Nonlinear Systems and Control

Lecture # 7
Stability of Equilibrium Points
Basic Concepts & Linearization

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 ẋ = f (x)

f is locally Lipschitz over a domain D ⊂ Rn

Suppose x̄ ∈ D is an equilibrium point; that is, f (x̄) = 0

Characterize and study the stability of x̄

For convenience, we state all definitions and theorems for

the case when the equilibrium point is at the origin of Rn ;
that is, x̄ = 0. No loss of generality

y = x − x̄

def
ẏ = ẋ = f (x) = f (y + x̄) = g(y), where g(0) = 0

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Definition: The equilibrium point x = 0 of ẋ = f (x) is
stable if for each ε > 0 there is δ > 0 (dependent on ε)
such that

kx(0)k < δ ⇒ kx(t)k < ε, ∀ t ≥ 0

unstable if it is not stable

asymptotically stable if it is stable and δ can be chosen

such that

kx(0)k < δ ⇒ lim x(t) = 0

t→∞

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 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 ε–δ requirement for stability is violated if xf (x) > 0 on

either side of the origin

f(x) f(x) f(x)

x x x

Unstable Unstable Unstable

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The origin is stable if and only if xf (x) ≤ 0 in some
neighborhood of the origin

f(x) f(x) f(x)

x x x

Stable Stable Stable

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The origin is asymptotically stable if and only if xf (x) < 0
in some neighborhood of the origin

f(x) f(x)

−a b x x

(a) (b)

Asymptotically Stable Globally Asymptotically Stable

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Definition: Let the origin be an asymptotically stable
equilibrium point of the system ẋ = f (x), where f is a
locally Lipschitz function defined 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

ẋ = f (x), x(0) = x0

is defined for all t ≥ 0 and converges to the origin as t

tends to infinity

The origin is said to be globally asymptotically stable if

the region of attraction is the whole space Rn

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 Second-Order Systems (n = 2)

Type of equilibrium point Stability Property

Center
Stable Node
Stable Focus
Unstable Node
Unstable Focus
Saddle

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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

1
y

0.5

−0.5
−0.5 0 0.5 1 1.5
x
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Example: Pendulum Without Friction
x’=y
y ’ = − 10 sin(x)

0
y

−2

−4

−6

−8

−4 −3 −2 −1 0 1 2 3 4
x
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Example: Pendulum With Friction
x’=y
y ’ = − 10 sin(x) − y

0
y

−2

−4

−6

−8

−4 −3 −2 −1 0 1 2 3 4
x
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Linear Time-Invariant Systems

ẋ = Ax

x(t) = exp(At)x(0)
P −1 AP = J = block diag[J1 , J2 , . . . , Jr ]
 
λi 1 0 ... ... 0
 0 λ 1 0 . . . 0 
 i 
 . ... .. 
 .. . 
Ji =  .
 
. . . .

 . 0 
 ..
 
 . . . . 1 


0 . . . . . . . . . 0 λi m×m

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 r X
X mi
exp(At) = P exp(Jt)P −1 = tk−1 exp(λi t)Rik
i=1 k=1

mi is the order of the Jordan block Ji

Re[λi ] < 0 ∀ i ⇔ Asymptotically Stable

Re[λi ] > 0 for some i ⇒ Unstable

Re[λi ] ≤ 0 ∀ i & mi > 1 for Re[λi ] = 0 ⇒ Unstable
Re[λi ] ≤ 0 ∀ i & mi = 1 for Re[λi ] = 0 ⇒ Stable
If an n × n matrix A has a repeated eigenvalue λi of
algebraic multiplicity qi , then the Jordan blocks of λi have
order one if and only if rank(A − λi I) = n − qi

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Theorem: The equilibrium point x = 0 of ẋ = Ax is stable if
and only if all eigenvalues of A satisfy Re[λi ] ≤ 0 and for
every eigenvalue with Re[λi ] = 0 and algebraic multiplicity
qi ≥ 2, rank(A − λi 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[λi ] < 0

When all eigenvalues of A satisfy Re[λi ] < 0, A is called a

Hurwitz matrix

When the origin of a linear system is asymptotically stable,

its solution satisfies the inequality

kx(t)k ≤ kkx(0)ke−λt , ∀t≥0

k ≥ 1, λ > 0
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Exponential Stability

Definition: The equilibrium point x = 0 of ẋ = f (x) is said

to be exponentially stable if

kx(t)k ≤ kkx(0)ke−λt , ∀t≥0

k ≥ 1, λ > 0, for all kx(0)k < c

It is said to be globally exponentially stable if the inequality

is satisfied for any initial state x(0)

Exponential Stability ⇒ Asymptotic Stability

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Example
ẋ = −x3
The origin is asymptotically stable

x(0)
x(t) = p
1 + 2tx2 (0)

x(t) does not satisfy |x(t)| ≤ ke−λt |x(0)| because

e2λt
|x(t)| ≤ ke−λt |x(0)| ⇒ ≤ k2
1 + 2tx2 (0)

e2λt
Impossible because lim =∞
t→∞ 1+ 2tx2 (0)

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Linearization
ẋ = f (x), f (0) = 0
f is continuously differentiable over D = {kxk < r}

∂f
J(x) = (x)
∂x
h(σ) = f (σx) for 0 ≤ σ ≤ 1
h′ (σ) = J(σx)x
Z 1
h(1) − h(0) = h′ (σ) dσ, h(0) = f (0) = 0
0
Z 1
f (x) = J(σx) dσ x
0

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 Z 1
f (x) = J(σx) dσ x
0

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

Z 1
f (x) = [A + G(x)]x, where G(x) = [J(σx) − J(0)] dσ
0

G(x) → 0 as x → 0
This suggests that in a small neighborhood of the origin we
can approximate the nonlinear system ẋ = f (x) by its
linearization about the origin ẋ = Ax

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Theorem:
The origin is exponentially stable if and only if
Re[λi ] < 0 for all eigenvalues of A

The origin is unstable if Re[λi ] > 0 for some i

Linearization fails when Re[λi ] ≤ 0 for all i, with

Re[λi ] = 0 for some i
Example
ẋ = ax3

∂f  2

A= = 3ax 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

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