Lect_4 Stability of Equilibrium Points

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    Nonlinear Control

    Lecture # 4

    Stability of Equilibrium Points

    Nonlinear Control Lecture # 4 Stability of Equilibrium Points

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    Basic Concepts

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

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

    Characterize and study the stability ofx

    For convenience, we state all definitions and theorems for thecase when the equilibrium point is at the origin ofRn; that is,x= 0. No loss of generality

    y=x x

    y= x =f(x) =f(y+ x) def

    = g(y), where g(0) = 0

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    Definition 3.1

    The equilibrium point x= 0ofx= f(x) isstable 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 chosensuch that

    x(0) < limt

    x(t) = 0

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    Scalar Systems (n = 1)

    The behavior ofx(t) in the neighborhood of the origin can bedetermined by examining the sign off(x)

    The requirement for stability is violated ifxf(x)>0 oneither side of the origin

    f(x)

    x

    f(x)

    x

    f(x)

    x

    Unstable Unstable Unstable

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    The origin is stable if and only ifxf(

    x) 0

    in someneighborhood of the origin

    f(x)

    x

    f(x)

    x

    f(x)

    x

    Stable Stable Stable

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    Definition 3.2

    Let the origin be an asymptotically stable equilibrium point ofthe system x=f(x), where f is a locally Lipschitz functiondefined over a domain D Rn ( 0 D)

    The region of attraction (also called region of asymptoticstability, 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 defined for all t 0and converges to the origin as ttends to infinity

    The origin is globally asymptotically stable if the region ofattraction is the whole space Rn

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    Two-dimensional Systems(n = 2)

    Type of equilibrium point Stability PropertyCenter

    Stable NodeStable Focus

    Unstable NodeUnstable Focus

    Saddle

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    Example: Tunnel Diode Circuit

    0.4 0.2 0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.60.4

    0.2

    0

    0.2

    0.4

    0.6

    0.8

    1

    1.2

    1.4

    1.6

    x1

    x 2

    Q2

    Q3

    Q1

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    Example: Pendulum Without Friction

    x = y

    y = sin(x)

    4 3 2 1 0 1 2 3 4

    3

    2

    1

    0

    1

    2

    3

    x

    y

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    Example: Pendulum With Friction

    8 6 4 2 0 2 4 6 84

    3

    2

    1

    0

    1

    2

    3

    4

    x2

    B

    A

    x1

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    Linear Time-Invariant Systems

    x=Ax

    x(t) = exp(At)x(0)

    P1AP =J= block diag[J1, J2, . . . , J r]

    Ji=

    i 1 0 . . . . . . 00 i 1 0 . . . 0...

    . . . ...

    ..

    .

    . .. 0...

    . . . 10 . . . . . . . . . 0 i

    mm

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    exp(At) =Pexp(Jt)P1 =r

    i=1

    mi

    k=1

    tk1 exp(it)Rik

    mi is the order of the Jordan block Ji

    Re[i]0 for some i Unstable

    Re[i] 0 i& mi >1for Re[i] = 0 Unstable

    Re[i] 0 i & mi = 1for Re[i] = 0 StableIf an n n matrix A has a repeated eigenvalue i of algebraicmultiplicity qi, then the Jordan blocks ofi have order one ifand only ifrank(A iI) =n qi

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    Theorem 3.1

    The equilibrium point x= 0ofx= Axis stable if and only if

    all eigenvalues ofAsatisfy Re[i] 0and for every eigenvaluewith Re[i] = 0and algebraic multiplicity qi 2,rank(A iI) =n qi, where nis the dimension ofx. Theequilibrium point x= 0 is globally asymptotically stable if and

    only if all eigenvalues ofAsatisfy Re[i]

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    Exponential Stability

    Definition 3.3

    The equilibrium point x= 0ofx= f(x) is exponentiallystable if

    x(t) kx(0)et

    , t 0k 1, >0, for all x(0) < c

    It is globally exponentially stable if the inequality is satisfiedfor any initial state x(0)

    Exponential Stability Asymptotic Stability

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    Example 3.2

    x= x3

    The origin is asymptotically stable

    x(t) = x(0)

    1 + 2tx

    2

    (0)

    x(t) does not satisfy|x(t)| ket|x(0)| because

    |x(t)| ket|x(0)| e2t

    1 + 2tx2

    (0)

    k2

    Impossible because limt

    e2t

    1 + 2tx2(0)=

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    Linearization

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

    J(x) = f

    x

    (x)

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

    h(1) h(0) =

    1

    0 h

    () d, h(0) =f(0) = 0

    f(x) =

    1

    0

    J(x) d x

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    f(x) = 10 J(x) d x

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

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

    1

    0 [J(x) J(0)] d

    G(x) 0 as x 0

    This suggests that in a small neighborhood of the origin wecan approximate the nonlinear system x=f(x)by itslinearization about the origin x= Ax

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    Theorem 3.2

    The origin is exponentially stableif and only ifRe[i]0 for some i

    Linearization fails when Re[i] 0for all i, with Re[i] = 0for some i

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    Example 3.3

    x=ax3

    A= fx

    x=0

    = 3ax2x=0

    = 0

    Stable ifa= 0; Asymp stable ifa 0

    When a