Some Fundamentals of Stability

Theory

Aaron Greenfield

Outline
I.
II.
III.
IV.

Introduction + Motivation
Definitions
Theorems
Techniques for Lyapunov Function
Construction

Basic Notion of Stability

Stability
An important property of dynamic systems

Stability. . .
An insensitivity to small perturbations
Perturbations are modeling errors of system, environment, noise

F=0. OK

Basic Notions of Stability

Stability
An important property of dynamic systems

Stability. . .
An insensitivity to small perturbations
Perturbations are modeling errors of system, environment

F=0. OK

Basic Notions of Stability

Stability
An important property of dynamic systems

Stability. . .
An insensitivity to small perturbations
Perturbations are modeling errors of system, environment

F=0. OK

Basic Notions of Stability

Stability
An important property of dynamic systems

Stability. . .
An insensitivity to small perturbations
Perturbations are modeling errors of system, environment, unmodeled
noise

F=0. OK

Basic Notions of Stability

Stability
Why might someone in robotics study stability?
(1) To ensure acceptable performance of the robot under perturbation

Mq Cq g

Configuration space trajectory

with constraints

Some Notation
xe
p (t ; x0 , t0 )
|| x ||

An isolated equilibrium of an ODE

A solution curve to first-order ODE system
with initial conditions listed
Standard Euclidean Vector Norm

Definitions
MANY definitions for related stability concepts
Restrict attention to following classes of differential equations

x f (x)

Autonomous ODE

x f ( x, t )

Non-Autonomous ODE

x f ( x, u, t )

Reduces to above under action of a control

Stabilizability Question

Definitions Summary Slide

Attractivity

Lyapunov Stability
x f (x)

With Isolated equilibrium at

xe 0

Defn1.1: Stability of autonomous ODE, isolated equilibrium

The equilibrium point (or motion) is called stable in the sense
of Lyapunov if:
For all 0 there exists

such that

|| p (t ; x0 , t0 ) || t t0
whenever ||

x0 || ( )
p (t ; x0 , t0 )

Hahn 1967
Slotine, Li

Lyapunov Stability
x f (x)

With Isolated equilibrium at

xe 0

Defn1.1: Stability of autonomous ODE, isolated equilibrium

The equilibrium point (or motion) is called stable in the sense
of Lyapunov if:
For all 0 there exists

|| p (t ; x0 , t0 ) || t t0
whenever ||

x0 || ( )

such that
Notes

1 1 (Local Concept)
(2) There can be a max but no min

(1) If

(Unbounded Solutions)

Lagrange Stability
x f (x)

With Isolated equilibrium at

xe 0

Defn1.1: Stability of autonomous ODE, isolated equilibrium

The equilibrium point (or motion) is called stable in the sense
of Lyapunov if:
For all 0 there exists

|| p(t ; x0 , t0 ) || ( ) t t0
whenever

|| x0 ||

such that

Lagrange Stability
x f (x)

With Isolated equilibrium at

xe 0

Defn1.1: Stability of autonomous ODE, isolated equilibrium

The equilibrium point (or motion) is called stable in the sense
of Lyapunov if:
For all 0 there exists

such that

|| p(t ; x0 , t0 ) || ( ) t t0
whenever

|| x0 ||
Lagrange Stable

Lagrange Stability
x f (x)

With Isolated equilibrium at

xe 0

Defn1.1: Stability of autonomous ODE, isolated equilibrium

The system is Lagrange stable if:
For all

0 there exists 0
|| p(t ; x0 , t0 ) || ( ) t t0
whenever || x0 ||

such that
Notes
(1) Bounded Solutions
(2) Independent Concept
a) Lyapunov, Lagrange
b) Not Lyapunov, Lagrange
c) Lyapunov, Not Lagrange
d) Not Lyapunov, Not Lagrange

Attractive
x f (x) With Isolated equilibrium at xe 0

Defn 1.2: Attractivity of autonomous ODE,isolated equilibrium

The equilibrium point (or motion) is called attractive if:
There exists an 0

lim p (t ; x0 , t0 ) xe
t

such that
whenever

x 0 :|| x0 ||

Notes
(1) Asymptotic concept, no transient notion
(2) Stability completely separate concept
a) Stable, Attractive
b) Unstable, Unattractive
c) Stable, Unattractive
d) Unstable, Attractive
(3) Unstable yet attractive, Vinograd

Attractivity Example
x f (x) With Isolated equilibrium at xe 0

Defn 1.2: Attractivity of autonomous ODE,isolated equilibrium

x 2 ( y x) y 5
x 2
( x y 2 )(1 ( x 2 y 2 ) 2 )

x 0 if x 0; y 0

y 2 ( y 2 x)
y 2
( x y 2 )(1 ( x 2 y 2 ) 2 )

y 0 if x 0; y 0

Denominator always positive

Switches on

y 2x

Asymptotic Stability
x f (x)

With Isolated equilibrium at

xe 0

Defn 1.3: Asymptotic stability of autonomous ODE,

isolated equilibrium
Asymptotically stable equals both stable and attractive

Defn 1.4: Global Asymptotic stability of autonomous ODE,

isolated equilibrium
Global Asymptotic Stability is both stable and attractive for

[Hahn]

Set Stability
Now consider stability of objects other than isolated equilibrium point

Defn 1.5: Stability of an invariant set M,

autonomous ODE
The set M is called stable in the sense of Lyapunov if:
For all 0 there exists

such that

(p(t), M) t t0
whenever (x 0 , M)

Invariant-Not entered or exited

Notes
(1) Attractivity, Asymptotic Stability
are comparably redefined
(2) Use on limit cycles, for example

( x, M ) inf || x y ||, y M

[Hahn]

Motion Stability
Now consider stability of objects other than isolated equilibrium point

Defn 1.6: Stability of a motion (trajectory),

autonomous ODE
The motion

p (t ; x 0 , t0 ) is stable if:

For all 0 there exists

such that

|| p (t ; x 0 , t0 ) p (t ; x1 , t0 ) || t t0
whenever

|| x1 - x 0 ||
Notes
(1) Just redefined distance again
(2) Error Coordinate Transform

[Hahn]

Uniform Stability
x f ( x, t )

With Isolated equilibrium at

xe 0

Defn2.1: Stability of non-autonomous ODE,

isolated equilibrium
The equilibrium point (or motion) is called stable (Lyapunov) if:
For all 0 there exists

such that

|| p (t ; x0 , t0 ) || t t0
whenever

|| x0 || ( , t0 )

Defn 2.2: Uniform Stability of non-autonomous ODE,

isolated equilibrium

|| x0 || ( , t0 ) || x0 || ( )

Definitions
x f ( x, t )

With Isolated equilibirum at

xe 0

Defn2.1: Stability of non-autonomous ODE,

isolated equilibrium
Stable, not uniformly stable system

x (t sin t cos t 2) x

x(t ) x0 exp t0 (2 cos t0 ) * exp t (2 cos t )

[Dunbar]

Definitions-Wrap Up Slide
Autonomous ODE

Non-Autonomous ODE

Stability of Equilibrium
Lagrange Stability
Attractivity
Asymptotic Stability
Stability of Set
Stability of Motion

Same
Uniform Stability

Not Covered:

Exponential Stability
Input-Output Stability BIBO-BIBS
Stochastic Stability Notions
Stabilizability, Instability, Total

Theorems
How do we show a specific system has a stability property?
MANY theorems exist which can be used to prove some stability property
Restrict attention again to autonomous, non-autonomous ODE
These theorems typically relate existence of a particular function
(Lyapunov) function to a particular stability property

Theorem:

If
then

there exists a Lyapunov function,

some stability property

Lyapunov Functions

Lyapunov Functions
Defn 3.1 Lyapunov function for an autonomous system

V (x)
V
V ( x)
f 0
x

Positive Definite around origin

x f (x)

V ( x) 0 x 0
V ( x) 0

For some neighborhood of origin

Defn 3.2 Lyapunov function for an non-autonomous system

V ( x, t ) V2 ( x)t
V
V
V ( x, t )
f
0
x
t

x f ( x, t )

Dominates Positive Definite Fn

For some neighborhood of origin

Note
Assume
V is continuous in x,t
V is also

[Slotine, Li]
[Hahn]

Stability Theorem

Thm 1.1: Stability of Isolated Equilibrium of Autonomous ODE

x f (x)

An isolated equilibrium of x f (x) is stable if there exists a Lyapunov Function

for this system
Proof Sketch 1.1

If

(1) Pick Arbitrary Epsilon, Construct Delta

V ( x),V ( x) 0 exists

(2) Consider min of V(x) on || x || Vbound

Extreme Value Theorem

then
For all 0 there exists

|| p(t ; x0 , t0 ) || t t0
whenever

|| x0 ||

(3) Define function

f ( ) max V ( x) :|| x ||
(4) If

f ( )

continuous, then by IVT

(0, ) : f ( ) vbound

(5) Since

V ( x ) 0

|| x0 || || x(t ) ||

Stability proof example

Thm 1.1: Stability of Isolated Equilibrium of Autonomous ODE

x f (x)

An isolated equilibrium of x f (x) is stable if there exists a Lyapunov Function

for this system
Example- Undamped pendulum
sin 0
sin
(1) Propose

1
V ( , ) 1 cos 2
2

(Kinetic + Potential)
(2) Derivative

V ( , ) sin * 0

Asymptotic stability theorem

Thm 1.2: Asymptotic Stability of Isolated Equilibrium of Autonomous ODE

An isolated equilibrium of x f (x) is asymptotically stable if there exists
a Lyapunov Function for this system with strictly negative time derivative.
Small Proof Sketch 1.2
(1) Stability from prev, Need Attractivity
V ( x)
(2) EVT with
:|| p(t; x0 ) || t

V ( x)
Ball not entered
(3) Construct a sequence of Epsilon balls

Notes

Local

V ( x) 0 locally

Global

V ( x) 0 globally

V ( x) , || x ||
Radial Unbounded, Barbashin Extension

Lasalle Theorem
Thm 1.3: Stability of Invariant Set of Autonomous ODE
(Lasalles Theorem)

x f (x)

Use: V ( x) 0 and Limit Cycle Stability

Let there be a region Gl be defined by: x : V ( x )
Let V ( x) 0 on Gl
E : V 1 (0);
Let there be two more regions E and M:

M is largest invariant
M E Gl set

( p (t ), M ) 0
Then M is attractive, that is lim
t

Small Proof Sketch 1.3

(1) Define Positive Limit Set
( x0 ) { p : {t n } and p (t n ; xo ) p as t n }
Properties:
Invariant, Non-Empty, ATTRACTIVE!!
(2) Show ( x0 ) V 1 (0) E

[Lasalle 1975]

Lasalle Theorem example

Lasalles Theorem Example
Example- Damped pendulum

sin b

b sin 0

(1) Propose

(2) Derivative

1
V ( , ) 1 cos 2
2

V ( , ) sin *

b 2 0

E V 1 (0) {( , 0)}

M : ( 0, 0)

Asymptotic Stability of Origin

Uniform Stability Theorem

Theorems for Non-Autonomous ODE

x f ( x, t )

Stability and Asymptotic Stability remain the same

V ( x, t ) 0 Stability
V ( x, t ) 0 Asymptotic Stability
Thm 1.4: Uniform (Stability) Asymptotic Stability of Non-Autonomous ODE,
Isolated Equilibrium point
The equilibrium is uniformly (Stable) asymptotically stable if there exists
A Lyapunov function with (V ( x, t ) 0) V ( x, t ) 0 and there exists
a function such that:

V ( x, t ) V1 ( x)

Decrescent

Small Proof Sketch 1.4

(|| x ||) V ( x, t ) (|| x ||)

Positive Definite and Decrescent

( ) ( ) V ( x, t ) (|| x(t ) ||)

( ) (|| x(t ) ||)

[Slotine,Li]

Barbalets Lemma
Thm 1.5: Barbalets Lemma as used in Stability
(Used for Non-Autonomous ODE) x

f ( x, t )

If there exists a scalar function V ( x, t ) such that:

(1) V has a lower bound
(2) V 0
(3) V ( x, t ) is uniformly continuous in time
Then lim V ( x, t ) 0
t

V ( , ) sin *

b 2 0
Barbalet

lim (t ) 0
t

[Slotine,Li]

Theorems-Wrap Up Slide
Autonomous ODE

Non-Autonomous ODE

Lyapunov implies stability Same

Lyapunov implies a.s
Uniform Stability
Lasalles Theorem for sets Barbalets Lemma

Not Covered:

Instability Theorems
Converse Theorems
Stabilizability
Kalman-Yacobovich, other Frequency
theorems

Techniques for Lyapunov Construction

Theorems relate function existence with stability
How then to show a Lyapunov function exists? Construct it
In general, Lyapunov function construction is an art.
Special Cases
Linear Time Invariant Systems
Mechanical Systems

Construction for Linear System

Construction for a Linear System

x Ax

V ( x) xT Px

(1) Propose
(2) Time Derivative

P is symmetric
P is positive definite

V ( x) V Ax 2 xT PAx
xT ( PA AT P ) x

If we choose

Q0

and solve algebraically for P:

PA AT P Q
As long as A is stable, a solution is known to exist.
Also an explicit representation of the solution exists:

P e Qe At dt
0

AT t

Construction for a Mechanical System

Construction for a Mechanical System

V (q, q )

M (q)q Cq g (q )

1 T
1
q M (q )q q T K p q
2
2
Kinetic Energy

(1) Propose
(or similar)

Potential Energy

1
V (q, q ) q T M (q )q q T M (q )q q T K p q
2

(2) Time Derivative

If we use PD-controller with gravity compensation

K p q K d q g
then

V (q, q ) q T K D q

Asymptotically stable with Lasalle

[Sciavicco,Siciliano]

General Construction Techniques

Construction methods for an Arbitrary System

x f (x)

Krasofskii

V ( x) f T Pf

A quadratic form (ellipsoid) of system velocity

T

f
f
V ( x) f Pf f Pf f (
*P P* ) f
x
x
T

T
Solve f * P P * f Q 0

Variable Gradient
x

V ( x) Vdx
0

Assume a form for the gradient, i.e Vi

Solve for negative semi-definite gradient
Integrate and hope for positive definite V

a x
j 1

ij

[Slotine, Li]
[Hahn]

Construction Wrap-Up Slide

(1) Linear System -> Explicity Solve Lyapunov Equation
(2) Mechanical System -> Try a variant of mechanical energy
(3) Krasovskiis Method
Variable Gradient

Problem specific trial and error

Conclusion
Motivated

why stability is an important

concept
Looked at a variety of definitions of various
forms of stability
Looked at theorems relating Lyapunov
functions to these notions of stability
Looked at some methods to construct
Lyapunov functions for particular problems