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Lyapunov Theory - Non-Autonomous PDF

The document discusses Lyapunov stability theory for non-autonomous systems. It provides definitions for various stability concepts such as stable, asymptotically stable, uniformly stable, and globally asymptotically stable. It presents a theorem stating that if a positive definite and decrescent Lyapunov function exists for a non-autonomous system, then the zero solution is stable, uniformly stable, or uniformly asymptotically stable depending on additional conditions. It also presents Barbalat's lemma and a Lyapunov-like lemma relating to limiting behavior of Lyapunov functions and derivatives.

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Leandro C. Araújo
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212 views4 pages

Lyapunov Theory - Non-Autonomous PDF

The document discusses Lyapunov stability theory for non-autonomous systems. It provides definitions for various stability concepts such as stable, asymptotically stable, uniformly stable, and globally asymptotically stable. It presents a theorem stating that if a positive definite and decrescent Lyapunov function exists for a non-autonomous system, then the zero solution is stable, uniformly stable, or uniformly asymptotically stable depending on additional conditions. It also presents Barbalat's lemma and a Lyapunov-like lemma relating to limiting behavior of Lyapunov functions and derivatives.

Uploaded by

Leandro C. Araújo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lyapunov Theory ”Non-Autonomous Systems”

Lyapunov Theory
Non-Autonomopus Systems:

dx
(*) = f (t, x) ; f ( t , 0) = 0 ∀t ≥ 0
dt

is the solution x ( t ) = 0 stable with respect to disturbances?

Def.
Stability concepts: 4.1-4.4
s. 102

Definition 1: x ( t ) = 0 is stable if for any ∀R > 0 , ∃ r (R , t 0 ) such that

x(t 0 ) < r ⇒ x(t) < R ∀t ≥ t 0

Othewise x ( t ) = 0 is unstable

Definition 2: x ( t ) = 0 is asymptotically stable if

• x ( t ) = 0 is stable
• ∃ r ( t 0 ) > 0 ⇒ x ( t 0 ) < r ( t 0 ) ⇒ x ( t ) → 0 for t → ∞

Definition 3: x ( t ) = 0 is globally asymptotically stable if

∀x ( t 0 ) ⇒ x ( t ) → 0 for t → ∞

Definition 4: x ( t ) = 0 is eksponentially stable if

∃ α, λ > 0 ⇒ x ( t ) ≤ α x ( t 0 ) e − λ ( t − t 0 ) , ∀t ≥ t 0

Side 1 af 4
Lyapunov Theory ”Non-Autonomous Systems”

Def.
Uniform stability: 4.5, 4.6
s. 104

Definition 5: x ( t ) = 0 is uniformly stable if r in definition 1 can be chosen


independently of t 0 , i.e. r = r (R ) .

Definition 6: x ( t ) = 0 is uniformly asymptotically stable if

• x ( t ) = 0 er uniformly stable
• ∃ r > 0 ⇒ x ( t 0 ) < r ⇒ x ( t ) → 0 uniformly
-------

Note: Invariant set theory can only be used for autonomous systems

-------

Def.
Positive definite & 4.7, 4.8
Decrescent functions s. 106

Definition 7: ”Positive definite”

A skalar time-varying function V(x,t) is positive definite if

• V(0,t) = 0
• V(x,t) ≥ V0 ( x ), ∀t ≥ t 0

where V0 ( x ) is a time-invariant positive definite function.

Side 2 af 4
Lyapunov Theory ”Non-Autonomous Systems”

Definition 8: ”Decrescent”

A scalar time-varying function V(x,t) is said to be decrescent if

• V(0,t) = 0
• V( x , t ) ≤ V1 ( x ) , ∀t ≥ 0

where V1 ( x ) is a time-invariant positive definite function.

Theorem
THEOREM (Non-autonomous Systems) 4.1
s. 107

Stability: Let D ⊂ R n contain x = 0 .

Let V( t , x ) : [0, ∞ ) × D → R ∈ C1 so that

1. V( t , x ) is positive definite
& ( t , x ) is negative semi-definite
2. V

then x = 0 is stable.

Uniform stability and Uniform asymptotic stability:

if further
3. V( t , x ) is decrescent

then x = 0 is uniformly stable and if further V & ( t , x ) in condition 2. is negative


definite then x = 0 is uniformly asymptotically stable.

Global uniform asymptotic stability:

If D = R n and condition 1., the strengthened condition 2., condition 3., and the
condition
4. V0 ( x ) → ∞ for x → ∞

are all satisfied, then x = 0 is globally uniformly asymptotically stable.

Side 3 af 4
Lyapunov Theory ”Non-Autonomous Systems”

Lemma
Barbalat’s Lemma (Non-autonomous Systems) 4.2
s. 123

g is a real function and uniformly continuous for t ≥ 0 . If the limit of the integral
t
∫ 0 g(τ)dτ
eksists for t → ∞ and is a real number, then lim g ( t ) = 0 .
t →∞
----
Remark: If g ∈ L 2 and g& ( t ) is limited ⇒ lim g ( t ) = 0 .
t →∞
----
Uniform Continuous:

A sufficient condition for a differentiable function to be uniformly continuous is


that its derivative be bounded
----

Lemma
Lyapunov-like Lemma (Non-autonomous Systems) 4.3
s. 124

If a scalar function V(x,t) satisfy the following conditions

• V(x,t) is lower bounded


& ( x, t ) is negative semi-definite
• V
& ( x, t ) is uniformly continuous
• V

& ( x , t ) → 0 for t → ∞ .
then V

----- ooo 0 ooo -----

Side 4 af 4

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