Lyapunov on Wikipedia

Various types of stability may be discussed for the solutions of differential

equations describing dynamical systems. The most important type is that concerning the stability of
solutions near to a point of equilibrium. This may be discussed by the theory of Lyapunov. In simple
terms, if all solutions of the dynamical system that start out near an equilibrium point stay
near forever, then isLyapunov stable. More strongly, if is Lyapunov stable and all
solutions that start out near converge to , then isasymptotically stable. The notion
of exponential stability guarantees a minimal rate of decay, i.e., an estimate of how quickly the
solutions converge. The idea of Lyapunov stability can be extended to infinite-dimensional
manifolds, where it is known as structural stability, which concerns the behavior of different but
"nearby" solutions to differential equations. Input-to-state stability (ISS) applies Lyapunov notions to
systems with inputs.
Contents
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1 History
2 Definition for continuous-time systems
o 2.1 Lyapunov's second method for stability
3 Definition for discrete-time systems
4 Stability for linear state space models
5 Stability for systems with inputs
6 Example
7 Barbalat's lemma and stability of time-varying systems
8 See also
9 References
10 Further reading
11 External links
History[edit]
Lyapunov stability is named after Aleksandr Lyapunov, a Russian mathematician who published his
book The General Problem of Stability of Motion in 1892.
[1]
Lyapunov was the first to consider the
modifications necessary in nonlinear systems to the linear theory of stability based on linearizing
near a point of equilibrium. His work, initially published in Russian and then translated to French,
received little attention for many years. Interest in it started suddenly during the Cold War (1953
1962) period when the so-called "Second Method of Lyapunov" (see below) was found to be
applicable to the stability of aerospace guidance systems which typically contain strong
nonlinearities not treatable by other methods. A large number of publications appeared then and
since in the control and systems literature.
[2][3][4][5][6]
More recently the concept of the Lyapunov
exponent (related to Lyapunov's First Method of discussing stability) has received wide interest in
connection with chaos theory. Lyapunov stability methods have also been applied to finding
equilibrium solutions in traffic assignment problems.
[7]

Definition for continuous-time systems[edit]
Consider an autonomous nonlinear dynamical system
,
where denotes the system state vector, an open set containing the
origin, and continuous on . Suppose has an equilibrium at so
that then
1. This equilibrium is said to be Lyapunov stable, if, for every , there exists
a such that, if , then for every we
have .
2. The equilibrium of the above system is said to be asymptotically stable if it is
Lyapunov stable and if there exists such that if ,
then .
3. The equilibrium of the above system is said to be exponentially stable if it is
asymptotically stable and if there exist such that if ,
then , for .
Conceptually, the meanings of the above terms are the following:
1. Lyapunov stability of an equilibrium means that solutions starting "close enough" to the
equilibrium (within a distance from it) remain "close enough" forever (within a
distance from it). Note that this must be true for any that one may want to choose.
2. Asymptotic stability means that solutions that start close enough not only remain close
enough but also eventually converge to the equilibrium.
3. Exponential stability means that solutions not only converge, but in fact converge faster
than or at least as fast as a particular known rate .
The trajectory x is (locally) attractive if

(where y(t) denotes the system output) for for all trajectories that start close
enough, and globally attractive if this property holds for all trajectories.
That is, if x belongs to the interior of its stable manifold. It is asymptotically stable if it is both
attractive and stable. (There are counterexamples showing that attractivity does not imply
asymptotic stability. Such examples are easy to create using homoclinic connections.)
Lyapunov's second method for stability[edit]
Lyapunov, in his original 1892 work, proposed two methods for demonstrating
stability.
[1]
The first method developed the solution in a series which was then proved
convergent within limits. The second method, which is almost universally used nowadays,
makes use of aLyapunov function V(x) which has an analogy to the potential function of
classical dynamics. It is introduced as follows for a system having a point of equilibrium at
x=0. Consider a function such that
with equality if and only if (positive definite)
with equality not constrained to only (negative
semidefinite. Note: for asymptotic stability, is required to be negative definite!).
Then V(x) is called a Lyapunov function candidate and the system is stable in the sense of
Lyapunov. (Note that is required; otherwise for
example would "prove" that is locally stable. An
additional condition called "properness" or "radial unboundedness" is required in order to
conclude global stability.) Furthermore, the system is asymptotically stable, in the sense of
Lyapunov, if with equality if and only if . Global asymptotic stability
(GAS) follows similarly.
It is easier to visualize this method of analysis by thinking of a physical system (e.g. vibrating
spring and mass) and considering theenergy of such a system. If the system loses energy
over time and the energy is never restored then eventually the system must grind to a stop
and reach some final resting state. This final state is called the attractor. However, finding a
function that gives the precise energy of a physical system can be difficult, and for abstract
mathematical systems, economic systems or biological systems, the concept of energy may
not be applicable.
Lyapunov's realization was that stability can be proven without requiring knowledge of the
true physical energy, provided a Lyapunov function can be found to satisfy the above
constraints.
Definition for discrete-time systems[edit]
The definition for discrete-time systems is almost identical to that for continuous-time
systems. The definition below provides this, using an alternate language commonly used in
more mathematical texts.
Let (X, d) be a metric space and f : X X a continuous function. A point x in X is said to
be Lyapunov stable, if,

We say that x is asymptotically stable if it belongs to the interior of its stable set, i.e. if,

Stability for linear state space models[edit]
A linear state space model
,
where is a finite matrix, is asymptotically stable (in fact, exponentially stable)
if all real parts of the eigenvalues of are negative. This condition is
equivalent to the following one:

is negative definite for some positive definite matrix . (The
relevant Lyapunov function is .)
Correspondingly, a time-discrete linear state space model

is asymptotically stable (in fact, exponentially stable) if all the
eigenvalues of have a modulus smaller than one.
This latter condition has been generalized to switched systems: a linear
switched discrete time system (ruled by a set of
matrices )

is asymptotically stable (in fact, exponentially stable) if the joint
spectral radius of the set is smaller than one.
Stability for systems with inputs[edit]
A system with inputs (or controls) has the form

where the (generally time-dependent) input u(t) may be viewed
as a control, external input, stimulus, disturbance, or forcing
function. The study of such systems is the subject of control
theory and applied in control engineering. For systems with
inputs, one must quantify the effect of inputs on the stability of
the system. The main two approaches to this analysis
are BIBO stability (for linear systems) andinput-to-state (ISS)
stability (for nonlinear systems)
Example[edit]
Consider an equation, where compared to the Van der Pol
oscillator equation the friction term is changed:

The equilibrium is at :
Here is a good example of an unsuccessful try to find a
Lyapunov function that proves stability:
Let

so that the corresponding system is

Let us choose as a Lyapunov function

which is clearly positive definite. Its derivative
is


It seems that if the parameter is positive,
stability is asymptotic for But
this is wrong, since does not depend
on , and will be 0 everywhere on
the axis.
Barbalat's lemma and
stability of time-varying
systems[edit]
Assume that f is function of time only.
Having does not imply
that has a limit at . For
example,
.
Having approaching a limit
as does not imply
that . For
example,
.
Having lower bounded and
decreasing ( ) implies it
converges to a limit. But it does not
say whether or
not as .
Barbalat's Lemma says:
If has a finite limit as and if is uniformly continuous (or is bounded),
then as .
Usually, it is difficult to analyze
the asymptotic stability of time-varying
systems because it is very difficult to
find Lyapunov functions with
anegative definite derivative.
We know that in case of autonomous
(time-invariant) systems, if is
negative semi-definite (NSD), then
also, it is possible to know the
asymptotic behaviour by invoking
invariant-set theorems. However, this
flexibility is not available for time-
varying systems. This is where
"Barbalat's lemma" comes into picture.
It says:
IF satisfies following conditions:
1. is lower bounded
2. is negative semi-definite (NSD)
3. is uniformly continuous in time (satisfied if is finite)
then as .
The following example is
taken from page 125 of
Slotine and Li's book Applied
Nonlinear Control.
Consider a non-autonomous
system


This is non-
autonomous because
the input is a
function of time.
Assume that the
input is
bounded.
Taking
gives

This says
that
by
first two conditions
and
hence and are
bounded. But it does
not say anything
about the
convergence of to
zero. Moreover, the
invariant set theorem
cannot be applied,
because the
dynamics is non-
autonomous.
Using Barbalat's
lemma:
.
This is bounded
because
, and are
bounded. This
implies
as and
hence .
This proves that
the error
converges.