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Dr. P. Kavitha
Associate Professor
SELECT, VIT University
kavitha.p@vit.ac.in
Introduction
• Consider a system,
𝒙 = 𝒇(𝒙, 𝑡) (1)
∅(𝑡𝑜 ; 𝒙𝒐 , 𝑡𝑜 )=𝒙𝒐
2 EEE 403 Lyapunov Stability Analysis
Equilibrium State
• Equilibrium points are one of the most important features of a dynamical
system since they define the states corresponding to constant operating
conditions.
• If the system is linear time invariant (LTI), then there exists only one
equilibrium state.
dvc 1 1
iL u(t )
dt C C iL
+ +
Vc
diL 1 R Vo
vc iL - -
dt L L
1.5
t-------->inf
1
0.5
iL
-0.5
-1
5 EEE 403 Lyapunov Stability
-1 Analysis
-0.5 0 0.5 1 1.5 2
Vc
Lyapunov Stability Analysis
For a given control system, stability is usually most important thing to be
determined.
If the system is linear and time invariant, many stability criteria are available
(Nyquist stability, Routh Hurwitz etc.).
If the system is nonlinear or linear but time varying, such stability criteria do not
apply, and we can go for Lyapunov stability analysis.
𝑆(𝜀)
Instability
leaves 𝑆(𝜀). 𝒙𝒆
𝑆(𝜀)
2. 𝑉 𝒙 = 𝑥1 + 𝑥2 2 Positive semi-definite
4. 𝑉 𝒙 = 𝑥1 𝑥2 + 𝑥22 Indefinite
2𝑥22
5. 𝑉 𝒙 = 𝑥12 + Positive Definite
1+𝑥22
That is
𝑝11 𝑝12 ⋯ 𝑝1𝑛
𝑝12 𝑝22 ⋯ 𝑝2𝑛
𝐏= ⋮ ⋮ ⋱ ⋮
𝑝1𝑛 𝑝2𝑛 ⋯ 𝑝𝑛𝑛
1. 𝑉 𝒙 = 𝑥12 + 2𝑥22
2. 𝑉 𝒙 = 𝑥1 + 𝑥2 2
10 1 −2 𝑥1
𝑉 𝒙 = 𝒙𝑇 𝑷𝒙 = 𝑥1 𝑥2 𝑥3 1 4 −1 𝑥2
−2 −1 −1 𝑥3
10 1 −2
10 > 0 10 1
>0 1 4 −1 > 0
1 4 −2 −1 −1
13 EEE 403 Lyapunov Stability Analysis
Lyapunov Stability Theorem
• Suppose that a system is described by
𝒙 = 𝑓 𝒙, 𝑡
• Where
𝑓 𝟎, 𝑡 = 𝟎
• If there exists a scalar function 𝑉 𝒙 having continuous first
derivative and satisfying the following conditions,
1. 𝑉 𝒙 is positive definite
2. 𝑉(𝒙) is negative definite
𝑥1 = 𝑥2 − 𝑥1 (𝑥12 + 𝑥22 )
𝑥1 0 1 𝑥1
=
𝑥2 −1 −1 𝑥2
𝑨𝑇 𝑷 + 𝑷𝑨 = −𝑸
𝑥1 0 1 𝑥1
=
𝑥2 −1 −1 𝑥2
𝑥1 0 1 𝑥1
=
𝑥2 −1 −1 𝑥2
The only equilibrium state of the system is at origin of state space.
Let us assume a tentative Lyapunov function
𝑨𝑇 𝑷 + 𝑷𝑨 = −𝑰
21 EEE 403 Lyapunov Stability Analysis
Example-3
𝑨𝑇 𝑷 + 𝑷𝑨 = −𝑰
Substituting the values yields
𝑇 𝑝11 𝑝12 𝑝11 𝑝12 0
0 1 1 1 0
−1 −1 𝑝12 𝑝22 + 𝑝12 𝑝22 −1 −1 = − 0 1
𝑥1 0 1 𝑥1
=
𝑥2 −1 −2 𝑥2