only
O,
the
stability
except
for
and
part
of
the
(3)
the
axes
boundary
i.
conjecture
region
region
criterea
the
_ _
the Aizerman
i.e.,
The
of
when
has
an
absolute
stability
f(_)
h o .
[22]
automatic
control
system
described
by
the
canonical
equations
M
 b
(_)
(or)
(i)
whe...:/0
P2
and
the
As
Pl
a
are
distinct
candidate
for
and
real
a Liapunov
Pn
numbers
greater
function
 i_
2
he
than
zero.
chose
f(_)
do _
(2)
 84
which
upon
differentiation
with
respect
i
2
i
2
to
time
_i
2
yields
t
A
f(cr)
t
"x +
_)
f(fr)_
_
x
i
2
f(O')
t
I
f(o)b
2
t
=
R
t
x
_f(o))
_
b
f(O)
f(o')(_
t
+
.{ = (_, f)
(3)
A
l_
Since
A
is
positive
definite
we
need
c)
2(b
 R
only
make
RF
A
I
2
(bRc)
>
2 (bRc)
to have
negative
definite.
points
out
that
R_
Hence
Chang
O.
Letov
(_  Rc)
this
can
R 2 (ct
obtained
the
stability
condition
(A)I (_' R _)
(4)
be written
c)2
c
>
(5)
or
2
R
where
_t
=  c
I_
c, m
= 2
 R m
_t
b
S
I_
c
>
(6)
0
t
2p
, s
=b
i
A
 85
Let
M be
a constant
and
introduce
the
, x
 x =m
variables
y
x,
=  s
(7)
x and
y are
reflected
variables
here
in
in m, _,
the
s,
sense
that
we
as variables
Then
the
case
of
equality
in
(8) we
in
is
the
region
given
of
can
be
equation
x,
y plane
of
stability
by
the
an
(9)
found
which
as
Then
stability
as
of
the
region
a hyperbola.
bounds
given
(8)
envelope
of
follows.
the
envelope
is
system,
(6) becomes
(9)
is
each
of
on
value
of
stability
the
the
family
parameter
space
there
Chang
concave
of
side
hyperbolas
(x,yplane).
is
a hyperbola
shows
of
the
is
This
that
the
hyperbola
the
envelope
envelope
Let
F(x,
Then
the
= M
a region
the
of
(8)
For
by
in
parameters
have
(x R)(y+3)
which
the
treat
found
y,
by
R)
(xR)(y+r)M
eliminating
R between
F(x, y, 3) 0,
F(x, y
R) 0
_N
This
yields
the
envelope
(two
straight
lines)
(x+y)
and
the
value
of
 4M=O
3=1
(xy) =!
2
t
R=
Upon
substituting
(i0)
in
__
2p_
(5)
Chang
t
2p.g
A
t
c
A'I'c
i
obtains
I_
c
(Io)
the
t
>
..g
single
(Ii)
I
A
criterion
 86
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