1

Stability in the large and the conjectures of Aizerman &

Kelman
Definition
An equilibrium state e
x
of a free system is asymptotically stable
in the large with respect to a bounded region if:
(1) e
x
is stable, and
(2) every trajectory of the system starting in tends to
t as x
e
Definition
An equilibrium state e
x
of a free system is globally asymptotically
stable in the large if:
() e
x
is stable, and
(!) every trajectory of the system tends to
t as x
e
"n 1#!# $%A% Ai&erman of 'ussia considered the system of the
form shown in the figure%

r ( ) e u c
*he restriction on the non+linear element is that h(e) ,s% e curve
lies between two straight line segments -
1
e and -
.
e, ie
h(e)
-
1
e
-
.
e
e
/(s)
.
. 1
-
e
) e ( h
- )

"f h(e) is replaced by a linear gain u(-e, then the resulting system
is linear% 0uppose that this linear system is globally asymptotically
stable for every - lying between -
1
and -
.
% An interesting question
then arises% 0uppose the nonlinearity lies between -
1
and -
.
% "s the
original non+linear system globally asymptotically stable1
Ai&erman said 2yes2% 3ut later the Ai&erman2s conjecture were
proved to be false%
A more stringent conjecture than that of Ai&erman2s is that of
4alman2s% 5et the slope of the function h(e) lie between two
bounds -
1
2 and -
.
2, ie
. 1
2 -
de
) e ( h d
2 -

"f the linear system with h(e)(-2e is globally stable for all - lying
between -
1
2 and -
.
2% "t can be noted that if 4alman2s conditions is
fulfilled, the Ai&erman2s condition is automatically fulfilled% 3ut
the converse case is not true% 5ater the 4alman2s conjecture is also
proved to be false%
"t is important to note that, the cases of systems where Ai&erman2s
and 4alman2s conjectures were proved to be wrong where actually
extra ordinary systems% 0o from an engineering point of view,
these conjectures can be used as a good rule of thumb%

Absolute Stability
6onsider the basic feedbac- system given by

t7 8y(t), u
u 9 x 6 y
u 3 A x x

+
+
:here
p n
R y R x ,
, (A,3) controllable and (A,6) observable

r() u(t) y(t)
+
;
D B A sI C s G +
1
) ( ) (
Definition
6onsider the basic feedbac- nonlinear system given above, where
(%)
is a function of y(t) and possibly t and satisfies some sector
conditions% *he system is absolutely stable if the origin is globally
uniformly asymptotically stable for any nonlinearity in the given
sector% "t is absolutely stable with a finite domain if the origin is
uniformly asymptotically stable in that domain%

Popov's stability a fre!uency domain stability criteria "
*he basic feedbac- system and its assumed properties:

u(t)(
f 8e(t),t7
(%)

/(s)
!
r(t)() e(t) u(t) y(t)
+
;
*he system equation are given in the integral form:

7 , (
e
u
ie <
) (
) (
or ) , 8
e
u
ie <
) (
) (
or ) , (
e
u
ie <
) (
) (
or 7 , 8
e
u
ie <
) (
) (
7 ), ( 8 ) (
=)u(=)d= g(t (t) e e(t)
t
)
)
b a b
t e
t u
a
b a b
t e
t u
a
b a b
t e
t u
a
b a b
t e
t u
a
t t e f t u
<
<
< <

g(t) is the unit impulse response% *he only restriction on the linear
element is that it should be out put stable%

u
u#be
b $ a
u#ae

e
/(s)
>
Definition
*he linear element is output stable of degree
?
if there exists a
real number
?
such that for every set of initial conditions the unit
impulse response g(t) and the initial condition response
) t ( e
)

satisfies the relations:
Definition
*he basic feedbac- system will be called
(1) absolutely control asymptotic of degree
?
, if there exists a
real
?
such that for every set of initial conditions and for any
non+linearity such that
7 b , a 8
e
u

<

)
. t
)7 t ( u e 8

(.) @utput asymptotic of degree
?
, if there exists a real
?
such
that for every set of initial conditions and for any non+
linearity such that
7 , 8 b a
e
u

<

)
. t
)7 t ( e e 8

Popov%s Stability &riteria
'heorem ()

<

<

)
.
)
?t
)
. ?t
< dt (t)7 e 8e
< dt g(t)7 8e
A
6onsider the basic feedbac- system% 5et the linear element be
output stable% "n order the system to be absolutely control and
output asymptotic in the sector 8) , 47 it is sufficient that there
exist a real number q such that for all
) B
the following
inequality is satisfied%
)
4
1
B)7 (j / ) q jB 'e8(1 > + +
'heorem *)
6onsider the basic feedbac- system% 5et the linear element be
output stable% "n order the origin +() to be globally asymptotically
stable in the sector 8) , 47 it is sufficient that there exist a non+
negative real number q such that for all
) B
the above inequality
is satisfied% u
u(4e

e

'he Popov condition may be re,ritten as)
)
4
1
B)7 (j / ) q jB 'e8(1 > + +
)
4
1
q: + C
form in the expressed be can :hich
) jB /( "m Bq
4
1
) /(jB 'e
+
+ >
-+cercise)
1) 9efine C and :
.) 0-etch a plot between C and : for some values of q and 4
) Dxplain how the values of q and 4 affect the plot
/eometrical interpretation of the inequality
:
E
slope q
1


B (F C

K
1

GopovHs line B # .
:
slope q
1


B (F B # . C

K
1

GopovHs line
-+ample
6onsider the system
I
[ ] x y
u x x
) 1
!
1
E 1)
1 )

1
]
1

+
1
]
1

Dstablish an upper limit on 4 in the range
K
e
u
< )
% Assume q()%
:e will first obtain the corresponding open loop *J%
A=[0 1;-10 -7];
B=[1;-4];
C=[1 0];
D=[0];
[NUM,DEN] = SS2TF(A,B,C,D)

KC$ ( ) 1%)))) %))))
9DK ( 1 E 1)

( ) ( )
( ) ( ) . >

1) E

.
+ +
+

+ +
+

s s
s
s s
s
s H s G
num=[1,3];
den=[1,7,10];
=0!1"0!1"10000;
[#e,$m,]=n%&u$'((num,den,);
)*+((#e,$m)
,=[-0!1 0!- -0!2 0!1];
./$'(,)
0#$d
/*.1e*(23e.* A/$'2)
%*.1e*(24m! A/$'2)
#
-0.1 0 0.1 0.2 0.3 0.4
-0.2
-0.1
0
0.1
Real Axis
I
m
.

A
x
i
s
Example:
C+n'$de# (5e 1.'$6 n+n*$ne.# '%'(em $(5 (5e
*$ne.# ).#( (#.n'7e# 7un6($+n"

) 1 (
1
) (
+

s
s G

T5e n+n*$ne.#$(% *$e' $n (5e 'e6(+# [0,8]
Dstablish an upper limit on 4 in the range
4
e
u
) <
% Assume q()%
num=[1];
den=[1,3,3,1];
=0!1"0!1"10000;
[#e,$m,]=n%&u$'((num,den,);
)*+((#e,$m)
,=[-0!- 0!1 -0!2 0!1];
1)
./$'(,)
0#$d
/*.1e*(23e.* A/$'2)
%*.1e*(24m! A/$'2)
-0.5 -0.4 -0.3 -0.2 -0.1 0 0.1
-0.2
-0.1
0
0.1
Real Axis
I
m
.

A
x
i
s
'he &ircle &riterion
6onsider the basic feedbac- system% 5et the linear element be
output stable% "n order the origin +() to be globally asymptotically
stable in the sector 8a,b7, with a L b, it is sufficient that there exists
a real number q such that for all real
)
, the following condition
is satisfied%
) ) q 1 (
ab .
a b
ab .
) a b ( q j ) a b (
) j ( /
. .
. .
> +

,
_

+
+
the restrictions on the range of q and (b+a) are the same as that of
in the Gopov2s theorem%
11
*he geometrical interpretation of the above condition is that the
Kyquist plot of /(j

) must lie outside the circle cantered at

,
_

,
_

+
b a
q j
b a
1 1
.
1 1 1
.
1

and crossing the real axis at points +1Ma and +1Mb

) /(jB "m%

9(a,b)



a
1

b
1

) /(jB 'eal


)
-+ercise )
9erive the expression for the centre and the real axis crossings of
the disc 9(a,b) from the equation for the circle% ( Gut q ( ))
/int)
++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
*he equation of the circle is

radius the is and center the is ) , (
) ) ( ) (
. . .
r
r y x

+
1.
y ( "m% /


x ( 'eal /

000000000000000000000000000000000000000000000000000000000000000000000000000000
1e ,ill ma2e the follo,ing observations)
(1) 3y ma-ing a() and b(-, the condition reduces to that of
Gopov2s theorem%(show this) "n other words circle criterion is
the generalisation of the popov2s condition%
(.) *he circle criterion gives the trade off between the
requirements on the linear and non+linear elements% "f the
band (b+a) is reduced then from the figure it is clear that the
center of the critical circle will be nearer to the real axis and
the band (+1Mb)N(1Ma) will be reduced, thus reducing the
critical circle% *his increase the permissible range of the
linear element /(j

)%
() "f we let a(b(h, we have linear element with gain h% "n this
case the critical circle reduces to the point +1Mh% *his is the
critical point of Kyquist criterion for this system%
1
(!) *he critical circle defined is a function of frequency, or,
more precisely the product
q
% 0o as the frequency is
increased, the center of the circle moves up enlarging the
circle, but the real axis intersection remains the same%
(>) Jor the case when q(), the center of the circle is on the real
axis and the circle is symmetric to the real axis, thus reducing
the permissibility of the linear element in some cases%
'heorem
6onsider the basic feedbac- system given by
t7 8y(t), u
u 9 x 6 y
u 3 A x x

+
+
:here
p n
R y R x ,
, (A,3) controllable and (A,6) observable

r() u(t) y(t)
+
;
D B A sI C s G +
1
) ( ) (
is a minimal realisation and
) , ( (%) b a
.
*hen the system is absolutely stable if one of the conditions is
satisfied%
&ase(
"f
b a < < )
, /(s) is Oarwit& and the Kyquist plot of
) ( j G
(%)

/(s)
1!
does not encircle or enter the disc D(a,b) %
&ase*
"f
b a < )
, /(s) is Oarwit& and the Kyquist plot of
) ( j G
lies
to the right of the vertical line with intersection of the real axis at
P1Mb%
&ase3
"f
b a < < )
, /(s) is Oarwit& and the Kyquist plot of
) ( j G
lies
in the interior of the disc D(a,b) %
-+ample)
6onsider the system described by the transfer function
) 1 )( 1 )( 1 (
1
) (

1
.
1
+ + +

s s s
s G
5et the nonlinear element be the saturation with s ( - (1% Asses
the absolute stability of the system%( Oint: Apply case.)

b
1