2

Mathematical Preliminaries

This chapter presents a few denitions and notions that are used throughout
the monograph.

2.1 Nonholonomic Systems

Consider a mechanical system described by
(2.1)

q = f (qq , q , u )

where q denotes the generalized coordinates (sometimes called conguration

variables ) and takes values in an n-dimensional smooth manifold M called
the conguration manifold, f (.) represents the dynamics and u is an mdimensional vector of generalized inputs. Suppose the system is subject to
a constraint of the form
(2.2)

s(qq , q , q) = 0

If the following equivalence holds

(2.3)

s(qq , q , q) = 0

h(qq ) = 0

then the constraint satises the complete integrability property and is called
a holonomic constraint and the system is called a holonomic system . If the
constraint cannot be expressed as in (2.3), then the system is called a nonholonomic system . We present a few examples.

R.N. Banavar and V. Sankaranarayanan: Switch. Fin. Time Contrl., LNCIS 333, pp. 720, 2006.
Springer-Verlag Berlin Heidelberg 2006

2 Mathematical Preliminaries

Velocity level constraints

Rolling coin
The gure(2.1) shows a vertical coin of radius r on a horizontal plane that is
allowed to move by pure rolling and steering alone. The conguration variables are q = (x, y, , ) M = IR1 IR1 S 1 S 1 . The constraints of motion
are expre3ssed as
x sin y cos = 0

No lateral motion

x cos + y sin = r

Pure rolling

These constraints can be expressed in a matrix form as

x

sin() cos() 0 0 y

=0
cos sin 0 r

This matrix representation of the constraint conveys the fact that permissible
motions of the coin are such that allowable velocity directions at any point
on the manifold (xp , yp , p , p )- described by the vector

x
y

(xp ,yp ,p ,p )

are annihilated by the matrix

sin(p ) cos(p ) 0 0
cos p sin p 0 r
y

Fig. 2.1. Rolling coin

2.1 Nonholonomic Systems

To explore integrability, we ask the question: Can

(qq ) =

sin() cos() 0 0
cos sin 0 r

be expressed as the gradient of two functions 1 and 2 with i () : q IR1

such that

x
d(1 )
y

dt
= d(
=0
2)

dt

If yes, then
1 (qq ) = c1

2 (qq ) = c2

where c1 and c2 are constants

and this implies that the system evolves on a manifold of reduced dimension
(in this case reduced by 2) and the constraints are integrable (or holonomic).
However, in this particular case, it is not possible to nd such functions i s and
the constraints are hence non-integrable. We arrive at this conclusive negative
answer by employing a result from dierential geometry called Frobenius
theorem [33]. Before we state this, we recast the problem in dierential geometric parlance.
The constraints can be viewed in terms of annihilator codistributions as

x

sin() cos() 0 0
y
=0
cos sin 0 r

Permissible motions of the coin are such that the vector eld is annihilated
by the codistribution
=

sin() cos() 0 0
cos sin 0 r

To explore integrability, we ask the question: Can be expressed as the

gradient of two functions 1 and 2 with i : q IR1 such that
=

d1
d2

If yes, then the constraints are integrable (or holonomic). Frobenius result
states

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2 Mathematical Preliminaries

Theorem 2.1. (Frobenius theorem)

A distribution is integrable if and only if it is involutive.
The codistribution in this example is not involutive and hence the constraint
is not integrable.
Bead in a slot
Consider a bead that is restricted to move in a slot on a horizontal plane as
shown in gure (2.2). The conguration variables of the bead are (x, y) and
the restriction to stay in the slot gives rise to an algebraic constraint of the
form
g(x, y) = 0
Here g is the equation of the curve describing the slot. The slot thus restricts
the possible congurations that the bead can assume. Hence the constraint
reduces the dimension of the conguration manifold from 2 to 1. This is a
holonomic constraint.
While the rolling coin represented a system with nonholonomic constraints
at the velocity level, we now explore systems with constraints at the acceleration level.
Denition 2.2. (Underactuated mechanical systems) Consider a mechanical system described by (2.1) The system is said to be underactuated if
m < n.
Acceleration level constraints
The Acrobot
The acrobot shown in gure (2.3) depicts a two link manipulator moving in
a vertical plane with one actuator at its second joint. The equations of the

Fig. 2.2. Bead in a slot

2.1 Nonholonomic Systems

11

motion are of the form

d11 (q)q1 + d12 (q)q2 + h1 (q, q)
+ 1 (q) = 0
(2.4)

d21 (q)q1 + d22 (q)q2 + h2 (q, q)

+ 2 (q) = 2

where the rst equation (with the right hand side being zero) denotes the lack
of actuation at the rst joint and is a non-integrable acceleration level constraint. 2 is the torque applied at the second joint. The acrobot can assume
any conguration but cannot assume arbitrary accelerations.
m1, m

2
l1 , l2
I1 , I
2

= link lengths

= link moments of inertia

lc1 , lc2 = centers of masses

link 2

= link masses

l c2

2
Actuator

l c1

link 1
q
1

Fig. 2.3. Two link underactuated manipulator

Fuel slosh in a launch vehicle

Figure (2.4) depicts a launch vehicle with liquid fuel in its tank. The dynamic
model of the fuel takes the form of an unactuated pivoted pendulum model.
The motion of the pendulum is solely aected by the motion of the outer rigid
body. The equations of motion are of the form
qu + f1 (q, q,
q) = 0
(2.5)

qa + f2 (q, q,
q) = F

12

2 Mathematical Preliminaries

fuel tank

Fig. 2.4. Launch vehicle schematic

where q = (qu , qa ), qu corresponds to the conguration variable of the pendulum, qa corresponds to the conguration variable of the outer rigid body and
F is the external force.
While the acceleration level constraint in the acrobot arises due to purpose
of design or loss of actuation, in the case of the launch vehicle it is the inability
to directly actuate the uid dynamics.

2.2 Stability
Consider an autonomous system described by
(2.6)

x)
x = f (x

where x IRn , f : D IRn is a local map from an open set D IRn into
xe ) = 0. Without loss of
IRn . Let x e D be an equilibrium point, that is, f (x
generality, let us assume x e = 0.
Denition 2.3. (Lyapunov stability) The equilibrium point x e = 0 is said
to be

2.2 Stability

stable if, for every

13

> 0, there exists a = ( ) > 0 such that

x(0)|| < = ||x
x(t)|| <
||x

t0

unstable if it is not stable

asymptotically stable if it is stable and can be chosen such that
x(0)|| < = lim x (t) = 0
||x
t

Denition 2.4. (Exponential stability) The equilibrium point x e = 0 is

exponentially stable if there exist positive constants , k and such that
x(t)|| k||x
x(0)||e t, ||x
x(0)|| t 0
||x
We now state the Lyapunov theorem for stability.
Theorem 2.5. (Lyapunov theorem ) Let V : D IR be a continuously
dierentiable function such that
x) > 0 in D \ {0}
V (0) = 0 and V (x
The equilibrium point x e = 0 is said to be
stable if

x) 0 x D
V (x

asymptotically stable if
x) < 0 x D \ {0}
V (x
The above denitions and theorems are valid in a neighbourhood D around an
equilibrium point. The following theorem concerns global asymptotic stability.
Theorem 2.6. Let V : IRn IR be a continuously dierentiable function
x) > 0, x = 0
V (0) = 0 and V (x
x) is radially unbounded (||x
x|| = V (x
x) ) and
If V (x
x) < 0, x = 0
V (x
then the equilibrium point x e = 0 is globally asymptotically stable.
Denition 2.7. (Invariant set) A set S in the phase space is said to be
invariant with respect to (2.6) if
x(0) S x(t) S t IR

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2 Mathematical Preliminaries

Denition 2.8. (Positively invariant set) A set S in the phase space is

said to be positively invariant with respect to (2.6) if
x(0) S x(t) S t 0
Next we state La Salles theorem.
Theorem 2.9. (La Salles theorem ) Let D be a compact set that is
positively invariant with respect to (2.6). Let V : D R be a continuously
x) 0 in . Let E be the set of all points
dierentiable function such that V (x
x) = 0. Let M be the largest invariant set in E. Then every
in where V (x
solution starting in approaches M as t .

2.3 Relative Stability

In this section we dene a weaker notion of stability called relative stability .
This is then extended to relative-asymptotic stability and relative-exponential
stability.
Motivating example
Consider the following second order system
(2.7)

x 1 = 2x2

x 2 = x2 + x1

Let us dene x = [x1 , x2 ]T . The origin of this system is unstable. Moreover,

the point (0, 0) is a saddle point. The phase plot is shown in gure(2.5). Now
x : x2 = x1 } that contains the origin. If x (0) O, then
dene a set O = {x
the closed-loop system becomes
(2.8)

x 1 = 2x1

x 2 = 2x2

The trajectories that originate in O converge to (0, 0). Now consider a Lyapunov candidate function.
x ) = x1 2 + x2 2
V (x
Its time derivative on the set O is
x) = 4x21 4x22
V (x

2.3 Relative Stability

15

5
4
3
2

x2

1
0
1
2
3
4
5
5

0
x1

Fig. 2.5. Phase plot

x) < x \ {0}
V (x
Hence the set O is positively invariant. Even though the origin is not stable
in the classical sense but it is stable in a hyperplane. This motivates us to
search for some weaker notion of stability which can be used to describe the
behaviour of the saddle point.
Let us now consider an another example. Consider the following nonsmooth system
x 1 = x1
x2
x 2 =
x1
x : x1 = 0, x2 = 0}. Please note that this set does not
Let us dene a set O = {x
contain the point (0, 0). If x (0) O , then the closed-loop system becomes
x 1 = x1
x 2 = 0
The trajectories originating in the set O converge to the point (0, 0) as time
gets large. This is another example that motivates us to dene a weaker notion
of stability. Furthermore, this example mimics the systems considered in this
thesis. Now we dene a weaker notion of stability called relative stability.

16

2 Mathematical Preliminaries

O
B

B O

Fig. 2.6. Relative stability

Denition 2.10. (Relative stability) Consider a set O D as shown in

gure(2.6). The equilibrium point x e = 0 is said to be relatively stable with
respect to the set O, if given an > 0 there exists a > 0 such that
x (0) O B = x (t) B t [0, )
where, B and B are open balls around the origin of radius and
tively.

respec-

Denition 2.11. (Relative asymptotic stability) The equilibrium point

x e = 0 is said to be relatively asymptotically stable with respect to the set O,
if it is relatively stable with respect to the set O and further more
x (0) B O = x (t) 0 as t
Denition 2.12. (Relative exponential stability) The equilibrium point
x e = 0 is said to be relatively exponentially stable with respect to O if there
exist constants , k, > 0 such that

2.4 Finite-Time Dierential Equations

17

x(t)|| k||x
x(0)||et t 0
x (0) B O = ||x
Remark 2.13. Please note that the equilibrium point should be a closure point
of the set O.

2.4 Finite-Time Dierential Equations

In this section we briey present the theory of continuous nite-time dierential equations which we have used to design the nite-time controllers. More
elaborate theory of nite-time dierential equations and nite-time stability
can be found in [26, 11]. The denition of a nite-time dierential equation
as presented in [26] is now stated.
Denition 2.14. (Finite-time dierential equations) Dierential equations of the form (2.6) with the property that the origin is asymptotically
stable and all solutions which converge to zero do so in nite-time are called
nite-time dierential equations
If (2.6) is a nite-time dierential equation, then the right hand side of (2.6)
will be C 1 everywhere except at zero, where it will be assumed to be continuous. It is straight forward to note that the function f (.) cannot be Lipschitz
at zero. Since the function is not Lipschitz it cannot admit a unique solution. But one can construct a nite-time dierential equation which admits a
unique solution in forward time. To understand this concept, we now explain
a rst-order nite-time dierential equation. Consider the following equation
described by
x = x

(2.9)

where = ab where a and b are odd and a < b. Note that the function x is
not Lipschitz. The solution of (2.9) can be written as
1

(2.10)

x(t) =

[(1 )t + C] 1 t T
0
tT

where

C
1
Note that x reaches zero in a nite-time T and the solution is well dened
in forward time. The detailed analysis of n-th order nite-time dierential
equations and nite-time stability has been presented in [11]. Now we state
nite-time stability of a dynamical system which admits a unique solution in
forward time.
C = [x(0)](1) and

T =

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2 Mathematical Preliminaries

2.4.1 Finite-Time Stability

Consider a dynamical system described by the equation (2.6). Let x (t) be the
solution of (2.6).
Denition 2.15. The origin is said to be a nite-time stable equilibrium of
(2.6) if there exists a function T and an open neighborhood N D such that
the following statements hold:
1. Finite-time convergence : For every x (0) N \ {0}, x (t) is dened on
[0, T ), x (t) N \ {0} for all t [0, T ), and limtT x (t) = 0.
2. Lyapunov stability : For every ball B around the origin there exist a
ball B around the origin such that, for every x (0) B \ {0}, x (t) B
for all t [0, T ).
The following theorem [26, 11] is used to prove the nite-time stability of the
dierential equation.
Theorem 2.16. Suppose there exists a continuous function V : D IR such
that the following hold:
1. V is positive denite.
2. There exist real numbers c > 0 and (0, 1) and an open neighborhood
N D of the origin such that
x) + c(V (x
x)) 0, x N/{0}
V (x
Then the origin is a nite-time stable equilibrium of (2.6).
Proof of this theorem is found in [10]

2.5 Nonlinear Controllability

Consider a nonlinear ane in control system of the form
m

x)ui ,
gi (x

x = f (x
x) +

x(0) = x0

i=1

(2.11)

y = h(x
x)

where x = (x1 , . . . , xn ) are local coordinates for a smooth manifold M , and

f, g1 , . . . , gm are smooth vector elds on M with f (0) = 0. The control vector
u : [0, T ] IRm . The output y IRm is a smooth function of x with
h(0) = 0. We now state certain denitions of nonlinear controllability [50].

2.5 Nonlinear Controllability

19

Denition 2.17. (Controllability) The nonlinear system (2.11) is called

controllable if and only if for each x 0 , x f M and for each T > 0, there exists
x(t), u (t)) is
an admissible input u : [0, T ] with the property that if (x
the control trajectory to the initial value problem (2.11), then x (T ) = x f .
Linear Controllability
Denote by E the set of equilibrium points of (2.11) dened as
E=

x, u ) M IRm : f (x
x) +
(x

x)ui = 0 .
gi (x
i=1

xe , u e ) E. The linearization of (2.11) about (x

xe , u e ) is given by
Let (x
z = Azz + Bvv

(2.12)
where

z = x xe
v = u ue
and
m

A=

x)
x)
gi (x
f (x
+
ui
x
x
x
x
i=1
e

xe ,u
ue )
(x

x ) . . . gm (x
x )].
B = [g1 (x
xe , u e ) i
The system (2.11) is said to be linearly controllable at (x
rank = n
where
= B AB . . . An1 B .
The system (2.11) is said to be linearly controllable if the linearized system
xe , u e ) is controllable. This
(2.12) at any of the system equilibrium points (x
property however, does not hold for many underactuated mechanical systems.
x0 , T ) deThis motivates us to dene other notions of controllability. Let R V (x
note the set of reachable points in M from x 0 at time T > 0, using admissible
controls u (t) and such that the trajectories remain in the neighborhood V of
x0 for all t T . Furthermore, dene
(2.13)

x0 , T ) =
RV (x

0tT

x0 , t) , RV (x
x0 ) =
RV (x

t>0

x0 , t)
RV (x

The other notions of controllability are dened as follows [40]:

20

2 Mathematical Preliminaries

Denition 2.18. Let x 0 M and int(U ) refer to the interior of the set U .
x0 )) = for any neighbourhood
1. is locally accessible from x 0 if int (RV (x
V . If this holds for any x 0 M then the system is called locally accessible.
x0 , T )) = for each
2. is locally strongly accessible from x 0 if int (RV (x
T > 0 and for any neighbourhood V .
x0 )) for any neighbour3. is locally controllable from x 0 if x 0 int (RV (x
hood V .
4. is small time locally controllable (STLC) from x0 if there exists T > 0 so
x0 , t)) for each t (0, T ] and for any neighbourhood
that x 0 int (RV (x
V.
x0 ) = M .
5. is globally controllable from x 0 if RV (x
Sucient conditions to check dierent notion of controllability is presented in
Appendix A.

2.6 Stabilizability
Stabilizability is a property which is related to the existence of a feedback
control that makes the closed-loop system stable. Here we present Brocketts
theorem [15] which gives a necessary condition for the existence of a C 1 feedback control law for asymptotic stability.
Theorem 2.19. Let
x, u )
x = f (x
xe , 0) = 0 and f (., .) is continuously dierand x IRn and u IRm . Let f (x
xe , 0). A necessary condition for the
entiable function in a neighborhood of (x
1
xe , 0) asymptotically stable is that
existence of a C control law which makes (x
1. the linearized system should have no uncontrollable modes associated with
eigenvalues whose real part is positive
xe , 0) such that for each N there
2. there exists a neighborhood N of (x
exists a control u (.) dened on [0, ) such that this control steers the
x, u ) from x = at t = 0 to x = xe at t = .
solution of x = f (x
3. the mapping
: IRn IRm IRn
x, u ) f (x
x, u ) should be onto an open set containing 0.
dened by : (x