2 Lyapunov Stability
2 Lyapunov Stability
2 Lyapunov Stability
2 Lyapunov Stability
Whereas I/O stability is concerned with the effect of inputs on outputs, Lya-
punov stability deals with unforced systems:
ẋ = f (x, t) (1)
where x ∈ Rn , t ∈ R+ , and f : Rn × R+ → Rn . The system in (1) is
autonomous (time invariant) if f = f (x). Otherwise, it is nonautonomous
(time varying).
If f (x0 , t) = 0, then x0 is an equilibrium. Then, the unique solution of Eq.
(1) with x(0) = x0 is x(t) = x0 .
Definition. The equilibrium x0 is stable (or L-stable or stable in the sense
of Lyapunov) if for > 0 there exists δ > 0 such that
||x(0) − x0 || < δ ⇒ ||x(t) − x0 || <
x(t)
6
6
δ 6
x0 ? ?
6 6
δ
?
-
t
Consider the system ẋ = f (x) with f (x0 ) = 0. Let x(t) = x0 + δx(t). Then,
ẋ = δ ẋ = f (x0 + δx)
∂f
= f (x0 ) + T
δx + O(||δx||2 )
∂x x=x0
3
θ̈ + sin θ = 0
Let x1 = θ, x2 = θ̇ so that
ẋ1 = x2
ẋ2 = − sin x1
If we adopt V (x1 , x2 ) = (1 − cos x1 ) + 21 x22 as a Lyapunov function we have
V̇ = ω T Iω̇
= −ω T ω × Iω
= 0
Hence, ω = 0 is a stable equilibrium.
Theorem 2. The equilibrium x0 = 0 of Eq. (1) is asymptotically stable if
there exists a C 1 lpdf V such that −V̇ is a lpdf.
Theorem 3. The equilibrium x0 = 0 of Eq. (1) is globally asymptotically
stable if there exists a C 1 pdf V such that V is radially unbounded and −V̇
is a pdf.
Note: Theorems 1-3 give sufficient conditions for stability.
Example. Consider the system
ẋ = −ax, a > 0
5
ẋ1 = x2
ẋ2 = −M−1 Kx1 − M−1 Dx2
Let
K O x1
V = 21 q̇T Mq̇ + 12 qT Kq = 12 [xT1 xT2 ] > 0 (x 6= 0)
O M x2
which is a radially unbounded pdf. Then,
O O x1
V̇ = q̇T (Mq̈ + Kq) = −q̇T Dq̇ = −[xT1 xT2 ] ≤0
O D x2
Hence, x = 0 is a stable equilibrium. It is in fact globally asymptotically
stable. How do we show this when V̇ does not contain q?
V̇ ≤ 0, ∀t ≥ 0, ∀x ∈ Rn
M = {x ∈ Rn | V̇ (x) = 0}