Nonlinear Systems and Control Lecture # 7 Stability of Equilibrium Points Basic Concepts & Linearization

Nonlinear Systems and Control Lecture # 7 Stability of Equilibrium Points Basic Concepts & Linearization
p. 1/?
x = f (x) f is locally Lipschitz over a domain D Rn
Suppose x D is an equilibrium point; that is, f ( x) = 0 Characterize and study the stability of x For convenience, we state all denitions and theorems for the case when the equilibrium point is at the origin of Rn ; that is, x = 0. No loss of generality
y =xx y =x = f (x) = f (y + x ) = g (y ),
def
where g (0) = 0
p. 2/?
Denition: The equilibrium point x = 0 of x = f (x) is stable if for each > 0 there is > 0 (dependent on ) such that
x(0) < x(t) < , t 0
unstable if it is not stable asymptotically stable if it is stable and can be chosen such that
x(0) < lim x(t) = 0
t
p. 3/?
First-Order Systems (n = 1) The behavior of x(t) in the neighborhood of the origin can be determined by examining the sign of f (x) The requirement for stability is violated if xf (x) > 0 on either side of the origin
f(x) f(x) f(x)
Unstable
Unstable
Unstable
p. 4/?
The origin is stable if and only if xf (x) 0 in some neighborhood of the origin
f(x) f(x) f(x)
Stable
Stable
Stable
p. 5/?
The origin is asymptotically stable if and only if xf (x) < 0 in some neighborhood of the origin
f(x) f(x)
(a)
(b)
Asymptotically Stable
Globally Asymptotically Stable
p. 6/?
Denition: Let the origin be an asymptotically stable equilibrium point of the system x = f (x), where f is a locally Lipschitz function dened over a domain D Rn ( 0 D) The region of attraction (also called region of asymptotic stability, domain of attraction, or basin) is the set of all points x0 in D such that the solution of
x = f (x), x(0) = x0
is dened for all t 0 and converges to the origin as t tends to innity The origin is said to be globally asymptotically stable if the region of attraction is the whole space Rn
p. 7/?
Second-Order Systems (n = 2) Type of equilibrium point Center Stable Node Stable Focus Unstable Node Unstable Focus Saddle Stability Property
p. 8/?
Example: Tunnel Diode Circuit

x = 0.5 ( 17.76 x + 103.79 x2 229.62 x3 + 226.31 x4 83.72 x5 + y) y = 0.2 ( x 1.5 y + 1.2)
1.5
y 0.5 0 0.5 0.5
0.5 x
1.5
p. 9/?
Example: Pendulum Without Friction

x=y y = 10 sin(x)
8 4 3 2 1 0 x 1 2 3 4
p. 10/?
Example: Pendulum With Friction

x=y y = 10 sin(x) y
8 4 3 2 1 0 x 1 2 3 4
p. 11/?
Linear Time-Invariant Systems

x = Ax x(t) = exp(At)x(0) P 1 AP = J = block diag[J1 , J2 , . . . , Jr ] i 1 0 ... ... 0 0 1 0 . . . 0 i . . ... . . . . Ji = . . . . . . 0 . . . . . . 1 0 . . . . . . . . . 0 i m m
p. 12/?
mi
exp(At) = P exp(Jt)P 1 =
i=1 k=1
tk1 exp(i t)Rik
mi is the order of the Jordan block Ji Re[i ] < 0 i Asymptotically Stable Re[i ] > 0 for some i Unstable Re[i ] 0 i & mi > 1 for Re[i ] = 0 Unstable Re[i ] 0 i & mi = 1 for Re[i ] = 0 Stable
If an n n matrix A has a repeated eigenvalue i of algebraic multiplicity qi , then the Jordan blocks of i have order one if and only if rank(A i I ) = n qi
p. 13/?
Theorem: The equilibrium point x = 0 of x = Ax is stable if and only if all eigenvalues of A satisfy Re[i ] 0 and for every eigenvalue with Re[i ] = 0 and algebraic multiplicity qi 2, rank(A i I ) = n qi , where n is the dimension of x. The equilibrium point x = 0 is globally asymptotically stable if and only if all eigenvalues of A satisfy Re[i ] < 0 When all eigenvalues of A satisfy Re[i ] < 0, A is called a Hurwitz matrix When the origin of a linear system is asymptotically stable, its solution satises the inequality
x(t) k x(0) et , k 1, > 0 t0
p. 14/?
Exponential Stability Denition: The equilibrium point x = 0 of x = f (x) is said to be exponentially stable if
x(t) k x(0) et , k 1, > 0, for all x(0) < c t0
It is said to be globally exponentially stable if the inequality is satised for any initial state x(0) Exponential Stability Asymptotic Stability
p. 15/?
Example
x = x3
The origin is asymptotically stable

x(t) = x(0) 1 + 2tx2 (0)
x(t) does not satisfy |x(t)| ket |x(0)| because |x(t)| ket |x(0)| e2t 1 + 2tx2 (0) e2t 1+ 2tx2 (0) k2
Impossible because lim
p. 16/?
Linearization
x = f (x), f (0) = 0 f is continuously differentiable over D = { x < r } J (x) = f x (x)
h( ) = f (x) for 0 1 h ( ) = J (x)x

1
h(1) h(0) =
0
h ( ) d,
1
h(0) = f (0) = 0
f (x) =
0
J (x) d x
p. 17/?
f (x) =
0
J (x) d x
Set A = J (0) and add and subtract Ax

1
f (x) = [A + G(x)]x, where G(x) =

0
[J (x) J (0)] d
G(x) 0 as x 0
This suggests that in a small neighborhood of the origin we can approximate the nonlinear system x = f (x) by its linearization about the origin x = Ax
p. 18/?
Theorem: The origin is exponentially stable if and only if Re[i ] < 0 for all eigenvalues of A The origin is unstable if Re[i ] > 0 for some i Linearization fails when Re[i ] 0 for all i, with Re[i ] = 0 for some i Example x = ax3 f A= = 3ax2 x=0 = 0 x x=0 Stable if a = 0; Asymp stable if a < 0; Unstable if a > 0 When a < 0, the origin is not exponentially stable
p. 19/?

Nonlinear Systems and Control Lecture # 7 Stability of Equilibrium Points Basic Concepts & Linearization

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Nonlinear Systems and Control Lecture # 7 Stability of Equilibrium Points Basic Concepts & Linearization

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Nonlinear Systems and Control Lecture # 7 Stability of Equilibrium Points Basic Concepts & Linearization

x = f (x) f is locally Lipschitz over a domain D Rn

Globally Asymptotically Stable

Example: Tunnel Diode Circuit

y 0.5 0 0.5 0.5

Example: Pendulum Without Friction

Example: Pendulum With Friction

Linear Time-Invariant Systems

tk1 exp(i t)Rik

The origin is asymptotically stable

Impossible because lim

h( ) = f (x) for 0 1 h ( ) = J (x)x

Set A = J (0) and add and subtract Ax

f (x) = [A + G(x)]x, where G(x) =

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