ABSTRACT

Figure a The domain D

a

A of attraction of the set A fx x

x

x

g

b The domain D

s

A of stability of the set A Example

i it has the stability domain D

s

and the attraction domain D

a

and

ii D D

s

D

a

b The state X of the system has the strict domain of asymptotic

stability the strict asymptotic stability domain denoted by D

c

if and only if

it has both the strict stability domain D

sc

and the strict attraction domain D

ac

and D

c

D

sc

D

ac

Comment If the state X of the system has both D

s

# the stability

domain and D

a

# the attraction domain then they are neighbourhoods of it Hence

D # the asymptotic stability domain is also a neighbourhood of X It can

be closed can be open which will be illustrated via examples It need not be

connected in general However D

c

is a connected neighbourhood of X due to

such property of D

sc

and D

ac

and D

c

D

ac

D

sc

Example Let the second order system analyzed in Example and

Example be further considered

dX

dt

jx

j jx

j X

It was shown that X of the system has both the stability domain D

s

D

s

X X

jx

j jx

j

D

sc

D

s

and the attraction domain D

a

D

s

D

stability domain D

D D

s

D

a

X X

jx

j jx

j

D

a

D D

c

In this example D equals D

a

and they are subsets of D

s

They are exactly the

interior

D

s

of D

s

D

a

D

D

s

in this case

Example The zero state of the second order nonlinear system

dX

dt

kXk

kXk

kXk

kXk

kXk

kXk

X

has the stability domain D

s

Example

D

s

&

B

X X

kXk

D

sc

D

s

and the attraction domain D

a

Fig

D

a

B

X X

kXk

D

ac

D

a

Hence its asymptotic stability domain D

D D

s

D

a

B

X X

kXk

D

c

D

equals D

a

and they are subsets of D

s

but they are also proper subsets of the

interior

D

s

of D

s

Example In the case of the system dened by its motions

XtX

e

t

X

tX

X

i kX

k

kX

k

kX

k

i kX

k

the zero state has both the strict stability domain D

sc

Example D

sc

B

fX kXk g D

s

n

D

sc

D

s

D

sc

D

s

and the strict attraction domain

D

ac

n

D

a

D

ac

Hence it has also the strict asymptotic stability domain D

c

D

c

D

sc

D

ac

B

n

B

fX kXk g which is compact hyperball B

and equal to D

sc

They are in this case subsets of D

ac

D

c

D

ac

Notice that D

ac

is open and D

c

is closed in this example Besides D

s

D

a

D

n

D

c

D D

c

D

Hence the asymptotic stability domain D equals the whole state space

n

but

the strict asymptotic stability domain D

c

does not The state X is globally

stable

stability domain denoted by DA if and only if both

i it has the stability domain D

s

A and the attraction domain D

a

A

and

ii DA D

s

A D

a

A

b A set A

n

of states of the system has the strict domain of asymp

totic stability the strict asymptotic stability domain denoted by D

c

A if and

only if it has both the strict stability domain D

sc

A and the strict attraction

domain D

ac

A and D

c

A D

sc

A D

ac

A

Example The set A

A fX X

jx

j jx

j g

of states of the system

dX

dt

jx

j jx

j jx

j jx

j X

has both the stability domain D

s

A Example

D

s

A fX X

jx

j jx

j g D

sc

A D

s

A

and the attraction domain D

a

A Example

D

a

A fX X

jx

j jx

j g

D

s

A D

ac

A D

a

A

Hence its asymptotic stability domainDA equals D

a

A that is the interior

D

s

A

of D

s

A Notice that X is unstable thus it does not have the stability domain

and the asymptotic stability domain

Comment If X is the unique equilibrium state of the system and

is stable then as soon as X

D

s

the motion XtX

is either not dened on

the whole time axis

or it is not bounded However such a statement cannot

be applied either to D

a

and D if X is also attractive as soon as D

a

D

s

or

to D

sc

if D

sc

D

s

Denitions of exponential stability domains

In order to explain the relative sense of the denitions of exponential stability

domains we shall rst consider the system of Example once more

Example The motions of the system

dX

jx

j jx

j X

kXtX

k kX

k exp t t

only for

X

S

fX X

jx

j jx

j g

and for

with

We can accept only Once has been accepted then is completely

determined by The bigger the larger S

and the smaller In other

words the larger set S

over which the motions obey the exponential estimate

kXtX

k kX

k exp t t

the smaller rate of the exponential convergence of the motions to the origin If

we wish to nd in the limiting case ie

S

S

fX X

jx

j jx

j g

then we conclude that does not exist The same holds for the interior

S

fX X

jx

j jx

j g of S

The consequence of this is that

there does not exist the maximum set S

or

S

for which we can nd obeying

the exponential estimate because and max does not exist although

sup # exists Therefore we cannot speak of the largest or the maxi

mum set of system states over which the exponential estimate holds for some

and Instead we can look for the largest set of system states

over which the exponential estimate holds with respect to given and

given

Denition a The state X of the system has the domain D

e

of exponential stability with respect to if and only if both

i D

e

is a neighbourhood of X

and

ii the exponential estimate

kXtX

k kX

k exp t t

holds provided only that X

D

e

where and

b The state X of the system has the strict domain D

ec

of expo

nential stability the strict exponential stability domain with respect to

if and only if D

ec

is the largest connected neighbourhood of X which

dX

dt

jx

j jx

j X

has D

e

for any and it equals S

D

e

S

fX X

jx

j jx

j g

D

ec

D

e

However for the set S

S

fX X

jx

j jx

j g

we cannot nd and for which

S

satises Denition

despite

S

being the asymptotic stability domain of X

S

D This is clear

because

S

S

which means that we should nd min This minimum does

not exist and inf The asymptotic stability domain D

S

is not the exponential stability domain with respect to any

In fact

D

e

D

and

D

e

S

fX X

jx

j jx

j g

Denition a A set A

n

of states of the system has the domain

D

e

A of exponential stability with respect to if and only if both

i D

e

A is a neighbourhood of the set A

and

ii the exponential estimate

XtX

A X

A exp t for all t

holds provided only that X

D

e

A where and

b A set A

n

of states of the system has the strict domain D

ec

A

of exponential stability the strict exponential stability domain with respect to

if and only if D

ec

A is the largest connected neighbourhood of A

which is subset of D

e

A D

ec

A D

e

A

N

Let the system be of the Lurie form Section

dX

dt

AX Bfw a

w CX Dfw b

In order to explain the need for the study of domains of asymptotic stability

on N

i

we present the following simple example

Example Let n and

dX

dt

sin X

This system has innitely many equilibrium points located at X k where k

is any integer Hence X obviously is not asymptotically stable in the large

However it is asymptotically stable with the domain of asymptotic stability D

Over S D the nonlinearity f fX sin X belongs to the family

N

LMS for L andM If the system is embedded into the class

of Lurie systems then we can speak only about asymptotic stability of X

for a particular f or for any f N

LMS or for any f N

LS This

means that we can look only for the asymptotic stability domain for a particular f

eg fX sin X or for every f N

LMS or for every f N

LS

Let D

f

denote the asymptotic stability domain of X of the Lurie

system for a particular nonlinearity f

Denition The state X of the system has the strict asymptotic

stability domain on N

i

LMS which is denoted by D

i

LMS D

ic

LMS

if and only if

a it has the strict asymptotic stability domain D

f

D

f

c

for every f

N

i

L M S

and

b D

i

LMS D

f

f N

i

LMS is a neighbourhood of X

D

ic

LMS D

f

c

f N

i

LMS is a connected neighbourhood

of X respectively

This denition was introduced in It can be extended to sets as follows

Denition A set A

n

of the states of the system has the strict

asymptotic stability domain on N

i

LMS which is denoted by D

i

LMAS

D

ic

LMAS if and only if both

a it has the strict asymptotic stability domain D

f

D

f

c

for every f

N

i

L M S

b D

i

LMAS D

f

f N

i

LMAS is a neighbourhood of the

set A D

ic

D

f

c

f N

i

LMAS is a connected neighbourhood of

the set A respectively

Domains of practical stability properties

Denitions of domains of practical stability

By following and Section we accept the following denition for the

system

dX

dt

fX i f

n

l

n

Denition The system has the domain of practical stability with respect

to fX

A

Ig which is denoted by D

ps

X

A

I if and only if both

a its motions obey

XtX

i X

A

for every t i

I

provided only that X

D

ps

X

A

I

and

b the interior

D

ps

X

A

I of D

ps

X

A

I is nonempty

When X

A

and I are prespecied then we may replace D

ps

X

A

I by D

ps

Denition A set A of states of the system has the domain of practical

stability with respect to fX

A

Ig which is denoted by D

ps

X

A

IA if and only

if both

a the system motions obey

XtX

i X

A

for every t i

I

provided only that X

D

ps

X

A

IA

and

b D

ps

X

A

IA is a neighbourhood of the set A

When X

A

and I are known then we maywrite D

ps

A instead of D

ps

X

A

IA

Comment If we are interested in the practical stability domain of a state X

then we can apply Denition by settling A fX

g

with settling time

As for practical stability domains we rst introduce the notion of the domain of

practical contraction with settling time for the system see Section

Denition The system has the domain of practical contraction with the

settling time

s

with respect to fX

F

Ig which is denoted by D

pc

s

X

F

I if

and only if both

a its motions obey

XtX

i X

F

for every t i T

s

I

provided only that X

D

pc

s

X

F

I

and

b the interior

D

pc

s

X

F

I of D

pc

s

X

F

I is nonempty

When

s

X

F

and I are prespecied then we may write D

pc

instead

of D

pc

s

X

F

I

Denition A set A of states of the system has the domain of practical

contraction with the settling time

s

with respect to fX

F

Ig which is denoted

by D

pc

s

X

F

IA if and only if both

a the system motions obey

XtX

i X

F

for every t i T

s

I

provided only that X

D

pc

s

X

F

IA

and

b D

pc

s

X

F

IA is a neighbourhood of the set A

When

s

X

F

and I are known then we may replace D

pc

s

X

F

IA

by D

pc

A

Comment If we are interested in the domain of practical contraction of a

state X

then we may use Denition with A fX

g

Denitions of domains of practical stability

with settling time

In view of the preceding denition and the notion of practical stability with settling

sta

bility with the settling time

s

with respect to fX

A

X

F

Ig which is denoted by

D

p

s

X

A

X

F

I if and only if

a both

XtX

i X

A

for every t i

I

and

XtX

i X

F

for every t i T

s

I

hold provided only X

D

p

s

X

A

X

F

I

and

b the interior

D

p

s

X

A

X

F

I of D

p

s

X

A

X

F

I is nonempty

When

s

X

A

X

F

and I are given then we may write D

p

instead

of D

p

s

X

A

X

F

I

For the set A we deduce from Denition and Denition the

following

Denition A set A of states of the system has the domain of practical

contractive stability with the settling time

s

with respect to fX

A

X

F

Ig which

is denoted by D

p

s

X

A

X

F

IA if and only if

a both

XtX

i X

A

for every t i

I

and

XtX

i X

F

for every t i

s

I

hold provided only that X

D

p

s

X

A

X

F

IA

and

b D

p

s

X

A

X

F

IA is a neighbourhood of the set A

When

s

X

A

X

F

and I are known and xed then we may write D

p

A in the

sense of D

p

s

X

A

X

F

IA

Chapter

Qualitative features of

stability domains properties

Introductory comments

Denition of a motion

If a physical technical system is described by a rst order vector dierential

equation in a

dq

dt

rq W r

n

l

n

q

n

a

and by an algebraic vector equation in b

y gq W g

n

l

m

y

m

b

then the former describes its internal dynamics that via b determines its output

behaviour under the inuence of an input vector function W

Let y

d

m

denote a specic output response of the system which

is of a particular interest which is aimed to and therefore called a desired output

vector function of the system

Denition The system is in the nominal desired regime with respect

to y

d

if and only if yt y

d

t A pair q

W

is nominal desired with respect

to y

d

if and only if the system is in the nominal regime with respect to the

same y

d

Theorem In order for a pair q

W

to be nominal denoted by q

N

W

N

with

both and

dq

t

dt

rq

t W

t a

gq

t W

t y

d

t b

rrr

Proof The statement of Theorem follows directly from and Denition

A nominal motion q

N

with respect to a desired output y

d

of the system is an

unperturbed motion in Lyapunovs terminology Section

Assumption A nominal pair q

N

W

N

with respect to y

d

is known and it is

time invariant

From now on it is accepted that the Assumption holds This means that q

N

W

N

is elementwise constant solution to

Let the following change of variables ie translation of coordinate systems be

dened

X q q

N

i W W

N

fX i rq

N

X W

N

i rq

N

W

N

It is easy to show that after subtracting a from a and using we

derive

dX

dt

fX i f X I

n

Notice that the function f obeys

f

as soon as it is dened as above by

In case it then we simplify the notation as follows

fX fX

so that reduces to see Section

dX

dt

fX f X

n

In the sequel we shall study either properties of systems described by or

by Once we determine a solution X to or to for a given i ie

for i respectively then we easily determine q q

N

X W W

N

i and

y gq W This justies the study of or since Assumption holds

For its validity we have to solve the equations for a given y

d

Denition A function X I

X

I X is a solution a motion of the

X

i I

ii X is continuous and dierentiable in t I

for all i I

iii X identically satises the equation on I

I that is

d

dt

XtX

i f XtX

i it

and

iv X fulls the initial condition

X X

i X

I fi i g for the system Hence we shall use XtX

in the sense

of XtX

XtX

XtX

In general X

is a subset of

n

In special cases X

n

The time interval I

I

depends on X

X

I

I

X

l

l

It is the maximal time interval over which X is dened with respect to X

Since X is the domain of denition of f or of f with respect to X then

the condition iii of Denition can be satised only when XtX

i X

With XI

we denote the set of all vectors XtX

over t I

XI

fX

t I

XtX

Xg and XT X

designates the set of all vectors XtX

over t T for T I

T XT X

fX t T XtX

Xg The set

XI

is called a trajectory of the system through X

and XT X

is its arc

over T

Existence of motions

There are various theorems on existence of motions of the system Their

common feature is that they provide su!cient conditions rather than necessary and

su!cient conditions for existence of motions Here will be presented the classical

results by referring to

Theorem In order for the system to have a motion through X

X at

t it is sucient that there exists a compact closed and bounded neighbourhood

N X

of X

N X

X such that the function f is continuous on N X

fX CN X

Then the motion is dened in the time interval where

X

N X

max kfX k X N X

rrr

Nemytskii and Stepanov Theorem established the following result by

a compact

nonempty subset X

c

of the interior N X

of the neighbourhood N X

on which

the conditions of Theorem are fullled then the motion X may be continued for

is dened on the whole interval

rrr

This theorem is very important for discovering a link between stability of X

and the existence of solutions which is stated as follows

Theorem a If X is stable then XtX

exists on

for every X

D

s

b If X is attractive and XtX

is continuous in t X

kX

k

for every X

D

a

then XtX

exists on

for every X

D

a

c If X is asymptotically stable then XtX

exists on

for every X

D

d If X is exponentially stable then XtX

exists on

for every

X

D

e

rrr

Proof Theorem and

a the denition of D

s

Denition Section imply directly the statement

under a

b the denition of D

a

Denition Section yield directly the statement

under b by noting that kX

k in X

in the same denition

c the statement c follows from a and b due to the denition ofD Denition

Section

d The statement under d is a direct corollary to Theorem in view of the

denition of D

e

Denition Section

Several other criteria for the existence of motion follow The next one is due to

Zubov p

Theorem If the function f is dened and continuous on

n

fX C

n

with bounded norm on

n

sup kfXk X

n

then motions of the system are dened on for every X

n

rrr

In case the function f is continuous on

n

but does not obey the condition

then Zubov proposed p a time scale transformation by introducing a

new time variable

d dt kfX k

so that the system takes a new form

dX

fX

Since the function

kfk

obeys all the conditions of Theorem for fX

C

n

then the motions of the system are dened on for every X

n

Zubov stated p that geometrically the integral curves of the systems

and will coincide where integral curve is synonym to motion

and to solution

Existence and uniqueness of motions

Denition a A motion X of a system is backwardtime unique through X

if and only if it and any other motion X

of the same system through X

obey

X

tX

X tX

for all in an interval over which both X

X

and XX

are dened

and for all t

for which both X

tX

and X tX

are

dened

b A motion X of a system is forwardtime unique through X

if and only if it

and any other motion X

of the same system through X

obey

X

tX

X tX

for all in an interval over which both X

X

and XX

are dened

and for all t

for which both X

tX

and X tX

are

dened

c A motion X of a system is unique through X

if and only if it is both backward

time unique through X

and forwardtime unique through X

In order to illustrate the preceding denition several examples follow

Example The rst order system

dx

dt

x

has solutions x

through x

at t determined by

x

t

t

t

t

t

t

f g

and the trivial solution