Ilchmann, Achim; Owens, David H.; Prtzel-Wolters, D.

Sufficient conditions for stability of linear time-varying systems

Zuerst erschienen in: Systems & Control Letters 9 (1987), S. 157-163 DOI: 10.1016/0167-6911(87)90022-3

Systems& Conlrol Letters 9 (1987) 157,163 North-Holland

Sufficient conditions for stabilitv of linear time-varying systems

A. ILCHMANN
Inslitut lr Dynamischesysteme, uniuersitt Bremen,2800 Bremen 33, li/est Germany

D.H. OWENS
Department of Mathematics, Uniuersity of Strathclyde, Glasgow Gl lXH, Scotland

D. PRATZEL-WOLTERS
lnstitut fr Dynamische Systeme, IJniuersitt Bremen, 2800 Bremen 33, Wesr Germanl, R e c e i v e dl O O c t o b e r I 9 8 6 Revised 18 February 1987 Abstracl: In this paper we consider sufficient conditions for the exponential stability of linear time-varying systems of the form *(t): A(t)x(t ), 1 > 0. Stability guaranteeing upper bounds for different measuresof parameter variations are derived. Keywords: Time-varying linear systems, Exponential stability.

l. Introduction Stability analysis for time-varying linear systems is of increasing interest in control theory. One reason is the growing importance of adaptive controllers for which the underlying closed-loop adaptive systenl often is time-varying and linear. In this paper we analyseexponential stability for systemsof the form i(r) : A(t)x(t), r > 0, where l('):R++lR'x'is p i e c e w i s ec o n t i n u o u s a n d u n i f o r m l y b o u n d e d . F u r t h e r m o r e f o r e v e r y / > 0 t h e eigenvaluesofA(t)arecontainedinalefthalfplaneC-.:{seClResg-e}forsome>0.However this last condition is not strong enough to guarantee exponential stability. Additional restrictions on the parametervariationsin A(.) have to be imposed. In Section 2 we summarize different types of those sufficient parameter variation conditions including the well known criteria of Coppel [2] and Rosenbrock [5] and two new conditions due to Kreisselmeier [4] and Krause and Kumar [3]. We give a new short proof of the Krause and Kumar result which was recently published in this journal. However all mentioned conditions are qualitative results in the sensethat if some measureof the parametervariation is'sufficiently small'the exponentialstability is ensured. In Section 3 we derive explicit formulas for the parameter variations upper bound to guarantee exponentialstability. Theseformulas involve some a priori knowledgeof llA(t)ll and o(,4(l))2. Sufficient conditions for exponential stability To derive stability results for linear time-varying systems of the form r(/):A(t)x(t), r>0,

( 2r )
(22)

it is usually a priori required that A(. ) belongs to the ser .V of all piecewise continuous ntatrix functions l ( ' ) : R +- R n x '
0161-6911/81/$3.50 C) 1987, Elsevier Science Publishers B.V. (North-I{olland)

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A. Ilchmann et al. / Sufficienl conditions fctr stability

whrch satisfy: t h e r ee x i s t sM > 0 s u c h t h a t I . q Q ) l l < M f o r a l l l > 0 , ",: t h e r e e x i s t s> 0 s u c h t h a to ( A ( l ) ) c C a {seClRe r. The following definition of exponentialstabiLityis standard:

(2 3)
_o) forall l>0.

(2 4)

2'l' Definition- A system (2-l) is called exponentiallystable if there exrst Z, ^ > 0 such that ^(, ,or f o r a l l r > r o> 0 , ll+(/, /o) ll < l, e . ) d e n o t e st h e t r a n s i t i o nm a t r i x w h e r eS ( . , of (2.1). In general A(')e-9l is neither necessary nor sufficient for exponential stability.

2.2. Examples.(i) Coppel [2,p.3].Let

A(t):

cos/ stnrlf-t s i n r c o s /J [ 0

-5lf cosl sinrl -tl[ sinr .orrJ'

T h e no ( l ( l ) ) : t -11 for all / > 0 and a calculationof a fundamental matrix shows that l(.) is unsrable. (ii) wu [6].Let A(t):

- + f s i n1 2 r 1 f cos 2r I - + - f s i n1 2 r j ' 1 f cos 2r

is exponentially

T h e n o ( l ( r ) ) : { 2 , - 1 3 ) f o r a l l r > 0 ; h o w e v e rr h e a s s o c i a t e d y s r e m s i(t):A(t)x(t) stable.

In order obtain sufficient conditions for exponential stability additional restrictions for the variation of the elementsof A(.) e g have to be imposed. It has been shown that if > 0 is sulficiently small, then any of the following conditions guarantees exponential stability of (2.1):

l l , < ( r ) l< f o r a l l r > 0 t 5 l . l - A(tr) < 0lltr* t,ll for llA(tr) allr,, r, > 0 ll - A(r) < forsome > 0. s u p l lA ( t + , ) ll
O<r<h

(2.5) [Z,p.Sl. (2 6) (2 1)

,<(.) is continuous, bounded lll(.) llis uniformly a n dt h e r e x i s t s > 0 s u c h h a t e T t ( , \ l l d 1< r "/ n0 " ' l l t'

for ail ro> 0.

(2 8)

condition (2'7) is a consequence rheorem 3.2 (iii) in Section of , 3 of this paper and is lessrestrictive than the similar conditionin Lemma 3 of [4]:
r-@

.lim sup ll A(t + r) l(/) ll : 0 for all lr > 0.

0<r<lr

Furthermore (2'8) is less restrictive than the criterion in [3] which requires the integral inequality of (2.g) for all "- To and some ro > 0. In fact condition 12.8) can be proved much shorter following the ideas of Rosenbrock'sproof for condition (2.5). of the Krause and Kumar condition. Let A(.)eg,l(.) c o n t i n u o u sa n d u n i f o r m l y bounded. Supposethe integral condition in (2.8) is satisfied for some Z'> 0, > 0. Then the set ,n(e),: e * llll(.) , r} ll {r 'Simpler'proof

A. Ilchntann

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conditions for stability

r59

is a union of open intervalssincel(.) s e t s1 c R , t h e n b y ( 2 . 8 ) , g((to,l0 + f n "r(u)) .e < Z )

is continuous.If -!?(1) denotesthe Lebesgue measure of measurable for all lo> 0.

T'trus f((ro, /0 + Z) n q(r)) - 0 as - 0. Ler now J V(x, t) ': xrR(r)x wnere

,@

( 2.e)

R (' r ) , :

Jg

,n'

(r)s a"lrt)s6r.

(2.10)

Similar to Rosenbrock's[5] proof we show that if is sufficiently small, then Z(x, /) is a Liapunov function for (2.1). Since ,4(.) is bounded there exist (cf. Brocketr [1,p.203]) cr, r ' r > 0 s u c h t h a t < c , 1 , , R ( t ) z - c r I , . F u r t h e r m o r eb e c a u s e ( t ) A ( t ) + l r ( t ) R ( l ) : - I , w e o b t a i n R

n(r): l

f @

r " ' t ' r ' I n ( r ) r ( / ) + l r ( / ) R ( r )e r { ' ) ' d s ]

(2.11)

and for e sufficiently small,

v ( x ( t ) ,r ) : ( x ( r ) , [ ( , ) - r , , ] ' ( r ) ) < - j t t x ( r ) l l ' .- + v ( x ( t ) ,

Sincell(/)ll <K* l t(x(t), t).K forsomeK*>0, l l x ( r )l l ' = { r ( x ( r ) , r) f o rr e r , ( e )

t)

t o rt r n ( e ) .

for some K> K*. Since 9(rnQ\-

0 as - 0, there exists for sufficiently small o > 0 such that for all r > to+ T,

., Z(x( s). s ) ds < -r,;(l - rn) I _,# J r "Z ( x ( s ) , s )

and this provesexponential decayingof the solutions of (2.1). ! As an existence condition (2.8) is not really an improvement of (2.5). The above proof shows that if ll l( ) ll is assumedto be uniformly bounded there always exists sufficiently small > 0 such that rhe auerage parameter variation condition (2.8) implies that l(') satisfies Rosenbrock's criterion. The converse direction is obvious. Hence,viewed as existence conditions (2.8) and (2.5) are equiualent.Inorder to show that (2.8) is lessconseruatioe than (2.5), upper bounds for the integral in (2.8) should be derived which guaranteeexponential stability of (2.1). In the next section we determine such quantitative boun{s for the 's involved in (2.5) (2.1).

3. Upper bounds for parameter variations In order to prove the main result of this paper we need a lemma and some preparatory forrnulas: 3 . 1 . L e m m a [ 2 ] . S u p p o s e A ( . . ) e 9 , i n p a r t i c u l la A ( t ) l l < M . T h e n f o r e u e r y e e ( 0 , 2 M ) , lr o+')o l l e A ( ' tl'l < ( 2 M / E ) ' - 1 . { lor alt o, / > 0.

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A. ILchmann et al. / Sufficient conditions for .srahility

For fed /0 c R ", (2.7) can be rewritten in the form *(t): A(t)x(t) + IAQ) - A(t))x(t), xo R' its solution is given by ds. (3.2)
t ,r,

/ > 0,

(3.1)

and for x(to): ,(/):

e A ( t ( t - t o \ x o '+ s o r , , x ,' , [ . a ( r ) - A ( t ) ] x ( s ) [

Thus for A(-) eJZ Coppel's Lemma yields 'o) ll"(l) ll ( r. e(-o+')(' ll"oll * n ', l [ ' e ( - d + ) ( / - lrl) a ( r ) - A ( t ) 'o

l ll lx ( s ) l l d s

for / > /6,

(3.3)

where n,.: (2M7u), ,. (3.4)

Applying Gronwalls's Lemma to (3.3) gives ll"(r) ll =n. "*o[1-a+e)(r-lo) + n,['ll,t(r)_iA(t) 1arl ll'oll 1 l " r n l 3.2. Theorem. Suppose A(-)e9. *(r):A(t)x(t), r>0, Then (3.6) forailr> ro. (35)

is exponentially stable if one of the followirtg conditions holds for all t > 0'. ( 1 )a > 4 M . (u) l(.) is piecewisedifferentiableand o4n-2 ll(t\ll <6< =]2n-l274an'a' ( n ) F o r s o m ek ) 0 , l e (0,1), a>2Mq +((nI)/k)logq and

l lA ( t+ , ) - A ( r ) l- < 8 . 4 ' '( " - r M n + + l ,::?(iv) a > n - 7 and for some 4 e (0, 1), ,,A(t+h) r/'\

los). r

i*ll#

l l < . 2 r ' - ' ( a - 2 M 4+ ( n - l ) l o er r ) .

< 2 M V s , 1 6 > 0 , i n e q u a l i t y ( 3 . 5 ) i m p l i e s o r s o m ef t > 0 a n d t e ( 0 , 2 M ) , f

P r o o f .( i ) S i n c e l l - a ( s ) - A ( t ) l l

l l " ( r ) l l ( r c .e [ - o + ' + K e 2 M ] ( tl-l txo ) o ) l l . n . " [ u * n . 2 M - 4 M - lh r ( l o ) l l (r l] The function f :(0,2Mf -p, s*)s+ rcu2M*4M-h,

- h , T h u s t h e r ee x i s t se e ( 0 , 2 M 1 s u c h t h a t i s c o n t i n u o u sa n d f ( 2 M ) : ,f(r) < 0. () We prove that V(x, t) as defined in (2.9) is a Liapunov function of (3.6). Its time derivative along solutionsof (3.6) is

/ : + fivtrt 1), ) "'(r)[-1, (/)lx(/)

A. [lchmann et al. / Sufficient condirions for srability

16]

We have to show that n(r)=f,, forallr>O. ej)

Applying Coppel's Lemma to (2.11) and (2.10) we obrain

l r l l, R ( r | < r -6 J

".r, "\''' ss ll e - ' a r". ") d d ' 2 R ( r ) l l l l r ( 1 ) l l * \;/ 2{n-r) I " * . , . 6 r 1 ':5 ( 2 ! ) 4 ( 4 - r ) / \'" r - f\ = -r t f ! /o t J J*.r, e i \ I \2(_arf)/
\ 4 { a - l )

and thus (3.7) holds if for some e e (0, a),

u.t\m)

(o-.)':,s(e).
1) on (0, a) and

It is easilyverified that g(-) achieves maximum at eo: ak/(k+ its

s { F . .l :

' t'(, (2M)o<' l)

Zd4n

( i i i ) B y ( 3 . 5 )w e h a v e f o r e v e r yI N , k > 0 a n d t e [ t o + t k , t o + ( / + 1 ) k ] , + ll"(t) ll :6. "r(r-ro-,o)llr(lo /ft)ll / s K . e 7 ( / - r o - l k ) n . " r ( k ) l l x ( l o + ( / - 1 ) f t:)n l3 e y ( / - 1 0 - ( r ) * ) l l r ( r o + ( / _ 1 ) k ) l l l

where 1:: -a * e * rc.. Thus ros .+Y(/-10) K ll"(t) ll s K.e/ llr(rn) ll Because - to> /k we obtain t

1"(r) = ,.. tr "*p{(+J!* ,)r,- ,,))1"(ro) 1.

Consider log rc, los(2 M /t\'t Y:-T | *e*rc.-a'

It sufficesto find e <2M, log rc^ ( e- a ) + - - ' < respectively | | U<<-la-r r(,\

k > 0 such that (log rc,)/k +y < 0 or equivalently, r,6,

lop.,(- - - i j \l . k l

Howevertoeveryee(0,a)existsk*>0suchthatd--(1ogrc,)/k*>0andweobtarnexponential stability of (3.6) for everyl(.) for which s u p l l A ( r + r ) - A ( r ) l l< a . Ll,

Kr\t-t-

l o er c - t
>O O--,/

osr:k"

Now (iii) follows with 4 : e/2M.

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A. Ilthmann

et al. / Suflicient tonditions for stability

(iv) Assume

r ) l l / ( / rh - / ( / ) l l <
ll llft for e\iery > 0. Then by (3.5)we have "'hdh) t l l r ( r ) l l. n , . * p { { - a r p l ( t - t , , 7 n , 1 , , tt*t,ri

- , . ,. ^ n ( ( . . ' 1 K a ) { ,- , , , ) t t* t , "t t l t !'"

F o r I e [ 1 , , ,l o + 1 ] w e o b t a i n l l l r ( l ) l l - ( K . e r ( l - r nl ) r ( r n ) l l whereT:e-ct*]rc..Forle o [ / 0 + 1 , t o + l + 1 ] , l e N a r b i t r a r y , w e c o n c l u d e a s i n t h e p r o o ff ( i ) ,

t . + Y x l1 0 ) llr(rn)ll It,(l) ll! r. e(r"B andlogrc.*y<0if

r ') u . r ( * ) "' ( " - , - ' o y() " r

!

Then (iv) follows with 4 : e/2M.

Note that the proof of (iii) presentsa short proof of Lemma 3 in Kreisselmeier[4]. If additional information on the exponentialdecay of e'(')" is known, the bounds derived in Theorem 3.2 can be simplified as follows: 3 . 3 . T h e o r e m .S u p p o s e ( ' ) e f A '" lle't'r"ll < n e f o r s o m eK , o ) 0 . and let

for all l, o > 0,

Let ,:r/n.Thenthesystem />0,

;(r):A(t)x(t),

is exponentiallystable if one of the following conditions holdsfor all t > 0:

(i)llzt(r)ll<M<+.

(ii) l(')

is piecewisedifferentiableand

t t Ql )l= . 2 8 ' .
(lit) There existsh > 0 such that

s u p 1 A ( t + r ) - a ( 1)< 8 < B _ \ i Y t
o=a<h

+ n ( i v ) u pl a ( r n ) . a ( ' ) l l .u < z - 2 l o s . s l
i,'oll h ll K The proof is similar to that of Theorem 3.2.

A. Ilchmann

et al. / Sulficient

conditions for stability

163

Rererences
[1] R.W. Brockett, Finite Dimensional Linear.S,fs/erru(John Wiley, New York, 1970). [2] W.A. Coppel, Dichoromiesin Stability Theory,Lecture Notes in Mathematics No.629 (Springer, Berlur-New York, 1978). [3] J.M. Krause and K.S.P. Kumar, An altemative stability analysis framework for adaptive control, Syslens Conrrol lstr. ? (1986) t9-24_ [4] G. Kreisselmeier,An approach to stable indirect adaptive control, Automotica 2l (9) (1985) 425-437. [5] H.H. Rosenbrock, The stabity of near time-dependent control systems, Internat. J. Electr. Conrrol 15 (i) (1963) 73 80. [6] M.Y. Wu, A note on stabihty of linear time-varying systems, IEEE Trans. Automat. Conrrol 19 (1974\'162.