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DREXEL

INSTITUTE

OF

July

(HC)_
(MF)

65

TECHNOLOGY

,//

"_/_./_J

,-.,.,_. "("/_'

DREXEL INSTITUTE

OF TECHNOLOGY PROJECT

ME_THODSFO.ER

NO,

243

S.YYSTEMATIC

GENERATION OF

LI_PUNOV

FUNCTIONS_ (PART ONE)_

Submitted
R.

L.

Mathematics

CONTRACT

George
National

Drake
Department

NO. NAS 8_Ii196

C. Marshall

Aeronautics

by

Space

Flight

and Space

Huntsville,

Alabama

Center

Administration

(1)
AL_C_TLED_4E_I_
This

report

was

prepared

of

Technology,

Philadelphia,

of

this

would

report

indebted

to Dr.

project
stages

and
of

Mr.

Harry

Mr.

Joe

Mr.

George

and

Mr.

N.

furnished

the

who

who

hendy-man".

who

indebted

Carl

advisor

to Dro
and

make

the

who

and

author

helped

in

who

Gatlin,
friend

the

of

to

the

author

of

author
who

final
as

is

the

copy
our

the

the

to

rough

Director

contract

this

the

is

the

the

initial

report;

section
of

of

the

Finally,

Research,
period.

on

control

following

copies

author

author

during

section

report.
of

The

of

for

the

The

co-workers:

tlme-varylng

of the

the

8-11196.

author

section

bounded-ness

Institute

investigator

following

information

indebted

typed

throughout

to

of the
the

NAB

principal

control

analyzing

No.

Drexel

acknowledgments.

initial

indebted

author

who,

Contract

following

was

the

the

NASA

Departmentof

encouragement

the

Eearon,

typed

helpful

was

is

was

Mathematics

under

author

Also

Catherine

KmthrynMullin,

of

Jr.,

Gifford,

and

was
who

Blundall,

Ham

Purl,

The

Persechetti,

Ted

to

the

Pa.,

guidance

work.

Kwatny,

"general
Audrey

N.

like

by

of
the

section;
the

report;

report,

and

typlsts_
report;
the

played

and

author
the

is

roles

(li)
A_STRACT

This

report

theory

with

report

has

in

this

and

England,

sizable

and

regards

been

area.

engineers,

butions.

summarizes

to

But

to

since

this

llst

definitions

and

of

the

survey

is

Italy.

references

which

are

the

of

also

the

to

the

work

Under

the

important

work

was

done

of

American

motivated

cover,

the

in

functions.

field

analysis

due

of

The

emphasis

of

to

writers

and

field

and

Russian

discussion

the

the

engineers

by

contributions

stability

in

has

a sizable

separate

the

that

Liapunov

includes

made

in

work

of

discuss

most

also

of

generation

and

report

Reference

Japan

much

of

stability
of

the

mathematicians

mathematicians
the

Russian

contri-

mathematicians

in

of

submit

summary

stability

this

of

report

the

problems.

theorems

(ill)
LIST
(most

symbols

repeated
V

8re

defined

where

they

are

OF SYMBOLS
used

in

the

report

and

will

not

be

here)

= usually
or

denotes

a scalar

a candidate

II
xII

for

function,

a Liapunov

usually

denotes

defined

as:

the

or

functional

which

is

a Liapunov

norm

n-dlmenslonal

function

function.
Euclidean

of

an

vector,

1/2
+...

t
a

E (a, b)
G

.< t

_< b.

means

means

b.

means

<

<

b.

means

that

element

A_T

transpose

of

A*

conjugate

transpose

&

En

Cn

time

derivative

of

Euclidean

n-space.

The

of

class

derlvat
_V

matrix

gradient

a is

a member

of matrix
the

functions

the

set

A.

A
A.

vector

function,

having

continuous

ives.
of

of

scalar

f_nction

V.

=-- x(t)i.

n-th

order

partial

(iv)

PART

ONE

Section

i:

Introduction

Section

2:

Integral

Section

3:

Liapunov's

Section

4:

Integration

Section

5:

The

Section

6:

Liapunov

Section

7:

Work

of

Section

8:

Work

of Szeg_

Section

9:

Boundedness

Section

i0:

Stability,

Section

ii:

Miscellaneous

PART

Methods
Direct
by

Variable

Method

and

Routh's

Canonical

Form

Parts

Gradient

Functions

Method

and

Automatic

Control

Theory

TWO

Krasovskii,
and
and
of

Mangasarian,

Chang,

Ingwerson

and

Szego

Zubov

Differential

Nonautonomous

Inequalities
Systems

Section

4.

In
theory

this

to

part

of

the

the

stability

Section

I gives

some

cussion

of

Lur'e

problem

are

presented
4

admissable

than
is

Section

in

the

followed

second

strates

the

control

system.
Two

of

Popov

as well

are

order

presented

relating

the

Popov

a Popov

type

theory
criteria

to

follows
particular

from

the

Section

5 modifies
useful

reviewed.

is a dis-

considered

and

obtained

stability

are

to be

3 and

treatment

of Aizerman

the

by

the

here.

results

of

Lefshetz.

Fol-

restrictions

results

of Aizerman

Section
with

function
a compendium
problems
general

is considered.

to Krasovskii

along

criterion

more

system

and more
The

systems
and

results

Section

of Aizerman's

in

Liapunov

recent

Liapunovts

are
and

on

obtained
Gantmacher

follows

due

Popov

theorems

in Sections

sections.

problem

verification

are

as more

of

control

control

characteristics

case

of

the

treated

example

6 the

basic

examples.

two

An

theorems

There

three

preceeding

general

is

applications

nonlinear

and

describing

nonlinear

In Section

of

definitions

of Lur'e

here

certain

analysis

equations

The

lowing
the

the

report

is

is presented

conjecture

with
7,

8 and

criterion

of

for

a discussion

given

in

examples

as well
results

as

9.

An

An

example

a particular

of

Liapunov

important

theorem

using

of

Liapunov

the

demon-

third

the

obtained
Section

treatment

order

function
due

Ealman

theory

with

I0o

illustrating

the derivation

applications
of

some

of

simplified

the

ISECTION

ONE I

INTRODUCTION

Prepared

by:

R.

Lo

Drake

- l-

This

report

attempt

was

methods

of

usage

deals

made

to

linear

survey

obtaining

of Liapunov
and

with

new
the

l_lapunov

theory,

nonlinear

or

methods
stability

field

func_Loms.

of

differemtial

autonomous),

differential-dlfferem_es

differential

equations

of

was

in

of

our

the

equations

great

(both

of

in

of
the

autonemous

and

possible
current

fields
and

equations,

a complete

The

all

scope

theory

functional

objective

fu_tions.

to summarize

Liapunov

equatloms,

others,

Liapunov

order

Because

generalizations

ordinary

and

of generating

of

non-

stochastic

thorough

survey

the

these

field

use

the
of

work;

Two

first
and

we

this

Pennsylvanlalthls

by

Routh

times

is

of

the

automatic

is

considers

some

FiVe

which

Sectlo
of

work

the
a

in

the

occur

in

of Lialmnov

that _much
following

with

been

functions

dynamic

factors

theory

has

accomplished,

paragraphs.

Liapunov

certain

the motivating

LiapunOv

discusses

n Six

of

deals

procedure,

procedure

usable

con_t_ucLed

systems.

in Liapunov's

is still

one

This
original

of

the most

at

the

functions.

work

of

Purl

"nonlinear

a method

first' technique

with

Section

area

feel

concerned

which
of

do

and

his

analogue"

colleagues

of

the P_ar

University

Theory

developed

IIurwitz.

Fou r

tke

deals

that

one

we

outlined

is

integrals

feel

of

But

be

report

was

of

Section

now

integrals

Three

and

this

first

sources

Section

will

of

various

important

here

accomplished.

accomplishments
Section

from

not

This
may

the

more

with

the

method

prove

considers

control

that

systems.

generating

engineers
important
variable

is very

extremely
the

of

use
This

attempt.
results

difficult
of Liapunov

has
its

have
and

which
been
the

a built-in
application

functions

originated

functions
work

method

but
in

The
which

gradient

useful

work

Liapunov

in

in
the

we

many

report

obtained.
many

modifications

trial-and-error
to

certain

analyzing
Russian

which

the

school

systems.
stability
with

- 2 investigators
are

S.

such

Lefschetz

Section

and

Seven

motivation

the

coming

from

EiKht

extension

of

Section

Nine

inequalities.

Ten

autonomous

of
Nine

Section

lists

of

separate

will

at

will

also

be

as

which

to

of

the

results

contributors

to

of

the

equations

boundedness

Bellman

mainly

We

the

Skidmore

with

major

Krasovskii.

"Liapunov

are

problem.

might

and

of

Zubov

and

for

results

for

linear

add,

that

It

differential

obtained

systems,
much

stability

section.
autonomous

and

Yoshizawa(Japan)o

theory"

time-varying

stability,

will

be

and

given

of

with
the

for

non-

some

work

in

problem.

contains

systems.

some

It

very

contains

functional-differential

important
reference

equations

and

"physical

have

its

pages

true

of

given;

a reference

definitions

by

the

list

Also,

principal

no

the

few

being

structure"

numbered

theorems,

and

are

submit

any

on

stability

general

investigator

theory

recommendations

at

a contractor's

in

order.

Alabama.

the

used

they

we

theorems

Huntsville,

A not____ee
about

at

American

Szeg_.

mainly

some

cover

observations

is

major

differential

is due

stochastic

and

tions

to

is a miscellaneous

of

defined

partial

topics

application

with

the

contributors,

of

allied

has

and

many

the

nonlinear

a compendium

will

of

theorems

the

due

These

and

section

work

presents

Leighton

Popov;

dynamics.

Under

meeting

early

with

work

Eleven

topological

some

the

dealing

the work

considers

systems.

treatment

results

this

and

LaSalle.

deals

This

Section

J.

Malkin

discusses

Section

Section

as Lur'e,

figures

llst
which

discussed.

this

independent

definitions

complete

of

of

and
symbols

occur,

of

report
the

is
other

equations.
is

occur

given
at

the

The
No

sections;
symbols
list

location

Each
this
will

be

of

illustra-

in

the

report

- 3 One

other

generating
in

given

investigator

We

deals

Liapunov

a speach

follows,

note

in

give

attempt

n-dimensional

the

functions.

could

we

with

Iowa

not

find

a very
to

in

This
1964.

any

rough

construct

class

of

During

sketch
the

of

method

further
of

"Separation
was

the

of

mentioned

on

Variable"

by

contract

information

J.

P.

period,
this

for

LaSalle

the

topic

principal
In what

the method:

following

type

of

V-function

for

an

system,

The

method

systems

covered

= Vl(Xl)

V2(x2)

. + Vn(Xn_.

is
n

xi

6" k

if6" k
The

candidate

for

-- L
k=l

_k

0 then

Pik (x)

fk

(_" k )'

x,

6- k

f(6k)

is

col

_here

The

sufficient

Russians

have

conditions
used

this

for

stability

procedure.)

are then

obtained

from

and

V.

(The

ISECTION

INTEGRAL

Prepared

by:

K.
T.

L. Drake
Gifford

TWO I

METHODS

- i INTEGRAL
METHODS
sum_ay
In
of

this

generating

was

the

along

of

some
we

first

simple

the

a short
the

of

motion

continuous

of

describe
Finally,
was

whose
A

Theory
Since
that
thus,

the

V_)
the
we

minimum

use

Chetaev's

which

is

of

the

work

of

of

which

is

to

work

of

and

as
first

use

summary,
functions.

integrals

a function
and

the

Liapunov

discussion,

find

definite

methods

a brief

integrals

this

basic

energy

give

bundles

with

most

Liapunov's

we

first

linear

positive

the

potential

First,

Along

of

= O,
origin
consider

for
is

_S

simplest

is

function
stable.

a few

the

to

the

respect

to

a finite

integral
Walker

integral
the

concerning

Liapunov

with

this

we

include

of

the

Itn_w_:_

function

as

of

work

problem

of

of

the

number

of

Rumiantsev
stability
parameters,

e2Zpressions.
and

Clark

is

a "nearby"

Liapunov

function

considered.

system
of

the

and

Their

then

origin

use

this

system,

desired.
L_OV

F_q_CTION

examples

system

the

of

Infante,

a first

USED

presented

through

analysis

a dynamic

is

media

candidate

INTEGRAL

is

the

idea,

one

method"

system.

this

method

motion

obtain

stability

One

of

second

the

to

as

FIRST

of

of

functions.

discussion

extending

function

use

of

with

integral

theorem

a dynamic

a system

in

method

deal

"the

examples,

Liapunov

of

we

function

Then

which

of

extension

integrals

a Liapunov

energy

for

Pozharltskii's

report

functions,

discuss

candidates

the

of Lagrange's

total

with
Next,

of

Liapunov

outgrowth

concepts

as

section

which

of

pertinent

application

possesses

V_can
The

the

be

best

a first

used

way

examples

as

Liapunov's

integral,

a Liapunov

to discuss
in

of

the

this

Stability

V_)

= C =

function
work

following

is

text.

by

to

constant.
prove

example;

-2

Consider

the

followin_

nonlinear

conservative

system

defined

by

""
3
x = 4x
- 4x,

or

in

The

state

singular

variable

form,

Xl

= x2

x2

points,

4x 1 3 -- 4x I.

or

equilibrium

PI(O,O),

By

considering

the

P2(I,0),

total

points,

ate

found

to

be:

P3(-I,O).

energy,
X

2
E

I_

x2
2

2
+

(-4Xl 3

4Xl)dX I

= x2
2

xI

2x I

E = O,

where

the

boundary

defined

as

a Liapunov

of the

function.,

stability

we

region

see

that

passes

the

through

origin

P2

is

and

P3

stable

and

and

thus

that

is

by:
+
E

Another

= E(Xl,

example

is

x2)

= E(-I,0)

a mathematical

i = x2___
- +
2

pendulum

2
2x I

defined

by,

E5]

end

of

x'=-

sinx,

or

Numbers

in

Xl

=-

x2

the

square

x2

sin

x I.

brackets

refer

to

references

at

the

the

section.

- 3

The energy integral

is given by

sin

XldX 1

--2

+ 2

(I - cosxl)

o
where

= __

2x2>,sinai + 2(_in_l)
(-Ax2)

=__ O.

2
Therefore,
A

in

the

neighborhood

_eneralizatio

n of

the

of

(0,0)

previous

the

system

example

is

is stable.
the

system

defined

by,

ee

x + g(x) = 0,
which

describes

variable

a unit

formulation

Xl

point

mass

under

a spring

force

g(x).

The

state

is

= x2

_2 = -g(xl)"
Since

this

is

a conservative

system,

the

total

energy

is

Oo

where

Therefore,
equilibrium

(I)

is

= x2(-g(xl)

a Liapunov

point

x I g(xl)

) + g(xl)x 2

function

and

if

>

(2) g (o) = o.

O,

xI

O,

proves

0.

that

(0,0)

is

a stable

_I]

-4-

As
s_
s

a final

example

defined

by,

E3]

+
where

c > 0,

we

consider

linear

constant

coefficient

dissipative

c_ + kx

m > 0 and

> 0.

0,

The

total

energy

of

the

system

is

E = m(_)

+k

x ,

where
2

=_

(-=x-kx) +k_:

=- cx

Thus,
the

by

LaSalle's

phase

thereem,

we

an

asymptotically

AND

POZHARITSKII'S

dynamic

systems;

, Pozharitskii

65]

throughout

x is

an n-vector.

vanish

for

considers

the

equation

of

perturbed

namely,
_

which

region

WORK

In reference

where

stable

plane

CKETAEV'S

for

have

These

= O.

Q,

systems

admit

p<

UI

t)

If we

_,

can

now

t),
n

, o.o

succeed

first

, Up
in

integrals

_,

t)

finding

a function

("l,
then

stability

concerning
"In
the

known

the
order

Up)

of

known

integrals

of motion

is

guaranteed

existence

of

such

that

integrals,

there
it

exists

which
by

functions
a__

is necessary

is

Liapunov
give n

definite
and

definite

Theorya

respect
The

that

>

(Ul,
a

is
...

be

definite."

...

, Up

) = UI

as

theorem
follows:

, Up),

function

2
(UI,

to _,

first

by Pozharitskii

function

sufficient

with

2
_,

t) +

..o

+ Up

_,

t)

of

motion

- 5 The problem is applying this theorem is still

mining

whether

or

not

a given

function

the "old story" of deter-

is definite,

semi-definite,

or

indefinlte.
Another

theorem

'_fhe function
one

of

the

(U I,

integrals,

definite
2

functions

Ui

t ) >

_,

of

Pozharitskii

.. o , Up
say,

ri

U _
2

]]x//

is:

) will
_,

t ),

r i whenever

be

the

proof

selected

than

the

for

(UI,

case

as

a corollaz_

_(U

I,

the

when

UI,

o..,

be
U i

, Up

except

at _

of

functions

(p-l)

Up

= O.

last

do

of
do

not

definite,
_

this

not

) such

find

at

least

a pair

of

that

6c I1:_11'' .
that

if

theorem

it is

possible

appears

guidelines

second

depend

for

to

to be

select

more

determining

theorem

explicitly

result

_,

explicitly

is necessary

it

...

Moreover
Ui

depend

assumes

U I _

This

to

for

0 and

This
down

when

useful

a definite

).

significance
UI,

...

functions

the

setting

, Up

// x//

follows

integral.

in

is possible
2

+u

it

only

becomes
on

more

time.

evident

This

is

stated

Up)

other

...

practical

the

theorem

theorem

in

"If

this

any

first

function,
The

of

definite

it

) andpi(
2
//x//
>

+ ... +ut.2_
1+u 2+1
+
From

be

only

positive

= Ui_ I
if

then

the
it

is

essentially

and

condition

satisfied

simplifies

time,

by
the

then,

sufficient

values

= Ui+ I

last

on

at
=
is

that

all

...

points

= Up

satisfied

any

other

problem

in order

at

...

= Ui- I = Ui+ I ....

=Up

least

for

which

by

at

least

function".

because

one

= 0,

from

equations
UI =

that

any

one

of

- 6 it

is possible to express any p-i variables,

of Xl, ...

say Xn_p+2, ..o , xn , in terms

, x_-p+1
Xn-p+2 = fl

(Xl'

"" ' Xn-p+l)

' '"

' Xn = fp-i

If this can be done, then the problem of the definiteness

will be determined from the definiteness of the function
V(Xl'
with

'"

'

to

the

variables

author

in

reference

respect

Thus,

the

there

exist
The

functions

followin_

integral
"If

Xn-p+l)=

of

Ui

(Xl'

x I ....
_

the

theorem

gives

can

be constructed

from

the

known

integrals

do

given

integrals

UI,

U2,

certain

fl'

"'"

' Xn-p+l)"

(UI, .o. , Up)

' fp-i )

are

under
...

depend

conditions

which

conditions

not

' Xn-p+l

of

"'"

, Xn_p+ I.

has

first

'"

(Xl'

which

definite.

which

, Up

under

no

definite

first

..........

explicitly

on

:_

t and

if

they

are

of

can

be

the

form

Ui

where

the

rank

constructed

from

The

method

"If

the

variables,
way

that

of

UI,
of

.o.

with
By

the

the

the

function

the work

of

a definite

of

the

, Up

) =

_i,

Chetaev.

kl

'"
From

+ higher

is

p,

then

no

is

as

follows:

definite

order

terms

first

integral

of

integrals
, ''-

, _p,

are

holomorphic

CI,

..o

, Cp

functions

of

the

selected

in

such

are

function
_i

quadratic

theorem

, Up"

constants

expansion

first

, _p)

time-independent

(U I , oo.
begins

"'"

Chetaev

given

then
the

_I'

=_i)T

UI

"'

the

Up+

2
CIU I

2
+

...

+ CpUp

form".

Pozharltskii

, Up)

is

definite.

above

theory

such

constants

Thus,
some

can

be

Pozharitskii's

guidelines

selected
theory

concerning

only

when

includes
the

choice

of

- 7 the proper functions of first

integrals

are given.

It was the work of Chetaev in using a definite

integrals

and other rigid

application
back

of

thus,

AI

for

this

= B I,

first

_6_

degrees

The

principal

for

for

system.are

the

the

Euler's

integrals

of

are

_56_

of

moments

gimbai

gimbal

= cos

equilibrium
that

and

position

the

Ki's

concerning

references

of

Chetaev's

theory.

_yroscoPe

on

is

this

given

inertia

ring

are

is

of

by

the

rotor

A2,

B2,

G2;

The

for

_imbals_

Eulerian

for

C 3.

motion

the

rotating

angles

are

and

defining

This

the

principal

equations

rigid

bodies.

- _u

2)

on

Kin

= K2,

u2) + K3u =
the

parameters

to

the

case

when

or

u =

i,_=

the

of

the

rotor's

system.
axis

The
is

vertical;

i=io
The
change

of

perturbation

equations

are

obtained

by

introducing

variables

= xI , _=

+x2,

The

are

is,
_)=

in

rb,

depend

corresponds

of

example

ring

2 + 2(K5where

llst

of motion

u_,

--_ (K5

papers

described

of

equations
+

Russian

symmetrical

freedom,

equations

_"

an

a heavy

inner

the

many

present
of

outer

analysis of complicated gyroscopes

incomplete

to

now

three

inertia

three

we

stability

those

an

_6_

the

el;

of

this

are

There

theory;

section,

reference

there

moment

motions.

Liapunov

concerns

j_

study of the stability

body

of

From
example

bundle of first

for Liapunov functions which helped the Russian mathematicians and

engineers in their

the

linear

+x 3, u = 1 - x4,

the

following

-8
where

the

initial

conditions

of

the

perturbed

motion

r_o = ro - 3, K,o KI - _I* ' _0

are

K2 - Kf ,

_40= _4-_4 _.
For

the

perturbation

R = x2

K2*

equations

x3

-_o

KI*----_-_6x3x_

the

above

x4

- x 3 x 4,

2_ 6

x3x 4

first

integrals

are

+
+

(2K6_'o

- KI)

x4

2?o (K5- %) x3 (2_o2 _ - K3) x+.

We

now

attempt

to

apply

Chetaev's

method

of

obtaining

Liapunov

functions;

consider

4'

V=K*,

where

_3

the _i

because

' " K_1)

the

and

fourth

the

stability

+ _<=K *

R2'

are

arbitrary

is a combination

Then

guaranteed

+KI(

Liapunov
- order
of

if the
0< 3 ">0,

a_d
of

K_x42+
first

integrals

function

will

consist

terms,

The

quadrati=

the

gyroscope

with

of

The

form

respect

is

are

K5

- 1/2

K1

positive

satisfied:
K3

>

0,

V is

terms

form

to _, 6 , _,

inequalities
0,_'o

linear

2
a quadratic

following
- K6

The

u 2 - 2x 4 = O.

and

in V

third

definite
is

zero

amd

can

thus

-9
R Ev's

woeK

In

reference

system,
41'

where

'"

system

_0_

ql,

' qn
is

are

given

othe

, Ruminatsev
, qn

are

the

considers

the

generalized

an

independent

velocities.

The

mechanical

coordinates

unperturbed

and

solution

of

the

initial

values

(z)

= fi(t), i = I, ... , n ,

are

qi

= fi(to)

and

qi

For

fi(to )

the

perturbed

let
ql

= fi(to )

+_i'

ql

o
where

holonomic

generalized

o
motion,

arbitrary

as

ql
where

_i

force

and_

i are

system

real

remains

fi(to ) +

_i

constants

unchanged,

designated

these

as

constants

Since

perturbations.
define

completely

the

the

perturbed

motion.

The

values,

qi

and

qi,
qi

where
The

xi(t),

i =

defining

i,

...

equations

are
=

replaced

fi (t) +

, 2n,
of

now

the

are

xi'

the

for

qi =

perturbed

fi (t) +

variations

perturbed

the

of

motion

can

motion

by

Xn+i

the

variables

be written

qi

and

qi"

as

(2)

= F(t ,x_)
where
We

and

assume

that

that

2n
is

= O.

We

are

interested

x i and

time
gi(t).

perturbations
the

certain
t.

- vectors.
such

(t,0_

to

called

are

respect

time,

in

real

For

the

For

the

_ i

and_i.

unperturbed

that

the

a unique

%tabi!ity

continuous

motion

motion

Considering
motion

(I)

stable

exists

of the

functions

unperturbed

perturbed

solution

for

unperturbed

QI,
the

"'"

Qi's

the Qi's

, Qk
are

every

motion
of
known

are

functions

the differences

ys = Qs

with

respect

to

the

the

_t

in

and

(I) with

variables

functions
of

t and

gs'

quantities

of
the

Liapunov

- I0
QI'

"'"

i'

' Qk'

if

for

_ satisfying

all

Ls,

there

the

conditions

exist

Ei

>

0 and

Ei

>

0 such

that

for

any

,
for

any

l_urther,

>I to:
we

assume

sufficiently
of

the

the

that

small,

variables

following
for

there

i_equalities

any

set

of

corresponds

y ssuch

that

for

real

hold:

ly_l <Ls

values

of

a certain

set

sufficiently

of

; s

i,

...

, ko

i, numerically

real

initial

small

>

= i,

values

Ymso

2
Ylo

II
assumed

to

Since
Df

the

The

"'' + y2
ko

converse

of

this

the _

real

are

related

variables

t,

to

x I,

...

t amid the

xj,

then

and

of variation
We

shall

>

of

0 are

the

assume

t O , Xl

constar.ts,

>11 t_,

"_ariables

t, Ys

(2)

has

is

region

a real,

defined

continuous,

by

will

a first
_(x,

which

statement

also

the

region

of variation

correspond

2
Yl

H1

>

(3)

H,

to the

2
+ Yk

-'-

' where

region

(4)

HI,

is

a constant.

integral

t)

bounded

2
+ X2n

..o

(5)

consta_,.t,
function

of

its

variables

in

the

(3).

THEOREM
"If

is

, X2n

to

last

hold.

t
where

the

first

integral

_(Yl

' _"

differential
(5)
' Yk'

and
t)

equations
it

is possible

such

that: the

of

the
to

perturbed

find

inequality

motion

a positive

(2)

definite

admit

function

-11
_-(YI'
is

satisfied

motion

(I)
As

in

of

the

since

is

stable

the

Of

media"

to

_E

Eo &

certain

integral

coordinates
or

the

equations.

The

Pozharitskii,
dynamic
it may

be

used

with

sufficient

describing
are

the
in

his

system

not

short

the
of

with

of

No.
make
This

the
of

will

be

called

rigid

its

of

of

fact

application
follows.

continuous

media

the

motion

parameters

co-!d

of

with

conditional

this

theory

with

through

or

ordinary

medium

method

be

the

a continuous

axes,

by

body

report

second

certain

the

this

the

volume

on

in

important

of

continuous

example

a heavy

application

described

of

known

this

a bounded

are

well

example

of

of such

_ Qk."

is

similar
differential

respect

stabilit
given

in

to
7 of
the

23.
note

of

paper

partial

a "somewhat
deals

with

in order
of

to
this

analogous"
the

dissipation

to introduce

discussion

axis
his

unperturbed

, ..o

of

momentum

time

An

QI

motion

motion

medium.

the

describe

of

linear

then

repeat

Examples

its

(4),

discussion

in

gravity

because

stability

parameters

we
_

systems

of

X2n,t

a vertical

will

...,

considers

Sfp_mmEe_jwhich

stability

In passing,

Rumlantsev

is useful

variations

example,

I,

quantities

introduced

of

of

a continuous

compendium,

above

center

mentioned

of

We
was

projections
whose

motion

_.

the

about

relationships.

quantities,

above

rotation

_(x

in region

to

theorem,

problems

the

t, ys

problems.

given

f_t_

of

this
of

t)

respect

discussion

theory

of Liapunov

medium,

of

Yk'
of

with

La_ran_e

above

"continuous

'

values

stability

case

The

the

all

an example

problem
in

for

'''

That

asymptotic
is,

damping

in only

obtain

asymptotic

concept.

paper

in

part

written

stability

a mechanical
of

the

stability.

by
of
system

coordinates
First

integrals

12

!_FA_ITE
'S WOeK

ordo u
, o.omous

system

Liapunov

with

an

equilibrium

functions

geometric
The

developed

considerations
technique

proposed

of a nontrivlal

system

can

be used

stability

properties,

satisfies

two

stability

properties
system

"nearby"

system.

candidate
consider
end

of

for
the

this

Liapunov

are

these

papers

we

is

in stability
be

two,

in

of

has

important

the

Infante's

include

many

order

system

method

of

of

generating

the

original

If

accessibility
of

an

system

first

is

original

method;
examples

of

is

in
this

with

with

the

the

is,

We

which

we

in

the

seek

to

be

will

now

compendium

at

method

of

proper

admissible

considered

system.

and

second-order

properties
That

and

constructed

integral

system.
system

the

integral,

qualitative

nearby
the

the

the

constructing

functions.

Consider

the

second

described

any

time-independent

by

(i)

_I = fl(xl, x2)

where

on

integral

modifi_

the
of

The

an outgrowth

a modified

system

function
of

based

studies.

found,

the

integral

development

is

tlme-independent

retained

a Liapunov

origin

theory.

Infante

o_._ne,the

and

The

section,

by

cannot

criteria;

origlnal

at

in Liapunov's

availability
which

in

the

point

integral

h (xI, x2) - c,
which

might

exlst_

must

satisfy

the

following:

(2)

-13
A

sufficient

condition

for

the

existence

+
Since

most

systems

do

not

of h = C

is

0o

satisfy

equation

(3)

(3),

the

system

in

(i) must

be

modified.
For

simplicity,

variable

let

us

replace

xI

= x2

(i)

by the

following

more

con,non

state

form:

x2 =

f2(xl,

(4)

x2)-

_f2
If_x

2 = 0,

But

if _f2

system"
first

then

(4)

= f3

(Xl'

is defined
integral.

has

an

x2)

in such
The

integral

first

0,

which

then

a way

no

that

nearby

could

be

integral

this

system

new

can

used

in

be

found

system

we try

has

stability
and

a readily

work.
"nearby

accessible

is

xI
Xl

x2

By

(3),

system

assurance
is

modified

rical
new

that
by

criteria
"nearby"

= x2

ffif2

(5)

certainly

the

qualitative

adding

./
_o

(Xl'

to

f3

a first

properties
functions

retain

(Xl' x2)

dXl

(5)

x2)"

possesses

arbitrary

in order
system

the

of

integral

(4)

which

qualitative

are
must

but

there

retained
satisfy

properties

is

The
certain
of

(4)

no
system

(5)

geometThe

is
xI
Xl

x2

= x2

f2

,/
Vo

(Xl'X2)

f3

(X'l' x2)

f5 (Xl'

dx2

x2)'

f4

(Xl'

x2)

(6)

- 14
_f4
where

_f____5

_x---_=

arbitrary
properties

of

systems

(4)

product

of

(4)

x*

also

the

give

Liapunov
(I)

is

"flows"

in

for
of

of

an

the

claims

made

functions

by

are

Simplicity

the

as

of

the

that

third
that

the

major

the
qualitative

relationship

between

component_x*_of

is

function
The

(Xl,

of

rotate

(6) is

region

of

x2)

system

"nearness"

algebraic

(6),

Infante

such

(3) and

the

of

cross

system

(4)

(6).

the

and

equation

geometrical

space;

(6).

by

of

by

Liapunov

integral

estimate

chosen

system

system

(4)

satisfies

The

phase

the

systems

then

f5 are

specified

(x I, x2)

for

(6)

retained.

is determined

>/ 0,

The

(6)

integral

(x I, x2),
If

and

System

f4 and

candidate

first

system

"

(4) are

with"

The
the

" -_x 2

functions

"crossed

of

sign

of

(4)
system

of

x*,

clockwise

in

a Liapunov
asymptotic

in support

of

his

is

if

chosen

(6)
both

the

to

function

that

the

phase
of

to be

vectors

plane.
(4)

and

stab_lity

about

method

generating

of

of

will

= O.

follows:

application

and

requiring

no

deep

insight

into

the

very

good

problem;
(2)
for wide
(3)
A

the
ranges
and

disadvantage

to very

estimates
of
the
of

of

the

the

parameters

flexibility
the

conservative

domain
in

of

method

is

estimates

of

asymptotic

the

differential

the

method,

due

that

a poor

choice

of

the

stability

region

of

to

are

equations;
the
of

choice

f4

asymptotic

and

of
f5may

f4

and

fs"

contribute

stability.

WALKER'S WORK
The

work

to n t-_horder,

of Walker,

E6_

and

nonlinear,

autonomous

_,

is

an

extension

systems.

He

of

considers

Infante's
systems

work
of

the

form
n
d x
dt

,
g(x,x,...,

n-I
d
dt

_
/

0,

(i)

- 15
which

possess

(n-l)

first

integrals
n-I

Ut

(x,

9.,...,

n-1

, t )

= K.

, i=l,

2,

...,

(2)

n-l.

dt
Equation
state

(i)

can

variable

also

be written

as

a system

of

- first

order

equations

in

notation:

Xl

= fl(Xl,

x2,

-'',

Xn)

x2

= f2(xl'

x2'

"'''

Xn)

(3)

= fn (_i,
These

equations
dt

are

dx !

_2,

"",_)"

equivalent
dx 2

to

...

d_

(4)
fl

Eliminating
get

n-I

of

these

denoted

f2

the

first

fn

explicit

order

dependence

equations

differential
are

(n-l)

of

the

equations

first

equation
in the

integrals

of

in

(4)

on

time

a variables.

the

system

in

The
(I);

t, we
solution
these

are

by:

"_'l(a)

= Cl
(s)

_n_l(.X_.)

where
but

_T
each

is

(Xl,

integral

...

,
in

The

Xn).

(5) must
n

if

stability
general,

we

solve

problems
is very

the

over".

difficult

to

in (5)

may

not

all

be

independent;

satisfy.
dxj

-Z-m

(6)
The
solve

_xl.

j=l

equation

"are

On_l,

integrals

_i

i = E2
jffil
Thus,

for

all

trouble
for_i.

f j

O.

(e)

.1

the

(n-l)

here

is

first
that

integrals

equation

our
(6),

in

- 16
One
fl

are

case

of

the

in which

it

following

is

possible

to

obtain

a first

_ntegral

is when

the

form:

Xl =Ol _x 2'
_H
_2 --02 _x3

-_x

n-i

where

H, (91'

Combining

"'

(7)

are

certain

functions

of

the

state

variables

gives

(_l_K__2+

_i

_x
n-2

_Xn_

' _n-2

(6) and

n-2
n

(7)

_x I

_i(_.- _H

__l_H__
I +o.
(8)

_Xn.
If _i
at

= H

least

in

one

(8),

n-2

then

integral

we

of

see

(7)

_Xn.2J

that

is H

_ Xn'- 1

the

equation

itself

But

is
the

identically
disadvantage

satisfied
here

is

=,

very

few

order

systems

OOO

have

the

form

+Kx

0,

or

_l = x2 -_
- _--" '

x2

= x3

x3

- Kx 2

= -

-_H

given

in

(7).

One

example

is

and
that

- 17 In this example _I = I/K and the (n-l)

1 =

1/2

(K

independent integrals

22

23)

are

Cl,

th
From
and

the
from

above
the

theory

work

of

concerning
Infante,

structlng

Liapunov

functions

The

variable

form

state

of

first

Walker
by

integrals

derived

obtaining

equation

of

the

first

(I)

is

xI

= x2

the

following
integrals

order

system,

method
of

for

'_earby

(I),

consystems".

= x3
(9)
6
Q

=
A

modffled

system

is now

chosen

which

has

- g(xl,x21 ' .-.,

the

same

form

Xn).

as

(7):

-ax 2

- . l_x I
(10)

"_Xn

n-2 _Xn.

n-I

xn

=-g

by

the

gn-i

x(._,

- _'-_-I
where
the
so

the
last

as

to

gl

are

restricted

equation
retain

in
as

both

much

systems

similarity

left
(9)

sfd_

of

and

(i0)

between

the

the
are

equations.
the

systems

same;
as

Note
this

possible.

is

that
done
A more

- 18 condensed form for (101 is obtained if

the arbitrary

_H

h2(.x )

g_ are written

such that

(i1)
"_Xn_ 2

_x

hn-2

(,_,,

- g(_,
n-i

_H

where

the

h i are

conveniently

defined

as

(12)

Specification
"nearby"
Our
of

of

system

objective

the
but

is

to

(91.

An

integral

function

of

(9) and

manne

h i In
the

manner

finding

find
H of
thus

this

of

a usable
the
we

not

a specific
integral

system

modify

does

in
the

completely

system

I{ which

(111

and

equations

is
is

(121
in

dete_mLine

not

also
may

(II)

our

objective.

a Liapunov
not

in

be

the

the

function

a Liapunov
following

r:

x-7 x-7
_ " zz,
"_x 2

-- _

f2,

(131

-_v

:.

_H

fl

"_K

f2

'
(13)

fn

where_fl

_.
xj =_x_ i

conclusion

we

function

of

u=ve_opeu.

Note,
-say

that

(9),

_ne

that

if

new

_n

these

the

method

in

k_]

fi

are

different

fi

can

of

generating

are

be

Qezne_

chosen

by

from

such

the

that

fl

is

Liapunov

functions

k_]

k_zj"_'.

and

in

(3).

In

a Liapunov
has

Many

been

....
e_ampi_

_x i
of

this

procedure

The

advantages

(i)

more

function

is

(2)
procedure

The

than

given

of

this

half

of

developed

hints

to

in

the

compendium

method

the

of

according

to

gradient,__,

examples.

Walker

of

the

are:

final

Liapun_w

automatically,

further

modifications

of

the

technique

are

given

by

the

itself,

(3)
bility

are

of

usual

good

balance

between

automatic

generation

of

functions

and

flexi-

application.

disadvantases

(I)

restricted

(2)

results

of
to

are

other

methods

autonomous

difficult

are

also

for

fourth

present

here:

systems,

to

obtain

and

higher

order

systems.

- 20

This

set

construct

of

examples

Liapunov

functions.

(I)

the

use

of a definite

(2)

the

use

of a

(3)

Infante's

(4) Walker's
These
which

integral

be

mechanical

is

also

also

and

Example
This

!,r

for

point

control

approximated

is

a Liapunov

order

higher

order

the

used

to

function,

systems,
systems.

variety

method;

of

nuclear
of

the

following

LRC

- Circuit
of

different

such

the

a generalization

methods

integrals,

extent

of

integral

are:

for

systems,

Generalized

example

types

second

out

The

in many

_I]

of

first

for

others.

four

types

by Liapunov's

vibrations,

OF EXAMPLES

integral

of

method

analyzed

hydrodynamics,

first

method

integral

COMPENDII_

These

combination

examples

can

considers

the

as,

physical

electrical

reactor
region

networks,

dynamics,

of

problems

asymptotic

magnetostability

examples

LRC

equation

of

electricity:

+ f(x) x + g(x) = 0.
In LaSalle's
he

We

simplified

introduce

discussion
the

of

the

nonlinearities

i)

and

2)

is

3)

acts

4)

g is monotone

the

region

g are
even

in

the

a straight
increasing

f(x)

dx,

O
x

G(x)= /
4
O

following

stability,

in

reference

way:

is odd,

integrals

F(x)=

asymptotic

polynomials,

and

llke

of

g(x)

dx,

llne
with

through
x.

the

origin,

and

_]

- 21
where

F is

odd

Consider

and
the

G is

even,

and

equivalent

F(O)

= G(O)

= 0.

system

y - F(x),

y = - g(x).
Since

Iv and

g are

equilibrium
As
the

polynomials,

solution

is

a candidate

system when

for

origin

of

a Liapunov

The time derivative

V = yy

function,

is

we choose
f-

guaranteed.

The

O; that

the

total

enerzy

= - g(x)

F(x).

of

is,

G(x).

of the V -function

+ g(x)

x = - yg(x)

positive

solutions

(0,0).

there is no dissipation,

V = 1/2 y2

If there exist

the

existence

constants

g(x) F(x) > 0

is

+ g(x)y-

g(x)

F(x)

a and L such that

Ixl < a,

for

x #

and

G(x) < L
then the bounded
the

extent

Example
A

of

2,

for

region

asymptotic

[1_

speclal

/ _ / < a,

, defined

stability

Van der,

of

equivalent

tbm

system

<

about

, is a measure

the

of

origin.

,Po 1' s Equatiop,

_

case of the previous

example

"x" +
or

by V(x,y)

is the Van der Pol equation:

_ x(2-1)

O,

E>O,

ly,

_. = y =
The only equilibrium
that it is unstable.

point

is the origin

If t is replaced

g ( x/3 -x)

- X.

and the linear

approximation

by -t, then the phase

plane

shows

- 22
trajectories
is

then

remain

the

same

asymptotically

and

Thus,

as

but

stable.

retain

in the

the

the
This

original

orientation

is

same

is obtained

= y2

/2

previous

example,

G(x)

effect

orientation
we

2
V

reversed.

of

have

for

The
if we

origin
let

t.
V:

+ y
2

where
The

f(x)
time

_ (x 2 +

derivative

and

of V

=Thus,

I)

= x.

is

x2 (

0 for

g(x)

- I),

-_

3 = a

<o.

2
Taking

= 3/2,

we

find

that

the

2
of

asymptotic

Example

stability

3_

[_

Consider

A Second

the

second

+ ax + 2bx
or

its

chosen

is defined

by

<

3.

Example

a,

given

>

by

0,

equivalent

equilibrium

mation,
an

manner

equation

3x 2 =0;

is

this

Order

order

The

in

region

the

asymptotic
undamped

(0,0)

"saddle

stability
(a

- 2bx

solutions

point

unstable

are
is

- ay
(0,0)

= 0) system
V

and

( -

asymptotically

point".
about

- 3x 2.

the

By

is

chosen

Y2/2

as
+

The

-ay

theory
total

a Liapunov
bx 2

where
"_=

stable

Liapunov

origin.

2 b/3,

X3

)o

and

the

we

can

energy

function:
,

By

linear

point(

-- 2/3

construct
of

the

approxib,

0 )

a region

corresponding

of

- 23

Thus,

a region

of

asymptotic

stability

where

= 4b 3

forms

a closed

about

bx _

loop

(0,0)

xB

containing

<

is defined

(0,0)

by

the

inequality

and

passing

through

27
(-2/3

b;O

).

Zx,a=ple 4,,,
For

we

_,_

L!enard's_ Zquat!on
s

Lienard'

assume
(1)

equation

f(x)_

O,

g(x)

0,

that
Xg(x)

>

O,

g(O)

O,

_X

(3)
Thus,
at

we

and

= 0
the
An

= Jo
assume

that

is

_nimum;

its

damping

dx
the

is

equivalent

potential
the

potential

positive.

system

is

(where

function

G(x)

energy

is

positive

approaches

definite
infinity

and
with

that
/x/

y,

= - g(x)
Liapunov

energy

always

The

is taken

- yf(x).
to be

the

total

enerR=7

of

the

system

f = 0)4
V

= 1/2

=-

y2

U(x)

y2

__

O.

where

Since

V _

f(x)
=o as

x2

+ y2 _

o_

_ then

all

solutions
of

are

the

for

Thus,

the

whole

system.

stability;

that

We also
above

that

system

is

Exampl

is,

note
the

the
that

system

unstable

_-

region

completely

f(x)

for

and

if

stable;

the

equation

of

the

the

the

equilibrium
domain

of

then

we

<

can

for

0,

servomechanism

is

from
then

a special

a system

In

parameter.

variable

formulation

is

time

derivative

of

system

can

be

]xl ) x + x = 0,

this
=

equation

(I

]xl ),

-a

X.

obtained

by

o_

choosing

f(x)dx

y as

= x + F(x),

gives

described

f(x

)x

g( x )

- xo

as

= - g(x) = - x.
same

asymptotic

conclude

= y - r(x),

The

solution

equation:

y" = ""
x
+
Thus,

the

stable.

f(x)

Lewis

y=x+

the

is

all

----

where

space

W + 2 _ (l-a
is

state

for

the

origin.

fCx)

The

0 only

of

is

if

#-

where

0.

_Lewls Servomechanism

defining

Lienard's

system

is
at

e 5 a___]
The

of

bounded

24

Liapunov

function

is

chosen

as

in

the

previous

example:

= y2/2

,/O

g(x)

dx

case

- 25

where
=

yy

xg

(x)

g(x)F(x)
X

--x /o
In

the

if

vicinity
>0.

As

where

Therefore

the

(2

x2/2

6,

Therefore

of

the

Euler

say

I xl

).
for

system

equations
A_

that

(B-C)

and

V is

solution

outside

Rigid

for

2/2,

any

position,

asymptotically

Thus,

lles

Eotatin_

rest

is

(3(X)

[2]

the

system

F(x)

cycle

The

ori_a,

example,

I x I _-- _

Example

the

a numerical

V =

limit

of

/x/

V =

1/2

(x 2

Then

y2)

negative

semldefinite

starting

inside,

this

semidefinite

stable.

is negative

if

the

circle

circle.

Bod_

angular

_tlons

of

a rigid

body

in space

are

qr,

a_ = (c-A) pr,
C_' =
where

angular
could

<

B.

velocities
represent

following;
that

<

assume

(A-B)

The

A,

about
an

pq,
B,

the

artificial
that

the

C are
x,

>

satellite

Ipi <

>

I,

l,

of

-axes,

satellite.

is,

Irl

y,

moments

is

inertia

and

respectively.
The

rapidly

motion

which

spinning

the

p_

This
we
around

q,

r are

sytem

analyze
the

is

the

z - axis,

- 26

The

spinning

motion

is
Let

of

of

the

body

unstable.
the

a steady

equations

The

angular

spin
of

exhibits

a certain

proof

this

velocity

rate

motion

Ro

of

about

plus

p and

q are

interest,

a small

we

z - axis

rigidity

is

as

be

expressed

perturbation

but

the

follows.

r.,

as

the

+ R

r = r.

sum

The

become

assumed

then

gyroscopic

statement

the

A6 = (B-C) q (R

+r)

B_ = (C-A) p (Ro

+r.)

C_.

If

can

to

be

positive

consider

(A-B)

or

the

pq.

zero

positive

together

in

definite

form

the

region

Ro

of

2
V

= pq

+ r.

where
V = p

_T

p q

p2

r.r.

B-_C
A

q2_

--gThe

equilibrium

Thus,

when

we

bracket"

term

Ro
p

>

O,

and

have

clusion

is

inertia

can

solution
are

is

have

opposite

that

the

same

signs,
spin

maintained.

new

close

dominated

a rapid

no!tbe

this

sufficiently

in V

and V

of

by

about

is

to

origin,

the

sign

then

system

first

and

the
the

the

the

System
axis

(p,

q,

r.)

the

is
of

(0,

second

"bracketed"

system

term.

.
0,

"square
Therefore

is unstable.

also

unstable.

intermediate

0).

If
The

moment

Ro

if

<

conof

0 and

-27
Example

7,

The

are

are

energy

no

i,

notation

is

as

is

sources,
are

the

, n;

remaining

with

a passive

capacitors,

mutual

elements
_

Network

concerned

inductors,

internal

...

Nonlinear

example

nonlinear

storage

j = m +

_as_ive

following

elements
there

_]

and

resistors.

inductances,

inductors,
elements

or

in

the

nonlinear

I,

ideal

..o

, m

circuit

network

In

this

whose

circuit

transformers.
, and

are

the

The

capacitors,

resistors.

The

follows:
th

ej

= voltage

pf

the

element

= current

in

the

jth

element

J
=

flux

in the

= charge

in

jth

element
th

qj
_....

equationsr
.

o=nv_rn_n_
(1)

for

the

of

the

inductors;

ij

(2)

for

the

circuit

fj

capacitors;

1,

e.3

(_j)

= nonlinear

i,

(q j)_

= f.J

element

are:

...

j = m +

the j

.o.

function

of_j

, n

= nonlinear

function

of

q-3

' _r_'

qm+l,

ij
Thus,
The

the

state

_quilibrium
As

network,

variables,
point

a candidate
we

choose

is
for

the

Xl,

...

assumed

to be x

a Liapunov
stored

, xn,

energy

are_l,
= O,

function
of

.o.

where

for

this

the system:

fj(O)

= 0,

passive

...

(j = i,

resistive

,qn"
...,

n)o

- 28 n

E = V(_)

ej

ij dt

j--I
n

q
(q

j=l

:Z

fj
i

j=

(xj)

) dq

dxj,

where
n

i <0,
J J

resistive

network.

j=
for

a passive

(1)

xj

(z)

Therefore,
Example

the system
8_

This
use
seen

of

[_
example

first

in the

(xj)

>

f J (xj)

dxj

fj

IO

is
RiKid

Thus,

V(x)

stable

in

the

use

integrals.

Consider

the

following

the

motion

if

the

large.

Motion

illustrate

of

function

_.

will

study

a Liapunov

asymptotically
Body

is

of

rigid

of

linear

approximation

system

which

bodies:

xI

=Ax

x2

= Bx I

x3

= XlX2'

(x 3

(x 3

- a)

- b),

is

and

the

frequently

-29
where

A,

where

B,

L,

m,

Stability

We
of

L_and

b are

n are

constants.
E1

xI

E2

Xl=O)x

E3

xI

arbitrary

= L,

change

the

system

coordinates

equations

so

equation

x3

= b

= a

= 0,

that

E 1 is

>,

xI - L

assume

x3

>

0,

0,

then

are

then

two

the

origin.

roots

we

_
one
have

obvious

= x2,

= A

(b-a)Y2

+AY2

Y2

= B

(Yl

Y3'

The

equations

Y3

= x3

- b.

the

+ L)

linear

; if

of

the

the

LB

is

= _

(L2B

--

/_2)

O.

--/_

O,

,,

roots

critical

first

approximation

are

Y3'

+ L ) y2.

, Y2

A(b-a)
--

characteristic

If

at

Yl

for

There

2 = m,

x3

states

are

reasons

= 0,

equilibrium

are

characteristic

The

x2

= 0, x 2

#3 = O1
The

three

constants.

Yl
new

are

of E 1

transformation

The

There

_B0
is

-- L

_-B

, then E 1 and
positive,

case

integrals$

and we

and

= Y2

E 1 is

must

namely,

"

For

physical

E 3 coincide.

2
Vl

BY3 2 = CI

look

unstable.
at

the

If

nonlinear

terms

- 30

and
v2
where
and

Y2

Vl

= V2

thus

and

we

Y3

integral

have

are
we

= 0.

If

stability

initially

see

= (Yl +L>2

that

if

0,

then

in

these

small,

then

Y3

_A
VI

two

remains

(Y3 +

is

b - a)2

positive

variables.

they

remain

small

then

definite

This

small.
Yl

=C2 '

means

From

must

in

also

that

the
remain

Y2

and

Y3

if

second
small.

Thus,

Stability

By

of

(i) E 1 is

stable

(2) E 2 is

unstable

we

see

(2)

Change

E2

The

E3

is

stable

if A

is unstable

the coordinates

at the

characteristic

by

using

Xl

' Y2

origin

in

the

new

Yl

= AY2

(Y3

Y2

= BYl

(Y3

Y3

= YlY2"

roots

>

<

0,

if A

If

_AB

(m-a)(m-b)I

we

have

a critical

the

= x2

>

0.

6 AB

_
case

0,
and

' Y3

- a + m)

- b + m)

to

x3

- m.

the

linear

approximation

are

(m-a) (m-b).

then
the

following

system:

corresponding

O, +

then

if B

E3

Yl

Thus,

0,

that

(i) E 2 is

of

E2

symmetry

Stability

if B

E 3 is

nonlinear

unstable.
terms

If
must

_AB
be

(m-a)(m-b)_

considered

<

0,

I
- 31
An

integral

of

the

system

is

where

= O.

Thus,

B (m-b)
we

Yl

+ A

Example

9,

This
determining

the

to

the

square

of
Let

equations

_lls

inertia
the

root

the
about

concerned

time.
of

the

candidate

_AB

fails

with

+AB

(a-b)y_

>

(m-a)(m-b)_

if

The

the

the

scheme

IAB

of

use

which

time

initial

of motion

rate

Y2

to

of

a Liapunov

will

achieve

reach

rotational
the

zero

satellite

005

(I 3

13_3

(II

- 12) C01c_2

about

the

i th

principal

axls_

and

Ti

Liapunov

I1)

c0 t

is

The

time

derivative

=-2of

(l ltOI2

+ T2

+ T3

'

inertia

the torque

function

12_j22

is

in

spin

fo K a

is proportional

are

I2d)

function
zero

be

the

axis,
input

I3_

I i is
about

the
the

tota____l
rotational

I
V

energy.

% + T1 ,

the

rotation

- I3)_2

i th

0,

(m-a)(m-b)_

I1_1 = (I2

for

= C,

Body ,Motion

stabilization

in fLnite

The

where

is

if

analysis

Ei_i d

example

satellite

this

[_

(m-a)

conclude

(i) E 3 is unstable

(3)

moment
i th axis.
_:

- 32
If

we

choose

the

input

T_
then

we

torques

the

time

o<_--

2_/_

v (x(t))

to reach

zero

T - t,0
V(O)

Example

= O at

i0 _

- degree

Let

qi

is

of

positive

this

definite

of

I __T

dqi
dt

_
Pi

Define
a Liapunov
definite
derivative

of

(i =

function.

of

(x(t_))

Theore_

stability

can

be

form

this

s_*m

_V
--_q--_

i,

of

the

equilibrium

through

coordinates

q.

The

the
and

system.

The

use

Pi

be

point
of

energy,

coefficients

of

an

Liapunov

the

potential

kinetic

in _ with

functions.

generalized
enerRy,

T = T_,_,

analytic

= V_),
is

in _I-

The

are:

, (i = I'

o..,

of

proved

conservative

the l{amiltonian

with

/V<
Xo)

function

_ T=
_qi

'

/v

is

positional

quadratic

motion

the

system

holonomic

definite

equations

on

generalized

a positive

2oi

--

rotation.

theorem

the

rotation

Sagrange's

of freedom

be

moments

zero

_I_

Lagrange's
n

17

find

---

since

to be

=-

Thus

"'"

' n)

n).

to

be

By

definition

respect

to

the

H along

the

H = V + T.
of

T and

equilibrium

trajectories

of

This
V,

we

point

_,

the

system

will

be

have

that

=
is

_,
:

our
H
O_.

candidate
is

positive

The

time

for

P
P

- 33

_qi

_pl

= hl D.

_qi _Pl
from
is

the

canonical

form

of

DH

_0,

_Pl _i

the

equations

of motion.

Thus,

the

equilibrium

an

instability

position

stable.

Exmpl

II,

[_

Dealing

the

same

conservative

the

same

as

Let

definite

at

the

as

, Theorem

with

theory.

are

Instability

be

rest

or

in

the

system_we
previous

equilibrium

point.

now

prove

example,
The

but

now

is

canonical

equations

following

forms:

negative
of

motion

before:

qi -- ___H

l; i

where

where

H = T

Ui

+ V

_q)

We

i th

are

now

expand

degree

and

where

for

The

-V

in the

+ ".+i_)+ "'"

homogeneous

forms

in _,

and

>/ 2,

are
q,

then

candidate

constants,

___ a

for

and

A_Q)
is

"Liapunov

= 0.

Since

positive

and

definite.

function"

is

n
V/
where

and

--zI.. t+z

any

II

-v= %_)

n
2T

=-'_

V I has

a variable

sign.

The

=
time

derivative

,
of V I i8

34

(Pi

qi

Pi qi )

i = I
n
=

_H

_
i=l

(Pi

_H

_P---_--qi_q-_)

"_.._T

_ Um

_ Um+l
+

_
i =

(Pi

_Pi

qi _qi

+qi

_qi

"'')

--_

qj

_ Aik

i,j ,K = i
Apply

Xuler's

theorem

on

homogeneous

=
i,j

+ImUm
The

= i

functions

variable

= i

bracketed

term

positive
n

coefficient

Aij

...

is

continuous

positive
system

the

rest

Example

shown

point

12,

"

this

zero

since

and

the

is

in

be unstable

the
the

lead

alj

V 1 has

above

_,

"_qk

The

respect

can

the

variable

is

be

bracketed

in

because

the

made

positive

sign

to P

variable

second

m Um,

coefficient
term

is

definite.

the

also
Thus,

neighborhood

of

Theorem
conservative
of

system,

the

rest

condition.

is

The

= - H

_
i

P_q_.
=

except

point.

V2

_qk

definite.

neighborhood
this

with

, since

= 0.
term,

positive

under

_Aii

to

Instability

consider

definite

qk

at K

since

VI

following:

7"

compared

and

[_

indefinite
to

as

is unstable

Again,
is

in K

definite

the

small,

the

PiPj I

k =

K =
sufficiently

give

_Aij

i,j

is

"

I) Um+l

first

(m+

to

zl z

aiJPiPJ

Pk

_ qj

V I

Pi

The

- function

now

we

system
used

assume
can

that
be

to prove

- 35

th

Assume

that

the

potential

can

be

wrltten

as

any

region

since

- T

where

0.

-H =

- T + U m is

Therefore,

we

positive,

define

degree

homogeneous

form,

Um > = o.

v = - um ,
In

an m

the

UmmmSt

re_ion

be
as

positive

that

also

region

in

the

neighborhood
-a

>

The

time

of

0.

In

the

region

derivative

V2

rest

C, V 2
of

= - _

point

_ n
i,j

>

V 2 is

where
0 and

given

aijPiPj
=

_
i = I
on

_iqi

the

> 0

boundary

and

of

region

C,

V2

= 0.

by:

_n
i,j

(Aij

= i

k =

m_Um,
where

in

the

= 0.

The

bracketed

neighborhood

Example

13,

This

of

example

the

rest

Nuclear
deals

with

knowledge

of

responses

toc

suddenly

effecting

the

optimal

design

equations

for

a class

of

effects,

the

term

inherent

is

non-negative

U m and

the

are

positive

Dynamics

kinetic

stability

of

changes
of

analysis
the
in

control

homogeneous

of

reactor

a nuclear

and

reactivity

systems.

reactors,

d dtlogV

'

- Pe

the

are

The

neglecting

o< >0

'

reactor.

character

important

system

is

dt

-a

point.

Reactor

induced

and

the

of

The

of

its

relative

nonlinear

delayed

neutron

to

- 36 where
E = reactivity,
P = total

power generated in the reactor

Pe = total

> 0,

power extracted from the reactor,

T = reactor temperature (T = _ at the _eactor's equilibrium

-o< = temperature coefficient
q_ = meanlifetime

point),

of reactivity,

of the neutrons,

= thermal capacity
The two operating conditions which will

be considered are

(A) Constant power extraction:

Pe = Po ,

(B) Newton's Law of Cooling:

Pe = _ (T-To),

where Po >

0, _ > 0, To <

0, and To is the ambient temperature of the

surrounding medium.
The problem is to study the "stability
point (P, T) _ (Pc,
equations
where

can

(-

log

be

"C_ is
o_

function.

The

enerKy

the

the

Log

of

for

system

and

the

generalized

describing

the

component

and

o____T
is
"C
(P

- Pe)

the

Liapunov

The

generalized

of

the
is

- ee)

_(Lg

energy

is
2

2_

and

motion

of

of the equilibrium
(B).

The

a sphere

"displacement",

corresponding
the

is the

system
on

=<T
_C

a surface
is

the

"acceleration"

generalized

potential

P)

Peo
kinetic

(A)

function

(P
Log

as

conditions

component,

"mass",

candidate

of the

operating

horizontal

"velocity"

component,

total

for

thought

P) is

corresponding

O)

conditions"

"forcing"

Hamiltonian

energy

is

or

- 37
Thus,

for

this
Log
p

I
L/

CO

is

For

(P - Pe)

where

CO

a constant

-Po

>

>

(Log

to,

the

neighborhood

determined

(A),

- Po

0 in

all

For

sum

of the

above

two

terms

is

a constant,

P)

_.__
2_

T2

= Co

Peo

operation

= P

system)the

Log
where

conservative

Pe

by

= Po

Log

P/Po

a n_ghborhood

then

of

operation

is

positive

(Po,
(B),

O)
Pe

the

initial

= constant.

oc__e T2
2_

of

(Po,

Thus,

the

- function

becomes

= Co,

0).

definite

conditions.

Since

and V

= O.
any

>

0 and

constant

The

system

if

P( >

0 and

for

(T

- To)

where

To

O.

_To?

(Log

P)

o_____6T2

is

stabl_______e
in

T.
Thus,

the V

becomes

Log

f
Log

or

(LOg

P)

_T

_T

Peo

using

d
we

IP

d dtLo_ P I

dt

_'-_
_

T2

dt

_.

ToO

have
t

V1

Since
is

positive

Co

_o_
Z"

__

_To

definite

_o

+
for

T2

_Zo
P

>

dt

Log

_To

0 and

all

2--_

and

since

for

V1

= - _

'2"

T2

Co;

- function

- 38
is

negative

semi-deflnite,

neighborhood

Example

14,

In

of

we

consider

a heterogeneous
with

heat

is

point

HeteroKeneous

example

- media

reactor

equilibrium

[_

this

behavior
of

of the

the

asymptotically

(o

To,

in

the

).

Reactor
a heterogeneous

reactor

generated

stable

with

unit

each

medium

in

reactor
average
is

The

power

given

dynamic

and

consisting

by:

dLO Pdt
="

Tj ,

>

0,

Xij

(i =

I,

...,

(T i

- Tj),

n)

where

= P(t)

reactor
stationary

power
power

>

0,

T i = Ti(t ) = deviation
of the tem_rature
temperature
in the i_medium,

i =

_i

temperature
mean

= heat

= thermal

xlj

of

the

equilibrium

coefficient
of reactivitz,
life
of neutrons

capacity

= fraction

from

th
i_
medium,

of
power

conductivity

generated

from

in

the

the

ith

medium,

ith

medium

to

Xij

= Xji

the

jt-_hmedium.

Also,

the

effect

of

delayed

neutrons

is

neglected_

_ and

DO
i
...

= Tn

= 0.

I.

The

null

or

equilibrium

solution

is

P =

l, T I = T 2 =

- 39 The
case

of
The

stability
two

media;

defining

d(Lo_
dt

analysis

P)

the

of

analysis

equations

the

_ _ITI

null

would

solution

be

similar

will
for

be discussed
the

th
n--

order

for

the

reactor.

are

___2T 2

_i'_i--?l(P-l)
- x (Zl- z2),
E_2

--_ (P-l)- x (T2 - Zl),

where

= XI2

if we

change

= X21
the

and_

i + _2

variables

as

given

i,

TI - T2

p--

system

is

d LoR
dt
d_
dt

given

+f2

lff2

by:

__T

_QQ

P-l,

(r -

d'f =
and

the

null
(P,

>

" :<zE2 - :<2EI

_'z

new

<i +<2
_i
+E2

solution
T, Q)

is
_

(i,

O,

equations

+62T 2 ,

T =

The

above

below:

Q-- _iZl

e"

The

0).

1)

are

simplified

-40A Liapunov function of the above system is formed in the following

P

'

dt

"_P

=-

way:

thus,
T
dtdVl

d(Lo_
P)dt

d(Lg
6_dt P)_-6_Q

Q Q

I_' I/_ I

- _T'12/_2

T2
=-

--

= d--'_"

The
V

= V I

null

d(Lo_
dt

_g

solution

is

- i as a Liapunov

_IE2

>

P)

such

that

, then

o<

_
I

Example

15_

This

the

where

delayed

this

reactor

_T
2(_i/61

point

is

VI

is

-V2/62)

_>V2/_

positive
locally

i;
2

definite

thus,

we

choose

and

and

asymptotically

is negative

stable

is a simple

Reactor
stability

action

is

problem

of

The

considered.

= k-____
n

a homogeneous

defi_ing

kC

L
C

/_C

n_

L
=
K-=

an
Ko

- gT
--

rT

,
, r

>

",t

T2

Homogeneous

neutron

_ 2/_'2

_ i/_i
dt

>o_
2

Eg]

example

at

If _I/_i

>
(2)

P + 1/2 6-q

function.

Therefore,

dI_

dt

_i

semldefinite.

d(1/2%Q2# +

reactor

equations

are

if

41

where
n = neutron

density,

c = delayed

neutron

T =

temperature,

reactor

precursor

concentration,

K = reactivity,
, L
Since

and

are

positive

=
or

zero,

physical

constants.

a candidate

for

the

Liapunov

function

is

q-

q-

where

Thus,
nCT

if K o
- space;

Example
The

16,

0,

thus,

kinetic

all

solutions

the

reactor

eventually

eventually

'_ewton
equations

-_st

Law

for

= z

of

shuts

Coollng"

a Newton

reach

Law

the

an

of

Cooling

reactor

- gT,

FI(T )

odd

--F 2(T),

F2(T )

even

F2(O)

= 0,

function

of

function
>

O,

the

Reactor

n,'_.

= Xo--FI(T)

in

off.

L
=

origin

T,

of
>

0,

T,
L

>

model

are

- 42
Analyzing
gives,

If

the stability
"in

the

the small",
(I)

for

Ko

(2)

for

Ko

nonlinear

following

of

the

the
<
>

terms

equilibrium

solution,

(n, T)

(0,

0),

following:
0,

the

system

is

0,

the

system

is unstable.

are

now

asymptotically

considered,

Liapunov

stable

theory

in

produces

the

small,

the

results.

(i) Choose
T
VI

_ an
+

IFI(T)

- F2

(T)_

dt,

where

_1

anK'o

resulting

in

is asymptotically

= T = 0

and
or

_F 1
if K o

origin
(2)

the

(t)
>

along

--giFl

(T)

F2

(T)_

T;

following,

F2

stable

(T)}

0, and

for

all

initial

>/ 0 for

all

T.

if _FI(T )

the T-axis,

then

+ F2
n

= T

(T)_
= 0

conditions

when

if K

0 for

Also,

___ 0

in

the

is unstable

by

>

Ko

any

temperature,

neighborhood
Liapunov

of

the

theory

Choose
V2

_an

V2

= anKo

where

resulting
n

= T

and
or

in

= 0 is

FI(T ) T
if

Ko

>

the

n - g Fi<T> ;

following,

asymptotically
_

- aF2

0 and

0, and

F2(T)
if

FI(T)

stable
>/ 0
T

for

for
_

all

all
T.

0 and

initial
Also,
F2(T )

conditions
if

.__ 0

> 0
in

the

when
for

any

Ko

temperature,

nelgh_rhood

of

- 43
the

origin

along

There
field,

such

Example

nuclear

reference
media

The

in

problem

Liapunov

their

but

The

considered

dt

d LoOP

the

stability

thus,

o_

use
their
in

(x)

the

is

problem

extension

conductivity,

(x, t)

X,

satisfies

c< (x)

constant

>i

reactor-

The

medium

equations
a

'_iapunov-

presented
are

of

here.

listed

the

governing

in

n-distinct
equations

are

dx,

_2T

thermal

the

a continuous

example

dT(x,t)
dt
where

in

a Hamiltonian,

example.

used

differential

their

continuum

a previous

of

of ordinary

authors

the

being

is unstable.

Reactor

considered
is

in

dynamic

solution

Medium

analysis;

problem

theory

15_

theory

assumptions

14,

the

applicable

"shut-down"

of Liapunov
_3,

considers

physical

the

Continuous

example

function,

then

examples

_I,!_

directly

The

- axis,

references

reactor.

is not

other

as,

17,

This

like"

are

the

<<

i,

the

reactor,

0,

>i 0,

and

the

functions

=<(x)

and

--

power

temperature,

(x)

are

of

of the

same

order;

this

means

physically
the

local

is

(P, T)

that

the

negative

heat

is generated

temperature

_---(I, 0).

Thus,

predominantly

coefficient
the

problem

is
is to

large.
find

at

locations
The

the

where

equilibrium

sufficient

solution
conditions

-44for damping the power oscillations

of the reactor in the neighborhood of (i,

Because0 < X < < I, the first

approximation TI and PI for T and P

must satisfy
t

i,,
For

this

approximation

characterized
constant

HI

where

the

second
and

by

in

time

first

term

the

and

about

term

or

is defined

by

dt

on

the

a generalized

second

motion

a '_{amiltonian"

expression

The

the

for

right

the

approximation

a '_Liapunov

point

function",

is a generalized
energy.

time

is

equilibrium

potential
TI,

the

From

derivative

obtained

of

by

P1

- Log

substituting

dx,

and

"system"

shown

is

PII

energy

first

H I is

be

H I , which

kinetic
the

can

to

equation

be

T 1 into

the

zero.

_2T

2
of

the

second

"system"

equation;

thus,

= x
The

Hamiltonlan,

definite.

The

H2
time

, is

constructed

derivative

of

in

an

analogous

man_er

and

is

positive

H 2 is

dx_

dt
where

the

"system"

term

(PI

in

equation.

The

integral

- i)

dt

_(x)

is

inherently

in

_2

can

be

negative
written

_
because

as:

(x)
of

the

first

0).

- 45 x

(x)

dx

lira

h-_o
x

where

the

final

integrals

integral

because

on

o< (x)

the

and

right

dominates

(x)

are of

the

sum

similar

of

the

other

ordering.

two

Thus,

(x)

which

implies

nonincreas
Example

18,

_5]

method

which

vertical

terms

of

--_0

and

the reactor

H2

-_ 0,

about

(I,

0)

are

of

in

the

of

the
and

the

the

moment

-- projection

-- distance

-- forward

moment

of

of

from

fire.

trajectory
of

of

projectile

gravity

of

motion

of

inertia

inertia
of

motion

combination

the

the

equations

= polar

rotational

line

center

of ,a Projectile

linear

axis

projectlon
that

of
of

the

plane

assumed

oscillatlons

_t_on

stability

Chetaev's

above

the

dx

ing.

The

angle

that

(x)

of
moves

Integrals.

Let

with

angle

the

o_

center

linearly

transverse

angular

velocity

c.g.

center

resistance.

is

first

forms
The

a projectile

its

and

projection

is measured
of

analyzed

gravity.
uniformly.

be

by
the

upon

the

between
It

the

is
Other

are:

about

to

of

axis

of pressure

through

the

center

of

gravity

- 46 The equations of motion are

2
A _ + A _

sin _

2A _sin

_cos

The

_-

equilibrium

Thus,

the

motion

The

the

first

equilibrium

F1 =
the

momentum

F2

= A

that

dFl
dt

is,

sign.
V

first

can

form

a new

FI

F2

Ag<

f.

Therefore,

sin

cos_,

is

oi =

oi

the

equations

_
of

Oe

distributed

integral,

+oc cos @ ) + eR (cos_<cos@ - 1),

be shown

now

locally,

.2

integrals.

+ 1/2 A_

V,

energy

oK. -- c_CoS

We

e R

eR sin_<..

considered

the

Cn (cos olcos

dF2
dt

= 1/2

position.

.2

( _sin

and

integral,

Both

be

are

2 (@

cos

consideration

can

integrals

+ Cn _

under

equations

and

--Cn
_

solution

above

about

cos_

terms

to

COS o<.)

- 1).

be_ero;

Neither
first

sin

thus

F I nor

F2

F I and

F 2 are

is definite

respect

to

integral:

+ 2A%_<@+<Cnk--eR)@
- ZA_

with

constants,

ol + (_X-- eR)o<

rd
no

lower

is positive
for stability

than

definite
we

3
if

require

order
the

quadratic

forms

that

C2 n 2

--

4A

e R

>

are

positive

definite

- 47
which

gives

jectile
center

such
of

Example

derived

axis

We

_
example,

for

with

an

the

the

will

have

angle

follow

of

the

rotational
tangent

unstable

motion

22
Cn

m4AeR

the

and

of

sufficient

a gyroscope

incompressible

to

the

of

the

trajectory

proof

the

d0.

Gyroscope

necessary

motion

if

Liquid-Filled

motion

ideal,

of

conditions

containing

liquid.

The

an

for

stability

ellipsoidal

terms

cavity

involved

in

this

are:
LI,

p,

AI,

limit

the

gravity.

this

problem

lower

that

19,

In

filled

the

L2,

Components
of
of the gravity

the angular
forces,

q,

Components
of
of the
gyroscope,

the instantaneous

angular

1/2 rot

PI'

ql'

rl

Components
velocity,

of

el,

A2,

C2

Moments

inertia

Eccentricity

are

Mass

Weight

Distance

Direction

a=b,

of

of

semi-axes,

weight

of

the
of

of

the

the

, where

the

of

is

liquid

the

velocity

the

and

moment

rectilinear

solids.

ellipsoid,

and A 2
liquid

momentum

in

(i

the

- 6)

C2 ,

cavity,

system,

from

fixed

cosines

vector

point

to

c.g.,

the

line

of

of

in the

given

action

coordinate

of

the

system,

where

LI

Ph

_2

and

L 2

=-

Ph

_I

-48
The equations

of motion

Pl

rl

{_

ql

- rl

rI

Thus,

(I - _)

(i

Pl-

A2_ I

Alq

A2q I

-P(Clr

Cl_

C_.rl

the

case

+_)p_

- qlp),

(_'ir

A2

qr

I)

C2r I)

(Plq

- qlP)

LI,

L2,
=

0,

3,

of

assuming

+E)q_

(i

(plq

AlP

For

are

ql-

a very
that

the

thin

shell,

fixed

the

point

shell's

is

the

moments

c.g.

and

of

inertia

are

that
2

AI

(a 2

+ E2)

, CI

= 0,

2
C2

the

middle

three

equations,

above,

2
5

The

first

integrals

of

the

reduce

p =-_.
q

A2

-G)

_ )r 1

ql(1-_)

ot

are

FI

p2

F2

pl 2 +

+ Eq

system

to

F3

(i

2ppl

q2

ql 2

2qq I

I
i

+
-

2
rI

_
6
1+2
,
I
-

rl 2

r12"

neglected.

- 49

Eliminating

The

r I gives

linear

V1 =

p2

V2

2pp I

+ q2

2qq I

( pl 2

i+2_
i
+
_

--

positive

definite

VI

= 0,

This

stability)with
of

the

ql 2 )

q2)

(p

_ V2

if
4+5_
(i +E)2

and

combination

is

the

respect

gyroscope

conditions

gives

are

to

about
given

(1)

__

(2)

q<-

necessary

the

its

and

variables

vertical

>

O)

sufficient

p, q,

position

Pl,
of

conditions

ql) f

the

for

motion

equilibrium.

These

>

as

Oj(a2>

c2),

or

Example

20,

This

_ .....
example

of

the

no

frictional

present.

4/_(c

regular

The

2 > 9a2).

G_roscope
considers

precession
forces

on

important

the
of

the

Gimbals.

sufficient

a gyroscope
gimbal

terms

/=
AI,

on

axes,

condltionsfor
on gimbals.
only

stability
There

gravitational

is

of

assumed

forces

motion
to

are

are

angle

of

nutatlon,

angle

of

precession,

angle

of

rotation

of

the

gyroscope,

A,:B, C

principle

moments

of

inertia

of

the

gyroscope,

B I, C I

principle

moments

of

inertia

of

the

inner

gimbal,

be

- 50 -

(0, O,

A2

moment

of

inertia

weight

of

the

Zo)

coordinates

The

equations

of

of

motion
C d__
dt

of

the

gyroscope
the

outer

and

center

ring

the

of

inner

ring

gravity.

are
( _' +

_'Cos

_)

0,

.2

(A+ AI)_" (A +
P_oSln

d-_
The

(A +
first

B1

0,

B1)

lin

integrals

for

C(

this

(A +

system

Cos

Cos_+

C1

Co_

are

BI)_W/n2_)

C(

_'+

_Co_)Cos_+

+ ci_cos
2_ + A2p,

h = CA A1)_
2 + (A BI)_

_ (__os_)_ + _?
Consider

the equilibrium

condition

defined

by:

=Oo=consta.t

= _ _=o=_=_
= constant
where

(A + B I - CI)_

For

regular

precession,

Cos

@_

_ols

- C cO_+

not

equal

p _s

to

0 or

sin

-_-

_o

" O.

+ A2_

- 51
We now apply the following

r
The first

integrals

transformation

=_+

corresponding

_3

to the equations

of motion:

to the new coordinates,

Vl

-p

+ higher
V3

+ higher
order
ten,

order

terms,

_ 3 = constant,

where

. = (A+ B1 - Cl)-d'b(Cos
2eo- I_..2@0) ,
E = (A + Bl)sin2_o

+ CiCos2_o

+ A 2,

F = (A+B 1 - cI) Cos Go sin_9o.

A candidate

for a Liapunov

V = V1
where V
D _this

- 2 _V

= O.

function
2C( _Cos

V is positive

C _3_Cos

is the sufficient

_o

definite

(_o+ p _Z.Cos
condition

is

2
-60) V 3

C
A + BI

2
V 3
-C_

if
<.0;

for stability

of the regular

precession.

- 52
If we

now

use

_f_2

to

define

on

gimbals

the

equation

above,

(Do + p _o

_ c uO_sin

_o , the

given

stability

namely,

sin

condition

_o
for

= 0,
the

regular

the

stability

is with

It

shown

can

be

necessary

motion

and

reference

from

the

sufficient

to _),

above

_,

Liapunov

condition

for

of

about

the

motion

The

gyroscope

taken

the
into

above

where

the

definite

dissipation

the

perturbed

and

>

a gyroscope

0.

r.

function
stability

that
of

if

the

The

+ b

_o

= 0,

unperturbed

i'
motion

uniform

p e_

rotation
_J_

and

of

0.

the

outer

a uniform

rotation

with

the

equilibrium

friction

of

solution

is

the

gimbals

are

:
function

is

+ c

a,

. c_+

velocity

= 0,

constants
in

angular

consideration.

2
I

case,

equations

is the

velocity

=_,,

Rayleigh

2_ : a

case

with

angular

s;?,_;
the

this

axis

with

transformation

and

in

a vertical

Consider
being

of

is

unperturbed

ring

-C 1

(A + B I _ Cl ) _j_2

The

precession

is

A + B1
This

b,

2'
are

c, e,
_

+ 2e
f,

and

g are

Thus,

the

such

+ 2f_ _i
that

variational

f,

is positive
equations

for

- 53 -

(A 2

We

now

C 1)

consider

2 +

a Liapunov

= .

(g

function

_1+

of

b_

the

same

2 +

e_)_

form

as

before:

c l)

Thus,

>

0 and

if

CA+ BI-Cl)_ 2- C_+

for

sufficiently

--_

and

small

_'--

asymptotically

Example

21_

This
a top

with

curvature.

[18_

Then

which

when

of

considers

the

base

important

the

is

stable

stability

terms

center
are

= 0,

without

forces

a Ti_pe

whose

< 0

motion,

dissipation

Motion

a spherical
_he

O0 - _

stable

example

p _o<_(_

are

friction

O,

becomes

present.

- To_
of

a "tippe

of gravity

- top";
is below

that
the

is,

center

of

- 54 p, q, r = projection of the instantaneous value of the angular

velocity on the moving coordinate system,
_2'

_3

direction
gravity,

A m B,

The

equations

= angular

dx
dt

m velocity

of

of

the

moments

of

inertia

principal

L.o

cosines
mg,

momentum
of

c.g.

CA -

C_

m a

From
and

the

sphere,

= center

of

the

sphere

_3

pr

"

"

equations

_/_j

y-2 u

a
_

_i g

-_)

the

about

the

force

of

top,

the

c.g.,

w),

c.g.

(a

_3

-_)

v =m

- m a

_l_r_

- m g

energy

integral,

_2'

_I'

0,

lq),

there

_2 r,

results

one

two

momentum

the

top

integrals,

relationship
_12+

Our

to

of

are

m(a

of

top

(u, v,

of

motion

i J-

(_2

these
the

C)

the

= radius

+ (c- A)qr +
A_

of

direction

problem

is to

consider

the

_22+

stability

_32

of

-- i.

rotation

of

about

its

- 55 vertical

axis; that is,

the unperturbed motion is

u =v =w = 0,
p=q=0,
r = r o = constant,

_3

The

=1.

transformation

equations

giving

the

perturbed

motion

are

or

2 _2-=_ t3,

4= _, _i From

the

perturbed

equations,

the

first

)
+

V4

- A)

roE(C

(C + m

- A)

integrals

VI,

V2,

V3,

V 4 are

formed:

',--.a' &,, r,

V3

_- _"

) - C m

(C + ma2)-

c_jg'

3 +

Cm _2___ _"3

--

2 _'4

m a to,

E c(a-_)

- 56
The

choice

for

a Liapunov

function

is

2
V
where

VI

_ V2

2(rag

{., +7,J)[C

_V3

_V

V4'

if

a ro

( A

_(a-

- C)

--

_)_

2)

2
ro E

m a

(a

-_

a(A

C)

+ A Li - m C,2(a

and
C_r 2-

(a -_)_m
2

_ (g +

a ro

aro<<A- C> [ c + ,,,a (A - t>]

_he

linear

stable

terms

about
(1)

in Y

the

A2

>

drop

vertical

out.
axis

is

positive

definite

and

thus

if

0,

(2> 4 _A I - A_ >0,
(3)

A2A 4

- A

(4> 7,_ >

O,

(s) A

>o,

,'1-

2
3

>

0,

where

At

= A

+ _(a-b 2 ,

A2

2A 3
A4

C
=

Ca
2
r o

2 m
E_

2_m

/_ C

[C

re

- A
(a-

_)J

2
m

(I +_A)

7 _-

4_

As = a [- 2 _ r (a-I,>(1 ,/_c> +
+

(2tim

(a 2

r e

+ /_ )]

the

top

is

-_0

- 57

Example
22,
The
rotors

problem

Let

tion of a rostat

problem

T2

of

, whose

being

0 be

a gyrostat

axes

are

analyzed

the

origin

is

of

consisting

fixed

a free

fixed

in TI,

of

the

is now

gyrostat

in

Cartesian

rigid

body

considered.

the

The

Newtonian

coordinate

T I and

system,

the

particular

force

field.

_ '7

' and

coinciding
moves

in

moving
axes

with

a Newtonian

coordinate
of

the

central

system

inertia

of
A,

center

the
B,

x,

of

gravitational
y

and

The

= principal

= mass

---combined

of

p,

k3

q,

For
where
for

k(t)
U

and

u=

free
is
the

gyrostat

a bounded
motion

terms

central

and

with
used

the

in

axes

of

problem

._v,_m

of

TI

and

are:

T
cosines

of

the

radius

vector

angular

momentum

of

= components

of

angular

velocity

of T I

= direction

cosines

= Newtonian

potential.

= C,

continuous

equations

central

To

of

have

the

inertia

components

we

of

principal

this

moments

kI

function

are

given

between

xyz

k3

of

time.

by

2R

the

gyrostat

The

gyrostat

= direction

k2,

attraction.

field,

z coincides

gyrostat.

mass

kl,

gravitation

'

0,

T2

- system

k2

Thus,

the

and

k(t),

equation

-axis

- 58 Ap +

(A-

B)qr

rk(t)

(A - B)_ 3 f_'2,

R3
B _ + k(t)

The

= 0

(B - A)

first
Bq

integrals
+

which

is

pq

k(t)

pk(t)

_R

(B

- A)_2

TI.

are
=

+
the

+
energy

constant,

(p

2 2

integral,

+ r )
and

-- 2U

the

next

constant,

equation

is

the

angular

momentum

integral,

(ml
Further,

we

have

the

trivial

+ k(t)) _2

Ar

Y3

= constant

relationships
2

_l +'I"2 + "g3-- l,

3
The
center

of

solution

introduction
mass
of

the

of

of

the

spherical

system,

equations

of

coordinates,

admits

the

1.

whose

following

origin

form

for

coincides
the

with

the

particular

motion:
-i

p = r = 0,

= B

3:0

(ll - k(t)),

2:1

2= 0, _71= si_(t), _3 _ cost(t),

=

These

equations

orbit_wlth

_L)--

describe

radius

Ro

and

the
with

q(t).

motion

of

constant

the

center

angular

of

mass

veloclty_;

on

the
and

circular
they

describe

the

- 59 rotation

of the gyrostat

about its

axis of symmetry with angular velocity

while the rotor performs a prescribed

We

now

determine

First
to

the

we

the

Liapunov

change

equations

the

of

the

transformed

VI

= MRo

of this
applying

that

Bq +

k(t)

non-perturbed
the

= H.

motion.

following

R = Ro + x3_:_+

equations

__

by

such

relationships

motion:

_2 MRotO 2

stability

variables

(2:l+x2
From

motion

q_

M_

get

following

first

integrals

(B R_- A)_

Ro 5

"

the

MRo

_2Ro

we

;4

x3

x3
2

4MRoUJx3x

(p2

-MRo2_D_-+9

The

XlX 2

xI

stability

r2)

,5_(B _-3A) q_ 2+
+

higher

(p

higher

= constant,

of

the

Liapunov

function

by

function

is

.-- 2,2
_a<o x 4

2MRo

order

_4

terms

_e

= constant,

44 + 2mo_x3 + 2_ x3;4+M_x 2 +

v2 =_

V3

: VI

\/_I

_03 )

order

terms

V4

_12

non-perturbed
Chetaev's

- 2_0_2

-V 3 )

x2

xI

= constant,
+

motion

method.

_32

is
The

OOV 4

x_

2x 2.

investigated
candidate

AIV22

by

for

constructing

a Liapunov

+_2V32,

- 60
where

1 and

2 are

consta_ots

is

a positive

>
and

if

all

principal

diagonal

minors

of

definite

the

form

,H_

A_

determinant

if

of

Cij

are

positive:
i,

c_,j = cjl

ell

> i_ Ro2_

3 M CO2

j = 1,2,3,4,

3 (B- A)

c12: 2 _IM Ro _, c13: 2_ IMRo _ _,

C14

In most
on

Cij

rotor,

2 _

C22

2
MRo

C34

- U)+

_]

cases

_land

satisfied.

whose

angular

23,

This
with

= _ _ +_ i__,

H,

T_s,

_2
the

momentum

can

be

so

non-perturbed

satisfies

I_iquid-Filled

to

is

of

the

chosen

such

motion

that

of

the

a gyrostat

conditions
with

one

condition
+

K(t)

- A_J

>

O,

the

equations.

variation
The

_umber

of

of

the

linear

of

these
of

of

the

stability

parameters

Examples

center

stability

Rockets

with

relationships.

projections

time

conae_ned

a finite

integral

coordinates
the

problem

respect

through

The

4
_

stable.

Example

or

_ iM

_, _4 : _ _o_ ,_

Bq
is

2
+

0_: __

practical
are

IHRo_,

gravity

of

the

motion

which

of

these

a bounded

momentum

parameters

studies

of

is
of

the

continuous

describe

the

parameters
volume

medium

described

of

by

a continuous

of
on

motion

could

be

continuous
certain

ordinary
medium

media

the
medium,

axes.

differential
with

respect

- 61 to the above mentioned parameters will

of

the

motion

The

of

particular

a rotating

solid,

describing

the

momentum

of

partially

is

of

the

that

its

mainly

in

body.

The

question

so

far

as

to

consider

to

all

on

this

the

motion

mentioned

variables

system.
continuum.)

(A = B,

C),

(There

but

are

an

surface

the

as

the

the

to

motion
that
all

of

infinite

ideal,

cavity

stability

of

In

of motion
motion

of

the

liquid.

is,

the

stability

that

the

of

constant.

is

an

has

The

liquid

functions.
bodies,
motion

we
of

it

solid

body

This

leads

to

relative
the

to

in

is natural
relative
and

the

the

the

of

influence

conditional

certain

motion

because

inter-

solid

important

connection
of

are

the

the

of variables

and

liquid

system

determine

or

revolution

our

of

of

angular

solid

the

is only

this

the

the

a completely

If

the

liquid

motion

to parameters

is a body

continuous

the

stability

number

of

liquid-filled

of

of

non-compressible

assumed

stability

them

with

inertia

is

a whole.

characterize

of

ellipsoid.

are

with

stability

body

the

respect

solid

is
of

the

pressure

of

of

above;
not

and
of

dealing

the

the

the

and

question

to

liquid

ellipsoid

question

due

The

axis

with

is a free

central

at

which

and

solid

pressure

effects

variables

stability
the

it

the projections

solid

the

of

stability

the

with

the

the

cavity,

problems

ested

is

liquld-filled

velocity

stability

considered

cavity.

the

coincides

being

This

revolution

surface,

In

of

liquid.

Also,

axis

such

llquid-filled

ellipsoid

free

with

conditional

medium.

example

motion

the

homogeneous.

whose

a continuous

be called the

this

liquid

ones

of

mechanical
is

- 62
The

terms

used

OIXlYIZ

0 X Y

this

fixed

axes

_2'

Vl,

in

_3

v2,

moving

It

= - a

energy

of

the

liquid

kinetic

=velocity

of

tion
it
act.

is

to

a small

assumed

velocity

mass

of

the

solid

v z = velocity

of

fluid

L3

of

momentum

density

with

only

of

due

force

that

the

particles

liquid

the
the

liquid
fluid

to

air

function

of

the

of

mass

the

constant
of

the

of

=moment

segment

that

point

angular

the

mass

cosines

T2 =

v3

of

solid

solid

_3

motion

the

center

the

is assumed

rectilinear

with

the

of

g2'g3

LI, L 2,

at

energy

= volume

gl'

O,

T I = kinetic

MI =

Vy,

are

axes;

=dlrectiOn

_0 i,_2,003

Vx,

problem

center

pressure

velocity;
flat

momen_

pressure.

of

this

trajectory

overturning

air

the
is

whole

the

system

is

well-known

of

a missile.

of

the

forces

approxima-

For
of

in

this

air

missile

pressure

- 63
The
mass

equations

of

motion

of

the

system

21

relative

to

the

center

of

are
A_I

gl

(C - A) C02603+_

2 U3-_J3_2=

A_2 + &2+ CA 0)%%+%

dt _
-C03

gl_ g3 a_,

+ _ + % _:-_3
EVy+

v2

6)3x-

a _2,

+%

C01_

=-

i__. _p

d
d

-_)i_

v2

v_

+O..)3x-(,#Jl_ 1

v3

-l-_31v

_J.J2x_

+ C01y-

_x
vI

- --i

+#._-013

y1

9y

Lv_

V3

c"-

-_2L vx + Vl
9v__
x + _-_
9x
_y

Applying
about
of
the

its

motlom

the

mass
of

relative

_J
_V___

general

cen&er,
a solid

motion

'l
+_2 _-u--)3yl= - _I 9__

theorems

on

we

obtain

some

with

liquid

in

of

the

system
TI

relative
of the

its

motion
first

of

a mechanlcal

integrals

cavity,

The

total

= constant,

is
+

T2

_3

_L

of

the

kinetic

system
equations
energy

of

- 64

The

integral

of

areas

is

where

and

g3
%*

Since

= B

and

L3

= 0,

then_J3is

a constant

and

Now
ing

we

steady

consider
motion

of

g _

the

stability

of

the

liquid

its

J_

(x 2

in

y2)

rotation
cavity

d't"
of
at

constant.

the
the

solid

and

equilibrium

the

correspond-

point:

U.)l= oo2= o, r-03=(.O,

_1 = _2=_
For

the

perturbed

motion

we

-- o,

shall

for

the
the

Vl

first

perturbed

integrals

given

g2

0,

g3

"P_

above

can

_3

be

written

in

the

following

motion:

Ml: (_'12 ,_22

+ c (_2.,. 2_>

+_2
+

2T 2

g"

substitute

3=
Thus,

gl =

) + A (cO12 +uo_ +
"1-

2a_,

v2 = CA_ + Sl_

constant.

form

- 65

Also,

we

consider

the

function

= HI (_'12+z32+_32
) + A (_2+_22)

where

liquid

is proportioned
O.

about

to

the

greatest

By LLapunov's

have

that

Thus,
V

= HI

HI__.VI

as

>_ V2

moment

of

inertia

of

the

g2

g32 < 2T 2 S

constant.

a candidate

principal

inequality

gl2

we

" (a

for
+

a '_iapunov
C uh_

function"

g_)

V3

we

consider

- 2c(e+%)v4 + c(c - A) v4 ,
A
where
of

_
is

is

a constant.

positive

definite

By Sylvester's
if

there

exists

(I) (A + s)k 2 + (c _+
The

inequality

roots

(i)

1 and

_2

is

possible

| that

is

if

criterion
a

such

g)_ + a <
the

left

hand

the

quadratic

part

that

0.

side

has

two

distinct

real

if

2
(2)

(C 00+g)

The

function

and

if

o>
where

_i

(g/s
<

is

-- 4
positive

(A + S)
definite

a
in

>
all

0.
its

variables

if

(2)

is satisfied

+ ),>_7 >_o
>_

W. _ 2

By

the

theorem

stated

in

the

theory

part

- 66 of this

section, and by the strength of the following

v _ Vl + 2 _ v2 - (a + C_

+ g_) V3 +

C(C
we

conclude

Example

L24,

In

(_'t'_)

that

the

unperturbed

F22,

23,

2_

reference

of

- A)

the

V4

system

is

t)

upon

, of

an

and
the

others

proved

series

ideal

an

of

the stability

conducting

fluid

In
and

@_

Maxwell's

cribed

by

by

theorems

using

, Bernstein
equations

become

displacement

started

expansion

conducting

any

the

in

fluid

equilibrium

his

derivation

resulting

reduced

where
i

to

terms

description;

fluid

of

of

along

small

dis-

complete

_d __uk

particle,

theory

thus,

all

quantities

the

small

ro,

for

basic

field

r_.oo. For

motion

of

for

_=o_u=_
of

an

ideal

at

any

the

small

fluid
The
in

motion

fluid
the

equations

was

above

desbasic

displacement

analysis,

the

time

expressed

as

was

,__,0)
displacements

= o.
were

finally

to

must

and

volume

equations

respect

principle

configurations

from

= ro + .f._,t)
The

with

functions.

in Electromagnetic

functions

_ of

of

Liapunov

the Lagrangian

equations

stable

energy

,_s_ofno_1vi_io_,.I__ _=_
#_,_o_
proofs

MaAnetohydrodTnamics

based
_,

Vq

motion

_2_ , Bernsteln

magnetohydrodynamics
placementsj

2C

inequality

_
in

be
the

a self-adjoint
following

question,

operator.

equation

holds,

That
the

is,

for

integration

any

two

vector

being

over

fields
the

entire

- 67 The problem of Bernstein was based on the fact that it

principle

to follow in time any small motion about an equilibrium

which the fluid

velocity

is zero.

for a given equilibrium

time.

If

to do

the

for

details

stability

potential
in

energy,

says,

placement

"the

show

that

equilibrium

position

40

is

to

an

motion

are

not

examine

the

sign

a functional

the

change

, Stepanov

there

).

fluid

whether such a small motion grows in

is unstable

makes

if

is

system

is unstable

(U

the

which

reference

Liapunov,

of

and

equilibrium

exists

for

These

of

if

and

only

in

potential

state

of

the

authors

an

of

use

the

of
The

if

the

by

theorem

the

ideally

equations

one

in

has

the

considered

exists

some

dis-

negative."
direct

method

conducting

fluid

of

all

change

there

energy

same

then

energy

the

potential

needed,

Khomeniuk,

displacements

which

state in

The central problem is then to determine

configuration

studies

_whlch

In

is possible in

(r)

the
of

fluid
from

system
motion

of

the

decreases
as

Bernstein:

where

is

linear

self-adjoint

_F

where,,

magnetic

fields,

We
surface
The

H are

density
_

(rot

S;

equation

Ci.Vp)

and
that

the

equilibrium

assume

operator.

the

___" =_F

is

the

x H_)

adiabatic

occupies

displacement

by

H_

rot

pressures

volume
are

has
= T +U

of

fluid

and

exponent.

a finite

_
E

of density,

fluid
and

is defined

rot

values

zero
an

is bounded

on S.

energy

= constant,

and

integral

by

- 68 where

I ll
It

is clear that

T_
For

be

any

dr

>_0.
r

in V

a solution

let m_

of

(r)

be

--_

twice

continuously

differentiable

and

let

satisfying

Definition
The

equilibrium

I, _2

>

0 may

solution

is

be

_i, _2

found

stable

( _
>

= _

= 0
such

I1__11
_ _ _ ,._ (1_11< _

) if
that

for

any

if

,then

<
I1-_<<,_
:,-_ _ , _ _11< _,, IIS <<,
_=,-_<___11
,
fort

>j

0.

Definition
The
one

set

condition
of

of

i,

//_4.// g
_

equilibrium
_

>

, such

is not

such

that

at

that

stable

for

least

anY_l,

one

of

if

there
_2

the

>

exists
0

following

at

least

there

inequalities

hold:

II
_<<,_,-.t>_,-,Lc_
" II
>.._,
IIA<<,
__,
_<.o,_.C<.>//>.-_,
for

at

least

one

value

of

>i

0.

- 69 Theorem

If

there

exists

such

that

<

O,

then

the

equilibrium

solution
( i -i --0> isnotstable.
Proo.____f
(Outline)
Let

the V

function

be defined

by

and

the

time

derivative

is given

by

By hypothesis,
= _
system

= 0

next

The

theorem

stability

this

and

can

-U

have

the

theorems

on

same

sign

in

instability

the

then

.
neighborhood
conclude

case

of

the

investigates
equilibrium

the

influence

where

the

the

solution.

The

equations

first
vi

force

and
=

that

forces

of

on

motion

in

are

i,

found

that

of viscosity

ee

The

of

is unstable.
The

the

V=2

of

k,

viscous

second

I,

From

fi equals

friction

2,

3j

coefficients
.

the

C 5_
of

above

viscosity
equation

k _ b).
are

of motion

and
it

, and

is very

easily

- 70 where
dr

= 21--_v_

Theorem

Si_k_x_2dr

+_v_[_v--Y_]
2drL_x_
J

solution

is not

stable

even

in

the

presence

of

viscous

forces.

(Outline)
We

El,

+_i

equilibrium
Proof

assume

>

that
0;

II_)II

<

the

then

_I

condition

there
'

of

equilibrium

exists_l,

_2

IIII
_

is

>

such

_hoos

stable.
that

, then

for

if
>i

G
Assume

the

- function

takes

the

O,

2"

form:
dr

1/

F_h]_

If

Since

satisfies

and
for

_*
t

>/

the

motion

such

that

0,

>II

equations,

(_-

- T

then

- H

>

"
V

= 2(T

0)and

(V

- g).

>

0)

There

exists

- 71
then

there

exists

>

such

that

for

>I

j,23a,e
s.a,,er
t o.e
ao
con.t t
On

the

We

find

other

that

hand,

for

since

>I"

for

>I

0,

dV
_-{
Consequently,

for

contradicts
From
of

the

reference

The

solution

t = O,

is

2_

of

we

denoted

by

obtain

the

We

(t

are

are

equation

,
thus

equations

this

of V,

solution.

motion

>/_

boundedness

equilibrium

fluids.

The

the

O,

for

all
We

the

above

is
t

twice
_

now

0.
define

continuously
W,

T,

two

and

the

still

metrics

are

and

_*
_-o
This

with

with

the

ideally

satisfies

(r)

the

boundary

(r))

We

conditions

assume

that

defined
will

with
as

in

be

used

respect

the

_<

to

previous

the

to define

Xk,

_C_2 dr

defined

reference,
stability

dr

=I

and

which

dr

stability
conducting

system:

"

is unstable.

dealing

dealing

differentiable
g

_*
---o

equilibrium

theorems

solution

for

asbef0re:

which

r,

_
in

- 72
where

=_
>

is

a constant.

0 and

number

>

In
0

the

are

definitions

always

which

bounded

follow

from

the

above

by

numbers

a positive

_'- .

Definition
An

equilbrium

exlsts?l'

_2

>

position
0,

such

is

that

stable,

if

for

for

all

_i

i,

there

one

of

>

if

I
then

any

Definition

An

equilibrium

numbers

always

that

i,

such

at

holds

is unstable,

>

that

O,

so

for

if

there

any _i

exists
and

at

_2

least

> 0,

there

the

are

data

least

for

_2

position

one

of

at least

the

one

following

value

of

inequalities

0.

Definition

The
respect

functional
to

V _,

the metric

i
_

[_,

for

any

is
i_,

if

called
V

>i

positive
0

for

all

definite

with

admlssible

,Q

--i and

An

___

example

positlve

; and

is

the

deflnite

if

functional
with

respect

_ >o, there

._
to

exists

i(_)_
the

metric

_X(_)1_>e0

, kinetic
_2

such

energy;
i

that

is

>i _for

any

- 73 Wenow consider the conditions for stability

tions of an ideally
Theorem

fluid

(_

posi-

= _ = 0).

In
fluid

conducting inviscid

of the equilibrium

order

to

be

an

for
stable,

equilibrium
it

position

is necessary

that

an

of

U(___)

conducting

ideally
>/ 0

for

all

(_)

is

inviscid

admissible

(r).

Proo._____f
(Outline)
The
for

proof

some

is

a contradiction

which

is nonzero.

proof;
The

that

is,

- function

which

is

assumed
used

/i//

The

remainder

Theorem

If

f
fluid

of

proof

(Sufficient

U(_

is

i_,
is

the

similar

to theorem

is

dr.

io

Condition)

a positive

then

is

negative

the

definite

equilibrium

functional

position

of

with

respect

an

ideally

It

is

to

the

metric

conducting

inviscid

stable.

Proo._____f
(Outline)
This
_,

proof

, _E

inequalities
to

be

where

stable:

>

is
0

also

and

lead
for

the

to

a contradiction
corresponding

a contradiction

some

t = _"

proof.
_i
and

>

0,_2

consequently

>0

shown

that

, the
the

for

any

following

system

is proved

- 74 The vehicle used in arriving

at the contradiction

is a V - functional

defined by

where T and U are positive

definite

_i
Theorem

_i

_!_

functionals

and

C2

with respect to the metrics

_'_

, respectively.

If

U_

[i

is

, then

a positive

the

definite

equilibrium

functional

position

is

with

respect

stable

with

to

the

viscosity

metric

present.

Proof
The
used,

proof

is similar

to

of

theorem

4 and

the

same

25,

We

Van

consider

the

der

Since
system

state

this
is

variable

- x)

= x2

x2

- xI -

does

considered,
.
Xl

_ + x = O,

notation

Xl

system

Equation

x+E(I
in

Pol's

equation

j.

not

d(l

- Xl 2)

possess

x 2.

a time-independent

integral,

namely
3

= x2

(Xl

- Xl

) +

f4

f5

(Xl'

x2)

_2 =

This

- function

as well.

Example

or

that

"nearby"

- Xl

system

2
- x I ) x2

_(I

possesses

%f4(xl,x2)

time-independent
_f5

(Xl,

+
"_x I

_x 2

x2)

(Xl'

x2)"

integral
= O.

if

a "nearby"

is

- 75 To guarantee that the new system is "nearby", we must determine f4 and f5 such
that the cross product of the vectors (Xl ' x2'
is positive

semidefinite.

X* =_x_

(i - x

+ xlf4(x

In

the

This cross product (third

+6XlX

I, x 2) +6(1

neighborhood

-_x I

of

- x

the

(I

-xl/3)(l

2
i) x2f4(xl,

origin,

X*

-xl

) +

component) is

x2f5(x

I'

x2)

x2)"

is positive

semidefinite

and

f4

Ca,&&U.

O) from the old and new systems

(Xl'

x2)

= 0,

_ .JLJLII., I_

_=

_x I

(i - xI

) ,

3
then

2
0

Therefore,

the

nearby

system

Xl

L__

3.

becomes

x I = x2 +

2
_

(Xl

- xI
3

2
x2 =

and

its

first

integral

_ xI

- _(1 - Xl2) x2 -

(xi - xi___
3) (i - xi),

is
2

h (x_, x2) = xi

Ex2

_(x I

-x13)]

Let h be the Liapunov function for the original

system, where for this

system

2
h = - 2 _x I

Thus,

The

the

original

region

boundary

system

of asymptotic
defined

is asymptotically

stability

predicted

any

Example

given

positive

26 1

The

by

if

this

in

A Symmetrical

describing

state

>0

and

analysis

equation

of

2 Ex
+

IXll

has

the

closed

variable

=3

2 + E (xI - Xl 3)
3

Oscillator
the

system

is
+

or

by

Xl

for

stable

2
(I - x I
3

- x

=0,

notation
Xl

= x2

x2

= - Xl

This

the

system

nearby

is

symmetrical

system

about

the

origin

in

x2

product

_f4

XlX 2

- dx 2 .

Xl

- space.

In

this

case

is
Xl

where

_f5

= 0.

(as defined

above)

*
2
= dx I
+

dx 2

The

third

= x2

+ dxl

- Xl

component

of

x_

the

f4

(Xl,

- dx2

x2)

f5

(Xl'

cross-

becomes
(i - Xl2) + dmXlX2
f4(xl , x 2)

Xl(l

+ x2f5(xl,

- Xl2) f4(xl,

x2).

x 2)

x2)

'

- 77 The positive

semideflnieness of X* and the conditions on f4 and f5 are satisfied

if
2
f4 ( xI, x2) = 0, f5 (Xl' x2) = " d xI .
Thus, the

whose

nearby

first

system

integral

becomes

can

be

hl(Xl,

We

then

system,

h I to be

where

becomes

h!

x2

+ dxl

x2

= - xI

found

x2)

consider

_i

to

x_

- dx 2

be

= x12

a candidate

for

(i +d2)--XlT]

a Liapunov

function

2
hl

Therefore,
2
xI

the

method

I.

original

The

boundary

system
of

is
the

- d2Xl ,

=-

2d

asymptotically
domain

XlX2

of

the

x22

original

2
(I - Xl).

xI

stable

of asymptotic

2d

if d

>

stability

0 and
given

by

this

is

xI

(I +

d )--x

+ 2d

XlX 2 + x 2

+ 2d
2

-2
We

could

also

choose

the

unknown

functions

to

be

f4(xl,

f5(xl , x 2)

x2)

= 0

- d2Xl

dx t

giving
9:
2
X = dx I

2
(i

- xI

- XlX2)

- 78 The

integral

system

corresponding

to

this

choice

of

f4

and

f5

for

the

nearby

is

h2(xl,

x2)

= xI

(i + d

) - xI

(I - d

2dxlX 2 + x 2

T
The

cross

thus,

product

the

original

is

resulting
system

positive

semidefinite

boundary

of

the

domain

if

>

and

of

asymptotic

I xl]

<

stability

I
of

;
the

is

x_ _(I + d2>-

p2

+x22<

)_

d+

2
In

conclusion,

asymptotic

we

can

stability

actual

domain

Example

27,

The

of

in

state

equation
+

variable

ax

92 =
nearby

system

x2

we

f4 and

f5

as
of

of

a better

the

these

two

approximation

system.

Ose_llator

is
+

bx

x2

=0,

a>0,

b>0,

x2
2
- x i - ax2.

. bx I

= x2

by
+

- bxl

to

axl

- x2

+
[_f4
_x-_ Af5
_-gj7 _ 0
choose

union

stability

is defined
Xl

this

union

notation,

Xl

The

use

set-theoretic

A Nonsymmetrical

x"
or

and

the

asymptotic

B_

system's

take

satisfy

f4

(Xl,

- ax2

As

in

certain

the

x2

f5

(Xl,X2),

previous

conditions;

examples

thus,

2
f4(Xl,X2)

= O,

f=_x_.
_" ,X._.-=

- a

x i

we

have

domains
for

of
the

- 79 where
X*
Thus,

the

original

integral
system

of

the

nearby

2
ax I

system

(b + Xl).

and

the

Liapunov

function

of

the

is

(x 1,x2_)

Xl

(b +

axlx2

where

The

- ax_

boundary

of

the

Xl)

domain

It

(ax I

xI

_-b

is noted

x2)

2
xI

+
,

that

and

if

xI >

of

- b.

asymptotic

stability
2

(b
_

_-_Xl)

x2

a = 0 we

= b

is

given

by

b
+5),

(a

L__ 2ab.

have

a domain

of

stability

and

not

stability.

Example

28,

The

where

From

the

_7]

state

>

0.

cross

A
space

The

Nonlinear

Compensator

description

of

Xl

x2

x2

" Xl

nearby

system

Xl

= x2

X2

= Xl

product

term

we

this

+ x_

system

is

+dx

- sgn

is given

- dx I

sgn

3
x I - sgn

= x 2,

f5(xl,x2)

=-

(xI + x2)

(x I +

x2)

2
(d

3
+

x2)

as

choose

f4(xl,x2)

(x I +

i) x I +

xI

f4(xl,x2),

fS(Xl,

x2).

asymptotic

- 80
which

gives
X*

4
+ dx I

The

integral

system

2
+ x2)

= i - d(x 2

3
- xI

sgn

the

nearby

of

h(Xl ,x2)

by

(i

(x I

- d)

(x I

+ x2)

the

Liapunov

sgn

(x I

+ x2)

x2).

system

and

function

for

the

original

is

+d

For

d =
this

"

Xl

I,

2 4

the domain

xl
2

of

dxlx 2

asymptotic

_" (x I

stability

can

x2)

be

sgn

shown

(x I

to

be

x2)

(as

+x

given

analysis)
2

(x i

2
+ ___!

/i

x 2 )

+_--]

_I

_ 2 )

(x I +

X2)

sgn

(x I +

x2)

(i- xi)

<

1.91.

2
Example

29,

This
and

_8_

system

is described

Lewis
is

Servomechanism

a positioning

servomechanism

with

a nonlinear

feedback

by

o
or

in state

space

xI =

x2:_

;2 " oE2a- blxll 3 x2 - Xl

The

nearby

system

is

given

by
xI

Xl =

x2

x2 =-

[_,x_-_/o l_l_u3 _4<x_,_>,

[2a

- b

IXl] 3

x2-

xl

f5(xl, x2)"

- 81 Thus,

the

cross

product

is
2
bxl

X*

= 12axl

sgn

L_

(Xl)_

E 2a

IXlj

x2

bx_
+ Xl_2a_1 - -%--sgn(x,)] ,

which

indicates

that

we

f4

= 0,

f5

=-

can

let

2
_axl

Ix,J

bxl

giving

*
2
X". = x1 L2a Therefore.

the

choice

for

h(Xl,X2)

b__
2 sgn (Xl)
] .
T.'iapl_nnv

_he

= x2

f, me__

(2ax I - b/2

+I.o

sgn

_...I

(Xl)

.... +_--

xI

where

Z6[-

From

h(Xl,

x2)

asymptotic

and

the

stability

by

accompanying
the

_-_I

condition

sgn

on

(Xl)

0.

>

x I, we

define

a domain

inequality
2

x_ + [._ + _x_-_/__o_x_>
x_]<r_._
L%-gr-j
Example
The

30,

_8]

equation

A
of

Nonlinear

this

Damped

pendulum

Pendulum

is

"; +

(_sln

x)_+

sin

x2

sin

0,

where

Xl

x2

x2

- sin

xI

Xl.

of

82

The cross product becomes

X*

=6sin

reasonable

xI

+_2x

choice

for

2 sin

the

x I cos

unknown

xI

x2f 5

functions

(Xl x2)

_in

x I cos

Xl,

xI

+_x

is
2

f4

= 0,

f5 =

- _

X_. =

sin

giving

The

corresponding

Liapunov

first

function

h(Xl'X2)

for

2
X2
_--

integral

the

gives

the

sin

following

Xl.
candidate

for

cos

pendulum:

__2
t

_ x 2 sin

xI

- cos

xI

2x I

+ i + e/4._ (x2+ _ sinXl)

2
where

> O.

The

domain

of

asymptotic

+ (I - cos Xl),

stability

,,IXll <

is

_-

_ E

2x I

<

given

by

>0

--62/4.

2
x_.2_2 +
2

Example

31,

The

E x 2 sin

xI

Globally

describing

-cos

equations

xI

-_4

Stable

cos

Oscillator

are
= x2_

_2
The

nearby

system

2
- x I 4-

=_(i

4
x I ) x2

3
-- x I

becomes
3
_i

= x2

_2

6 (i - x I

- Xl/3+ 1/5) + f4(Xlx2),

_ (Xl

4
xI )

x2

3
x17

f5(xl,

x 2 ).

2 cos

xl_f4(xl,x2).

- 83 From

these

systems

the

X*

cross

product

= 2XlX2(l

- Xl/3
2

term

+xt/5)(1

+ E4
By

inspection

of X*,
f4

the

- term

x2

is eliminated

x 4>

if

= 0

2
f5(xl,x2)

+,t):]

XlX 2

(Xl,X2)

is

- _ Xl(l

- xl13

Xll5 )(i - x I + Xl )"

Thus,

which

implies

function

is

4 Fl 2

that
taken

<

for

-}

a positive

semidefinlte

The

X.

Li_punov

as
2
3

h(Xl,X2)

Therefore,

Example
The

our

system

Liquid

differential

a simple

surge-tank

analysis

show

the

presence

quantities

the
of

is

highly

existence

in

cycle
the

in

xll5

)_I

three
In

analysis:

stable

the

motion

The

results

positions
the

--X'I
2

if

E<0.

the

water

O.

a Surge-Tank

describing
nonlinear.

of

asymptotically

Motion

equation

a limit

involved

" xl/3

is globally

:__

32,

(Xl

ExI

of

followingjwe

of
of

the

equilibrium,
give

the

level

authors',
and

of
B_

possibly

nondimensional

-84
_=

nondimensional

time,

X = nondimensional

water

_=

head-loss

nondimensional

surface
in

level
the

in

the

system,

o< = nondimension_Ivelocity.
The

equation

of motion

is

given

as

2j

2o<x

(l+x)
In

state

variable

notation

Xl

- x2

X2

we

have

--

x2

_ 6

x2
(l+xl)
2

This

system

surge-tank,
From
solutions,
singular

describes
x,
the

and
above

the

its

of

corresponding

equations

or singular
points

motion

it

points.

E2_2 1 + 2_x
@

the

nondimensional

velocity,

follows
In

the

that
XlX 2

water

_ ,, d x
d_
the

in

the

three

equilibrium

system

- space

level

has

the

coordinates

of

are

P--I=(0'

0),

--P3

(-

P2

+ _/2

( -i

1-(I

i +

+ 4/_)J

(I + 4/_)

O)

, o)

the

tank,

- 85
The

llnearlzed

which

system

indicates

the

about

point

Xl

x2

x2

" Xl

P1

is

following:
2

(1) 2o<
@

>

' PI

is

a stable

node

or

a stable

center,

focus,

2
(2)

2 c<

, PI

is

2..__ <

, PI

is unstable.

@
2
(3)

Transforming

P2

and

P3,

respectively,

to the

(4)

for

_<

(5)

for

0 <

origins

of

new

I/2

<

1/2

coordinates

' P2

is

a saddle

, P3

is

either

node
The

equilibrium

represents
P2,;
and
Thus,

represents
below
the
The

Liapunov
and

the

occurs

position
steady
an

which

the

study

of

authors

in

state

level

_7,

this
5_.

origin,
of

equilibrium
falls.

stability
the

, the

operation

unstable

used

functions;

PI

is

concerned

technique
One

the

P3

is written
function
xI

point

of

surge-tanko
which
is

with

technique

Liapunov

the

above

Lastly,

integral

is

only
point

in
up

the

which

interest
The

since

saddle

water

an unstable

focus.

level

of mathematical

it

point,
rises
interest.

PI-

obtaining
in

or

point,

the

following

the

text

of

was

derived

this
is

section

- 86

where

gI

Thus

"

C_
__

--

x 22

2 2

(1 + xl)
_

V I is positive

definite

and

VI

2._._2

xI

is negative

2 _:_2 x 1

exp

-$-

semidefinite

-i<

for

<Xl.
2
2:<.

Therefore,
curve

a domain

given

Vl

of

stability

below:

-_ +01_

: /

[Xl

is determined

by

the

exp

- _+

closed

2
_

(I + Xl)2

bounding

xI

dx 1
"

2
We

observe

stability
cycle

exists.

is
A

that

if

As

_<

_-_

formedjandjwhich

second

asymptotic

2 _

Liapunov

, then

, the

eventually

implication

shrinks

functlonjwhich

a domain

will

to
give

the
a

of

asymptotic

is

that

origin

larger

a limit

as
domain

2
: 2 oi

of

stability)is
xI

(I + Xl)Z_l

-o

2
2 o<.x I ]

where

VZ

=-x2

2{

22

(l+xl) 2 ]

x_

dxl

(I

- _x.2)I

0< (1+Xl)
z

2 2)

2<

I + 2o<

xI

- 87 Exampl

e 33,

BaKbasin's

Barbasin's

equation

is

aI x

oeo

where
and

the

zeros

a S is

a constant.

asymptotic
In

of

stability
state

and

variable

given
+

oe

are

The
are

Equation

x2

_2

x3,,

_3

= -ax3

consider

a "nearby"

by

the

function

H(xl,

x2,

(x)

by

O,

x = O,

respectively,

Barbasin

by Walker's

and

equation

for

global

Clark's

method.

becomes

system

which

(x2)

- f(xl)"

possesses

Assuming

x3).

= 0 and

Barbasin's

derived

derived

_I

now

at x

conditions

notation

We

(x)

only

herein

as

first

is

df(x I)

integral

continuous,

given
the

dx I
differential

equations

"_}{

defining

alx3

are

_(x 2)

f(x I)

x-7 x-7
__K.H =
-_x3
Next,
yet
V

we

consider

another

satisfies

as

'_earby"
the

x3+

x 2 df(Xl
dxl

"_x3
a candidate
system.

x3

alx 2.

9x 2
for

the Liapunov

This

new

fl

system

function

is such

an

that

the

integral
first

following:
+

"_xI
_v__ _x 2

_x3

x2

df(xl)

-_xI
D__ +

fl

dx I

f2

alx3

f3

x3

/(x2)

f(xl)

f3

_x 2

= -_x
"_--._
_
3 +

alx2

f2

of
integral

- 88 where fi

are determined such that V is negative semidefinite

_x_
The

time

is given

derivative,

Cancellation

of

resulting

_T-x

the

referred

to

the

original

system

of Barbasin,

must

- a_

indefinite

x2x3

terms

" alx2f(xl

in V

) +

x2

is:fulfilled

fl

alf(Xl)

f2

2
al x2

f3

fl +

if

O.

becomes

'V=-x

which

of V,

_xi

as

--

The

V,

and

[a 1

be negative

df(xl)_
dx I

x2

semidefinite.

By
dx2

v= f

_V

dXl

Jo

+ i

+
f(xl)

integration
_V

we

obtain

V:

dx 3

+f_V

l
-- al

line

x2f(x I)

2
aI

2
x2

dxl

2
x3

alx2x 3 +

+
x2

(x2)

dx 2

x2
2
al

l f(xl)
O

dxl

+ x2

f(xl)

(x2)
O

dx2

(alx2

X3) o

- 89
For

global

asymptotic

(i)

stability,

al'(X2---.--i_
-- df(xl)
x2

is

>

a proper

Liapunov

,x2#

function

if

O,

dx I

(2) aI > O,
(3) _if(_I) > o, _i # o,
(4)

V _

(5)

1/2

c_O

for

(a I x 2

/ x_//___

x3)2

i' /

+j

(x2)

dx 2

aI

f(xl ) dx I

34,

Example
The

[-6_

K Third

defining

equation

Order
for

this

Example
example

is

@ee

or

in

The

state

variable

H-function

b_" +

(x +

cx)

Xl

x2

x2

x3

'

x3

_ bx 3

_ (x I

+ cx2)

=-

bx 3

(x I

+ cx2 )m

where

_x I

m.

by

*_x 2

x3

notation,

is defined

_----_ =

TM

_3
"_

If

"_x""_"_H
dx21

x3 +

bx 2

>

x2f(xl).

- 907>
V is given by

For the second "nearby" system the integral

-_V_ = _H
-axI

_V__

-_V__V_ =

as

a candidate

_i

(x I

cx2 )m

fl

f2

bx3

___HH +

f3

x3

(Xl + cx2 )m +

f2,

_x 2

-_x 3
V as

_H__

_x 2

Considering

+ fl

_ xI

bx2

f3.

_x 3
for

a Liapunov

function

implies

that

is given

follows:

m
=

(_-_)T x

(I/c

- b)

x2

(x I

cx2)

we

see

that

the

x2x 3

x2

fl

m7

f-

First,

2
- b

first

term

on

the

right

should

be

eliminated;

thus,

choose

_
_x 3

where

_b

l/c]

x3

g2

f3

E b

l/c]

x2

g3

must

be

sati,fied

x3g 2

only

=_3
_

Therefore,

f2

_f2
_x-_

x2f I

the

first

term

_f3o
_x---2

becomes

Eb

if

- 1/c]

x 2
3

b/c

x2x 3
m

-g3 Ebx3+ (Xl+ cx2)].

will
right;

be

negative

thus,

semidefinite

if we

retain

let
fl

= 0,

g3

0,

g2

I_I"

on

the

\
-91
The final

form for
V

which
By

= -

is negative

llne

is

x 2
3,

(b

- l/c)

semidefinite

integration

of

('_')T-we

the

E Xl

if

gradient

+ cx_

>
of

V,

' b/c

i/c.

x2

+(1)x

Ix 1

cx23

XZ

1/c

have

1
EXl
c (re+l)

The

sufficient

globally

Example

conditions

asymptotically

35,

This

+ CX2J

21

for

this

stable

are

(1)

bc

(2)

>0,

(3)

is a positive

>

particular
xI

_X 3

third

2____

order

+__1
2c2'

nonlinear

bc

system

I,

odd

integer.

Nonlinear

Feedback

System

nonlinear

feedback

system

is

defined

= x2

x2 =

x3
The

- function
_H

- 3x

12

x3

is defined

-772

3Xl2

- 2x 2

2
- 6XlX 2

3
- xI

by
x3

2x 2

6x I

2
x2

3
xI ,

by

to be

x2+

- 92

where
%

_H

dx

6XlX2X 3

2x 2 +

3x I x 2

x-7
____H --x

_x 3
The

corresponding

_'H

_ x3
- function

_V

is

3Xl 2 x 2

2
3x I

x3

x3

3x I x 3 .

_x2

given

dx 2

by

2x23

6XlX2X3

fl

_Xl

2
x3

2x 2

6XlX 2 +

x%

f2,

_x2

2
3x I

x3

f3

Dx 3
Considering

the

original

system

('_)T

Choose

the

fi in

the

the

x2

following

gives

- 9x

fl

x3f2

of V

x3

- f3

2x2

f2

2
6x I x 2

f3

= 0

3
18x I

[32
Xl x3

5
+

x2

4
9 xI

x2

3x i

,
semidefinite

V,
=

2
. 3x I

2
x2

is

way:

fl

a negative

derivative

6XlX 2

which

time

2x2

6XlX2

Xl

The

llne

integral

are

at V

and

satisfied

globally

Example

VV

in

V, we
the

see

36,

Consider

For

state

the

space

all

of

+ _ xl6

the conditions

thus

NonsTmmetrical

third

order

concluding

of
that

LaSalle's
the

system

System

system

defined

by

oo

x
in

2 + _ x

space,

eeo

or

stable.

A
the

that

entire

asymptotically

gives

x3 + 3x2

v= Y
Looking

of

93

bx

ax

0,

notation,

corresponding

Xl

x2

x2

x3

x3

nearby

" bx3

- x2

system

the

bx 3

- Xl

- axl 2

H - function

x2 +

is

given

2
ax I

xI +

"_x 2
where

Thus,

the

gradient

of

___H
"_x I

x2

2ax I x2,

___H
"_x3

x3

bx 2

the

--V

- function

x2

becomes

2axlx2

fl,

_Xl

_V

= bx 3

x2 +

bx 2

2
ax I

xI +

x2

____V =
"%x 3

x3

f3

f2,

as

theorem
is

- 94 For the original

V

=-

_-l-2axl_

Choose

system, the time derivative

x2f I

the

cancel;

fi such
that

x2

x3f 2

that

b2x2x3

of V is

bX2_l

- f3_x3

xI +

x2 +

second

and

third

terms,

the

ax2]+

ax_j.

on

the

right,

in

is,
fl

= b(Xl

=b

2
+ axl)

2
x2

f3--O

and

_. x:[_._.x_
is negative
of

the

semidefinite

gradient

= 2

+2

Locally,

x3

'
the

function

-i-

is
<
<

2ax I <

1/2

- i

Ex

stable

if

2 +

asymptotically
b

- i

- i .

of asymptotic

Xl

min

axl

stability

about

x = 0

as

given

is

Integration

gives

2ax I
0

W V,

origin

(2)
region

xI

(I)

The

of V,

if

(b-l)
96a 2

(b+3)

6a___l .

by

the

above

Liapunov

- 95

Ex ple
37

Linear

The

defining

plecewise

linear,
_'

where

the

equation

of

this

System

system

contains

and

b 2x

are

b3sgn

constants

(x +

cx)

H and

of

V being

variable

notation

xI

_ x2

_2

= x3

x3

given

_x

are

<

have

- blX 3 - b2x 2 - b 3 sgn

functions

_V

we

The

is

>I

O,

state

which

and

sgn(y)

In

a function

namely:
b I ""
x

bi's

Switchin_

defined

as

(x ! +

in the

cX2)o
previous

examples,

the

gradient

as

b3

sgn

(x I +

cx2)

fl

-____V =
_x 2

blX3

"____VV
=

x3

b2x2

blX 2

+ b3

sgn(xl

cx2)

f2

f3.

-_x3
Thus,

the
=

We

choose

time

derivative

of
x2

b3

(b I - l/c)

x2

fl +

the

fi

such

fl

x3f 2
that

is
sgn(x I +

- f3 [blX3
the

first

x3

cx2)

+b2x2
two

terms

blX 2 ,
C

x2,

2
- bI

+b3

2
x2x 3 - blb 2 x 2

sgn(x I

in V disappear;

cx2

)_

thus,

we

have

- 96 -

where
and

integration

of

Therefore,

_)

gives
2

xI

b2
+
The

system

Example

bl,

(2)

(3)

b1 c

38_

The

state

- 1

2cb I

>

variable

stable

0,

Order

defined

5_

System

by

X2

x2

X3

'

_3

x4

x4

" 4x4

2_

- 2x 2

" 5x3

is defined

= 4x 4

cx

0,

notation

_H

for

Xl

- function

1.

>

system

4x

2+

*_

2
x3

@ee

CX2)

o,

Fourth

the

x
in

b3

Ooeo

(x I

asymptotically

b2,

>

sgn

cbl

(i)

ex 2

is globally

Consider

or

5x 3

- CXl3

by

2x 2

cx_

_x 3

____x
: D__
_xl

_Xl

___HH
dx
_x3

: 3 =Xl

x3

- 97

x2

_ x2

dx3

"_x3

2x3'

_H
_x

The

x4 +

gradient

__.__V =

_H

of

the

fl

- function

is given

3cx2

-__..vv-_---_"
+ f2
"_x2 _x2

2x3

f2

-_V__

f3

4x4

5x3

f4

x4

_xI

4x 3

x3

_:+

by

fl,

_x-y

3
=

_H__

_x3

___V

2x2

CXl

f3

_x3

___H

_x4
The

4x 3

f4

_x4
time

derivative

of V

is

= - lex3x
4 -sx2x
3 -4cx3x
# + 3cx#x2x
3 +
- 18x 2

-f4

By

x2f I

+ x3f 2

E4x4

5x 3

fl

as

given

choosing

the

fl

12CXl

2
=

f2 =

8x2

f3 i

16x3

f4

bx2

x2

4cx_

- bx3

bcx

f4

'

x4f 3

+ 2x2

below,

the

cx _.

first

3
I

fl

bx4

5bx2

4bx2

three

terms

+ f3

'

4bx3

f2

in V are

cancelled:

- 98 9:
where b is a parameter to be determined and fi
are new undetermined functions
where

mmst

satisfy

_ fi___* -- _fi*
_xj

V : 3cx

This

new

- f4

L4X4

convenient

choice

(18

- 4b)

9:
x3f 2

+ 5x 3

for
9:
f3

.
x2f I

- 2bx_

,
fl

is

b is

is negative

becomes

cx 1

12

9:
x4f 3

b =

(192/43);

x2 +

x22

simplified
=-

CXl2

cx

9:
, f2

-0

-- cx I

which

+ 2x 2

further

9:
f4

for

3
16

Thus,

_x i

x2x 3

expression

if
b/2

x2.

then

we

1/8

have

2
x3

semidefinite

for

2
xI

Z 3__
2
-- 43c
[be/

The

corresponding

is

v--cx_x3 + 4cx31
x2 +_ 4ixI + 2 (1+ 2b)x2x
3 +
+

i
4

(16

2
x2

+ 9b)

+ b x2x 4

4x 3 x 4

conservative

for
where

this
C

(21-

estimate

b)x32
of

Liapunov

function

>

b =

0 and

the

domain

is given

19__/_2.
43

1/2

x42.
of

by

VB

asymptotic
:

3/10

stability
c

about
>___ 0

- 99

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and Clark,
L.G.,
"Analysis
of the Motion
of a Surge-Tank
by the Direct
Method
of Liapunov
and an Approximating
Variational
Technique",
Unpublished
Paper,
University
of Texas,
1964.

(60) Walker,

(61)

E.F.,

of Liapunov

Doctoral

Stability

(in Russian),
629-33.

Method

Systems",

of

dvizheniia(Stability

- Teor.

Moscow,

1950.

Liapunov

Paper

Noo

of

Function
64-WA/APM

Generation

University

the Solution

Prikladnaya

of

Function

Thesis,

Ustoichivost'
Lit.,

ASME

for

of Texas,

a Nonlinear

Mathematika

1964.

Equation

i Mechanica,

of Motion).

42,

Gosud,

ISECTIONTHREE]

LIAPUNOV'S
ROUTH'S

Prepared

by:

R.
T.

L. Drake
Gifford

DIRECT

METHOD

CANONICAL

FORM

AND

LIAPUNOVIS

DIRECT

METHOD AND ROUTHIS

CANONICAL

FORM

SUMMARY

In
Hurwitz
a

this

section

Criterion

transformation

special

matrix

the

equivalence

for

linear

matrix

called

a Routh

systems

is

substituting

into

the

system

The

of

are

closely

elements

arrays.

For

linear

by Liapunov's
This

treatment
of

essentially

remain.
equations

Canonical

equation,

to

are

the

method
by

this

method

That

of

the

stability

nonlinear

systems.

= _

_,

to

nonlinear

consideration

in

detail

and

is

presented,

and

first

= A _,

matrix

into

= Q x
R

= Q

column

of

from

and

the

A
Routh's

R matrix

Criterion.
a result

systems,

a compendium

Routh-

system

, where

As

only

the

-i

obtained

to

and

letting
y

Routh-Hurwitz

system

is, by
-i

elements

for

the

= [Q _A Q

Method

a linear

as the

further

is discussed

For

same

extended

from

get
the

Method
then

Direct

transforms

Form.

we

related

transformation,

analyzed

which

conditions

removed

This

developed

Liapunov's

established.

the

is

the

is

systems

Direct

application
are

between

the

the

of

the

linear

nonlinear

terms

terms

of nonlinear

differential

INTRODUCTION
In

reference

sufficient

conditions

differential

two
In

with

that

of

this
by

Parks.

refer

for

these

in

to

Liapunov's

the
These

are

Direct

stability

also

Routh-Hurwitz

Reiss

and

Geiss

this

the

equivalence

section

at

follow

the

be

given

the
the

end

of

of

shown

two

work

this

a more
methods
of

Purl

section.

to

yield

the

Routh-Hurwitz
have

recently

link

between

the

Liapunov's

Direct

straight-forward

and

and

papers

a direct

of

necessary

time-invariant

Several

gave
using

to

linear,

equivalent

Parks_2,3J

have

is

sufficient.

Criterion

between

will

references

[4]

solutions

and

In England,

the

Method

must

necessary

proving

The

of

conditions

equivalence.

country,

presented

for

methods
this

the

equations.

conditions,
dealt

[i]*,

analyzing
Weygandt

Method.

proof
linear
[5].

The

than

systems
reason

-2
for following

their work is that it

can be extended to the stability

analysis of

nonlinear systems
The material

presented in this section is based on the discussion and examples

found in references
study
is

of

linear

considered

sions

and

part

of

[5,6,7,8]

systems
first,

and

the

section

a certain

as

is

The Routh's Canonical Form is applicable

discussion

modifications,

this

class
being

given

in

of

nonlinear

based

on

references

a compendium

of

references

_,7_

examples

systems.

, are

which

The

[5,8]

basic

outlined

comes

to the
technique

Then

the

The

final

from

references

Routh's

Canonical

exten-

[5,6,7].
In
In

passing,

reference

systems
[lOJ,

[_3

via
Purl

by

make

, Purl

Routh
and

equations

we

note
and

using

system

analyze

Routh's

(n)
x

where

is

(n)
=

real

System

calculate

the

Canonical
SYSTEM

analysed

Form
IN

. . . +

(n)

constants.

(i) may

a n-i

always

to

moments

Liapunov

JORDAN

high
In

nonautonomous

Liapunov

CANONICAL
by

of

functions.

nonlinear,
generate

Form.

order

reference
difference

functions.

FORM

a differential

an

and

of
is

F=F

x and

its

identically

be written

x + F

(n-l)

x/dt

function
When

in

the

linear

equation

of

the

form

(i)

(t)=d

nonlinear

the

(1)
+

of

is described

of

quadratic

and

stability

(n-l)
+a ax

a known

are

being

applications

transformations

BASIC
The

other

Weygardt

canonical

Drake

of

(x

= O,

(n-2)
, x

, ...

derivatives

The

zero,

a linear

we

have

state

variable

= A_ x

or

the

, x;t)

values

a I,

...

, an

autonomous

Jordan

system

Canonical

Fo rm:

b _F,

(2)

where
X_
X2

Xl
X2

=X
= X

(11

(3)
X

-_'-I

X_'o =" X (n-l)

- 3-

0
0

(4)

b
m

0
i

(5)

d x_/dt ,

and

. . .

0
0

0
0

(6)

A
w

0
-a
n

and where
Linear

F is a scalar

Autonomous
Consider

I"

-a

-a

0
-a2

n-ln-2

i
a]

function.

System

the linear,

autonomous

system corresponding

to equation

(2), namely;

"_x,, A .x.
To analyze

the stability

of this system,

(7)

we introduce

the transformation

I = R x,
where
into

Q is a real, nonsingular,
equation

constant

matrix

(8)
Substituting

equation

(8)

(7) gives
-1

i=_A_9,

(9)

y ,, ._ _,..

-4where

R is chosen as a real matrix

expressed

in the following

-r I

form:

(10)

0
0

0
The elements
equation
report

of R are real quantities

(7), as was shown

in reference

being used for instructional

repeated

in the following

Elements

of R vs. Elements

related

purposes,

polynomial

of the importance

the above

(6) for orders,

relationships

1,2,3,

of

are

... can be denoted

--

--

-a I

A2

-a 3

-a 2

-a 1

for the i th order

A,i(A ) =

_ I

matrix

- Ail

is denoted
1,2,3,

form, we have

of

of A_

A_I =

In expanded

Because

[33 .

determinants

paragraphs

The matrix A in equation

The characteristic

to the Hurwitz

--

A A,2(_ ) --

at+

1,

a2 +

_a!

_2,

...

by

by

this

- 5

n-1

()0

A,n

The

recursion

relationships

for

(I)

the

>_
n-i

characteristic

a>_
l

equations

/_

are

z ,

A, 0

(ii)

(I)

ai + _A

A,[
Similarly,

matrix

in

RI

(_) , i : 1, ...,n.
A,i-i

equation

(i0)

can

be written,

for

orders

1,2,3,...,

as:

rI

-rl

r2

R2

-_2

_R3

The

characteristic

polynomials

corresponding

to

are

I
The

recursion

relationships

A.

for

(I)

rl

(_)

r2

these

characteristic

equations

are

+ _,

R, I
A

rl

z_ 2

(12)

R, 2

(>_ : A A
R, I

R,i-i

(_) + r

,
i

i = 3,4,...n.

-6
Since A_Iand

R 1 are

similar

matrices,

=A

R,i
i
In

equation

(13), we

relationships
As

an

have

,
(13)

A,i
=

i,

._

equate

between

example,

we

consider

the

n.
coefficients

elements

i =

of

The

6.

of

equal

powers

of

_ to

obtain

the

R i and A i.

results

from

equation

(13)

are

aI = r1
a2 = r2 +
a3 = rI
a4 =

r3 +

r4 +

r3 +

r4r 6 +

a 5 = rlr 3

r5 +

r4 +

r3r 5 +

(r 5 +r 6)

r6

r5 +

r6

r3r 6 +

r2

(r 4 +

r5 +

r6 )

rlr4r 6

a 6 = r2r4r 6

Solving

these

equations

for

ri

in

r I =A

i=

aI

terms

= bI =

r 3 = A3/_2

- b/b
= b3/a I _ a/a
2
3 1

r 6 = _3_6/A

the

Hurwitz

a2 =

b 3 /b

4z_5 = a6/r2r

subdeterminants

a3

= b 2/bl

r 5 = A2A5//_ 3 A4=

i are

a i gives:

r 2 = _2/AI

r 4 = _IA4/_2_3

whereA

of

and

/a I

b4

a6b3 /
,

/b 3
(b2b 3 -

blb 4 )

-7

In

summary,

we

have

rl

= _

r2

= _2/_I

the

following

bI =

a2

a3

/a I

b2 =

a4

a5

/al

b3 =

a3

a I b 2 /b I

b4 =

a5

a I a6

results

for

/b I

th
n---order

the

system:

I = al
a2

a3

/al

........
ri

=Ai-3_J_i-2

Liapunov
As

.....
..........
....

_i-1,

i = 4,

Function

for

the

a candidate

for

a Liapunov

5,

Linear

...

, n.

System
function,

choose:

(15)
i=l
where,

by

equation

(8),

e =_TQ.
The

time

derivative

of V

is

given

(16)

as

(17)

ye

Combining

equations

(i0)

and

(17)

gives:

V=

which

is

negative

Routh-Hurwitz
determined

semi-definite
stability

from

the

that

The
that

(18)

rl y 2
i

provided

condition.

requirement

-2

other
is

r 1 >

O.

This

Routh-Hurwitz

a real

matrix.

is

the

conditions

first
are

- 8

th
The

following

system.

This

is an

algorithm

algorithm

is

for

derived

finding

from

the

the

elements

of

for

an

order

equation

A--R

(19)

R
th

Let

the

of _

rows

are

the

be designated

coefficients

of

0,1,2,...,n=l.

_ in

the

The

expressions

j=2+1
an

except

example,

consider

the

multiplied

forR, I

row
by

when

i = n-l,

then

%
R--

rl(r3r 4)

n=4;

the

results

(r2r3r 4

rI r3

r2+

r3

any

order

matrix,

for

then

we

rl

system

require

can

be

in

written

(20)

are

in

exactly

the

i =

the

relation

Routh-Hurwitz

criterion

for

linear,

autonomous

of

Routh's

Canonical

Nonlinear,
For

this

Autonomous
case

we

rI

r2

rI

rlr 3

rl

the

use

this

form

and

since

r2+

is

r3

between

(20)

1,2,...,n.

Routh-Hurwitz

Therefore

through

that

(14)).

demonstrated

r4

r i>0,
inequalities

%
0

_r3r 4 )

equation

is unity.

r I (r4) (r 4 )

the

%
(r3r 4)

real

multiplier

are:

r 2 (r 4 )

Since

the

%
0

(r2r3r 4 )

the

in

The

elements

1/2

n
(7[

As

of _

conditions

Liapunov's
systems

(see

Direct
has

Method

and

been

Form.

Systems
consider

equation

(2):

= A

- b F,

(2)

- 9 where F isan

autonomousfunction.

The reasoning behind the following

procedure

can be best expressed by a quote from reference [5J , "since with F identically
zero the transformation

_ = 9`_ resulted in both necessary and sufficient

tions for asympototic stability,

it

is reasonable to expect that the sametrans-

formation might be useful in the nonlinear case".

Liapunov function

condi-

Thus, our candidate for a

is
Vl=XTZ=

where

Taking

= 9`T 9` and

the

time

is

the

derivative

matrix

of

obtained

(21)

for

the

corresponding

linear

system.

V I gives

(22)
Premaltiplying

equation

(2) by

9` gives

Qx
Substituting

equation

(8)

into

(23)

we

see

F.

(23)

gives

=Ry_
but

- Q b

= OAx

-QbF,

(24)

that

9. b = b,

(2S)

thus

= _
Now

substituting

(26)

into

(22)

- _ F.

gives

"2rl

2
Yl

" 2YnF'

(26)

- I0
The

variables

equation
V I may

(8)
or

inspect

may

Yl

and

Yn

and

the

_matrix.

Depending

a Liapunov

function.

not

be

equation

semidefinite
function

and

can

(27)

and

such

that

be

find
(Vl

expressed

in

+ V2

terms

upon

a scalar

- .
of

the

Xl,_..,x

nature

If V I is not
function

of

the

nonlinearity

a Liapunov

V 2 which

is negative

n by using

is

at

function,

least
Thus,

semidefinite.

F,
we

positive
our

Liapunov

is

(28)

t
V

= V I +/

V2dt.
o

The

requirement

side

of

In

(27)

passing,

nonsingular.
characteristic
system,

while

which
which

is

V 2 fulfills
not

we

should

This

will

values.

is

negative
note

occur
The

for

the

the

cancels

linear

nonlinear

system

nonlinearities

the corresponding

it

that

part

of

the

case

has

some

pure

then

may

right

hand

semidefinite.

that
if

that

matrix
in

system

the
is

system
unstable.

need

not

always

be

imaginary
produce

a stable

- ii
WORK

OFHALEYANDHARRIS

INTRODUCTION
The
of

the

central

theme

V-function

equations

for

(8),

(25)

of
the

and

this

work

is

nonlinear

(27),

the

investigation

system

given

in

of

the

equation

time

(2).

derivative

By

combining

becomes
(29)

where

= _T

reference
with

[6_

the

of V,

2_XT P

, namely

_ F,

additional

_T

[P

by

the

1_=_

and

matrix

reference
for

[6]

linear

forms

Harris
_

b F,

of

Haley's

such

Haley
briefly

_^_
that

the

linear

thesis,

= R _

semidefinite.

new

and

significant

order

case,

Harris

certain

multiplying
by

the

this

technique

to

that

also

_ .......
by

part

reference
the

of V
[7]

in
, deals

nonlinear

considers

discusses

given

elements

part

complex

a Hurwitz

trans-

Canonical

_ ...............
the

direct

third
the

equation

by

given

generation

Routh's

Canonical

Form.

and

_ matrices

there

various

about

the

exists

forms

system

for R

being

of

Purl

order

_ matrices

by

integrating

corresponding

this

generated
section;

of Liapunov

and

differential
term.
but

the

functions

The

Parks.

be

not

In

equation

and

resulting

_'s

be

all

For

or

application
will

do

considered

_ matrices

in

can

independent

and _

and

this

which
n-I

system

These

the R

of

be

various

th
an n-_ order

information

other

will

the

matrices.

lists

entire

method
the

two

For
R

Harris

finds

differentiating

considers

systems.

contribute

same

equation

beyond

, Harris

different

produced

_.

_,,+

information

n2

then

P]

_.

=,.=+=_o.

and

addition,

various

+ _

in the

matrices

third

the

2_

WORK

developed

the

is negative

stability

HARRIS'S

discusses

on _

defined

_pp]_a

In

Harris

constraints

formations
Form

_"

= [_A+A__PS_-_T
x
_

of

discussed

the

- 12 in the

Integration

For
in

the

by

a given

_ matrix

matrix,

and

then

generating

the

part

namely:

of V,

YT
where
and

_-RT +

i =
R's

PURl

Parts

various

_R) y

1,2,...,

obtained

or
by

section
Harris

solving

n,

As

Purl

and

an

this

generated
the

matrices

2 r I yi2

of

is

report.
new

equation

Q A

to obtain

matrices
= RQ

by

for

different

interchanging

R.

forms

The

the

reason

for

the

rows

for

linear

(30)
example,

listed

below

are

the

third

order

_'s

Harris:

& WEYGANDT
0

_/_

r I

r2
=-r
(V)LINEAR

-rl

__=

r rx
1 2 3

0
(31)

2
i

HARRIS

-r I

rI

V_

-V_
0

_C_

o
-rV_3

-rV_-

(32)

2
({f)LINEAR =

rlr2x 2

HARRIS

a3

a2

0
(9)LINEAR

rl-_-3
=

- rlr2x2 3

r_F
0
ir_-3
,

-rl
R

V_7

V_7
0

(33)

- 13 Harris noted that if

one requires the linear

part of V to be negative definite

and not just negative semidefinite,

Let rl,
be

then the following procedure can be followed.

th
, rn be the n elements in the n-'- order R matrix.
Let _i = QiTQi

r2,...

the

matrix

which

satisfies

2Vi

XTP [

x,

and

where

i = 1,2,...,n,

function

by

and

where

...rn_iX

a Liapunov

function.

V i is

This
The

is

and

V whose

R matrices

listed

WORK,

(a)
We
R

first

Order

in

the

of _.

= 2 (VIV 2 +...+Vn)

for a

linear

is negative

equations

Liapunov

system

definite

(31),

- Real

Transformation

the

order

are

third

given

as

Qij,

function

derivative

consider

matrices

the

a new

(32),

if[rlr 2

can

and

be

..... rn]>O

formed

from

the

(33).

Third

From

form

_XT_.

definite

order

HALEY'S

and

(rlr 2 ..... rn_l)

a negative

third

Now

letting

2V
where

2
i

V i = . rlr 2

equation
Only

QA
6 of

indicated
i

-a 3

-a 2

-a I

= RQ

we

these

get

system

is

a real

matrix.

The

below:

and R

9 equations

equations

where

are

involving

independent

the
and

9 unknown
thus

we

(34)

elements,

have

three

degrees

- 14 of freedom. For example, if QI3= Q23 = 0 and Q31 = r2 , we get the 3rd order _ matrix of Purl andWeygandt. If Q23 = O, QI3 = i,

and Q31 =_

, we get the

_-matrix of Parks.
Nowconsider the nonlinear part of V, equation (29), 2_x
T P _ F.

The only

important terms in Pb are the elements PI3 , P23 and P33" In other words, the
nonlinear part of V can be written
2_T Pb F = 2F I Xl PI3

PI3 =
P =
13
P =
23

Case 3:

six cases:

0, F is a function of Xl, x2 and/or x3 ,

P = 0, F is a function of x and/or x
23
2
3 ,
P = 0, F is a function of x and/or x
33
i
2 ,

Case 4:

P = P = 0, F is a function of x , x and/or x
13
33
i
2
3 ,

Case 5:

P33 = O, F is a function of xI and/or x2

Case 6:

P23 = o, F is a function of only x2.

The 6 independent equations from

to

find

Cases
The

the

matrices.

&

5 give

only

of

case

i are

2,3,4
results
The

form

1.

of

the

x
where

(35)

+ x2P23 + x3 P33]

Haley considered the following

Case i:
Case 2:

as

+
the

(x, x,

nonlinearities

Haley

QA

found

trivial
given

nonlinear

for

in

the

the

the

above

"x +

(x,

are

greater

above

case

following

differential

plus

solutions;

= RQ

restrictions

cases
6 is

the

allow

following

a special

case

us

results:
of

case

I.

discussion.

equation

that

can

be

analyzed

is

x, x
than

x
zero

a3x

(36)

O_

and

a(x,x, x5 =a l+

(x,x,x'),

b(x,

b I

(x,

x, x_

= a2 +

x, x_.

- 15 For asymptotic stability,

a_O

and

and/or
The

b_0
a3

for

all

x,_,_,

= 0, will

general

form

the constants al, a2, and a3 must be positive,

be

of F

considered.

considered

in

The

in the

equation

(36)

special

cases

examples

at

the

where

al=

end

of

(x,

x, x)

O,

this

The

transformation

matrix

can

a 2 = 0,
section

is

i.

F = a

and

(x, x, x)

be written

x + b

(37)

as:

rlr 3

r2 +

r3

(38)

0
In

state

derivative

variable

notation,

the

final

Liapunov

function

and

its

time

are

2
r2x 3 +

r-

Lrlr3Xl

(r 2 +

x2

x_ 2

x2,

x3)

(t)

/I

r 3)

2 /
u

(r 2 +

r3 )

Xl,

(x I, x 2,

x3 )

x2dx 2

x2(O)
x2 (t)
+

rlr 3 a
x2(O )

x2dx2,

(39)

........

and

"q "

[2rlr

(r 2 +

r 3 )

aI
(x 1,

x2,

x 3)_

2
X 3 --

2rlr3x

2
2b

(Xl'X2'X3)'(40)

The

is

relationships
(B)

Third

The

matrix

also

between
Order
_

the

ri's

Systems,

The

the

ai's

are

given

by

equation

(8)

candidate

is

for

taken

as

complex,

a Liapunov

and

function

thus

is

(41)

(*)
and

was

that

was

found

order

indicates
its
no

the

complex

corresponding
significant

to

be

true

time
new

for

conjugate.

Haley

derivative,

but

transformation,

2nd

order

and

_,

4th

by

(41)

studied
the

the

x,
V

conclusion

can

order

the vector

given

v = x _x =_XT QT Qx = _XT_e
where

(14).

Complex

in equation

complex.

and

- 16

be

found.

systems,

- function
of

his

This

as well

in

studies

conclusion
a6

for

3rd

systems.
(c)
For

Second
the

Order

second

System

order

system,

the A

and

R matrices

are

given

as

-r I
(42)

land _
-a 2

Following
matrix

the

same

analysis

as

-a I
for

the

third

order

0
case,

the

corresponding

becomes
0
(43)

Q
0

The

most

general

nonlinear

differential

equation

+ aI _ +

considered

a2x

is

(44)

F = 0,

i
where

a I and

a 2 are

positive

constants

and

= a

i
(x,x)

+ b

(x,x)

x.

The

- 17 nonlinearities
final

aI and bI are also positive.

In state variable notation,

form of the Liapunov function and its derivative

x (t)
i

the

is
(45)

2
I
V = r2x i + x2 + 2 J

i
b (Xl, x2)

XldX i,

x (o)
I
and

2
=
(d)
For

Fourth
the

Order

in

the

fourth

order

system

-a 4

-a 3

-a 2

second

and

1
(Xl,

x2).

(46)

System
the A

third

and R

matrices

are
0

-r 1

o_

A
m

As

-2rlx 2 - 2x 2 a

R-

and

0
(47)

order

cases,

the _

r+r
3

is

found

to

be

r2

r4

i:

-r_

r_
The

form

of

the

differential

equation

"x"

considered

alx'+

here

a2_

(48)

is

+ a3x

+ a4x

+ V

= 0,

(49)

- 18

where
The
form

al,

a 2,

a 3 and

nonlinearity
of

the

a 4 are

bI is

Liapunov

positive

also

positive.

function

a3

constants

and

In

its

x_+

v:ic F

and

state

(x,

variable

derivative

F = b

.o

x,

x', x )

notation,

the

_.
final

is

(r4x I + x

x2 (t)
2
+

r3x 2 +

r3r4xl+

x2dx
rlr

(50)

x2 (0)
x3(t)

+2

Ill
b___x3dx

L r2J

x3(0)
.,_nd

HARRIS'S

"HURWITZ

In

reference

stability
give

are

not

briefly

outline

x2

Ia

[6]

For

to

Harris's

derived

second

x4

Harris,

a Hurwitz

order

functions

as those

(51)

12

FORM"

, Harris

Liapunov

According
as useful

CANONICAL

analysis.

equivalent

systems.

-2r I

the

given

by

derivation

cases
This

the

of

the

to

and

Hurwitz

true

for

third

functions

Routh

Form

Routh

is not

Liapunov
the

Canonical

Canonical

Hurwitz

given

by

Form.

Canonical

be

used

in

Canonical
and

this
Thus,

Form.

higher

Forms
order

canonical
we

will

form
only

- 19 Rewrite equation (i)

+ an-i x
a

(i)

in the following

+ an-2 x
a

(2)

way
(n)

+ .

+ x
a

F(x,
a
n

t)

= 0,

(52)

or
(i)

(2)

x +=<xi

where

(n)

O<2x

o<i,... ,o<are
n

... +o<xn

constants

i
+F

and

FI

_,

_,

t)

0,

t) is

the

nonlinear

part

such

that

F l (o,t) = o.
Define

the

state

variable

by

(n)
(53)

XI = X
(n-l)
x2=x

x(1)

n
I
JXndt
In

= x
matrix

-_x
form

x_dt=Ax-

where

I - n<_l x 2 (52)

..0

(_,t).

-Ix n- F

becomes

(54)

DF 1
0

0
and

-_n-I

-<n-2

b =

_o<
2

_0<
1

(55)

20
Following

the

a change

is
dt

in

defined

the

derivation

of

the

Routh

Canonical

Form,

by
(56)

the

constant

= R_-_.

R = _
2V

and

y is

as

=_x,
Q

where

procedure

of variable

X
where

same

A Q

([

matrix.
F

corresponding

25

Q_,

Now

_Tdt)

into

(54)

gives
(57)

the

_y

at),

dt)

(56)

t)

let

time

_T

Substituting

candidate

for

function

be

(58)

derivation
y

a Liapunov

is

yT

(59)

dt)

= YT
Equation

_T

(59)
Form

necessary

is

matrices

the

new

R matrices

this
given

by

is

the

for

are

Routh

we

in

use

to

nonlinear

Canonical

of

in

the

_,t).
all

these
the

form

stability

the

FI

may

a's

The

related

that

- 2YT_b

generate

the

's.

conditions

method

to

replace
by

that

technique

to

and

indicates

Canonical

the R

+R

the
new

by

conditions

linear

systems

Hurwitz

formulas

Liapunov

matrices

the

term

previous

functions.

o('s

and

for
are

the

b
-

replace

F S is
)

that

the

The

major

not

Routh

remain

same.

The

the
All

stability

determinants.

in V, y

of

as

is

r's

in

the

same

's in

difficulty
simple

as

the
of

that

Form.

Conclusions

ship

In

this

to

the

was

discussed

The

work

of

section
stability
and
Haley

third,

and

can

extended

be

becomes
analysis.

we
of

their
and

fourth

to any
due

discussed

a nonlinear
method

Harris

order

prohibitive

have

for

order
to

in

the

various

and

the

Liapunov
analysis

autonomous
but,

Canonical

First,

generating

equation;
the

Routh

system.

resulted

nonlinear,

the

the

of

order

matrices

work

and

of

rather

its

Puri

functions

differential
as

Form

was

and

equations.

which

are

Weygandt

described.

general

increases,

relation-

second,
The

the

method

labor

possible

in

this

- 21 COMPENDIUM
OF EXAMPLES
Second

Order

Examples

Example
The
..
x

Writing

i,

system

[5] &

[6]

is described

by

3
+

this

+_x

equation

= O,

in

state

constant.

variable

form

gives:

xI

xI

3
K XI

x2
where

x I = x,

x2

x 2 = i.

Since

-i

r I = al=

-i

and

r 2 = a2=0 , then

, det.

__

rI

(We

note

that

is

The

transformation

singular
_

= Q x

in

this

V1

-function

V I = ZT_
where

defined

( Xl+

by

x2)2

= 0.

example..)

becomes

o o
The

YT

5' is

I1
xI +

x2

- 22
3
Add V = 2_ x to V in order that the sum is a semi-definite
2
21
i

Therefore,

++
I

fo_.

=-2Kx
2

and

(Xl+

+ 2K

x2)2

x ix2
3

7t

dt

(x I +

x2

)2

0
Thus,

V-_00

as

except

is

positive

Ilxli__._ oo

the

trivial

Example

b,

since

solution,

the

+
a,

and

and

is negative

no

the

trajectory

system

semi-definite

if

of

makes

the

is globally

system

K>0.

asymptotically

Since

ff identically
stable.

2, [7]

From

where

definite

c and

field

of

electronencepholography,

(a + b x 2 - cx 6 +
d are

positive

dxl0)

constants.

Using

we

have

state

variables,

we

have:

Xl = x 2 = _

x2

f =

Haley's

matrix

takes
0

where

the

ax2

(-2a

-Xl

-f

bx 2

- cx_

+ dx_ O)

x2

A]x

- 2XT

form

-i

____.

rI = a

and

r 2 = i.

Thus,

and

become

= yT

2
= Xl

= _XT [_AT QT

2
x2

QT

_T

Q b.f

zero

23
V

is positive

definite

and

is negative

semi-definite

When

this

inequality

is satisfied

the

2
xI +

when

i0
dx I >

nonlinear

-2a

differential

cx

6
i"

equation

is

stable.
Example

3,

[7]

Consider

the

equation:

.
x
where

f(x)

is defined

2
+

the

+ b

differential

equation

= x-f I (x)

fl(x)

= O,

fi()

= -_

fl(x)

= x+K,

in

state

= O,

-K_-- x

> K
x<--K.

gives

+ a x +
and

f(x)

by
f(x)

Rewriting

ax

b2x =

b_ fl

(x),

variables

il----x2

x2

The

where

_ matrix

rl=

a,

-ax2

b2Xl

b2

fl(Xl).

becomes

r2=

-b

b 2,

and

b>

0.

Thus,

Vl= yyy

41 = -2a

= x 2 + b 2 x2

x_

2b2

fl

(Xl)

x2

"

asymptotically

- 24 -2b2 fl

Adding_ 2

(Xl)

x2 to Vl gives
_ _i + 92 = --2ax_
Xl(t)

x2--

2b2

fl

(Xl)

dXl"

Xl(0)
It
The

can

be

shown

that

if

a > 0 and

-K<xI<K,

system

will

also

be

asymptotically

x I2 >

then

the

system

stable

whenever

_Xl(t)

fl(Xl)

is

asympotically

Xl(t ) and

xl(O)

stable.

satisfy

dx I-

JXl(O)
Example

4,

This

[5]
example

was

analyzed

by

Schultz

and

Gibson

using

the

variable

gradient

method.
The

equation

is

_ +

f (x) _ +d_(x)x

+@f(x)--0.

dx
In

state

variable

notation

we

have:

x I = x,

x2 =

Xl

= x2'

x2

-x2

(x I,

x2)

-F
=

x,

(x I
f(xl)

, x2),
x 2 + df(x I)

XlX 2 +

dx I
0

-a 2

-a I

-i

-i
h_____

A
=

(X I,

X2).

_Xrf(x

i )

- 25
The

matrix

is

A/_

Q=

=
rI

i
where

rlm

a I = i and

singular.)

The

r 2 = a 2 = 0.

V I function

(Note,

this

is

another

example

where

is

is

VI = _T _

(x I +

x2

)2

where

A
vl_ =

2
2rlY I

-2(x I +

- 2y 2F

x2 )

f(x I) x 2 + df(x I)

xI x2 +

dx I
let V2be

Now

_2

= 2XlX2

dxlf

(Xl)

L
Thus,

V!

+ V2

_ f(xl) I

becomes

/
r

Vl

V2

xl I

xI
i"

and

(x I + x 2 )2

/
0

Therefore,

(i)

the

system

is globally

dXlf(Xl)

>

dXlf(x I)

dXl

asymptotically

O,

dx
i

(2) @ f(xl)> 0,
(3)

V _ 0

(4)

V--oo

on
if

any

nontrivial
'xi--_

il

_.

trajectory,

Q f(x

i)
XldX I .

stable

if:

- 26

Third

Order

Examples

Example

i,

Consider

where

a and

unstable

[5]

the

b are

linear

following

system

"x'+

bx

a_ +

positive

system

abx

constants,

stable

by

+ F

and

its

is

a nonlinearity
The

which

_ matrix

makes

is

rr{?

r2

rI = a I =

rI

a,

r2 =a2-a3 _ b-ab=

Vl-function

O,

and

r 3 = a3/a I = ab/a

= b.

Thus

a 1

the

=0

presence.

where

becomes
2

V I = _T _

where

Xl=

x,

= b (ax I + x2 )2 +

x 2 = x,

and

(ax2+

x 3 -_ x.

x3)

The

time

x3

) F.

derivative

of V I is

2
VI

"

-2aYl

-2FY3

2m+l
F = K x2

Choose

= -2(ax2

, where

is

2(m+l)
VI =
This

-2aKx 2

dictates

a nonnegative

integer.

2(m+1)
- 2Kx 3

the

choice

x 2

of 92'

namely

2m+l
_Z

= 2Kx3x2

Thus,
2 (m+l)
x2
and

= b(ax I + x 2

)2 +

(ax2

+ x3

)2 + __K
m+l

x 2m+2

Thus,

VI

becomes

the

- 27 The system is globally

asymptotically

stable if*,-is

nonnegativ_integer,

K_0, a_0,

b>0, and F = K x2m_l.

Example 2,

The following

..

example comes from the Russian author, E. P. Pop.v:

.o

i
T

i F(W)=

O,

where
t
F(_)

0< = K2_x + K3_x - K4

dr,

and

T,

KI,

K2,

K3,

K 4 are

constants.

In state

variable

notation,

we

have

xI = x2 =

_2 = x3 =

"x"

_3 =-_ x3-

F1

K
, F1 =_!I

F(_).

Since
a,

The

I/T

matrix

rI

, a2 =

a3 = 0

and

V_

rI

r 2
V1

r 3 = O,

becomes

r_4_

The

r2 =

function

is

given

as

where

,,
,

F(_).

I/T

- 28 The time derivative

of

o<is

= K2 X 2 +
From

the

finally

original

given

K3X 3

by

-- K 4 F(_).

differential

equation

and

the

above

expression

for

_we

can

obtain
+
X 2 F(=<) =

_2KI

K3
X3X3
K2--_

+
Substitute

V2

this

= 2KI
K2T2

Hence,

we

+ 92

: 91

expression

F(_)_+

F(o() _

into

K3

+2K3
K2 T

2 KIK4

the

equation

X3X 3.

for

2
3

F 2(4).

_i

and

then

formS2;

have

=- _

- i

F(_)

and
d
- i
K2 T

K
O

The

conditions
(i)

for

KI>O,

(2)

K3

K2>O,
- iI

(4)

_o

K4>O,
>

O,

K2T

(3)

asymptotic

>

0,

F (dO

do< >0.

stability

are:

that

is

- 29
Example

3,

Harris's

[6]

example

is

"_ +
where

rI

a_

+_+

ai '

r2

a3X

=:a 2

=0,

, r 3 = 0 and

3
F

(x,

t) =

a3 X

The

VI

- function

2
2V I =

becomes

a2 X

(alX

where

$i
Define

$2

.2
X

-- ala2

3
--

X )

(a 3 X

).

as

3 .
X
v 2 = a,a 3 X

3 ..
+

_T

Thus,

(a I X

we

a-

qo^

.2
y

have

2
= VI

2V

V2

: --

.2
= a2 X
+

a l (a2

- 3a3/al

The

conditions

for

asymptotic

(i)

ai>0,

a2>0,

a3>0 ,

(2)

ala 2

>

"

X2

2
)

4
(aI _ + _)2

+ ala3

+
a2

_-_i

stability

/2

a3 X

+
!

a3

X2

are

a3
Example

4,

The

[7]

differential

X
-Using
b

being

state
a

equation

variables
constant,

and
we

(i)

is

CX

writing

(x) x

get:

0.
as

(h) x"

.
X,

"

= b x

b'

(x)

_,

(a|X

+ _)2.

- 30

Haley's

XI

X 2

x2

--

X3

X3

- ax

matrix

"

3 -

bx 2 - cx I - b'(x2)

x 2.

is

r2 +

rlr3

r3

rI =

Thus,

the

-Vb-cla
0

where

, r2 =

V I - function

VI

c/a

VrTr
c/a.

r 3

and

becomes

= Y

(b

- c/a)

X2

(CXI

b_2) 2

2
+-@'_

X3

where
2
VI
Let

V2

be

defined

- 2a

(b

c/a)

2bb'(_2)

_2_3;

- 2b'(X 2)

X2

cx

bx3]

by
$2

then

= -VI + -V2 = -

(ab-c)

= (b - c/a)

(CXl

2
x 3

--

2cb'

(x2)

2
x 2,

and
2
V

X3

+ bx2)

x2(t)
f
+

(o)

b'(x2)

x 2 dx 2.

x2

_c/a

23

- 31

This

is our

Liapunov

(i)

b'(x2)

(2)

a>O

(3)

ab

Example

5,

The

> 0
,

--

>

asymptotic

of

the

differential

differential

solution

equ_,

f is written

null

{(x,

is

x)

of

a system,

equation

in

XI

X2,

X2

X3 '

X3

= --

transformation

rI =

a,

_,

V I

Thus,

r2 = b

V I - function

91
let 92
92

by

the

b x

cx

state

a'

(x,

variable

ax 3 - bx 2 - cx I

Haley's

form,

form

is

- a ' (x I

, x 2)

x 3-

is
- -_/b - c/a
0

1/-c-/a

- c/a

and

r3 =

c/a.

becomes

Y tX

characterized

investigated:

where

require

as

The

we

0,

where

stability

O.

(x,

The

for

[7]

The

Thus,

c>O,

stability

following

where

function.

- 2(ab-c)

(b - c/a)
X 2
3--

2
X 3

2a'(Xl'X2)

be
= 2 ca'

(x I

2
+

, x2 ) x 2 x 3 .

(CXl
X3

bx 2 )2 +

(cx2

bx3)"

c/a

(ax 2 +

x3)

- 32 Therefore, the resulting

VI +

9 and V are

V2

= - 2 x 3

= -

bf

[ab +

(Xl,X

ba'

2)

(Xl,

x2)

-- c

3,

and

x 2
3 +

(b-c/a)

(CXl

+ bx 2 )2

+ c/a

(ax 2 + x3)2

x2
+

2c

a'(xl,

x 2 ) x21x 2.

The

conditions

which

(i)

bf

(2)

a > O,

(3)

(Xl,

The

x2)

a u

6,

satisfied

>

for

asymptotic

ab-c > O,

(Xl'

x2)

x2

lx2

O.

>

[77

differential

X
state

-- c

c> O,

o,

In

be

x2
_o

Example

must

equation

,o

A (x,_)x

variable

is

B (x,x)x

cx

= 0.

notation,

_i

X2,

X2

X3'

X3

--

ax3

- bx2

- CXl

" f'

a' (xI ,x2 ) ,

b'

where

A (xI ,x2)
B
f

(x I

,x2)

= a'

(El, x2)

x3 +

(xI
b'

x2)

(Xl, x2)

,
x2

stability

are:

- 33

The

_ matrix

example,
The

used

where

in

this

r I = a,

V I - function

example

r2 = b

is

the

- c/a

and

same

as

that

used

in

the

previous

r 3 = c/a.

becomes
2
V I = X tX

(b - c/a)
+

c/a

x3 +

(cx I + bx 2)

(ax 2 + x3)2

where

The

form

Thus,

91

= --

92

= 2 [ca'

2
x 3 --

2(ab-c)

[a'(x I x 2)

x3

+ b'

(x I x 2)

x21

_cx2+

of $ 2 is

and

(Xl,X2)

b b'

(Xl,

x 2)]

x2x3.

are
2

"

1 .v

V =V

_1_

x3--

_'%

2 cb'

(Xl, x2)

") 't,-._l

t_

_ _=

_i,'_21

"" 3

x _,

and
2

2
V

(b - c/a)

x3

2
+

(CXl +

bx 2 )

+ c/a

(ax 2 + x 3 )

x2

[ca,
xl,x2
+

bb'

The

I
I
I
I
i

:_

conditions

for

(l)

ab-c

(2)

a'(xl,

(3)

ca'

_ .... ,

_.

........

>

asymptotic
0,

x2)

>

(Xl,X 2)

,,.

_:.

>

0
+

stability

O,

and
bb'

>

b'

0,

(Xl,

(xl, x2)

are
a

>

x2)

>

O,

>

0.

O,

(Xl,X2) ]

x21x2"

bx3 I"

- 34

Fourth

Order
This

in

the

Example_

example

"light"

of

has

been

the

Routh

....
X
+
aI

discussed

by

Canonical

but

will

be

considered

here

. Vala2

a 3

Form:

f(x)x""+

Cartwright

"

a3 x

a4 x

0,

--

f'

where
(x)
In

state

variable

a2 +
notation

X2

X2

X3

X4 =

--

f
we

(x)

we

XI

Since

b'

have

4'

alx4

b'

- a2

x3

(x 2 ) x3

--a3x2

-- a4xi

"

have

rI =

aI,

r2 =

[a2-

r3 :

[aB/al

aB/al ]'

--ala4/(ala

2-

a3)_

r o [ala4/(ala2
- a3)],
then

the _ matrix

becomes
a3
aI a4
ala 2- a 3

_____

aI

_i _ala2

- a3
0

- _aa_ " - ala

ala 4
20

al

i3

.,

- 35
Thus,

the

V I - function

is
2

Vl

Y tY

YI

2
+

Y2

2
+

Y3

2
+

Y4
2

I
ala4
Ix22
lala4
IEa3
ala41xl2
x2

= [ _i
a3

Va

la2al- a3

ala 2

- a3J

+_/
al
y ala 2- a 3

Lala2-

a3

_]+[ ala4
_la2-

_i-

ala2-

xI +

x3

a3

where
2
+
VI

2 b'

= - 2al I alaa3x2
2 - a3

(x2)

x3

(times)

alaalx4
2 - a3j

a3x
_ala 2+ - alx4]
a3 J "
Therefore,

we

V2

let 92

be

given

by

= 2 b'

(x 2 ) x 3 [ a3x2

L
The

final

Liapunov

function

ala 2-

alx 4 ]

a3

is
2

= VI

V2

= -

2 a I[

a3x 2

alx 4

ala 2 - a 3

]
J

and
x2
V

=Vl+

x3

2a3
_b'

(x2)x2_2

ala2-a 3
0

_'_" "

'-7 !--"--

' )."

;_:_i

;,.;

_ c

2al
lh'
ala2-a_J
0

,
J

(x2)

x3dx3.

- 36
The

conditions

(1)

for asymptotic

al>0,

a|

(2)
a3/al

--

a 4 >0,

stability

_ 0,

x2

(3)

b'

(x2)

x2

dx 2 >0,

b'

(x 2)

x3

dx 3 >0.

x3

(4)

f
o

are:

(ala 2 -- a 3) > 0,

aI a4
ala2
a3

a3>0,

- 37

REFERENCES

I.

3.

Kalman,
R.
the Second

E., and Bertram,

J.
Method
of Liapunov",

E., "Control
System
Analysis
and Design
Trans.
ASME, Ser. D, Vol. 82, 1960.

Parks,
P. C., '_ New Proof of the Routh-Hurwitz
the Second
Method
of Liapunov",
Proceedings
of
Society,
Vol. 58, Part 4, pp 694-702,
1962,
Parks,
P.
(British)

C., "Liapunov's
Second
pp 102-105,
Nov, 1962.

Method

Stability
Criterion
Using
the Cambridge
Philosophical

in Automatic

Control

Theory",

Control

Reiss,
R. and Geiss,
G., '_ Proof of the Routh-Hurwitz
Criterion
via Liapunov's
Direct
Method",
The Analysis
and Design
of Nonlinear
Control
Systems
via
Liapunov's
Direct
Method,
Grumman
Research
Report
GRD 121, pp 193-204,
1964.

5.

Puri, N.
Canonical

6.

Harris,
Thesis,

7.

Haley,

N. and Weygandt,
Form",
Journal

C. N., "Second
Method
of Franklin
Institute,

S., "Application
of Routh
Moore
School
of E. E., U.
R.

Systems,"

L.,
Ph.D.

"Generation
Thesis,

of

Liapunov

Moore

of
pp

Liapunov
365-384,

Criterion
to Phase-Space
of Pennsylvania,
1963.

School

Mekel,
R., "Synthesis
of High Order
Criterion
and Aizerman's
Conjecture,"
U. of Pennsylvania,
1964.

Puri,
N. N. & Weygandt,
C.
Linear
Systems
via Routh's
Srandford
U., June, 1964.

i0.

via

Functions

For

of E.

U.

Nonlinear
Ph.D.

E.,

Certain
of

Control
Thesis,

and Routh's
Nov.,
1963.
Stability",

Classes

Pennsylvania,
Systems
via
Moore School

N. "Calculation
of Quadratic
Moments
of
Canonical
Transformation",
AIEE Trans.,

Puri,
N. N. and Drake,
R., "On
Certain
Second
Order Difference
1EEE, Auto,
Control
Section.

the Stability
Equations,"

of the
accepted

Master's

of

Nonlinear

1963.
Liapunov's
of E.E.,

High Order
JACC,

Equilibrium
Solutions
for publication
by

of

ISECTIONFOUR
I

INTEGRAT[ON

Prepared

by:

R.
T.

L. Drake
Gifford

BY

PARTS

INTEGRATION

BY PARTS

SUMMARY

In

this

section

application
as

given

of
by

we

discuss

integration

Geiss

and

by

Reiss,

the

generation

parts.

We

Harris

and

of

Liapunov

discuss

three

Puri.

The

functions

variations

method

of

of

Geiss

th
with

first

approximation

parts,

V I is evaluated.

system

equations

V I is

play

a Liapunov
2
2
(Xn +<Xn-l)"

= -

if

this

is

Liapunov

V;

During
the

not

V2

for

the

role

of

function,
The

possible.

By

function,

then

is

obtained

given
In

terms

the

terms

thus

form

in

in

the

the

integrated

to

second

third

and

given

Puri's
Reiss

method,

higher

order

method

both

by

This

Puri's
systems

in

and

procedure,

Reiss

By

-Xn.

integration

the

paths

for
such

V 2 is

begins

is

a way

integration

by parts,

of

that

V2

by

the

integration.

considered,

obtained.

method

are

equation
are
the

time

Z
+ <Xn-i

procedure

are

by

If
namely,

is definite,

If V 2 is not

definite

best

for

These

The

from

result

perfect

low

this
in

perfect

order
or

integrating
are

squares,

This

method

applied

that

cer-

variables,

and
that
is

then

is

state

such

function

systems.

operation
the

technique

- function.

a Liapunov

multipliers

squares
of

)"

until

differentiating

by parts
V

2
xn-2

equation.

derivatives

integration

continues

works

formed

equation.

a positive

is

The

differential

terms

order

parts,

2
(Xn

=-

V3-

resulting

give

this

choose

multipliers

reformulated

along

chosen

Vl

the

approximation

by

fails.

Other

of

constraints

integration

differential

V.

are

involves

method

systems,

application

=<is

a repeated

2
order

constant

integrating

work,

original

tain

terms

the

Harris'

certain
to

or

by

a second

V3

V 3 is

for

by

still
V

can

applied

and
other

be
to

systems.
basically
method

a combination

is more

with

more

a multiplier

and

ease

of

Harris'

systemetized
than

repeated

the

and

other

two

integration

by

method

can

and

probably

methods.
parts.

the
be

Puri's

Geiss

applied

and
to

technique

- 2 INTRODUCTION
We
(the

are

origin

concerned

with

in state

space)

the

study

of

of

stability

of

system

defined

a dynamic

the

equilibrium

solution

by

(1)
=
The

technique

certain
and

nonautonomous

17

in

this

First,
and

considered

discuss

_,2,_

*.

discussion

deals

with

And

with

Puri's

with

one

method,

techniques

because

applicability
reference

as well

of

the

then

the

system,

to equations

generating
as

the

method

constant

it

, will

nonlinear

this

method

of

Harris'

want

is

Liapunov

system

to

is

quadratic

which

a simple

In

is

find

a positive

numbers

in the

moments

for

be

look

applied

at

to

examples

is

OF

[]

of

of

was

order

This

a third

Harris'

method

12.
the

other

two

examples,

used

linear

Geiss

the

in
systems.

& REISS

integration

by

parts

equations.

to

the
The

problem
autonomous

by

= o.
_),

(V_y_v)
t !
to

method

to

of

than

of

considered.

6 through

compendium

differential

form

refer

be

applied

detail

high

GEISS

given

,
semidefinite

the

technique

extension

examples

of

ordinary

considered

brackets

technique

Puri's

application

functions

[4], will

in more

exhibited.

=
The

can

systems,

The

in

discussed

systematic.

=!
We

functions

by parts

Harris

is given

be

is more

of

coefficients.

nonlinearity
[5]

procedure

obtaining

Liapunov

integration

WORK

of

t)

to autonomous

repeated

application

[6J to calculate

This

(_,

section.

we will

linear

for

systems

Reiss

order

here

the

such

_)

- _

references

(2)
that

(_)
at

'
the

(3)
end

of

the

section.

- 3

and

where

parts.
single

is positive

definite.

As

the

we

know,

variable

The
equation

The

=-

S_)dt,

integral
by

in

parts

(t)

technique

of

Geiss

(3).

an

n th order

and

(t) v

the

usual

- function

state

Reiss

is

system,

variable

(7)

equation
function,
the

is
(2)
we

following

is

formula

evaluated

by

involving

-- fv(t)

concerned
their

notation

integration

two

first

d u

with

by

functions

of

the

choice

of y_)
for _)

in
is

x n,

(6)

to be

used.

The

corresponding

is

evaluated
as

by using

a constraint

stop

the

second

integration

along

process.

the

path

If V I is not

(- x n)

by

parts

and

of

integration.

a Liapunov

(7)

considering

the

If V I is

function,

we

system

a Liapunov
continue

with

approximation:

_2

- (x 2+

$2

2
o_ Xn_l),

(8)

thus

V2
where

the

arbitrary
to

be

(5)

(t).

approximation

is assumed

VI

where

(4)

(t)

_)

where

(4)

by

(t) d v

For

dt

integration

is given

=_

integrals
constant

a Liapunov

in
used

(9)

are

evaluated

to make

function,

the

_3

Xn

d t

/x2

by

integration

by

V 2 positive
third

definite,

approximation

2
- (Xn +

n-i

2
o_ Xn_ I +

if

parts

_ossible.

(9)

,
and

_< is

If V 2

an

fails

is
2
(_ Xn__.).

(i0)

- 4
The

procedure

method

this

pattern

until

a Liapunov

disadvantages

(I)

i_

(2)

the

of

the

The

is

of

limited

vector

state

The

(2)

it gives

(3)

it

method

_)

systems
in

(2)

can

method

of

insight

be

or more

the

(5)

it

is useful

the

concept

for

linear

consider

We

select

Cl,

c2,
by

the

to

handle

to modify

in
of

the

the

a V

an

complete

it

can

solved

order,

such

of

that

to

the

be

for

system

= O

the work

arbitrary

functions

of

Liapunov

of

function,

instability

example

proofs

and

in

i,
considering

and

gives

the

instability.

Routh-Hurwitz

For

example,

conditions

consider

of

a third

stability.
order

form

constants,

the

fl(Xl,
positive

(equilibrium

is unstable
of

functions,

2
c2x 2 +

Thus

2
c3x 3

is

(ii)

positive

definite.

By

obtain

choose

to _

Liapunov

containing

existing

method

of

positive
we

of

equations

stability,

the

a problem

parts,

close

Examples

be

construction

construction

systems,

c 3 are

possible

arbitrarily

must

low

variables,

V
is

of

method,

into

state

be used

us

the

adopted

can

integration

then

or

are:

2
= ClX I +

it

found,

are:

_uasilinear

the

simplicity

it

system.

to

of

(4)

Let

If

is

variables.

(i)

(6)

this

function

advantages

one

where

function

fails.
The

one

follows

at _
of

x2,

x3;

Cl,

constants,
solution)

c2,

Ci,
where

3 )

such
V

that

takes

on

(12)
there

are

positive

points
values,

= O.

Geiss

and

Reiss

are

given

at

the

end

of

this

section.

- 5 WORKOF
The
to

the

method

original

systems.
In

In

this

the

of Harris

way

differential

this
we

technique,

bility

of

at

end

the

the

Consider

we

can

demonstrate

and

how

this
the

integration

equation.

discussion,

method

of

uses

the

the

third

order

of

linear,

is

is

method
the

be applied

integral

time

aI _

of

the

'x" +

applicable

to a

third

technique,
to

certain

considered

order

the

nonlinear

for

multipliers
low

linear

reasoning

systems.

in

examples

system

defined

order
system.
behind

The

applica-

6 through

first

a I x)

- invariant

a2

two

d t

a3x

0.

(13)

term._ in

(i_,_,, namely:

alx.

by

(14)

have

(x+
Rewriting

alx)
(15)

Zi
Applying

mechanics

applying

section.

M,,le_n1_Tz_j
(lqN,__j _,,_the

we

the

can

after

procedure

equations

Thus,

parts

apply

technique

to nonlinear

by
This

will

HARRIS

(_ + al_)

a2x

ala3 x x +

ala2(x) [ +

a3x

(15)

_ = 0.

gives

d
_
_'_
I(

integration

al_)2
by

parts

a2(_)2
to

ala 3 x

a 3 xx,

a3x;

21

a3x

x = --

a_a2(x)"

(16)

"
2

gives

= a

- a3 (&)2

(17)

dt
Combining

(16)

and

(17),

we

get:

(18)
i
2
Now,

define

d
dt
V

to

[(_ + al_)2
be

equal

+
to

a2(_)2
the

ala3x2

right-hand
._/ = .

side

(ala2_a_)

2a3xxl
of

ffi_(ala2_a3)(x)2

(18),

(_)2.

"

namely
(19)

12

-6

Thus, from (18) and (19), we can derive the expression for V,
2
2V = (x + alx) 2 + (a2- aB/al)(X) 2 + al/a3 (alx + x) .
For asymptotic stability,
the following

a Liapunov function defined by (19) and (20) implies

conditions:

(i)

ala 2 -- a3 > O,

(2)

al>0,

a2 >0, a3>0,

which are the Routh-Hurwitz conditions

A different
derivative
(a2x

= a2x

The

of

multiplier

the

a3_)(x"

x"

term,

last

ala 3 xx

for

two

+ alx)

a 3 xx,

terms

of

(a2x"

(a2x

(21)

and

(22),

(i_)

that

(21)

can

a3x)

be

_ _"

can

be

equation.

a3x)(a2x

aBx )(a2x

in equation

for stability.

equation

a3

Combining

(20)

aBx)

The

by

result

taking

the

is

ala 2

(x) Z +

rewritten

= a3

obtained

aBx

x'=

0.

(21)

as

d(_ _0
dt

--a3(_ ) _

(22)

gives
(23)

i
2

d
dt

la2

Define

(50 2 +

ala3(_)

2 +

(a2_

+ a3x) 2 +

--

is

2 V

the

(24)

and

applied

we

(a2_

see

that

the

a3x )

2
+

a3/al(al_

conditions

+ _)

for

2
+

asymptotic

(a 2-

a3_i)(_

stability

)
are

(25)
again

conditions.

sun_narize,

differentiating
are

(25),

Routh-Hurwitz
To

(24)

(ala 2 - a3)(_) 2.

From

(ala2-a3)(_)2

as

= __
Thus,

2a 3 i kJ

we

certain
to equation

observe
terms
(13)

that

Harris

obtains

in

the

differential

and

the

result

is

multipliers
equation

that

certain

by
(13).
terms

integrating
These
are

or

multipliers
perfect

- 7 squares of the state variables;

these form our V.

of perfect squares and thus produce our positive

Other terms are time derivatives

definite

V - function.

By con-

sidering the examples at the end of this section, we observe the samephenomenataking
place when Harris'

method is applied to nonlinear equations with one nonlinearity;

except, of course, certain additional

integral

or derivative

constraints

are

introduced due to the nonlinearities.

WORK
In
be

general,

characterized

we

consider

an n th

order

OF

PURl

nonlinear,

time-varying

system

which

can

by
Xl

= x2,

_2

= x3,
(26)

&n-1 = Xn,
Xn

- flXl

- f2

x2

....

- fn Xn

'

where

We
= 2,
We
linear

assume
whose

that

stability

first

fi

_,

system
is

formulate

equation
alx I +

the

f-

to

fi
t)

in
be

Liapunov

_'

t)
=

(26)

0, t
possesses

i =
_

I, 2,

...,

(27)

0.
a unique

equilibrium

solution,

studied.
functions

for

linear,

autonomous

systems.

The

is

a2x 2 +

...

anX n +

an+ I Xn+ I = O,

(28)

where

k
d
Xk+l

=
dt

xI
k

k =

I, 2,

...

, n

-8

and

al,...,an+

t=0,
is

as

to

xl(O),

apply

integration
for

I are

x 2 (0),...,

Denote

Xn(0).

the

The

initial

first

state

step

of multipliers

to equation

by

can

generate

Liapunov

parts,

we

eventually

variables

in generating

a succession

(28).

time,

Liapunov

Then

expressions

at

functions

through

which

are

the

use

of

candidates

functions.

Multiply

(28)

2al_o

By

constants.

repeated

by

2x I and

integrate

from

to

t:
t

(29)

x12 dt

2a 2

+.

XlX2dt

2 an+l ;

XlXn+ I

dt

=O.

--O

integration

by

parts,

we

have

(30)

lX2j+dt=

_XlX2j

- x2x2j_

+... + (-i)

J-lxj

Xj+ll

j+l
'
x2
dt

+(-i) j
O

and
t
(31)
XlX2j dt

[XlX2j_

x2x2j_2

...

'

+(-i) j-I

where

j =

i, 2, .... Let

us

adopt

the

notation

Ik

Therefore,

.. +

right

x kdt

applying

all I - a312

The

/o

(30),
+

side

(31),

a 5 13

2 an+ I XlXn)

hand

(32)

of

--

(33)

and

= i,

(32)

to

....

(a4 x2

2aDx2x3L

2,

equation

l(a2x_

is a quadratic

...

(29),

there

2a 3 XlX 2 +

...

form

, n.

and

) +

2a4xlx3+

(a6x32

thus

results:

(33)

(33)

...

2ayx3X4+''')+''']

can

be written

||lot.

as

(34)

all I

- a312

+ a513

...


_J

-9

where

a2

a3

a4

a5

a6

a3

-a 4

-a 5

-a 6

-a 7

a4

-a 5

+a 6

a7

a5

--a6

a7

-a 8

a6

-a 7

-o

(35)

=_i

Similarly,

multiplying
o

from

(28)

by

2x 2

, 2x 3

, ...,

2x n successively,

and

integrating

ss

to%the

following

__T_

-2_2

results

o.T_

_4_3

-a I 12 +

are

,-__T.

4-

_b'4

a313

obtained:

J-

........

- a514

C_

... + 0.I n

= -

[xt__<3x 1

(36)
I t
O

The

exact

integer.

form
The

of

the

first

last

few

an_ 2 In-i

equation

o4. - matrices

,,,

a3

a4

a5

,,

a4

-a 5

-a 6

,,

a5

-a 6

a7

al

in

.,,

(36)

an I n =

depends

are defined

upon

being

an

odd

even

as
0

aI

aI

a2

a4

-a 4

-a 5

a4

-a 5

a6

, <3_

or

Q _

7)
J

- i0

where
Now,

_n
the

can

be

obtained

equations

in

(36)

in

the

can

same

fashion

be written

depending

in matrix

upon

form

being

odd

or

even

as:

(38)
a

(t)-

QCo)j

where
al

-a3

a5

a2

-a 4

-a I

a3

Ii

12

13

(39)

..

If

the

matrix

is nonsingular,

then

In

an

-an_ 2

equation

(38)

can

be

rewritten

as
(40)

_I

where

we

denote

a
m

as a

II

= b

bi

= - (t)_
a-I [Q

E t (t)

Equation

_I_

(40)

Q(O)]

is now

rewritten

x t(O)

(t)

S_i x

(0)

_xt(O) S_2x (o)

t(t) s2 _ (t)

12

as

(:)

In

_t (t)

x _0)

_n_(t)

S n X(0)

where
n
Si

We

now

define

some

candidates

for

I
j=l

.__J

bij

Liapunov

Vi(t ) = x_t)

functions,
Si

x(t)

, i

i,

2 ....

, n.

(42)

n.

(43)

namely
, i = i,

2,

.._,

- Ii
If the it h function,

Vi(t),

positive definite.

-- Vi(0) = - li(t)

Thus, the time derivative

Vi(t)
Therefore Vi (t)
a Liapunov

stability
for

linear
We

the

then

be
is

consider

fi's

= - 2x 2
i;

for

the

the

same

applied
an nth

are

defined

linear
as

to

i = i,

(27).
anX n +

S i is
The

to be

n.

(44)

order

fn-i

system

Equation
...

positive

definite,
for

in

example

"''

(46)

is

then

Vi

asymptotic
This

procedure

13.

represented

+ alx I =

(45)

conditions.

case

Xn-I

n.

conditions

Routh-Hurwitz

nonlinear

fnXn

in

Xn+ I +

the

2, ...,

If

system.

a third

order

Xn+l
where

for i = I, 2, ...,

is negative semi-definite.

systems

now

then S_ is required

is

= - li(t)

function

must

is a Liapunov function,

Referring to equations (41) and (43), we see that

Vi(t)

is

by

f2x2

+ flXl

rewritten

0,

(46)

as

- F,

(47)

where

F =
and

the

ai's

Equation
in

the

are

(47)
same

(fn

- an)

Xn +

"'" +

(f2-a2)

2x I

, 2x2,

...,

2x n

linear

case,

the

result

x2

(fl-al)

(48)

x 1,

constants.

is multiplied

manner

as

in

by
the

successively

and

then

integrated

being:

t
t
li

=-

[xtSi

__X
]

I
j=l

I
k=l

(49)
bij

(fk-ak)Xjxkdt

or,

from

(32),
t

t
n

--

l x2n =-:: <:=

-'=>
x x=]
='"Ix=-:
=I
o
i +2

1
j=l

(5O)

- 12

Multiplying

equation

(50)

by

a positive

constant

c i and

then

sunmaing

over

gives
t
n

ci (xi+2
2

n
i=l

kI=1
bij(fkak)xjx dt=
)

(51)
o

Choose

as

a candidate

for

a Liapunov

function

V(t)

I
i=l

Ci_t_Si _

This

V-function

is

integral

terms

the

derivative

time

will

positive

definite

if

at

positive

semi-definite.

are

that

due

method
that

summary,
to

can
of

in

we

and

applied

determining

that

14,

the

more

15,

method

systematic

to higher
when

the

_i

are

semi=definite.

examples

feel

Harris,
be

least

is negative

be demonstrated

In

(certain
terms
in (51)).

order

a form

is

These
is

first

set

examples

obtained

come

from

which

aid

in

the

is

example

by

an

multiplier
is

Example

i,

The
modify

an

examples

from

the

Harris'

16.

due

to Puri
that

systems,

positive

of

papers

but

of

OF

the

Geiss

deals

the

are

more

Geiss

major

(52)

if

chosen

the

such

outlined

that
above

versatile

than

Reiss.

Puri's

and

difficulty

is

still

EXAMPLES

repeated
and

with

examples

is

use

Reiss.

the

explains

variable

and

procedure

is much

of

The

integration
next

generation

functions.

, which

set

state

of

c i's

to

integral

definite

actual

due

the

definite.

with

Liapunov

_]

last

both

and

of

Ingwerson,
The

deals

thesis

formulation

method.

combination

of

The

and

COMPENDIUM
The

positive

The

than

in

Also,
in

his

concerned

with

and

of

at

multipliers
this

application
Puri's

parts.

examples

certain

included

detail

multiplication

of

set

by

point
of

method,

integration

by

the
which

parts.

_,_

following
existing

example
Liapunov

illustrates
function

the
and

usefulness

its

derivative.

of

integration

by

parts

to

- 13 Consider the Duffing equation for a "hard spring":

x
where in state variable notation,

and

a_0

As

and

b>

a candidate

+ ax

time

Xl

x2

x2

- Xl

for

a Liapunov

derivative

of

the

function,

is

of V I along

term,

negative

the

bx3x2

, _I

is

semidefinite.

V2

,
3
ax 2 - bx i ,

trajectories

=-

fV2

dt

indefinite

is

V-_as

a Liapunov

IIx
In

I__+

order

to

whose

time

plete

stability

of

obtaining

a V3

such

_o

= +

apply

derivative
exists

a V3

such

function

f-ax

whose

Therefore,

LaSalle's

the

bx_

As

a new

= - ax2

_dt

already;

time
the

theorem

is negative

that

_1.
system

is

x 2.

candidate,

suppose

we

choose

2
xl +

b x

V 2 becomes

V2

of

ax_

2
= x---_ +

Thusd

O,

choose

which

_---

_i

Because

we have

v,= ,j,
The

+ x + b

on

V 3 is

as

_(-ax2)x

p(
J
Xl+

is

complete
In

the

dt

Xl

negative

above
we

definite.

will

x I"

2
x2

--f-

-_-

semidefinite

asymptotically

we

we
have

run

Suppose

a x_

stability

that

_3 =-

2 dt

is globally

an example,

negative

bx3)

derivative

system

definite
but

need

through
that

and

stable

a V-function

shown

that
the

there

com-

procedure

exists

4
i .

_--

- 14

Thus,
V3 =

ax 2 dt

f_

=
By

integration

by

parts,

the

_XlX2

_(x2

XlX2

second

integral

V2 +

-Xl)

+ bxl 3

) Xl

x I dt

dt.

becomes

fXlX2

-----XlX 2

dt

2
x2
( 2---

i
-_

+ ax2

integral

= XlX2
The

x I dt

V2 +

first

dt

f2

fx2
4
xl

2
xl
--i-- +b

dt

-._-- )

becomes

axlx

dt

S axlx I dt

= a

xI

thus,
2

V 3 = x2

xl

xl

XlX 2

2
+ b

f4 x

2j4

+ x2

bx I

dt

_i

(Xl+

x2)2

i
-_-

i/a)x I2 +

(a +

(_a)xl4

dt.

_E
Finally,

define

V 4 as

V4

V3

b Xl 4 dt

where

V4

The

V4

- function

complete

stability

Since
it

for

is

required

Duffing's

information.

spring."

In

this

a measure

of

the

a Liapunov

function

in LaSalle's

equation
If we

2
- ax2

is

such

replace

case

V 2 is

still

total

energy

of

2
- Xl

which

satisfies

the

conditions

for

theorem.
a popular

by

-b,

a reasonable
the

4
- bxl

undamped

example,
>

, our

Liapunov
system,

let

us

continue

system

"pump"

describes

a "soft

(in

it

function
= 0).

to

V2

also

fact,
tells

us

is

, o

15

that

all

solutions

originating

in the

region_J_

xI <
tend

toward

_J_b
If

the

is not

x12

>

Example

2_

the
i/b

for

al,

a2,

The

complete
and

0,

Third
the

a3,

origin

region

XlX 2 >

[_

Consider

where

origin.

is

of

then

Order

L defined

asymptotically

asymptotic

stable.

stability

system

Linear

by

then

the

is

as

shown

This

in

System

system
Xl

= x2,

x3

are

constants.

--

a3x3

--

a2x2
Let

-- alXl,

us select

a negative

semi-definite

V,

2
_ x3

f2
x3

= _ x2x 3 +

= - _2x3

dt

= - x2x 3 +

fx2

(-a3x3

a3,

- "/-

x2

x2_ 3 dt

- a2x 2

- alx I ) dt

_/_2
a2

al

J2 [2

dt

- -2-- Xl

I
We

integrate

the
-

reference

unstable.

Then,

region

last

term

XlX 3 dt

to get
--

'/

_i

= 2-_

1
2a I

x3

2 x 2 +

a2

+
2

a3x3

a2x2

x3

2a3

x3

2a 3 V

x3

;
d

dt

form

[3].

16 Combining the last two equations gives;

aI

V =

al
2(a2a3-aI )

a2

hxl
Ix21
x3k

a2

a2

/a I

0
V

is

positive

definite

i)

al

2)

a 3 > 0,

3)

a2a 3 - a I > 0.

Hence
are

Example

xI

x2

a2/al

x3

if

0,

the
the

a3

system

is

necessary
3 _

asymptotically

and

sufficient

stable
conditions

[2 _

Consider

the

in

the
of

Third

large.

The

above

inequalities

Routh-Hurwitz.

Order

Nonlinear

System

system
= x2

= x3

x2

x3

Choose

V3

V3

- x_

= -

and

using

j2
x3

x2x 3

(Xl +

dt

cx2)

the

= - x2x 3

- bx_

/2

- bx__/2

(Xl +

bx3

integration

- x2x 3

/x

by

parts

procedure:

x2x 3 dt

cx2

)n

bx3]

dt

cx2)

(x 2 +

cx3)(x

(Xl +

cx2) n+l
/
/
n+l

dt

cx3(x I +

cx2)

2
- x2x 3

--

cx_/2

-- bc /

x 2 dt

n
dt

t
G

- 17

2
=

-- x2x 3

n+l

- bx2/_

2
V3

(x I + cx2) j
/

--

n+l

cx_

+ bc

n+l
[ (Xln+l+CX2)

+ b2

x2

x2x3

c2

x 3

+ bc

V3

Thus,
n+l
V3

1
bc -I

(xl + _x2)

x_x_

n+l

and
2
= - x3

Y3

Rewriting

V 3 gives,

V3

i
bc -i

Therefore,
in

the

where
that
Reiss

large

V3

bc

(2)

(3)

- i
>

positive

cx2)
n + i

+ 1_!_
2

definite

and the

[x2,x3]
x3

system

is

asymptotically

stable

>

0,

0,
2k +

and

(2)

conditions

I,

are

(i),

show

that

Choose

V_

V2

is

(Xl

if

(i)

(i)

these

k = 0,1,2 .....

the
(2),

Sylvester's

conditions

and

sufficient.

(3) are

conditions

are

also

for

[i

In

necessary.

i]

reference
This

work

We

have

[3]
is

, Geiss

repeated

2
Calculate

x 2

/2

XlX 2

x 2 dt

V 2 via

= XlX 2

I/b

of integration

XlX 3

/ix

l(Xl

cx2)

by

parts

procedure:

dt

n ]
+ XlX 3

dt

shown
and
below.

- 18 XlX2 + i/b

c/b

x2

XlX 2

c/b

(x I + cx2) n+l dt

(x I +

i/b

XlX 3

(x 2 +

cx2)

+ _!_l XlX3 -- ___i|x2x 3 dt

b

dt

- i/2b

cx3)(x I +

x 2

cx2)

i/b

dt

dt

I (x I + cx2) n+l

_b

x3(xl

cx2)

dt

n+l
C

XlX 2

i/b

XlX 3

i_2

x2 2

(Xl+

cx 2)

(n+l) b

Looking

at

c2/b

i/b

the

last

(x I +

integral

x3(x I + cx2)

cx2) n+l

in V2,

dt

dt

we

x3

2
2
c x3
+
2b

cx2)

x3

dt.

(x I + cx 2) n

have

c2/b

C2/b

(-x3

- bx3)

dt

2
c

V3 .

f
Therefore,

V_

we

define

V2

xlx2

V2

a V 2 as

- i/b

(x I

1/b

XlX 3

1/2b

n+l

dt
n+l

2
2

_,(C i_)(xI +
b(n+l)

CX2)

--

2
c2x3
2b

2
c V3

and
/
V2

n+l
-

i/b

(x I +

cx 2)

2
2

n+l
--

i/b

(x I +

cx2)

If we

now

take

a linear

- c_V3

combination

+ V2

of V 3 and

c
bc

c
b

V2

, we
(Xl

obtain
+

cx2

a definite
)n+l

c2]b llb
1/2

[Xl,X2,X3]

n+l

V:

tl -bc]
lib
l-bc

llb
c_._

Xl
2
x2

i - bc
c2
b

x3

- 19
and

=
We

see

that

is

i > c 2,

positive

values

and

<

bc>l

necessary
Example

4_

positive

>

the

(_-

, and

(x I

if

close

to

o<

>0

n+l
.

cx2)
and

> 0

c2)

<bc<l;

then

the

origin.

Thus,

n=2k+l

conditions

If
V

takes
the

on

origin

is unstable;

(k = 0,1,2,._)become

for

stability.

Third

Order

- Nonlinear

x3

- ax2

- bxl.

system

Xl

= x2

x2

= x3

'

x3

= - F(x2)

V 3 = X_

i - (b/c)

_
the

consider

- i/b

definite

arbitrarily

V 3

Now

x2

sufficient

Consider

Choose

2
+

, and

and

2
3

_x

and

integrate

j2

x2x 3 +

x 3

last

x2
2

dt

bxl
2

by

parts:

x2x 3

x2x 3 dt

2 f
+

F(x2)x 2 dx 2

integral:

dt

axlx 2

x3

2 _axlx 2

Ex3
2

+ F(x2)x

ax2_

dt

2
dt.
F(x2 ) x3 2

m
m

- 20 Thus, V3 becomes
V3 = x2x3 + IF(x2)

x2

dx2

b
2

!
V 3

Define

axl

x2

2
+

"B- -2--

2
x3

2
Xl

2
x2

%-- -_--

F(x2)

3
2

dt.

as

V3

= V3

a
b

= x2x 3 +

F(x2)

01F(x2)

2
+ a

x3

F-

x2

2
+

dt

dx 2

x12

ax I x 2 +

--i-

x2

-%-- --f-

and

3
b

We

can

J
V 3 as

rewrite

!
V3

Thus,

the

F(x2)

(2)

Example

>

5_

_
b

b/a
>

state

ax3

- b/a]

discussion

c
and

(x2)

is
c

x 2 dx 2

globally
being

Nonautonomous

the

example

a(t)

variable
Xl

x2

=-ax2

given

by

b(t)

notation

x2,
- bxl.

+ bx 2

0,

]2

asymptotically

constant,

0.

[3]

+
in

under

Consider

or

I F

_o X2

system

(i)

System

stable

if

- 21
Choose

V 2 = x2

V2

Substituting

for

"
V 2 gives

Integrating

xI

in

X22

dt

XlX2

XlX2

+ alXl

the

term

rf

XlX2

axlx2

dt

axlx 2

XlX 2 +

Applying

integration

by

I (b

ax I

, we

parts

again

+ axi

V2

N_N

Xl_2

dt

ax I

xldt

Now

define

V3

dt.

ax

x2

dt

Xl 2 dt.

gives:

x2

-f-

d(a/b)
dt

x2

"-_

_a2(b-_)--5x22

dt

dt

dt.

as

V3

= V2

+
which

x
+

dt

bXl2

J'

get

- $)

ax 2 +

2
-zV^=

--

f(b-

d(a/b)
dt

_)

dt

Xl 2 dt ]

(a 2 /b)

dt

x2
2

gives

a2

x_,.

(b4)

Xl 2

T
I

or,

rewriting

we

have

V3

2
= x2

1/2

d(a/h_

2
X2

2
2
a___ x2
b

(b-_)

--

2
x i

(b-a)

x_.

- 22 Thus, the sufficient

(i)

2a2/b -

(2)

a2/b

(3)

a >fk I

conditions for asymptotic stability

i > O,
1/2
>

(a/b)
dt

Example

_,

b >fk 2

>

b-

O.

6 _

>

a I is

the second

order

are

constants,

al_

ae(x) x

= 0,

equation

by

to

+ al(_)2

case

Multiply

a constant.

the

x x
V

, k2

Define

kl

[4]

Consider

where

>0,

a _.m

(4)

are

a2(x ) x x

Integrating

- a l(x) 2

X
"'x

x
2()

=
for

asymptotic

(i)

aI _

0,

(2)

a2(x )

>

(3)

The

0.

7_
next

"

x.

gives

2J

Example

as

Thus,

get

stability,

0,
_

we

a2(x ) x x dt.

require

O,

as

x2

order

case

_2

[4]
second

is
+

a generalization
al(x )

of
a2

(x)

example
x

6,
O.

- 23 Multiply

as

in

by

the

to get

previous

case,

define

al(x)(_)

requirements

for

asymptotic

0,

+ a2(x)

x x.

x #

0 ,

(2)

a2(x)

x #

(3)

V-----_

x2

_2_______

>

0
_o

as

x x"

dt.

example

7,

are

We

x x

aZ(x)

stability

al(x) > 0

(i)

Example

V gives

v = i/2(x) 2
The

a2(x)

as

= - al(x)(x) 2
Integrating

[_

consider

a special

case

of

"'x +

the

equation

a I(_)

in

a2 x

0.

, to

the

oo

Apply

the

differential

operator,

_'x
Let

be

defined

(i)

""
x

al_)

+ a2_

d [al(x)
dt

dt

2
a2(_)2

_2

conditions

a i(_)

=
the

(al _

equation:

0.

(x)(_)

= - a

2
_

i(;_)2

d!_-x
a "

gives

Thus,

d/dr

as

Integrating

for

asymptotic

a,(_)
di

>

(_ x

i/2

stability

_og

if x _

a2 x

[a1(_)_

x ) dt

are

and

_ _

0,

a2

x]2

- 24 (2)

a2 > 0,

(3)

These
of

o2

as

conditions

the

are

presence

Example
We

of

9 a

[4]

now

consider

more

the

restrictive

derivative

a third

first

multiply

get

a3

order

above

than

those

example,

aI x

are constants.

the

--_b.

=_o

in

examples

6 &

7 because

namely

QO

x
a I and

terms.

eoO

where

q-

To

equation

a 2(x)

form

aBx

a candidate

by

"x

for

al

(x"

0,

a Liapunov
and

then

function,

we

integrate

to

V:

(_

(x

alx )

(_"

+ al_ )

(_"

al_ )

a3x

alx )

a2(x)

0,

or

d(x"

+
dt

alx )

(_

al_ )

(-

alx )

a3
al

(x"

al_)

a2(x ) x)

a3
_

(alx

_)

O,

where

dE1 ala3 2

a3 (_) 2

[a3

(x" +

- ala 2 (x) (x) 2

- ala2(x)

"T
a2(x)

_i

(x

] (_)2

(_) 2

alx)

a2 (x)

(a2(x)

a 1
_i_

x2

r
- 25
Integrating

gives

2v = (_ +

al_)2

+ a_

(x

alx)

ala2(x)

required

conditions

for

asymptotic

_2(x)

(i)

ala2(x

a3

(2)

ala2(x

a3

>

(3)

a I > 0

Example

I0,

Let

and

x _

a3

>

stability

>

are

x_0,

0.

[4]

us

consider
mere

B.

x
where

a 2 and

where

a I is

Thus,

we

st

al[x )

a3

are

a2

constants.

constant.

The

Also,

a 3
let us

multiplier

in

0_

say

this

that

case

al(_) = aI + /_(1)
a2

is

"_

a3

have
"x" (a 2

a3

(_)(a 2

x)

a3

x)

al(a 2

"x

(a2

a3

x)

a3

_)(a 2

_L
1

(a21

a3

x)

0,

or

I a2_/_

(_)2

2
ala3

(1)z

a3

x)2

2
+

Since

aI

aI
the

_2

- a3

a3

"x" =

(x _)
dt

aI

__

(_) 2 +

I_

a3

"x" +

(_)

a2(_)

(_)2

a_a3

, the

(x)2

a2 _

above

a3(_ )2

a3

(_)(_)2

equation

+ a3 H

(_)

_.

0.

becomes

x"

al

a2

(_)2

(a2x

a3

a2 _(_)(_)2.

x) 2 1

- 26 Thus, define

V to be

and

2V =

[a 2

a__3
all

(_)2

a3
__al (al_

_)2

P
+

(a 3

a2

_)2

a3

(1)

dt.

L/

Therefore,

for

(i)

a2

(2)

a3

(3) _

(4)

Example

asymptotic

a3/al

>

0,

(x)

ii,

The

next

>

aI >

>

ala 2

stability,

require

0,

0,

we

if

a2

(x)

we

consider

0,

--a

>

if

#0.

[_
case
"_

aI

is
+

a2

a3

(x) =

0,

oo

where

al,

Therefore

a2,

we

a3

are

constants.

The

multiplier

is

al

a2

aI

get:
(_. +

al

a3

_)(_.

aI

a3

_)

(x)

al

a2

al

(_)2

(x)

0,

or

__
dtd

112

(x

aI

_)2

a2/2

(_)2

"-2---'i_3
a a
(x) 2

//(x)
Ii

+ al/f(x) x

ala 2(_)

O,

- 27

or

The

aI

V-function

is

then

chosen

a3

ala2(_)2

(x) x.

as
o2

2V

(_

alx) 2

aI

a3/al

(alx

_)2

(a 2

_ a3/al)

(x) dx,

where
V

Therefore,

the

conditions

(i)

aI

(2)

ala 2

(3)

(x)

(4)

Example

(ala 2 - a3)

>

0,

a3

a3

(x) "x

12_

for
>

(_ )2

asymptotic

are:

0,

>

0,

d x

>

if

x #

al_

a2(x )

and

a 2 is

>

stability

O,
0.

_4]

Consider:

"x" +

where

9,

a I and

a2 was

a 3 are

constants

function
(_"

of

X.

The

a I _)(x"

a3

_-

a3

a function

multiplier
alx)

aI

a2(x)(x)

is

of

a2(x)

0,

, while

alx
+

ala 3 x

a3

in

example

Thus

O,

or

1/2
+

_
a2

(a I _
(x)

"x

+
+

._)2
al

a2

aI a3
(_)

(i)2

x2
=

0,

dt

-- (x)2 I

- 28

or

1/2

+
Let

be

d--_

i x

la2(x)

given

+-_)2

a31al

al

a3

(x)2

(ala2(_)

2a 3

- a3)

(x)2

a3/a I

(_)2_

by
2
=

_ (ala2(_)

a3)

(x)

x) 2

where

2V
The

conditions
ala 2

(2)

aI

(3)

V--_

>

_)2

asymptotic

(x)

O,

a3

>

0,

as

x2

a3/al

stability

- a3 > 0

=_

13 a

if

_2

(a I x

2(x)

considers

gain

and

consideration

are

0,

_2

_______

of

a third

a derivative

the

order

system

feedback

following

from

control

element.

The

equation

of

motion:

b3

theory

problem

"x" +

where

3b 4

bl,

b2,

approach
this

bI

equilibrium

Let

[LJ

2
c2

b3,

the

=-

the

.2
x

b4

3
c2

reduces

has
to

We

wish

b3

the

3b 4

c2

of

the

0,
to study

"nmltiplier"

function

b4

the

or
the

stability

"integrating

used

in

analysis.

into

linear

and

x,

factor"
We

present

paragraphs.

of motion
+

.3
x

used

Liapunov

following

b I "x

c 2)

constants.

Ingwerson
the

equation

"_"

(b 2

c2 are

to generate
in

which

solution.

method

al

[_

Ingwerson
nonlinear

(alx

for

(i)

Example

(b 2

be

divided
+

b3

c2)

b3

nonlinear

parts:

- 29 and
3
[Nj

b4

First
can

be

The

consider

_"

[L]

term

in

the

as

[Lj

linear

multiply

by X.

square

(b 2

brackets

The

0.

The

c2

first

) .

and

third

terms

of

b3 x

Therefore,

b3

and

c2)

is not

second

3c2

if we

definite

fourth

_erms

bl _2

and

thus

cannot

be used

of

ILl

can

be

integrated

b3

as

a
if

a multiplier:

d
d-_

term

[Lj

_)

b3x2 ]

I bl_2
2

in

this

of

ILl

d
dt

bI

"'"
x _

combination

(blx

equation

d-_

_-

bracketed

3c 2

the

function.

is used

The

integrated

Liapunov

(x

....

expression

and _

is

also

(b2

semi-definite,

c2)

Thus,

_2
we

=
try

0.
a

namely,

x2
2-

(b

b2 +

b3

....
x
+

..2
x

d(_)
dt

b 3 c2)

x
-2-

blb 3 x
2--

bl(b 2

b3

2
bI

c2)

.2
x

Since

then

the

above

(b I x

Thus,
as

from

for

the

can

be written

"x)

[LJ

linear
for

the

above

equation.

VL

_2/2

a Liapunov

bI x

d
dt

q_b I x

(bl

b2

ILl =

b3

, we

and

bl

Its

VL

2
(b I

+
0

function.

Therefore

dt

(x) 2

as

equation,

candidate

d_Le
and

VL

b3)

c2

b2

b3

c2)x

the

_2

above

O.

bracketed

follows

term

automatically

are

b3

c2

/2

+
.2
2

derivative

2
bl b3

choose

time

b2

(b I
2

)x2/2

b3 x

0.

30

bl

and

VL

Consequently,

the

asymptotically

(i)

blb 2

(2)

blb 3

>

(3)

blb 3

(b 2

IN]

, of

(bl

conditions

b2

must

be

b3

c2

fulfilled

if

b3 )

the

linear

part

is

stable:

Ingwenson

bI

following

bBC 2)

applies

equation

to

b3

>

0,

0,

now

the

blb3C

EN]

2
3

the

of

and

>

0.

same

motion.

then

integrating

factor

Thus,

applying

after

integrating

by

parts,

to

the

the

nonlinear

the

part,

multiplier,

result

is

(blx

Let

b4

the

_)

x3

EN]

bracketed

_d

b I b4

term

be

b4c 2

x 4/4 ]

Vn

_3

b4(blC

Computing

b4c2
4

l)(3x

the

"_Vn
_x
we

see

that

--

of

Vn

is

Vn

is

monotonically

increasing

x.4

2 +

partial

and

in

,_

3c 2

c2b 4

x2

c_

_2)

only

at

derivatives,

_Vn
"_
and

'
x

and

is

zero

oB

0.

Thus,

Vn

Now
as

for

Liapunov

the

Vn

original

is

b 4

semi-definite

(blC 2

equation

of

in

i) (3x 2

motion,

x,

x,

3c_

ILl

and

EN]

V N,

function

V L

x.

The

c 22

0,

time

derivative

_2)

x. 2.

we

choose

_2

- 31

or

2
V

blb 3

..2
x
2

x/2

bl

b4

b3

b4

x3 x

(b I

the

time

derivative

b2

c 2 b 3 ) x/2
/

3/2

c2

b4

x 2 _2

b4

bI _

c_

x"

xo3

3 -4
b 4 c 2 x__ ,
4

where

.2

is

=-

I bl

is

the

stable

system

and

Example

the

14

is
above

b2

(bl

c2-

asymptotically
inequality

Third

a linear,

xi

to

equation

the

/to_

diX/dt-

2x I

and

(a I x I

b3

b4

(3x

i)I

b3

b4

(3x2

stable

satisfied.

Order

Linear

time-invariant,

i.

We

now

if

is

aI x I

where

i)

3c 2

c2

for:

Consider

(b I c 2

non-positive

bl
Thus,

b2

apply

the

linear

part

3c2
is

c2

x 2) I

asymptotically

Case

third
a 2 x2

order
+

the various

system

a_ x 3

a4 x4

multipliers,

2xl,

0,

2x2,

and

2x3

integrate:

a2 x2

a3 x3

a 4 x 4 ) dt

0,

or

-]
al

I1

where

[-

Ik

_o t

x2

dr,

and

-j

o< I

a2

a3

a4

a3

-a 4

a4

>

0.

32

Thus, we have
al Ii
where x T =

The

(a I x I
ot

a2 x2

other

a3 x3

analogous

expressions

a 4 x 4 ) dt

are:

0,

2x 2

or

a 2 12

a 4 13

Ix T

xI

_Z

aI

a3

a4

a4

aI

al

a2

a4

and

2x 3

(al

Xl

a2 x 2

a3 x3

a4 x 4 )

dt

0,

or

t
- a I 12

a 3 13

[ x

T -_3

xj

0<3
o

The

above

equations

aI

-a 3

a2

-al

can

be written
0

as

a matrix

equation

Ii

12
13

R(o)

(t)

- 33 where

QT

Solving

for

[XT_ 1 x
Eli,

12,

'1
i2

Let

133

a2a 3

- ala4)

- ala 4

_3 x_.

Yields
a2a 3

al(a2a 3

v--x t

, __ 12 x,w

and

choose

2
3

- ala 4

ala _

ala 4

a_

ala 2

as

a3a4

(R(o) Q(t))

follows:

s_3 x

-t

31 -i

32

33

--

3
aI

= xt

2
al

a2

2
aI

a 2

2
aI

a3

aI A

2
aI a2

2
aI

a4

2
0

aI

a4

aI a2 a4

where
=

is

positive

definite

(i)

aI

>

(2)

a2

a3

which

are

Example

the

now

0,

a3

if _3

>

0,

a I a4

is

a4

>

Routh-Hurwitz

15,

We

2
2x 3 .

positive

>

0,

a2

definite;

> 0

thus,

or

in

index

0,

conditions

for asymptotic

stability.

[5]
consider

a third

order

nonlinear

differential

g3

(_)

a2

aI x

0,

notation,
aI

required

lJO

the

xI

a2 x2

g3(x3)

x3

x4

0,

equation:

conditions

are

- 34

where x0

_x

/dt i

Also,

we

assume

g3

(x3)

has

the

form

f =
we

(g3

-a3)

x3

, where

a 3 is

a constant.

From

equation

(49)

and

example

14,

have:

,l
o

12

2a3

= -

_t

s2 x

,12
jot
2
x 3

1
-

(x3)

dt

XlX 3

f(x3)

x3x 2 dt

al _Jo

dt.

x2x 3 dt

Lt

f(x3)

x3

dt,

_=_{__
___] _,
_<x_
>x_x_
a<_ _Jo _<x_>
x__<,
AJo
o

where
Ii;
as

Si
thus,

and
we

are defined

will

a Liapunov

let C I

in

example

14.

= 0

and

C2

--XT--_2x

= C3

12
=

and

i in

13

are

equation

less
(52).

complicated
Hence,

we

function

V(t)

2a3

f(x3)

x2x 3

dt

_o t

x2
=--XT s2

_J

f(x3)

x2

dx2'

where

from

the

The

= o

is

the

equation

conditions

for

for

(i)

aI

>

(2)

a2a 3

(3)

f(x3)

equilibrium
and

asymptotic

O,
- aI
=

12

a2
>

0,

solution.
from

equation

stability
a3

>

0,

0,

gB(x3)

The

-- a3

>i" 0.

time

derivative

of

V is

obtained

(45):

which

are

derived

from

and

are

than
choose

- 35 Example 16,

_]

Consider a nonlinear differential

"_" + g3 (_)
Rewriting in index notation,
alx I

equation with three nonlinearities:

"_ + g2(_)

+ gl(x)

= O.

we have

+ a2x2 + a3x3 + x4 = (a I

where al, a2, and a3 are constants.

-gl )

xI

+ (a2-g2)

x2 + (a3 - g3)

x3,

Fromequation (49) and example 14, we

write 12 as
t
12

= -

s2 x

j 2a/
3

(gl

- al)

x I x 2 dt

fl

(g2
_2Ao3

2
x 2

- a2)

P
dt

"

2a3

(g3

(g3

-a3)

x 3

dt

+
--2--_ /

(g2

-a2)x2x 3 dt

V(t)

as

t
dt.
- -2A
The

last

integral

can

be written

(gl

-al)

XlX3

as

+
;

(gl"

al)XlX3

dt

(gl-

al)XlX2--/

where

gl

FdglL_
I
Xl
o

= O

is

taken

as

the

dt

Jo

t
2

-a3)x2x3

equilibrium

solution.

We

now

choose

- 36 -

V(t)

= XTS_X

+ 2

(gl

-al)

- a2)

(g2

a3

(g3

ox2[
or

from

the

V(t)

equation

= - It

for

12,

- 2a__
3
A

_o t

we

Xl x2 + 2a--3 oxl (gl

al) xI dxl

a3) _

have

(g2

dt

x2

-a2)

2
x3

dt

al)

x 2 dt.

_t

2 ]/dgl
Jo t_

Thus,

the

_(t)

time
=

Xl

derivative

- 2x_

+ gl

of V(t)

-- 2a3-- (g2

is

- a2)

xi_

" __2

(g3

- a3)

2
x 3

(g3

- a3)

2 Fdg
_dxl

Xl

gl

] x2,2
9

3g2

The

conditions

for
,

a2

- gl

asymptotic

(i)

aI

, a3

(2)

a2 a3

(3)

gl

al

(4)

aBg 2

- gl

- aI

'

>

stability

Xl[

are

0,

0,

g2

dg I

a2'

dgl
dx I

xI

g3

- a3

0.

>

O,

- 2

x_

x2

dx2;

- 37 It should be noted that the first

two terms in V(t),

x t ___x
can

be

written

namely

-_-2

s*

where

s*

-t - _ -

-_

gl
2
a3

gl

Example

also

that

we

consider

addition

of

the

or

in

index

alXl

where

I
I

_2"

same

al,

be

positive

definite.

system

forcing

function,

g3

(_)

+ x4

as

in

example

p(t).

g2 (_)

15,

The

except

equation

g{_)

for

is

p(t),

notation
a 2 x2

a2,

a 3 are

12

a3 x3

(al

constants.

Again,

_xJt
o_

_xts2

2a---_3

-gl)

Xl

let us

(a 2

_g2)x2

consider

-- 2a3 _o t

(gl

the
-

(a 3

_g3)

formulation

for

al)

XlX 2

dt

x3

p(t),

12:

_-

(g2

- a2)

dt

g2 p(t)
- a 2] _

I
I

(g3

I
I

dt

- a3)

I(g2

- a2)

a3

(g3

- a3)

x2

x3

dt

_t

i
E

a3

a3

nonlinear

a time-varying
_

a2

17 _

Now
the

requires

A
0

Stability

XlX 2

as
ala3

- al)

(gl

(gl

- al)

Xl

x3

dt
i

Z_ (g3

+
_

"a3)

t_A

a3
(g2 - a2)

p2(t) dt

- 38
If

there

then

exists

certain

(i)

g2

" a2

(2)

g3

- a3

(3)

1/4 _/K3_-a31k_

the

>f

positive

K I, K 2 and

p2

can

(t)

be

dt

chosen

_-- k I

as

4+

(gl

- al)

+/oxi
X

(g2

that

k3

function

K 3 such

k2

>f

Liapunov

constants

kI

" a2)

i__
A

a3

(g3

Xl

- a3)

;oE
gP_

dxl

a3
- a2

x2_x2

i
g3

3] p2(t)

dt_

- a

and

_(t) = -

__

x
was
same

derived
as

in

(i)

aI

(2)

gl

(3)

_i/_)

from

the
,

a2a3

p(t) ]2
g2 - a2j

the

equation

previous
a2

"al'

for

g2

>

" a2

dgl

i/k3

For

a2a 3

- gl

(5)

a2a 3

- aI >

2a3

(g2

times

- a2)

notation

(x3

in

- g3-

this

stability

we

a3

example

is

the

require:

0,

, g3

a3>/

/t

- (dgl/dxl)xl

0.

- a3)

asymptotic

(4)

(g_

12 (The

p2(t)
(a3/k2

x11

-- _

examples.)
a3

- gl

_/ 0,

k3

dt

>

and

k I,

g2

- a2>f

k2

>

0,

- 39

REFERENCES

(i)

(2)

(3)

Geiss,
G. and Reiss,
R., "On the Construction
Integration
by Parts,"
Grumman
Aircraft
Eng.
Note RN-149,
1962.
Geiss,
G. and Reiss,
R.,
IEEE Trans.
on Automatic

"On the
Control,

Geiss,

and

G.,

Liapanous
Rep. GRD

(4)

Harris,
Master's

(5)

Purl,

N.

"The

Analysis

Design

Direct
Method,"
Grumman
121, p. 77, 103-107,
pp.

Puri,
J.J._:)LL

AIEE

(7)

N.

and

N.,

"On

the

Global

Aircraft
205-220,

Stability

N.

tJJ__,.L_J.

Trans.,

and

Weygandt,

J.JJLL_C;LJ.

JACC,

_)

I.._ILL_

Stanford

Ingwerson,
D.R.,
"A Problem
of the Equation
of Motion,"
Second
Metho_______d,
U. of Mich.

of

at Dubrovnik

C, N.,
V.J-C_L

U.,

t._LLLULIJ,

June,

Systems

Research

to Phase-Space
of Penna.,
1963

a Class

of

-- IFAC

Sym.

t..C_L.L

Dept.

Time-

Sensitivity

of Quadratic
rI1J. J.C_LL_J.

via

Stability,"

Nonlinear
on

Using

Functions,"
382-383,
Oct.

Control

Eng. Corp.,
1964.

"Calculation

J._._JLLLL

of Liapunov
No. 4, pp.

Nonlinear

S., "Application
of Routh
Criterion
Thesis,
Moore School
of E. E., U.

Varying
Systems,"
presented
Analysis,
Sept.
5, 1964.
(6)

Construction
Vol. AC-8,

of Liapunov
Functions
Corp.,
Research
Dept.

VJ-ILLC_LJ._LL,7---....
_-4

Moments

of

1964.

in Stability
Analysis
by Direct
Manipulation
Pro____
E.
of Workshop
Session
in Lyapunov's
Press,
pp. 149-171,
1962.

1963.

ISECTION

THE

Prepared

by:

R.
To

L. Drake
Gifford

VARIABLE

FIVE [

GRADIENT

METHOD

THE

VARIABLE

GRADIENT

METHOD

SUMMARY
In
tions

this

section

the

is discussed.

compendium

of

variable

gradient

Modifications

second,

third

Schultz

and

and

technique

of this
fourth

method

order

of

are

examples

generating

also
is

Liapunov

considered.

given

at

the

funclarge

end

of

the

section.
INTRODUCTION
In

1962,

gation,
work

[I]*

concerning

stable
also

procedure
line

The

idea

the

existence

systems.
exists.

If
If

is

to

Gibson

published

behind

their

choose

the

then

form

of

we

based

on

for

be

the

certain

assume

can

variable

of Schultz's

results

investi-

of

Massera's

asymptotically

tha_iits_

determined.

_radient,

thesis

gradient,_,
Therefore,

V__V, such

that

their

the

integral

independent

condition@

of

of

the

essentially

described

in

this

path

definiteness

functions

by

and V

the

v(_x)

is

then

is

functions

exists,

known,

results

procedure

of Liapunov

a V-function

___V is

the

are

_j
th
n

integration

and

begins

section

method

of

of

-dx

and

such

closedness.

in

the

this

order,

vv

This

middle

report.

nonlinear,

of
The

method

systems

and

of

Ingwerson's

autonomous
= f

that

satisfy

generating
procedure,

which
systems

will

the

Liapunov
which

be

described

proper

is

analyzed
by:

(X) ,

(1)
f(o) --o.
The

discussion

such

as,
In

*
of

The
the

of

the

references
reference

numbers
section.

in

variable

gradient

[i] through

[7].

[8].u___ri
the

square

begins

his

brackets,[],

method

analysis
refer

is

presented

by

choosin_

to

the

in many

a simpler

references

at

references;.

form
the

for_____

end

- 2 VV than that of Schultz and Gibson.

For certain problems this choice for VV

gives results with more ease than the original

method. Also, Puri makesuse of

matrix algebra to a greater extent than Schultz and Gibson. The disadvantage
of Puri's

simplification

Ku and Puri,
their

is that it

[9_ and _

is not as versatile

, modified the variable

analysis of equation (i),

as the original

method.

gradient technique.

they assumeda "generalized"

In

quadratic form

for V; namely,
v--xTS
The

matrix

The

elements

is

symmetric

of S

are

and

chosen

the
such

elements

are

that

B matrix

the

(2)

x.
functions

of

the

state

variables.

in

(3)
is

a form

in

the

form

which

is very

variable

the

nearly

gradient

following

that

method.

equation

of

the

matrices

Combining

equations

negative

semi-definite

properties
Liapunov

and

and

satisfied.
matrix.

conditions

of

the

reference

reference

, Puri

In

tions.

solution

T matrices.

thesis,

[9] to

being
stability

stability
S

the equilibrium

arrive

at

detailed

a more

by Schultz

(i)

and

and

(3),

Ku

Gibson

and

Puri

for V,
=_XTT

Therefore,

used

= O,

is positive
The
The

in

discussion

combines

systematic

in

along

equation

describe
(I)

from
of

some

approach

two
the

these

of

(4)

asymptotically

definite,

matrix

authors

system

is

with
(4)

is

properties

concepts

the

if T

certain
called

procedures

is

of

generation

is

closedness
the

to determine
imposed

procedures

the

for

stable

found

upon
in

references
of

Liapunov

the
the

Mekel's

[8]

and

func-

- 3 -

In

the

examples

by

this

at

work

of

Ho,

procedure

which

generates

Liapunov

the

concept

The

common

where

the

This

choice

of

choice

tractable

than
the

end

the

functions
common

section,

linear,

the

time-varying

some

of

the

of

this

section

GIBSON,

We

analyze

of

equation
begins

v_!v =

with

(i).
the

a V-function

low

system

is

is

an

analyzed

of Mekel,

order

new

by

certain

method

generalizing

form,

sets

positive

intersection

system.
_xT P

_,

of matrices.
definite

of

sets

examples,

due

is more

V-functions.
of

in

[_
properties

variable
of

This

arbitrary

finding

, considers

a quadratic

of

the

variable-parameter

a sizable compendium

stability

choice

of

method.

linear,

which

choosing

[i] THROUGH

The

, and

of

intersection

methods
is

thesis

the

for

of determining

other

systems

function

the

gradient

nonlinear

than

problem

variable

upon

useful

AND

to

is

depends

is more
and

for

function

Narendra,

the

Liapunov

OF SCHULTE
want

to

and
to

Ph.D.

functions

part

similar

the

= O,

of

Goldwyn

of P

of V
form;

WORK

is

Liapunov

quadratic

a large

end

method.

The

At

the

gradient

a certain

of

the

equilibrium

technique
form

of

for V V,

solution,

generating

Liapunov

namely,

all

a12

al,n-i

aln

a21

a22

a2,n-i

a2n

Bx

(5)

an-l, i

an.l, 2

....

an_l,n_

anl

an2

an,n_ I

an-l,n

Xn- I

ann

xn

-4The

elements

in

B have

the

following

_ij

form:

bij

cij(Xl,

x2,

"'''

Xn-l)'

(i # j)
b ij

(6)

= constants,

for

i,

I,

2,

...,

n,

and

The

state

variable,

appears

linearly

have

x_

appearing

V V's

form

xn

in

aii

for

i = j =

ann

, is

the

bii

cii(x i),
i, 2,

...,

(7)

n-l,

2.

treated

equations

as
of

a special

control

case

because

theory.

Thus,

x n usually
if

ann

2, we

Also,

in

the

is chosen,

from

equation

V-function

then
(5)

as

can

be

and

the

line

, with

obtained

from

determine

know

if

calculus,

we

satisfies

the n(n-l)/2

the

that

'independence

the

integral

curl

equations

(i),

Once

(3),

and

(5).

(s)

_.

ox

can

coefficient.

integral

we

a unit

in

of
(8)

dx

path"
is

restriction

independent

is
of

imposed.

path

From

if V V

equations:

j
_xj

where

__V)i

to

choose

and

(7)

the
such

th
i--

is the

constants,
that

is

component
bij

of V V.

, and

a Liapunov

the

The

object

functions,

function

(9)

"_x i

with

of
cij

the

this
, in

desired

procedure
equations
properties.

is
(5),

(6),

- 5 The following
the variable

is a stepwise procedure to be followed in the application

gradient technique.

l)

Choose

2)

Compute

certain

quantities,

3)

VV

as
=

in
(W)T

(5),

_).

By

make

a trial-and-error

Apply

n(n-l)/2

the

remaining
4)

Recheck

5)

Determine

path,

to
V

the

see
by

xI

the

it

again

Vl-function

Vl
where

f_

is

and

cij's

semi-definite.

to

(This

be

is

procedure).

equations,

line

(9),

to V V

_V

Since

dx I

negative

integral

r_ost or:_enient

in

the

to

determine

the

method

of

_VX_z+

= 0)

(X3<-..._

closedness

of

V;

evaluation

is

is,

find
is

xn=0)

that

and

integral

4x

_x2

semi-definite.

(8)

line

:o

TXl

consider
has

the

equation

form

given

WV I =
where

bij's

the

of

independent

dx 3

_xV3

region

...

of

o_i

aV

dEn.

_x--n

Ix4=...=Xn=0)
we

must

V_)

show

that

= _.

E_

WORK
We

(7).

the

negative

Lira

PURI'S

and

choosing

is still

stability.

(x2=...=Xn
Check

if

the

:o

curl

(6),

unknowns.

asymptotic

6)

equations

basically

of

sy_netric

and

bnn

(i).

equation

(i)

assumes

that

the

gradient

of

by

I.

-- (VVl)T__= xTBTA_
in

Puri

(io)

Then,

is written

VI

= xTT

is

formed:

x,

as A_ _)x,

and

matrix

: B T A.

Since

VI

- 6 J

is

expressed

an

equivalent

in a

"quadratic

trian_ ular

form",

the

matrix

function

can

be written

in

form:

tll

re

then

t12

t13

tl,n

t22

t23

t2,n

t33

t3,n

(f2)

--

tn-i ,n-i !tn-l,n

rr
number

of

unknown

independent

relationships

elements

in T e, except

have

the

required

our

choice

We

next

It

is

curl

which

Then,

"checks

out",

function,

V.

WORK

the

of B

diagnonal

to

see

of B

step

is

VV

examples,

PURI_

may

to

as

have

curl

cause
to

be

the

of

are
the

matrix

the

may

the

Puri's

[9] and

elements,

recheck

in

elements

involving

if

tnn

wn
the

nonzero,

modification

integrate

AND

the

relationships

synlnetry
next

involving

of T e is

Puri's

In the

OF KU

of

elements

the

we

of

element

point

equations,

one

number

the

this

formed.

THE

of

check

at

B_.

set

be

equations,
In
and

made

modification

are

a new

to

obtain

will

be

amply

and

we

by

semi-definite.

order

method

the

zero,

of B;

semi-definiteness

previous

all
to

(9),

trouble
altered

If

equal

elements

T e can

am

satisfied.

to

check

the

V-function

of

T e.

the

If

final

this
Liapunov

illustrated.

_d
th

Ku
order,

and

Puri

consider

autonomous

system

the

stability

described

of

the

equilibrium

(n)

(i)

the
is

a's

defined

are
as

functions
the

i-th

of

the

of

a n

by

where

solution

variables

derivative

of

x,

x with

an x

(n-l)
....+ alx

x "I'(
_ ,.,.,
respect

(13)

= 0,

(n-i)
x
to

t.

The

symbol

In

the

usual

- 7 matrix formulation,

equation (13) is written

as

__-- A(x)x =

where

= x,

xI

x2

= x (I)

, x3 =

x (2),.....,

xn

A x,

(14)

= x (n-l)

, and

(15)

A
m

-a I

-a 2

-a 3

-a 4

_T+ _

assu_=_,,,_+h=e_.._
.........
eh_ coordinate

0.

The

form

of

the

Liapunov

....

-an_ I -a n

system, is

function

such

are

is

obtained

It

is

of

the

for

from

this

report.

shortly
of

a symmetric

his

reason
An

In Mekel's

function

authors'
that

example

experience

we

place

of

the _matrix

thesis

Ku's,

take

The

with

the

used

, a slightly

equilibrium

is

assumed

solution

is

to be

_,

(16)

type

Puri's,

of

elements

variable
and

by

Ku

and

in matrix

gradient

Mekel's

different

on

the

the

time

derivative

of

V related

work

Purl

form

in

will

of _

technique

be

this

section

given

is used

in

most

to

the

system

in

(14)

assumed

is

form

:
where

(14)

= _xT S

of _.

the

examples

Similarly,
to

the

matrix

that

for equation
V

where

is

a matrix

= O,

we

require

function
that

be

to

be

determined.

positive

definite

T x,
For
and

the
T

be

(17)
asymptotic
negative

stability
semi-sefinite,

of

-8

along with certain closedness properties of V being fulfilled.

The authors consider two formulations
x + xTS
C_ATS_+SA

+[)

for V.

The

first

formulation

is

x,
(18)

x=_XTTlX,

where
TI
The

second

formulation

of V

is derived
=

(V--V)T_

by
=

= AT S + S
first

_T

A + S

computingVV

(_T A)

(19)

= B _
_T

_2

and

then

forming

_,

(20)

where
T2

The

matrices

case,

As

we

give

the

will

_I

elements

show

identical
The

autonomous

and

form

_2

of T,

later,
V and

of

must

kll

negative

, must
_

0,

Tij

Tji

in

reference

Mekel

for
=

(21)

semi-definite.

satisfy

Tii

B_TA_.

the

To

following

insure

that

this

is

the

conditions:

i = 1,2,...,n,
0,

for

j and

verifies

i,j

that

the

[9_

, for

1,2,...,n.
above

(22)

formulations

V.

the S

system

Tij

be

matrix

used

by

Ku

and

Purl,

k13

in

fourth

order,

is

YII
2
Xl

k12

f12

Y22

f13

k14

f14

(23)

S
+
k12

k13

k13

fi___22
2x I

k22

f13
2x I

k23

fl_
2x I

k2.4

x_

k23

k33

k24

+ Y33

k34

2
x3
k34

Y44 + k+i
2

x4

-9
where

[ii

is

an

even

function

defined

by

(24)
Yii

=
xi

yi(xi)

dxi

i =

1,2,3,4.

Since

[ii

is

kij's

are

constants

The

Yi,

kij

in

equation

by

Schultz
In

and

are

by

chosen
is

and

such

derived

that

Yi

is

the

an odd

fli'S

V is

function

are

unknown

a Liapunov

from

(23) has

a form

the

equivalence

of

of

x i.

The

functions

function.
nearly

The

like

those

of
B

x I,

matrix
considered

discussion,

examples

of

the

two

formulations

for

Mekel.

formulations

for

illustrated
the

obtaining

by

first

a third

the E1

the
order

matrix

time

derivative

nonlinear

is derived

of V,

system
and

in

with
the

as

described

three

non-

second

the T2 matrix is derived.

Formulation
The

nonlinear

equation

..
x

The

then

determined

considering

In

formulation

x i,

now

linearities.

First

which

of

Gibson.

'S WORK

above,

be

are

following

two

function
to

fli

(21)

the

The

even

and

is presented
MEKEL

an

matrix

in

is

3 +

equation

(15)

(x, _)

given

by

= f(x I ),

= g

(x2)

g(_) +

f(x) =

o.

(25)

becomes
0

-_x

where

]..

and

-g/x 2

/=

/(Xl_2).

-(a 3

The

matrix

(26)

+ _)

in

equation

(16)

is

- i0 kll

Y1

k13

+ Y

k12

fl/x I

k22

Y2

(27)

2
xI
S

k12

fl/x I

k13

where

the

kij

These

constants

Since

is

s are
and

constants

and

Yi

functions

are

to

a "quadratic

an

equivalent

we

have:

form",

T I defined

by

the

the

k23

k23

= Yi(xi),
be

determined

matrix

TI

expression

fl

(2

= fl(Xl)
such

in

that

equation

and
V

(19)

+ S_).

is

= Y(Xl,

x2).

a Liapunov

can

Thus,

be

function.

replaced

from

(26)

by

and

(27)

./i!:;!!_

-k13

kll

f/x I

+ YI

+ Y

k13

2
xI

-k23

k12

f/x I

k13

fl

fl
_ii

k22

Y2

k23

(a 3

klB(a3

+ #)

x2

k23

xI

-f/x I

k12

x2

g/x 2

+ Y _ k33(a3
2
x2

+_)

_)

and
-t

Y1

' x2

2(YI

+Y

2
xl
S

fl'/

Y)

3
xl

fl/

xI

x2

l/x
I - fl/x x2
Y2'

2 x2
Xl_

x3

II i

Y)

x3

is

defined

as d___ or
dx I

have

2(Y2

lI

where

we

an

equivalent

form

for

d___.
dx 2
_S"

Again,

because

is written

in

quadratic

form,

..

"

ii

i/x I

BY

Y_/2x

f_/
_

"

YI

Y2
Se
--

Y_

equations

(28)

and

--

(30)

k13

f/x

we
1

X2

/2x2

form
kll

(30)

+ Y

I/x2
i

Combining

fl/x

an equivalent
+

/=...._

xl _xl

TI
_

"
k12

_,

i _.

fl

.._

k13(a3

T.,*=_, I Y1,_ _=:_f/x_.I _._"-_-' - _=_

e,,x=I_, ..,-1 _.y k33(a

Applying

conditions

determined.

Thus,
k13

If

is

TI3

we

to

equation

(31),

the

unknown

terms

of

_1

can

be

(32)

0.

to

= a3

T31

let

constrained
k23

For

(22)

+/)

xI

be

a positive

function,

then

element

T33

0 when
(33)

= O,

k12

= 0

fl

(34)

and

For

T23

7- f

T32

0,

k22

a2

(Xl).

(35)

(36)
,
(37)
_Y2-2
_.x2 -

and

_y

"x),
g_ 2

(38)

+ _).

- 12
From (37) and (38), we have by integration
Y2 = 2 I x2 g(x 2)

dx2 = 2G(x2) ,

(39)

(Xl, x2)

(40)

and

For TI2

= a3

X2x2

dx2.

+ T21 = 0,
kll

= 0,

(41)

and
%YI = 2a3
_xl
Integrating

f(xl).
(42)

equation (42) gives

YI

= 2a3 _oxl

f(xl)

dxl

(43)

= 2a3 F(xl)"

The remaining term, I

_
, in TI2 can be obtained from (40):
xI _Xl
(44)

i
x-_

Therefore,

an

BY
a3
_x-_ = x--_

equivalent

f_Ix2

matrix

for

x2

_ (Xl,X2)
-ax I

TI _

can

a3

x2

dx 2

be written

as:

# (Xl,X2)
X

Xl

Jo

a3

_x2

_Xl

g(X2)

x2

f'

(45)

(xl)

-[
0

/(Xl,X

2)

- 13
where

=_XTTX.

Matrix

S_ in
YI

equation

(27) becomes

Y
2
f(xl)/xl

xI

S
u

a2
3

__

f(xl)/xl

+ Y2

+ Y
2

a3

(46)

a3

where
V

Y2'

and

= x T _ x,

YI'

we

are

defined

by

(39),

(40),

and

= 2a3

respectively.

Since

have
x2

O
V

(43)

F(xl)

f(xl)

x2

2G(x2)

+ 2a3/

(Xl,X2)

x21x 2

(47)

From

(a 3

x2

(45),

we

have

V" = - 2

For

x 3)

the

time

_a3 g(x2)/x2

a3

x2

> 0,

- f'(xl)

"aXl

_o x2

we

derivative

require

of V,

x 2

x2)]
J

X2d

-- 2

(Xl,X2)

x 3
2 +

(48)

x2.

that

(Xl)

>

or

xlf(Xl)

>

0,

(49)

(x2)

>

or

X2g(X 2)

>

0,

(50)

2f(xl)

2a 3 F(Xl)

x2

2G(x2)

>

0,

(51)

and

(Xl,
For

O,

x 2)
we

(52)

>I 0.

require

that

(53)
_a3

g(x2)/x2

f'(xl) 3
2

(Xl,x2) x 3 >I

>

> o,

(54)

- 14and
x 2

a3

As

long

give

as

the

Second

x2 _o

the

/-_xI
(Xl'X2)

closedness

conditions

x2,c[ x2 <

properties

required

are

for

satisfied,

asymptotic

equations

(49)

to

(55)

stability.

Formulation
Using

the

Partial

_ matrix

kll

in

Xl 2

(27),

YI

2k13

XlX 3

2
x3

differentiation
_V

of V

2kllX I

2k13

we

can

write

2 k12

+ k22

x22

=_x T _ _

XlX 2

+ Y2

2f I x 2

_+ 2 _k_3 m2x3

gives

dYl
dxl

3,

xI

the
+

following
_Y
_Xl

components
2k12x2

_V
=

express

2k12

2k23

x3,

2k13

xI

the

(56)

for _V:

2 dfl
dxl

dY2

_x 2

now

as

2Y.

_Xl

If we

(55)

2f I

gradient

2k22

x2

2k23

x2

of V

in matrix

x2

(57)

dY___

+ dx2

dx2

(58)

(59)

2x 3.

form,

we

have

k,,* Yl

_V

=2

k12

i___

%y
Xl ax--7

fl/xl

k22

k12

+ Y2'
2x2

k13

fl'

bY

x2

_Xl

k23

k13

xl

k23

x2

x3

(6O)

- 15
Combining

equations

-k13
T

(21),

f/x I

kll

(26),

+ YI
2x I

and

(60)

i
xI

gives

_Y
%x I

"

kl3_/x

ikl2

=2

fi/x I" k13(a3

+ /)

2
(61)

-k23

k12

flx I

fl'

k23

k22

g/x 2

2x 2

- f/x I

k13

Applying

conditions

(22)

elements

of

the

- g/x 2
to

k23

equation

T2matrix.

As

in

(61)

the

first

KI3
and

then

proceed

matrix

as

given

formulation

and

consider

(31)

in

the

fact,
Mekel

lead

to

in

the

in
the

and
two

also

of

nomous,

where

this

is

equilibrium
function

same

at

not

the

we

arrive

also

for

be

end

in

that

of

same
the

the

a fourth

this

at

as

+/)
unknown

start

with
(62)

= xT
and

order

the

simplified

by

is

seen

x.

second

the
if

first
we

and

formulations

system

but

same

Actually,

matrices

here,

the

obtained

same.

first

+/)

= a3,

form_

the

repeated

if we

k23

the

(a 3

to determine

> 0,

quadratic

conditions

examples

we

the

material
will

only

system

same

solution
is

the

will

are

difference

reference

work

V are

conditions

give

stability

0,

and

formulation,

as before,

little

us

k23(a 3

with

it will

three

occur

in

section,

nonlinear

Hence,

very

in

This

PURl 'S WORK

discussions,

(61)

fashion

stability

shows

same

compendium

Since

(45),

matrices

nonlinearities.
the

a similar

allows

BY

x2h -ax2

is

practically

briefly
given

the

outline

same

as

given

in

the

previous

Consider

the procedure.

the

nonauto-

by

form

as

given

of

(63)

is

in
taken

:A

(15)

but

as _

_,t)

now

= _.

_,

a i = ai_
The

choice

(63)

, t).
for

The
a Liapunov

- 16 v =_XTS
where

The

is

time
=

where

synmuetric

derivative
_T_A

-- BTA-

and

the

Sii

Snn

Sij

of V

is

S_

and

elements

t)

(64)

are

fiir (xi)
2
xi

, i

1,2,...

,n-l,

(65)

i,

fii

_XT SI

_-_)T

(xi,t)
xi

_xT

_T

--XTBT"

The

j;

i)j = 1,2,...,

S_) x

_B matrix

_XTT

x,

in

_)T

is

(66)

of

the

form:

f'll/xl

2 f'12

2fl,n-i

f'22/x 2

2f2 ,n-i

f'in

2f 12/x I

2 f'2n

B
m

2f13/x I

(67)

2f23/x 2

2 f'n-l,n

2_in/x I

The

arbitrary

the

conditions

2_2n/x 2

functions,

fij'

are

Tii
Thus,

conditions
and

from

is negative
are
those

then

chosen

and

such

that

Tij

semi-definite

and

the

obtained

the

requirement

conditions

from

imposed

by

elements,

Tji

elements

equation

of S
that

(68).

of

satisfy

(68)

0.
are

Tij,

be

known.
positive

The

stability

definite

- 17 -

The authors considered the following

systems=
=

(a),

(o)

_,

(.q)= g
where

is

systems

any

have

asymptotic
The

of

is

the

results

were

the

variable
K2

...,

for

certain
All

Km

by

the

to

Also,

(ASL);

analyze

system

are

of

these

such

that

and

that

the

solution

the
is,

are

that

authors

_(t)-_O

nonlinear

which

linear,

analyze

only
as

systems

derived

generalized

in order

_A

In

(_)

x._

of

system

parameters.

the

equations

problems

= _

the

above

considered

t-_e_for
are

for

matrix

_.

= A

any C.

generated

various

types

(KI,

obtained.

system.

was

to

defined
, Km)

results,

The

Also,

applicable

K2,...

these

_V = -XT

is positive

We

be

was

a nonlinear
for

_,

in

linear,

where

Liapunov

functions

generated.

that

The

to

, a CLF

Using

were

system

feedback

form_

assume

method.

the

feedback

a nonlinear,

system

gradient
given

to

nonlinear

variable
obtain

large,

equilibrium

= _.

(CLF),

was

form__

parameter

to

functions,

used

concept

the

K I,

the

then

CLF

of

matrix

the

only

systems.

non-feedback

system

The

solution,

used

Liapunov

linear,

_,

in

functions

common

linear

vector.

null

stability

Liapunov

from

initial

(69)

is known

definite.

difference
now

Qx

here

present

This
being

the

and

we

is

the

the

various

search

for

approach

technique
problems

of

used
considered

authors,

Let's
is defined

consider

the

feedback

problem.

The

linear

system

with

no

feedback

by
= A x

, A

constant;

(70)

- 18 and the linear system with feedback is defined by

= Ax+dm

(71)

where c and d are constant vectors and

m=cTx

(72)

Weassumethat both systems (70) and (71) are ASL. If a CLF for both (70) and
(71) exist,

then the form of V is given by

V =_xTex

where P is a constant matrix.

(70)

The

(73)

time

derivative

of V

A_

x,_
QI

corresponding

to

is
(74)
V

where

QI

is

=_x T

IA__TP

positive

definite.

The

time

- _XT

derivative

of V

corresponding

to

(71)

is
P

=-_x

Q2

+_XT

IA_

+ d

CT_

(75)

where

- Q2

Thus,

where

Q2

feedback

is positive

= _T

_"

QI

definite

Now

we

CT

xT

(76)

P.

if

introduce

the

Pd

following

_0

(77)

nonlinearity

into

the

system:

o
where

dT

= f(m),

As

a candidate

in

(73).

The

the system

for
time

the

equation

Liapunov

derivative

< 1

(78)

becomes

function
of

_< f(m) =u

=A

of

(79),

corresponding

= _T

(_

P +

we

(79)

consider

to

(79)

A)

is
+

2u

the

form

given
x

given

as
e

d.

(80)

- 19
This

nonlinear

Thus,

if

feedback

system

there

exists

system

guarantees
systems.

the

can

a CLF

defined
ASL

With

analysis

is ASL

by

of

the

suitable

be used

since

for

from

(77),

u _xT

P d

systems

(78)

and

(70)

(79)
Namely,

restrictions

on

stability

studies

for

(78)

<

and

and

there

system.

_XT P
(71),

exists

the

same

the vector
of

(80)

d
then

have:

_<

O.

for

CLF

as

system

function

given
f

(81)

a nonlinear

a Liapunov

function,

the

we

for
_),

defined

which

the

linear

this

by

__ = f(_x) + d_ u.
Also,
nonlinear

in

reference

, the

CLF

concept

was

generalized

be

That

is,

analyzed.
for

We

the

begin

linear

this

analysis

by

necessary

matrix

and

there

sufficient

exists

condition

a positive

solution

of

(85),

given

if Re (AK(A_)

[_

the

(83)
a linear

system.

system

definite

and

A,

- constant,
is

matrix
= -

that
P such

C_AT

P+_P

for

(84)
any

positive

definite

that
A).

(85)

is

=-

< 0 for all

for ASL

R
The

that

_x

considering

= A x,
the

such

system
_x = A_.)

could

(82)

the distinct

eigenvalues of A_,

(86)

,_K(A_). Wenow let

be the set of all positive definite matrices_. Thecorresponding

set

[__ _ __u_ o__Q_an__s_.__m_o__.em_p_._

o_se_ _] _._o_se_
under

the

transformation

defined

,,..

by

- 20

or

At
where

is defined

by

(84).

If

At

Re

(A))

<

0 for

all

K,

then

the

mapping

K
is unique.
Using
ASL
in

of

the

the

the

whole

space

Re

(ii)

The

this

nonempty

function

for

= xT

is a CLF
In

_
of

= A
the

_,

derived.
to

(88).
<

of

the

be

The

for

all

there

We
Ao.

let

the

xo

sets

and

[_o_

exists

xo

set

resulting

all

the

sufficient

conditions

be

fPo_

any

fixed

are

the

conditions

for
vector

Pls

for

ASL

are:

K.
empty.

is not

a_ix

P which

gives

namely

and

to)
_

system

be

intersection
Xo;

systems,

(xo)

by

(Ao)

all

_)

reference

intersection

=xTC_A T
Therefore,

can

define

defined

linear

(83)

and

to A o and

from

system

(i)

from

Liapunov

results

nonlinear

corresponding

Thus,

above

_P+eA( o)

is ASL
_

and

, the

the

(Xo)

authors

) x <0.
Liapunov

function

used

in

the

analysis

_"
considered

the

linear,

varying

parameter

system

=A
where
We

choose

;(x)

positive
V-function
parameter

K
the

- _xT

K.

A(K)

same
_

definite

form

_.

The

for
_

matrix

guarantees
K.

is

Since

to be

the

as

matrix
_

the

assumed
in

exists

asymptotic

depends

on

linearly

previous

satisfies

there

cases

a unique

is

also

xT

(85).

solution
of

(89)

dependent

equation

stability

K, P

(K) x ,

(89)

dependent

in

upon
P

_,

Since
of

parameter

K.

where
for

(85),

a given
upon

the

any

symmetric,

then

the

above

range

for

the

K through

equation

(85).

- 21 6"'I

Defining

set

_P_

belonging
for

all

By

using

To

aid

First

to

in

range

CLF,

the

Order
The

set _P_

the

this
in

as above,

the

such

is

for

(89)

Q*

=-

then

V*

systems

discussion,

system

that

K_K_K:

nonlinear

System_

CLF

we

is

defined

__AT

P*

= X

defined

consider

by

the

(73)

is

+
X

_P*
is

and

"if

there

A1

is

a CLF

replacing

first

K by

second

positive

over

K(x)

can

order

exists

definite

_<

be

examples

studied.
given

_
described

by

the

equation
=

where

P*

as:

a system

parameter.

The

Liapunov

ax-Kx,

(90)

function

of

the

form

given

by

is
v

(ql

.... 2

_hen
= 2px
Equation
is

(90)

restricted

If we

then

is ASL

for

by

inequalities

the

_x-KxJ

> a and

for

: 2p
>

(a-K)

O.

CLF

x2

exists

- qx 2.
if

the

(92)
parameter

K >--K

>a.

(93)

p = K

- a,

(94)

choose

satisfies

- a)

If

is

a CLF

for

the

system

in

(90)

where

K(x),

we

the

parameter

(93).
K is

now

replaced

by

a nonlinear

function

can

still

use

v = (K-a)x
V

as

a CLF,

provided_K

= Min
Kx I

(x)_a.

The

time

derivative

of

this

is
= 2

Therefore

the

nonlinear

(K-a)

(a-K(x))

x2

<

0.

(95)

equation
= ax - K(x)

x,

(96)

- 22

is ASL for K > a.

This

example

shows

how

a CLF

for

linear

system

can

be

used

for a nonlinear system.

Second-Order Example _
Consider the second order example

where

K(Xl)

= b +

Xl

_2 =

- K

(97)

x2

f(xl).

(Xl)

In

xI

terms

ax 2

of

candidate

(98)

is_treated

for V

as

- a

a parameter

is given

by

and

= _xT P

the

_,

range

then

2 KPl 2
Q(K)

and

Pij

are

a P

for _(0);

the

interest

= - _xT
-

is

Pll

_,
+

_I O.

If

to be

the

where

aPl2
(99)

elements

namely,

we

KP22

of

Pll

P.

+ aPl2

If

there

aP22

exists

- 2

a CLF,

PI2

then

there

corresponds

for
0

_(0)

of

KP22

For

(83),

-K(Xl)
where

equation

aPl2

aPl2

positive

- Pll

semi-definite,

- Pil

(aP22

- P12)

must

select

we

(zoo)
aPl2

= Pll

Hence,

have

2 KPl 2

KP22

(ioi)

R(K) =
KP22

(aP22

- PI2)

- 23
For

positive

definiteness

(i)

P12 >

(ii)

det

0,

of _(K)

aP22

Q(K)

- PI2

= q(K)
2

q(K)

Since

q(K)

Thus,

the

can

be

maximum

it is

>

2
P22

- K

negative,

>

necessary

that

0,

0,

+ 4KPI2

as seen

(aP22

by

(lO2)

- PI2 )"

(102)jthere

exists

a maximum

value

of

K.

is
(103)

and

a CLF

exists

for

all

in

the

interval

0 _

K -_ K.

_Any

matrix

P which

satisfies
we

aPl 2 = Pll

can

choose

a CLF

be

proved

to

can

and
for

(102)
the

be ASL.

=_x T

is

range

This

positive
0

definite

K_,)_K,

choice

for

if

then

the

>

and

nonlinear

>

0.)

system

If

in

(97)

V is

a2

(104)

-where
The
to

; by

= a

(103).

disadvantase
(97),

of

K(xl)

corrected

if

PII

from

in

(99)

q(K)

Q(O)
>

for

all

the

above

constant,

procedure
there

in P is written
and
K

the

is

an upper

as Pll

conditions

0.

Now,

is that

bound

= c + vK,

(102),

if we

for

we

further

the
on

linear
K,

where

have

that

choose

<

problem

given

c and

by

corresponding

(103).

are

constants.

c = aP]2, v = P22
[P22

This

2]andlPl2

can

be

Thus

and
= a], then

P becomes
az

2K

(105)

P
a

Therefore,

_=f/(K)

and

_=P(K)

are

both

positive

definite

for

all

>

O.

Thus,

24 for the linear

system, K=constant in (97), the Liapunov function is

a2

a
x+2Kx

v(_x)=_x
T

2
(106)

where
of

Po

the

For
term

_xT

is

a constant

CLF

2KX_

in

P_o

(104)

nonlinear
is

Thus,

for

V(x)

the

matrix

independent
of

the

systems,

an

idea

(u)

Po

of

added
due

K.

term

Equation

(106)

is

a modification

2Kx_.

to Cartwright

is

applied,

in

that

the

by

(107)

d u

nonlinear

= _xT

2 K_ 2

because

replaced

/o

x +

system

in

u K

_o xl

(97)

(u)

the

modified

CLF

is:

(108)

and
(109)

R (K)
where
2aK (x,)

0
This

Liapunov

2a
function

in

(108)

proves

that

(97)

is ASL

if

KW,) >0-

Generalization
The

KI,

above

K 2' ..... '

Liapunov

results
K

function

For

are
the

generalized
linear

to

system,

a system
the

with

form

of

several
the

parameters

candidate

for

the

is
V_

= x T Po

+ _
i=l

V i K i xi

(llO)

- 25

where
For

P__qo
is

independent

nonlinear

V(x)

of

systems,

= x

Po

if

the

Ki's)and

K i = Ki(xi)

Vi's

are

2 _,
i=l

constants

, the Liapunov

m /i

Vi

Ki

(u)

(i = i,

function

may

be

2,...m,

,< n).

modified

to

udu.

(iii)

The

time

Since

derivative

of V

V_)

in

(iii)

V(_x)

>/

can

Pox

gives
be

identical

bounded

m
_
Vi
i--i

in

Ki*

forms

the

for

following

in both

(ii0)

and

(iii).

way

2
i,

(112)

where

xi
Ki*

MAX
M-IN

(x
(xi)_

,
,

Vi
Vi

<
>

(113)

0
0

xi
then
all

V(x)

in

K i such

(iii)

is

positive

//x//
#

0)

if V(_)

in

(ii0)

is

positive

for

that

(114)
xi

Summary:
The

results

Consider
parameters

the

KI,

__ _---Ki _%,
solution

of

-AT
If

a_

of

then
the

_Ican

last

few

differential

K 2 ..... , K m.
V

= xT

equation
If

paragraphs

the

may

x = A

solution

(KI,...,K

m)

be
_

of

summarized
which

the

depends

system

is

as

follows:
linearly

stable

is

a Liapunov

function

= - _

(KI,'''Km)

on

the

for
if P

is

the

equation

(KI,...,Km)
>

the

be

_ + _ A
selected

(KI,''',Km)
such

that

is independent

of

the

(115)
Ki's,

V(_)

= _T

_ _

- 26 is a CLF in the range _i

_ Ki _ Ki and, consequently, for the nonlinear system where

Ki = Ki (5) _The trouble is that such CLF's are not easy to get.) If
system is such that Ki = Ki
(iii)

can be obtained.

the nonlinear

(xi) , then a Liapunov function of the form given in

This Liapunov function is greater than zero ( H _ _ #

0)

if MAX Ki(xi
= Ki and MIN
Ki(xi)
= Ki as can be seen from (112) and
xi
xi
--)
(113). Thus, the method considered by the authors in the above discussion is one
in which
which

the

the

nonlinear

stability

problem

conditions

is
are

related
known.

to

the

corresponding

linear

problem

for

- 27
COMPENDIUM
The
Gibson,
(I)

following

set

examples

were

taken

EXAMPLES

from

the

paper

of

Schultz

and

B]

Second

Order
Xl

System

-- x2

"_'2 = - x 2
The

of

OF

gradient

is

- x 3i"

assumed

to

be

o_ii

<12

V_!v =

where

the o<'s

are

constants

or

functions

of

x.

_'ll

_21

<12

The

time

derivative

becomes

x
o<21X,_
+_12-2)

:We

now

let

(_ii

+<0if

-_21

- 2x2

I/ _xH#0.
=_21

x2_+

) = 0,_12
And,

the

= i andS21>

gradient

becomes

2
2 xI

V_XV-2

The

curl

equations

_V
%Xl

give

==4
21

the

xI

_-2x

_2v
_=

_2v

_x2aXl

relationships:

xI

_x2

following

i,

--=<21.

2x2,

x2

-_

0.

_x_)x_x_

Thus,

- 28

Thus,

we

let

_21

=f

VV

i.

dx

xl/2

The

7o
Xl

b2

resulting

--- 1,,2 r-Xl,

(x I +

and

2x I
3 ) dx I

are:

+7

(x I +

2x 2)

dx 2,

XlX2

4.J 2

x_

2,

+ 1,,2 I-xt

+ x2_-],

-- (E:'T '_x---x_ -x_.

We

can

see

Ixu

that

is

positive
V

--_

definite
_

and V

is negative

Therefore

the

definite.

system

is

Also,

globally

as

asyptotically

stable.
(2)

Second

Order
This

where

fl

chosen

system

f(xl)

is

described

Xl

= x2

x2

, f_

- x2

by

- flx2

df(Xl)/dx

- fl

XlX2

and

- _Xlfl'

_ constant.

The

gradient

is

to be

?V

The

System

time

derivative

of V

becomes

-x 2

= x_x2
F_II - o_21
-_21xlfl

+ _ [_
__ _

- _21fl - 2

23
_ _,_x_
_x_ _,

flx2

x2fi]

ff

XlX 2

-@x,

fl

I'

- 29

We

now

fl

>

let

the

coefficient

for

all

zero,_12

gradient

fl

= 2,

and

_ > 0

becomes

Xlfl')

fl

=<21
Applying

the

curl

equations

to

___V gives

-_x2_x I
Then,

if

c_21

= 2

, the

resulting

fx'Fx
2

+ Xlfl

and V

x2

functions

fl

+_Xlfl

--

are

dXl

r [x
2

i +

,U
o

xI
dx I

xlf
_o xl

The

V-function

system

I
I

The

=<21( I +

I
I

x I.

XlX 2 be

_V

I
I

of

is

oo

globally
fl

fl

(Xl)

as

asymptotically
xlf I'

dxl,

stable

f(xl)

f(xl) >

_//_______

when

xlf'(xl)

0,

_>0.
(3)

General
This

Second

Order

system

is

Equation

given

a(x,x)

by
x

b(x)

O,

O,

o_

and

the

dx2F,

- 30 where a and b are such that a unique solution

the equilibrium

solution

is at

then the state-variable

x = x

exist

= 0

for given initial

If x I

= x

and

- 2 ax

2
2

values and
x2 =

equations become

= x2 ,
x2

_ a(x l,x 2)

b(Xl) Xl

x2

As in the previous cases, the gradient is chosen as

_12

VV
21

The

time

derivative

of

x2
is

C_21
=

xt
2

_12

Let

=<ii

ii"

a_21

VV

2b

a_21

- 2b

, 512

XlX2

521

+412

_v
%x I

= 2b(xl)

2b

2v
-_Xl_X2

= _2v
-&x2_xl

Xl

0.

Thus,

--

and

2
- b_21x I

- 31 Therefore the curl equations are satisfied

fXl

b(x I) XldX I

b(x I) XldX I

_O

and we have

x2 2x 21x2,

f xl

x 2
2,

and
2

= - 2e(xi,x2)x 2
The

system

is

globally

b(Xl)

>

_o xl

b(xl )

a(x I x2)
(4)

Third

Order
The

After

the

asymptotically
for

all

for

for

the

if

Xl,

x I dXl----_

stable

all

as

=_

x I and

xI _

c_

x2.

System

equations
Xl

= x2

x2

= x3

_3

usual

system

- 3x3-

2x2

choice

for W

are

- 3x2

x2

, the

"

time

Xl3

derivative

can

dll

d21

d31.

d12

d22

d32

d13

d23

be written

as

,-------_

(dll

d31-

2
xI

3 d31

(d13

d22

- 3d32

(d21

3d31

(d12

2
2d32 ) x 2

- 2

@d32

- 4 - 6x_

x_

) XlX 3

- 3d32

x2

(XlX 2)

x3

)Xl

x2

x2 x3

(d23

-6)

2
x3

- 32
There

are

32

= O.

all

terms

equations

a large
To

number

of ways

eliminate

to

constrain

nonnegative

in V

containing

give

the

x2

are

x_

V.

- terms,

eliminated.

The

authors

initially

d12

must

zero.

This,

be

together

with

set

Then,

the

curl

following:

d21

= 0

d23

= 0

d12

dl3 6x_ d224

ffiO,

d31 2x_

_ _ + _ x_ =_x_+_x_
The

resulting

__y_V becomes
5
6Xl

3
4x I

_V

corresponding

Thus,

A
similar

the

better
to

the

and

3
2x I

2x 3

are

___V dx

semi-definite

system
result

is

we

globally

xI

2x 2
2

= 3 and

asymptotically
if

d23

is not

is

(2x3_
_
i / x3

positive

stable
zero.

for

Applying

x2
3 '

_x//

for

= 3.
a procedure

have

6
=

for

is obtained

above,

x3

_o
x
_
<x_+ x_)
_ + x_ + _x_
=

is negative

Therefore,

4x 2

The

_6Xl

d23

d23

d23

(7/6

3
Xl

d23

x2

+ 2)

xI

3
2x I

x2

x3

2d23

d23x2x

XlX2

xi

x2

-T

d23

XlX 3

I
- 33

and
3

= - 2

x6

(2

2
- x 3 (6 - d23)

6-

2
- "y

dz3)

d23

xI

x3

4
xI .

Let

(5)

d23

( _

definite

for

for

range

this

Another

-3).

all
of

Third

Then

<

's.

Order

_
_

is negative
3

The

semi-definite

system_is

and

_ globally

is

positive

asymptotically

stable

System

The

describing

equations

of

the

system

are

ffi x2,
x2

x3,

=In

this

form

of

We

start

we

find

case

the

V which

the

- xix-

authors
must

be

constrain

simplifie_

simplification

by

such

that

it

is

a function

of

The

x_

is
dli

d21

d31

xI

d12

d22

d32

x2

d_3

d23

d33

x3

letting

d31

O.

From

can

be

The

term

the

curl

equations

that
2

Terms

and
if

d23

d32

d31

12

involving

d21
d12

dictate

2x_
=

that

= 6Xl
XlX 2

,
.

(x I x2),(x 2 x3),and

18x_

3
36 x I
d12

x 2

must

(x I x3)

x 2
.

.
But,

actually

be

it

can
d12

be
=

shown
36x_

eliminated

involving

that
x_2

if

the
+

curl

6x_

_iI = 6x_

(x_)

(x9)

equations

, d22

vanishes

--4

- 34 Th_s, V takes the form

4

3
18xl

6Xl

3
36x I

V = iXl, x2, x3]

x2

2
6x I

x2

2
2xl

Xl

2
6Xl

x2

x3

12XlX 2

2 2
_- . 6xI x2
Integrating

V__VVgives

= xI

=
Therefore,

as

The
In

this

x (n)

where
th
n--

_
set

.
of

systems

an

order

equation

9x

x2 )2

system

the

(x 2
V

then

is

+ 6x I
3
Xl/2

positive

globally

obtained

the

2x

from

generalized

2
)

,...,

x (n-l))

is

taken

be written

definite

and

"asymptotically
Schultz's

x3

V -_

stable

paper_

Routh-Hurwitz

as

in

(n-l)

= x "l'f
_

matrix

...

al

reference

conditions

form:

l
(_),

-a 2
xL

x,

.
...,

.
Xn

(n_l)Fan
= x

(x,

= x (n'l)

ai

6
Xl /2"

-a I
= ai

x2x 3

[5]

for

form

state

--A

is

were

discusses

can

x_

semi-definite,

(x, x (I)

equilibrium

examples

of

the

x2

3x_

The

Schultz

2x

negative

paper

nonlinear

(x3

is

next

x (I)

= O.

,...,

The

x (n'l))

x=O,

- 35
The

author

this

considers

paper

take

the

2nd

and

3rd

order

cases;

thus,

the

gradients

of

V used

in

forms
dll

(Xl)

d12

(xl)

d22

(x2)

dl2(Xl,

x2)

v_Xv =
d21(Xl)
and
dll
VV

(6)

General

Second

The

Order

system

(Xl)

d21(Xl,

x 2)

d22(x 2)

d31(Xl,

x 2)

d32(Xl,X

d13

d23(Xl,

2)

Xl

(Xl,X2)

x 2)

x2

d33(x 3)

x3

System

is described

by
"x

(x,x)

Bl(x)

B2(x )

O,

or

xI

-A

-B I B 2
The

time

Since
to
dll

derivative

d12

and

in

the

zero
=

originally

d22

d21

of

are

expression

B!B2

proposed,

x2

becomes

(dll

-_

d12

2
x2

functions
for

To

satisfy

we

choose

Ad21

V.

of

d22

- d22

x I, it

is

Also
this

the

XlX 2

and

BI(_I)

+
2
xI

-- BIB2d21

convenient

(x I x2)

equation

dll

2
x2

BIB 2)

term
the
and

to set

them

is eliminated

form
d22

of

equal
in V

_V
=

i /B2(x2).

if

- 36

Thus,
BI

Xl

_V
0

"_2v/_xl_x2=

where

_2V/_x2_xl

I/B2

The

x2
resulting

and

are

Xl
V

BI(XI)

Xl

dxl

Ix2

X2d
x2
B 2 (,x2)

and

A xl, ix2
B2

For

global

i)

asymptotic

the

non-null

2) v ---3)

(Xl,

BI

linear
We

of

the

solutions

of

V m O must

given

as H_// _
>

>

for

all

xI

>

for

all

x2

(3)

are

the

same

under

for

all

"

system

not

the

be

following

solutions

of

x I and

as

x2

consider

a third

order,

the

Routh-Hurwitz

conditions

nonlinear

system

defined

by

"_ + A_ + B_ + Cx = o,
or
m

Xl

x2

-C

-B

-A

x3

= A

_;

system.
now

conditions

x2)

(Xl)

conditions

stability

B 2 (x2)
The

(x2)

Xl

for

- 37 The expression for V is given by

where

d33

order

(7)

&

(_i

(d12

- Bd32

= 2.

-cd32

Ad31

" 2_

we

) XlX 2

XlX 3

) x22

--

consider

C = C(Xl)

coefficients

d12 , d21 ' d31

d32

symmetry;
=

resulting

of

and

- d31

(2A

(d13

C_

+ d22

Xl 2

several

- d32A

- 2B)

x2x 3

- d23 ) x2

special

d23

= A.

d32

=
=

and

A2
V

cases

of

this

. _xT

- Bd31

d13

+ d22

d12

d12

in V

= d21
we

and

third

equal

to

O,

- 2B

O,

curl

equations

d13.

For

will

+ B

d13
, dll

= B, d12
=

B2

=
+

d21

x_

AB,

AC.

- 2C(x I) XlX 3

BC

then

convenience,

have

d31

zero:

0.

The
d31

set

Cd32

d32A

Bd32

constants.

are

are

= - BC(xI)

dll

be

Thus,

A,

(In_werson)
2
x2x 3 and x 2

XlX2,

d13

namely,

d Z_
The

- Bd31

Below,

B constants;

impose
let

(dll

example.

The

Let

we

- 38

dx

_o x

x I _(Xl)

dxl
+

+
Thus,

These

(8)

A,

the

conditions

conditions

This

XlX 3

for

are

C constants;

give

+ Ax2x 3

global

2
x3

asymptotic

analogous

to

the

BXlX

x 2

stability

>

>

C(Xl)

>

AB

(Xl)

- C

0,

are

for

all

>

Routh-Hurwitz

0,

x I,
for

conditions

all

xI.

for

linear

systems.

B = B(x 2)

example

is

the V-function,

analyzed
V,

and

in
the

the

same

way

stability

as

example

(7).

requirements.

and

Thus,
V

we

will

are

and
V

= ACx

2CXlX 2

+ A2

x2 2

2Ax2x 3

x3 2

x2
+_f

B(x2)

x2dx 2.

o
The

stability

requirements

are

again

the
A

generalized

Routh-Hurwitz

conditions:

>0,

B(x2)

C
AB(x2)

>

0,

>

for

all

x2,

0,
--

>

O,

for

all

x 2.

only

- 39

(9)

B and

C are

This
and

the

constants;

example

is

stability

= A(x2)

also

Very

(LaSalle)

similar

requirements

are

to (7)

given.

and (8)
and

and

thus,

C2/B

x2

2CXlX 2

V,

and

are

+ _BCI x2x 3
V

only

x2

+ Bx22

x 2

A(x2)

x zdx2'

and

Once

again

2x_/B

the

(A(x2)

stability

conditions

C)

are

the

A(x 2)

>

= constant,
One

of

Barbashin's

B = B(x),
the

most

>0,

>

, for

all

x2,

>

for

all

considered

by

conditions:

O,

x 2.

(Barbashin)
order

cases

Schultz

was

problem:

_" + A_
By

third

Routh-Hurwitz

O,

B - C

C = C(x)

general

A(x2)

(i0)

generalized

a procedure

similar

B(_)_
to

2A

example

_(Xl)

C(x) x =

0.

(7) we obtain

x I dx I

+ 2_(Xl)

X2d

+ 2_2x

the

XlX 2

following

+_2x

'_'_o
xl

x2

Jo

B(x2)

x2

2
x 3

and

V:

V,

- 40

and

V
The

resulting

= - 2x 2

stability

lAB(x2)

conditions

(1) A

2x2

dxl

xl

are

> 0,

B(x 2)

>

, for

all

x 2,

C(xl)

>

, for

all

Xl,

0,

for

AB(x2)
(2)

- C(Xl) _

>

- C(Xl)

dC(Xl)

Xl<.

all

x I and

x2,

0.

dx I
The
(2)
(ii)

condftions

represents

Third

Order
The

under

(i)

a saturating

are

type

the
of

generalized

Routh-Hurwitz

nonlinearity

found

in

conditions,

control

and

systems.

System

following

equations

describe

xI

x2

x2

x3

_3

xlg(Xl).

g(xl ) Xl

a motor

compensated

with

tachometer

dfdx I(xl)l
Jx 2

feedbacks:

Mx 3.

where
f(xl)
This
must
We

stability

consider

assume

the

a33

problem
_'s

equals

to
2.

XlX2(dll

x2x 3

is more
be made

Thus,

- dBiN

(d13

up

difficult
of

a constant

the

previous

term

and

- d32

- d32
M

- 2N

gl )

-2_ I' ) +
2

Xlx3(d21

2
x2

(d12

d31
- d32

M
N

- 2_gl)
- d32fl'

-)

d31
2
x 3

@glXl
(d23

problems.

a variable

becomes
- d31f _

d22

than

+
- 2M),

We

term.

- 41 where fl'

= df(xi)/dXl

First,

and gl

= g(xl)

Wenow simplify

V.

cancel-out the _-dependent term in the coefficient

proper choice of _Ii

"

This leads to the result

terms of xI and x3; therefore,

are applied.

The results

of XlX2 by a

that V is easily

make the x2 terms vanish.

constrained in

Then, the curl equations

of these manipulations are

d23 = d32 = 2 (M -@) ,

d22 = d23 (M - N/M) + 2N ,
d21 = d23 (N + gl) ,
d12 = d23 (N + fl' ) ,
I

d31 = d23 N/M + 2gI ,

therefore,

d13 = d23 N/M + 2f I'

dll

+ d23 _ gl ;

= d31 (N + f l' )

V becomes
+

If

the following

substitutions

are madein the

} - term

/23 = 2 (M-@)
xlg I

x3

_3,

then V becomes
=
Thus,

is negative

semi-definite

if we
N

>

glXl

demand
0,

o <

g(xl)

>

that
>

M,
O,

for

all

x I.

- 42 Also, we assumethat V m0 has no non-null

solutions.

By line integration,

V is

determined to be

j
xI

(2N

d23

_)

g(_l)_l

d_i

f'(_l)_l

d_

d23N2x12+

_(Xl)

_d23

Xl_ 2

d23

NXlX 2

d23g(xl)

M23

xlx3

XlX2

+
The

The

as

the

set

in

the

first

be

positive

of

class

the
(12)

The

from

d23
this

nonlinear

defining

the

his

xlY

method.

V---_
, we

V-function

conclusions

with

as

consider

our

_ _ _____

Duffing's

is

equation

is

equations

for _V

which

shown

to

as

analyzed

x21_
3
bx I

is

given

>

O.

by

all

dll(X I)

a21

d21(x I)

a12

lie

is globally

are

xI

by

defined

and

system

summarized

valid

slopes

Thus,

Therefore,

_o

are

positive

- plane.

are

method.

x2
choice

complicated

which

of

Equation

xI

The

very

2
x3

functions

Ingwerson's

[7]

x2x 3

for

whenever

Report,

gradient

quadrants

by

stable

x 2_2

functions

and third
definite

variable

Duffing's

of

continuous

Geiss'

2N

XlX 3

obtained

asymptotically
From

2 g(xl)

conclusions

Schultz.

dl2(Xl)

VV
x2

by

- 43 where all , a12 and a21 are constants.

becomes
=

V_)T

"x

FromV V

(all

2
-_(a1+ d21 ) x I

and

dll ) XlX 2

--

the

(a12

2XlX 2

defining

equations,

d12 ) x22

b (a21
d21)x_- 2bx_ x2
Thus,
and

is negative

a12

<

definite

The

O.

curl

if

equation

_2v

a12

a21

2 ,

dll

2
xI

= 2b

d12

d21

gives

_2v

-_Xl_X2
Let

all

= -

_x2_xl

a12

, where

_>

= a21

<

.
Therefore,

and Vbecome

=-

xI

--

_XlX

x2

and

is positive

When
I

since

the

the

=- O,

(13)

, V

now

Second

in

Order
The

= constant

of

the

The
[i]

null

some

_radient

[8]

if

positive

consider

variable

Gibson

is

neighborhood

problem,
and

definite

_=

We

<_ _<

is

is

x2:,

x2

3
_ xI

and V

is

identically

analyzed

by

x2

example

will

by

of

not

indefinite

but

One

examples

_1

is

solUtion,

technique.

described

a trajectory

System

system

definite

examples

other

xtJ.

xI

be

the

the

unless
zero,

system.

asymptotically
Puri's
will
same

The

In

as

0.
fact,

system

is

method

a generalization

ones

stable

in

stable.

"shorthand"

be

considered

for
of

Barbashin's

by

Schultz

- 44

or
0

2
-x I
We

assume

a symmetric

form

for

xl
i

the

-i
square

GII

x2

matrlx

in V V

GI2
G

_V
GI2
The

time

derivative

of V

_(___)T.....
=

XT(GT

A)

2
- Gl2x I

XTT

GII

- GI2

2
- xI

GI2

- i

2
-Gl2x I

GII

- GI2

= x T

2
- xI
X
m

GI2

= 0

and

2
= xI .

GII

_V

where

_2V

-_Xl_X 2

Then

GI2

V=

-- x2 2.

is

_2V

positive

the

is

3
Xl

x2

By

line

integration

_x2-_x I

oo
Therefore,

gradient

V
V

The

- i

2
xI

Thus,

is

Let

system

xl/4

definite_
and
is

V _

2//2

is negative
0

globally

is

semi-definite;

satisfied

asymptotically

only

by

stable.

as

V
the

null

solution.

- 45
(14)

General

Second

The

Order

system

System

is described

by

Xl

x2,

x2

(Xl)

xI

- a(xl,x2)

x2,

or

i
X.

-b
The

choice

for WV

is

the

same

as

-a
in

the previous

example;

thus

GI2
=

[Xl,

x2]

-bGl2

xT

GI2

= 0

and

GII

= b.

-b

GII

- aGl2

GI2

- a

GI2

GII

- aGl2

GI2

- a

xT

Therefore,

_V

becomes:
0

v_v -I

where
is

_V/_x

easily

I =b(xl)

and

El

_V/_x 2

_2V

By

line

x2

The

--

0.

curl

checked:
_2V

-_Xl-_X2 =
integration

of NN

we

-_x2_xl
get
2

xlb(Xl)
o

_a

-b

Let

- b

becomes

GII
GI2

dx I

x 2/21

equation

-b

- 46 2
where V = - a x2

The system is globally

b (Xl)

> 0
xI

_oxl b(Xl)
a(Xl,
(15)

General

Third

This

x2)

Order

system

The

matrix

where

in

x I and

o_

x 2.

work

f2(_)

in

x I = x,

x2

reference

fl(x)

= x

and

E8]

The

equation

=_',

is

given

I
t

-fl/x

solution

0.
x3

by

Xl

x2

x3

"f2/x2

is assumed

to

-f3/x3

occur

at _

= _.

The

form

of V V

is

be

G there

exists

GII

GI2

GI3

GI2

G22

G23

GI3

G23

five

unknown

functions

of _,

we

need

five

the

Gij

s.

=_xT

equations

involving

is

_V

Since

Puri's
+

1
u

to

all

x1

xq

assumed

f3(_)

x9-

equilibrium

for

as

E1

The

Xl,

dxl------_

from

formulation,

>

stable if

System

comes

'2" +

for all

asymptotically

These

relationships

are

obtained

from

as

follows.

= _XTGTA x,
-GI3

fl/xl

GII

- GI3

f2/x2

GI2

- GI3

f3/x3

-G23

fl/xl

GI2

- G23

f2/x2

G22

- G23

f3/x3

GI3

- f2/x2

G23

- f3/x3

-fl/xl

1
1

- 47
-GI3
=

Let

all

row,

the

- GI3

f2/x2

GI2

- G23

elements

second

Since

_V

column

in

the

above

element.
=

G23

f3(x3)

G22

f2(x2)/

we

- G23

GI2

- GI3

f3/x3

- fl/xl

f2/x2

G22

- G23

f3/x3

G23

- f3/x3

except

the

triangular

Thus,

GI3

= G x,

GI2

we
=

/ x3

get

x2

matrix

the

fl(_i)/

G!I

flf_x3

fl

see

attempt

to

one

of

check

the
the

xI

curl

by

in which

a constant;

dfl/dxl

Our

equations.

assuming

curl

_x3_x

these

curl

namely,

fl/xl

G matrix

equations

produce

fl/xl

dfl

Ffl

L
gives

when

the

we

following:

(f3/x3)_
dx3

d (f3/x3) 2

O,
d (f3/x3 x3

dx3

equations
_=

is no

dx I

gives

f3x3/x3

a symmetric

gives

could

Lim
x3--_

longer

satisfied
, and

(f3 /x3)

fl '
2
o<

be

symmetric,

_fl/xl
G

x3

X3o

The

_2V

new

f3(x3 ) /XlX3,

x2f 3 /x3

"_x3"_Xl

_2V

way

of

_-_
X l_-_x3

One

results:

---- _x-_l

__

_x2_x

second

flX_Xl,

x2f3/x 3

_2 v

_2V

- f2/x2

fl(Xl)

3(x3)

+ f2

disadvantages

_2 v
_Xl_X

zero

GI3

_gx 3 =

now

be

following

o__v
_x2

We

fl/xl

have

-_Xl

I
I
I

GII

fl/xl

but

is

+ f2/x2
i

dx 3
is
to

to

replace

let

GI2

f3/x3
equal

f3/x 3

- 48 resulting

in the following

expressions for the componentsof VV ,

_Xl =

fl

-_x2 =

fl'

+ f2

+ o<

x2 + olx

and V and V become

r(Xl,O,O)_V

dXl

+_(Xl'x2'O)

=_(o,o,o) L_l]

J(x1,0,0)

_(xl,x2,0)
x2

=_2

fl(Xl ) dx I
_o Xl
o

_x2x3

2
x3/2

'
x2

(_x 2 +

x3) z

fl(xO

x2

+ o_

fl(Xl)

dx I

f2(x2)

dx2,

and

= (W)T"_x
=-

f2/x

fl

x2

system

is

as

of

(f3/x3_

f3/x

- _)

sufficient

conditions

fl(Xl)

>

for

3Jx3x!l

-o_)]

- _)

- o_

a global

asymptotically

follows:
>

O,

xI
d

o<

(f3/x3

--_ (f3/x 3
2
a set

I_

fl'

Mf2/x2

Therefore,

f2(x_)/x_

--

O,

(x2)

fl (xl)
dx I

>

x2

>

stable

- 49 -

[(f2(x2)/x2

1/2

(Olx 2

dxI

x3 )2

L x3 "

o< _o xl

fl(Xl) dx I

_o x2

f2(x2)
dx2 >/ [fl(Xl) x21

and

_i,
_2,
f3
are
such
t_tv_
_o_II_
lJ_
_"
I

i
i

Barabashln's
problem is a special
in the equation describing
the system

= --

= i12

case of the above if we let

f3/x3
The corresponding V and V are

c_ f2/x 2 - fl'

(c<x 2

+ x3)2

i 2
X 3 ,

fl(Xl)

x2

+i X2 f2 (x2)

+ _ _0 xl

dx 2

fl(Xl)dXl

- 50
The

stability

requirements

o<

>

O,

f2(x2)/x 2

reduce

fl(Xl)

xI

>

to
0

, f2(x2)

x2

>

O,

fl'(Xl) >i 0,

x1

1/2 (_x2 + x 3)2

Also_

Let

f3

the

= a3

constants.

Thus,

stability

>

Simanov'
The

x3

, a2

aI

next

to
of

and

nonlinear

b and
= _

c are

, we

a2

x2

is

a special

and

fl

alXlX 2

>

O,

case

= aI

xI

of

, where

the

above

the

problem.

a's

are

x3_

>

0,

a3

Xl

x2

0,
Routh-Hurwitz

examples

comes

conditions.
from

Ku

and

Puri's

work

which

is

reported

System

differential
(x,

x)

_"

constants.

equation
+

For

the

is
+

state

cx

= O,

variables

xI

= x,

x 2 = x and

have

_ =A

_)

all

are

>

s Third-Order

system

dx I

are

the

set

"x" +
where

(a3x 2 +

correspond

references[9]
(16)

and

conditions

a2a 3

The

fl(Xl)

linear

x3 j f2

= 1/2

aI

which

order

x3 = _

V
The

third

+=<

-c

-b

-f(xl,x

X
m

2)

in

!
The

fom

of

the

matrix

for

where

the

_j's

gradient

of

are

this

system

with

one

nonlinearity

- KI2
51 -

KIII

constants.

The

candidate

for

is

time

K12

derivative

XTBT

For
to

TI3
be

bK23

+ T31

zero
= KI2.

K22

= bK33.

KI2

= b2c,

x.

The

KI2

K22

KI3
the

V = _

KI3

V becomes

KII

Thus,

is

_T

= 0,

we

KI3

require
Let

KII

KI2

-CK33

KI3

to

KI3

Let

be

Xo

K23

K23

-C_3

--__
0 and

K33

= bc 2.

_XT T

KII

constant

1
_
_-_-_

K33

yields

-CKI3

that

the

Choose

of V

KI2
=

b 2.

.f

- b_3

_2

- bK33

K23

= cK33.

of

variable

bKl3

- fKl3

The

_Y/_x2

i
BY
2Xl _i--

KI2

0 and

parts

the

For

KII

cK23

Let

be

remaining

constants

= 2bc

in

f(x I

zero;

T23
x2)

f(xl,x2)

be

BY
_x 2

- f K23

X.

fK33

constant

T23 + T32

parts

2bc

the

i
2x 2

parts
T22be

therefore
are

zero,

x2

x2dx 2.

K22
thus

of
zero;
KI3

TI2

T21

thus
=

= b 3, K23

and
= bc,

- 52 Therefore,

it

follows that

= 2 bc

x2dx2

o
matrix _ in V becomes

The resulting

0
T =

bC/xl

J o

x%dx

0
2

0
The

final

expression

Substituting

the

_j's

for _

-b

is

and

Y
2V

= - b2

(Xl,X2)

- c/b

into

get

S we

= b (cx I

our

x3

+ bcx 2

- function:

bx2) 2

(cx 2

bx3) 2

+ J

where
J(xl,x2)
The

system

is

asymptotically

stability

2b

_o x2

f(xl,x2)

if we

f(xl,x2)

>

c/b

(Xl,X 2)

- c2x_.

require

X2dX 2

>

cx 22

>

x2

b f

J
and

_-- 0

only

for the

(f - C/b)

(Xl,X2)

(Xl,X2)-------_

null

solution.

x3

oo

as

>

cx2

II_ I --____

_x

(xl,x2),

- 53 (17)

Cartwri_ht's
The

Fourth

system

OrderExample

is described

[9]

by

-oo

o,-

o.

a4x

a3x

a4 _

f(x)

or

-a 2

-a 3

-a 4

X
m

-f(xl)//

The

S matrix

KII

which

Xl

the

authors

KI2

xl 2

choose

+I

2Xl

is

KI3

fl2(Xl)
S
m

KI2

KI3

K22

2x I

i
- ._

Xl

KI4

K23

K24

K23

K33

K34

K24

K34

K44

f'(xl)

__.

f1 (xO
2Xl

KI4
where

I_._ vs

are

constants,

The

T matrix

is

formed

a2a4),

_3

as before

and

the

results

_j

are
KII

0,

K22

K33

1/2

(a_

KI2

0,

KI3

'

K23

1/2

f12

a4f,

becomes

a3a 4

1/2

(A3a 3

a2/a 4)
KI4

K34

K44

0,

K24

1/2

1/2
=

1/2

a3

/k

3,

- a2/a4,

a4

dY

Thus,

2V

(X 4

f13

a4x 3

d-_l

_3x2)

_3f

a2
+_4

"

<x3

a4x2

a4
_2

f(xl

xI

a--q

))2

- 54
The

time

derivative

of V

is

=-

We

have

an

- a2/a 4)

stable

system

(a 3

asymptotically
a

>

[_3

0,

a2

a2/a4A

a3

>

- a4f'

if we
0,

- a4f'

a2

a4

>

>

_2]

f(x I)

(18)

(f)

Ku's

is

Fourth
The

such

Order

in

state

variable

>

x2

following:
O,

0,

a4

as

f2(xl)

/a2

x//______

>

differential
a

>

]2

x2

0,

dx I

o_

Example

nonlinear
'x

or

that

fIQ2

the

0, A 3

+ _f';/2)

f'

require

2A

and

equation
(x,x)

"x

is given
+

cx

by
dx

O,

notation:
i

-c

-d

-f(x I ,x2)

-a

eo

where

x I = x,

chosen

such

x2 =

that

KIt +

x,

the

x3 =

B matrix

x4 =
= B

in__V

1
2x I

KI2

"x"

x has

KI2

The
the

matrix
following

i
2x2

BY

=_x T S

form:

KI3

x3
2

"_'

KI4

K23

x3

"_

K24

-_x2

_x I
K22

in V

_x2

KI3

K23

KI4

K24

K33

K34

K34

K44

is

- 55 where

X = X

and the Kij's

(Xl,X2)

are constants.

(Xl,X2)

The time derivative

of V is given by

=--XT _T A x =_xT _2 _, where the elements of _2 are chosen such that _2 is

negative semi-definite.
unknownfunctions are:

The resulting

K44 = i,
KI3

= d,

K34 = a,

relationships

KI2 = ad,

K24 = ad/c,

KII

KI4

for the Kij's

and the

= 0,

= ad2/c,

K23 = c + a2d/c,

K22 = ac - d,

K33 = a2 -

ad/c,

(x l,x2)

= f(xl,

x2) ,

%Y
_x--_ =

ad/c

x2,

.x2

I'
Y

simplified

ad/c

equivalent

J
-o

T matrix

is

(Xl,X 2)

X2dX2.

ad
0

cxl

-_x 2

_o x2

x 2 dx 2

T
x3
0

-_

"

_x I

0
I
and

the

_
corresponding

xT T

-af

-_--I-2

-<

ad/c

_x 2

x3
_f
time derivative
is

_f
0

a2d

- a2dlc

x2

112

x 2 dx 2-

x2

_f

x 2

- 56 The V-function is given as

2V = c/a
+

Asymptotic

c xI
-

cla

stability

+ ax2 + x3
-

of

the

af

x 3

system

and

f is

such

that

The

next

several

There

are

systems
and

are

has

in

the

be

given.

been

The

(c

+
matrix

- dlc

--m

a2d/c

o_

examples

order,
as

only

f(x)
form
0

in

a2dlc)

a2

ax 3

-f(xl)
Xl

from
and

x _

the

in

>

x2]

>j"

_0

Ph.D.

but

thesis

order

points

text
of

the
of

the

of Mekel,

examples.

Mekel's

Because
the

=_"

fourth

before

Some

Liapunov
method

this

of

section

following

is

Xl

Ku,

x2

the

Puri

as well

examples

i
x

of

functions

_ constant

equation

-a 2

x4

if

O,

_II

detail

0,
the

1/21_fxl}x2

different.

salient

of

as

the

guaranteed

>

considered

discussed

a2d/

be

adlc

order

are

x2

fo<i x2dx2,

are

third

conditions

examples,

a2

the same

stability

Mekel

(19) _

second

will

,d,,
f = cla

will

as

and

The

Liapunov

function

and

the

corresponding

- 57

time

derivative

are
0

xT

xT

2F(Xl)/x12

1|
X

and

_XT

_xT

where

(Xl)

xI

(x I)

dx I

The

-a 2

resulting

conditions

for

asymptotic

stability

are

a2

>

0,

F(xl)_

xI

f(xl)

>

if

IXll

_o

if

xI

,Q

(20)

g(x)

The

matrix

aI

form

of

the

equation

aI

constant

is

0
X

__

; x = Xl, _
-a I

The

Liapunov

function

and

x2.

-g(x I)
the

time

derivative
al

v =_XT

are
0

S x =_x T
0

and

V=_XT

_xT
0

-g(x I)

O,

- 58 The resulting
for all

conditions for asymptotic stability

are aI > 0 and g(x I)

>

xI.

OO

(21)

x + _(x)
The

x + f(x)
matrix

= 0

equation

is

0
X

-f(x I)

xI, x

x2

-g(xl)

xI
The

Liapunov

function

and

the

time

derivative

are
0

v --_s

V=_XT

x =_r

x_
0

2_xT
0

where

F(Xl)

stability

_o xl

f(xl)

dx I

The

-g(x I)

resulting

conditions

for

asymptotic

are
g(xl)

>

xlf(Xl) > 0, xI _
F(Xl)----+ _
(22) x"+ a 4

"x" +

This

(x,x)

fourth

order

"x +

g(x)

system

can

f(x)

be

o ,

as

IXll----._.

expressed

in matrix

form

as

-f (Xl)/Xl

-g (x2)/x 2

----

- _(x I ,x2)

-a4

where

xI

matrix

f2

x,

the

f2(x2

x2

),

gl

x3

are

= _,

x4

constants,

gl(x2

KII

),

_i

YI

+
2
xl

YI

and

YI

_l(Xl_2)

a4

is

(Xl)'

Y2

= Y2

and

KI2

fi_xl

fl/x

K22

KI3

f2/x

K23

The

time

functions

in

resulting

are

_X T

determined

by

is

now

f2/x

x2

K23

_i/x2

K33

+_i

gl/x

following

fl(Xl

KI4

Y
K24

K34

K34

formed

making

fl

K24

derivative
_

(x2)'

the

KI4

In

KI3

Y2
KI2

constant.

= Y(Xl,X2):

+
S

oo8

x,

Kij's

59

and

the

T negative

unknown

constants

and

The

semi-definite.

is
0

T
m

a4f(xl)/Xl

f(xl)/X

and

the

corresponding

1 2
Xl

matrix

becomes

2a 2 F(xl)
_

a4

f(xl)/Xl

,--

_z!_

2a4G(x2)

a_

+ g(xm)/x

a_

g(x2)/x

2
a4

f(xl)/X

a4

2
O

!
where

df(xl)

, g

i
=

d-_l

f /(Xl)

x2

dx2,

a 4

dg(x2)

(Xl'X2)'

a4

/o
X2

(Xl'

x 2)

dx2

G(x2)

g(x2)

dx 2

and

F(xI)

fo

Xl

f(xl)

dx I

--

)'

I
- 60
The

corresponding

Liapunov

function

and

the

time

derivative

are

i
V

2a24

F(x I)

2 a 4 f(x I)

x2

2 f(x I)

2
+

2x 3

g(x2)

(Xl,X2)

x3

2a4

x3

+ 2a

G(x2)

4 xmx3

2a4

x2x4

x2
+

2a4x3x 4

a4

2)

- f

(x I)

x2dx 2,

and
= - 2a 4

the

4g(x2)/x2

--

[a

- 2

Thus,

/(Xl,X

/(XlX2)

conditions

- g

which

f (x I)

'

(x2)

give

x 2

- 1/2

asymptotic

"

(Xl,X2)

- a4

stability

are

x3

"l

a4

>

0, g(x2)/x 2

>

0,

[a4g(x2)/x

>

- fl(Xl) j

0,

>

x2

/oX2[
a2

x I f(xl)

>

0,

"_x--_ -

x2g(x2)

[a 4 F(Xl )

_(Xl

g(x2) ]

fql

x2f(xl)

>

+
x3

(Xl)

0,

_(Xl,X2)

G(x2) ]
_

O,

and

a2

/(Xl,X2)

- f'(xl)

>

0.

x2dx 2

>

>

0,

0,

O,

- 61 (23) .....
x + a3x + a2_ + f(x)

= 0

The matrix form of the equation is

-a 2

-a 3

o-

x, x=x

-f(x I)

I, _

x 2"_,x

x3.

xI

The

corresponding

Liapunov

= _xT S

function

= xT

is

2a 3 F(x I)
2
xl

f (Xl)/x I

f(xl) /

a2

2
a3

a3

X_

xI
0

or

xI
+
V

2a 3

f(xl)

dx I

2f(xl)

2
a2 x 2

2
+

(a3x 2

x 3)

x2

and
0
V=_XTT

=2x

_a2a 3 - f'

(Xl)

0
0

or

, where

The

equilibrium

a2

>

solution

0,

a3

>

_ 3 /ox_ _x_

is

0,

asymptotically

Ea2a3-

f'(xl)_

+ _x_]

F(Xl)

stable

>

>o

if

O,

f(Xl)dXl.

x,

I
,,

- 62
and

(24)

satisfies

"_____+a3_
The

the

proper

closedness

properties.

h(x)________
+
alx_________=
0__j__,

corresponding

matrix

equation

is

10 i
/-a_
The

corresponding

i0

/ -_(x_>I -a_

Liapunov

function

is

ala3

al

I,, o /

II

or

V=a

and
_

= 2 _T

'

I 0

I 0

I -_3h(Xl)

Io

rh

al

0
- al

x2

x3 )2,

- i/2

h'(Xl)

x2]

x,

o"

I
I

V
The

=-

equilibrium

and

_"

>

satisfies

a;_

The

La3

h(Xl)

solution

aI

(25)

0,
the

g(x)

matrix

form

a3

is
_

proper

alx

of

the

- aI

-i/2

asymptotically
0,

a3

h(x

closedness

2
(Xl)x2_
stable

- aI

if
1/2

x_h'(Xl)

>

0,

x2

= x,

properties.

equation

is

-a I

x2

=g (x 2)/x 2

=a 3

x I = x_

x3

= x.

- 63

The corresponding Liapunov function is

ala 3

aI

2 G(x2)

V= TS

al

2
X_

._

a 3

a3

a3

or

2
V

= aI

(va

3-

xI

x2/ _)

(a3x 2

2
+x 3)

a3
+

j
o

ix

where

G(x2)

x2

g(x2)

dx 2 ,

and
0

=2
X_

- _a3g (x2)/x2
0

or

_
The

=-

aI
and

conditions

_(26)

the

for
>

+
matrix

all

asymptotic

0,

closedness

.....
x
+
a3x
The

Ea3g(x2)/x2-

x22 .

stability

Ea3g(x2)/x2-

are

al_

>

0,

a3

0_

of V.

(x)

form

f(x)
of

the

equation

is

"f (Xl)/Xl

-g(x2)/x

-a 3

_,

x I = x,

x2

= _,

x3

=_

x2

dx 2

- 64 The corresponding Liapunov function is

2
2a3 F(Xl)/xl
V=_xTS

_x
T

f (Xl)/Xl

f (Xl)/X I

2G(x2)/X22

X_

a3

a 23

a3

or

x2
2
V

= 2a 3

i f(Xl)dX

2f(xl)

x2

g(x2)

dx 2

(a3x2

x3)

where

x2

xI

g(x 2)
F(Xl)

f(x I) dx I

, G(x I)

dx 2,

and
0

=XTT

_xT

- [a3g(x2)/x

stability
a3

conditions
0,

are

[aBg(xm)/X

-f'

>

(Xl) ]

0,

x2

xI

g (x 2)
f(x I) dx I
O

f(x I)

x2

/
O

0
0

or

The

f' (Xl)]

dx 2

X_

I
.,

i(27)

.....
x

a3x
The

(x, x)

mat_ix

form

of

f(x)

the

is
0
oo

x,

x2

x)x

---- X

x2

corresponding

Liapunov

function

is

2a 3 F(xl)/x

V=_XTS

x I = x,

-a 3

-g(xl,x2)

Xl

0.

equation

- f(xl)

The

65

f(xl)/x

21

= _xT

a3
f(xl)/xl

2G(xl,X2_x_

X_

a23

a3

or

xI

2a 3

x2

f(xl)

dx I

g(xl,x

2)

dx 2

2 f(xl)

x2

x 2)

--

(a3x

where

F(xi) =

/i

f(x I) dXl,

G(Xl,X

2) =

(XlX2)

dx2

and
0
x2
l-

V=2_x

a3
-

g(xl _x2)

_g(xl
- f'

x2

(Xl)

x2

"_x I

dx 2 0

or

x2
"

g(xl_x2)

-- f'(xl)

+
l/x2

- 2 La3

X_

x2

_g(xl'x2)-_Xl
o

dx Z

x2

x3 )2 ,

- 66 The stability
a3 >

conditions are
O,

_3F(Xl)

> 0,

+ f(xl)x 2 + G(xI,x 2 )]
x2

la
(28)

"x" +

_(x,x)

The

"

x2
g(xl'x2)

_' +

matrix

f'(xl)

a2

form

is

given

corresponding

Liapunov

_2

"-_xI

f(x)

dx 2

O.

_,

xI

by
i

-a 2

function

-_(Xl

f(xl)/x

a2
f(xl)/x

a 3 Y/

a3

x1
2
dx I

f(xl)

x2

a2 x 2

x2
2
+

2a3

fo

[_(Xl'X2)-

a3]

x2dx2

(a3x 2

x 3)

where

Xl
F =

f
o

if2
f(xl)dXl'

K22

a3

or

f(xl)

I
0

=x.

a3 Y

x =

2a3

= _,x 3

x 2)

xl2

V=

= x,x 2

is

2a3F

v=Ws

>

O.

-f(xl)/x

The

Ifo g xlx2
j

Jo

_(Xl,X

2)

x2dx 2

X_

- 67

and

2
=-2

Ea3a2-

f'(xl) _

x2

-2

_(Xl,X2)

- a3

x32

x2

+__x_JoL _x_Jx__x_.
The

stability

conditions

are

x1

f
a3 >

0,

a2 >

0,

a3

/o

f(xl)

dxl

f(xl)

x2

>

O,

E,_-_,(x
4 > 0,E_Xl,
x_)-_3
> 0,
and

i
i

X=]oL _ - j x=_x=
< o.
(29)

"x" +

(x,x)

The

x"

matrix

I
I

1
I
I

-_- :

g(_)

form

is

given

corresponding

alx

= O.

by

iol

hol

11
-al

The

Liapunov

-g(x2)/x

function
ala 3

= X.T S__ x

__x
T

where

/_

=_(Xl.Xg)

h l-

is
a3

Y/XI

al
2G(x2)

X,

- p

al

.1

,+

0
a3Y

X:2Z

a3

a3

__X,

- 68

or

2
V

= al( /_3Xl

+ 2 a3

x#

_)

(a3x 2

x 3)

2
(x2)
x2

(xl 'x2)

- a3

a_31
]
x2dx2

x2dx2'

where
x2

G(x2)

x2

g(x2)

dx2

x2dx 2 ,

(Xl,X2)

and

- 2

[a3

g(x2)/x

a3a 2

-a

I ]

x _

"_x I

2 [_(Xl,X

2)

- a3}

x2

x2dx2.

The

stability

a3

x2

(30)

x"

+
The

>

conditions

0,

_o

are

Ig(x2)/x2

- al/al

x27 ]
_(Xl
-_x I _x2)

_L(x,_)"x"
matrix

+
form

_(_)

x2

dx2

f(x)

is given

>0,

<

Xl,X2)

O,

aI

>

- a3_

O.

by
i

O,

O.

-f(xl)/x

>

-g(x?2)/x 2

x,

where/=/(x

l,x 2).

- 69 The corresponding Liapunov function is

2a 3 F(x I)

a3Y

2
xl

f(xl)/x

V = X S X = X
T

2G(x 2)

--T

f(xl)/x

_:

+ a3Y

a3

a3

X_

or

x2

(a3x 2

x3 2 E

i/a 2

2x2

f(x I

x2
+

2a3

F(Xl)

_o

- a3

[_(Xl,X2)

a2

2a2a 3 F(x I)

- f (x I

where

/xl

f(xl)

dx I ,

G(x 2)

/2

g(x2)

Y(Xl,X2)

dx2,

")_(Xl,X2)

x2dx

2,

o
and

- 2

+
The

Ea3

2a3x

stability

a2

>

_(Xl,X

0,

2)

g(x2)/x2-

f'(xl)l

"_x 1
are

a3

_3g(x2)/x

- a3

0,

>

0,

x 2

-- 2

(x l,x2)

x2dx2.

conditions

>

x2

--

f'(xl) _

>

0,

x 2 dx 2
o

W.

0,

--

a3

x2

- 70 and

Ig(--x2)
x2
- a2j

(31) "'x" +

a4x'+

The

a3_

matrix

> 0 ,

+ a2x

form

of

_a2a3F(Xl)

f(x)

the

- f2(xl) _

> 0.

= 0.

equation

is

-a 2

-a 3

-a 4

f(x I)

x,
--

x I = x,xp_ = x,

x 3 = x_

x+

Xl
The

corresponding

Liapunov

function
2

is

F(Xl)
a4

f (Xl)/X I

xl 2
a4f(xl)/X

V=XTS

a2a 4 + a 3A-f'(x

f(xl)/xI

a3a 4

I)

x =

X_

f(xl)/xI

a3a 4

a_

Z_

a4

a2/a4

a4

where

df(x I)

l
=

(a3

-a21a4

)'

F(Xl)

_(x4

+ a4x 3

+_x

2
2)_

_o

f(xl)

dxl'

f'(xl)

dx I

or

lla 4 (a 2 A

- a4f'(xl)

a2
+ a4

x_

(x 3

lla2

a4x 2

(2a 2

+ a4/a 2

F(Xl)

f(x I

--

a4f2(xl_

and
V =
The

a2

stability

a4

conditions

f'

(x 1)

1/2

f"

(xl)

x2

are

and

_a 2

(32) "x'+

Z_

a 4

a4x" +
The

f'(x I)

aBE" +

matrix

form

1/2

g(_) +

of

the

f"

(Xl)

alx =

equation

x21

>

0.

0.

is

-a 3

-a 4

x,

=a I
The

-g (x 2)/x 2

corresponding

Liapunov

al

function

x I = x,x 2

= x,

x3

= x,

x4

x.

is

ala 4

al
2a4G

ala 4

a3 A

- aI

+ _

a4 Z_

g(x2)/x

xZ

v=_x T
aI

a 4A

+ g(x2)/x2

a2

a4

+ a2/a 4

a4
or

(Ax 2

a4x 3

_g(x2)

x3

x4 )2

a2/a 4 (x 3

a2x2x3_

I/a4

x2

2a4

_o'

Eg(x2)/x2

- a2]

x2dx2,

a4x 2

Ea2

a2

- ala4]

_ x2

ala___4x12_
a2

- 72 where
A

a3

- a2/a 4

, G(X2 )

and

dx 2

= - 2 _g(x2)/x

The

g(x2)

fx

stability
aI

>

[a2

conditions

0,

a4al]

2 A-

a2

>

aI

[g(x2)/

X2 2

-- Ia 2

- g'(x2 )]

2
x 3

are

0,

a4

a4_

>

>

0,

0,

-ala4]

A >

g(x2)

> 0

0,

-a2x2x

x3

x2

(x2)/x

alx

>

0,

and

a2

(33)

- g'(x2)

.......
x
+
a4x

The

matrix

>

(x, x)

form

of

0.

"'x +

the

a2x

equation

0.

is

-a I

-a 2

=
--

The

corresponding

Liapunov
2
_la4

- _

function

a2

a2

x,

where

= _

(Xl,

x2).

-a 4

is

a4a I

aI
2

a4al

V=ETS

a4a2

- al

=El

a 4 al

a2

a4a I
a2

a2

a2 x_

2
al

ala4Y
+-'----_

_+
a2

a2

a4al
a2

2
a4

- ala4
a2
a4

+6

a4
I

I
I

- 73

I
V

+ a4x3

a2a4

a2

2a4

] x

22 +

(Xl,X2)

a 2

"
1

+ _-_2

2a4

ala4

2
- a 2

(Xl,X2)

a4x2

x3

_2
- ala 4

a2

x2dx 2

where

7x2
and

(Xl, x2)

x2_x 2

a2a 4

aia__4x2
a2

(Xl,X2)

:1. _(xi,x2)
/ p X* J--_xI

- @2

- ala 4

-_

x Qx
2
2,

where

/
aI

>

:X:g

0,

a2

>

a2a 4 _

- a 2

a2a 4 _

0,

"_x 2

a4

x3

The

conditions

for

stability

are

0,

- ala 4

a2/2

al a2

>

O,

_xx I <

>

and

(34)

a22

.........
x
+
a4x
+
The

matrix

(x)

a3x

form

of

the

+ f(x)
equation

O.

0.

is

-a3

-a4

X
m

-f (Xl)

-g (x2)

Xl

x2

_J

- 74
The

corresponding

Liapunov
2

function

is

F(xl)
2
x i

f(Xl_xl
a4
a3 _

a 4 f(xl)/

V=XTS

x =

f' (Xl)

x2

2 _(x2)

a4 _

g(x2)/x

+ g[x2)/x

2
a4

a2
V

(x4 +

a4x 3

+Ax

a-_

i
+ a4

(a2

a4f' (Xl))

rg(x2)
x-_

2 a4_oX2

-- a2 ]

2
(x 3 +

2
x2

___
a2 (2a 2

x2dx 2

a4x 2

where

F(Xl)

a3

- a2/a4

f(xl)

, f'(xl)

dx I,

and
x

_2
G(x2)

g(x2)

dx2,

and
=

g(x--2)_
x2

- a+

f'(x)

where
fit =

d 2f
dx--_

and g'

= d_g__ .
dx2

df/dx I

a4/a 2 f(xl) )

2
A

_g(x2)

a4

or

2) 2

F(xl)

x3

- a4f

a4

xI

f(x!)/Xl

f(xl)/Xl

(Xl)
_

a2
_4

a4

- 75
The

conditions
am

>

of
0,

_a 2

stability

a4

>

0,

are
_

> 0,

a 4 f2_

>

>

0,

a2

_a 2 _

0,

--a 4

g(x2)

x3

g'(x 2)

>

f'_

- a2x2x 3

>

O,

>

0,

0,

and

g(-x2)
x2

.......
x
+
a4x
I

(35)

The

a+f' (Xl)

a 3_

matrix

g(x,{)

equation

(Xl)

f(x)

>

o.

= 0.

is

-f(xl)

g(xlx

xI
The

f"

2)

a3

Liapunov

function

is

2 AF(Xl)

f(x I)

2
xl

a4

f(xO

=x r

xI

xI

a 4 f(xl)

a4

x2

corresponding

V=XTS

a4 A
a3_-f'(xl)+

g(xl,x2)

2x_

Xl
f(x I)

x2

a+_

af

g(xl,x2)

Xl

a2

a4

a4

x2

a4
or

(x 4

i/a 4

a4x 3

(a 2

_ x2)

a4f'(xl)

) x2

a2/a4

(x3

a4x 2

i/a 2

(2a 2 _

+ a_

F(x I)

(Xl)) 2

- a4f2(xl)

x2
+2

a4

So

I g(xl_x2)
X 2

-- a2)

x2dx 2

(g(xl

x2)

- a2x2x3)

) +

- 76
where
F

xl

f(xl ) dx I

x2

f' =

g(xl,x2

) dx2,

df(xl)/dXl

a3

- a2/a4 '

and

+
I g(xl_x2)
x2

= - 2

a4f'(xl)

1/2

f"

(Xl)

x2

" i/x2

The

conditions
a2

2a 2

>

0,

- _2

_g(xl
-_x 2_ x2)]
stability

are

a4

>

F(Xl)

- a4f2(xl

x 32

for

0,

_Xl

0,

a2

) > O,

- a4

(Xl,X 2)

x2

f'(xl)

>

>

0,

a2x2x 3,

"_x2 --

and

g(xlax2)
x2
a4

- Ff

a4f'(xl)

_g(xl,

x2)

dx

"_Xl

1/2

>

f"' (Xl)

x2

i/x2

g(xl_x2)
_Xl

0.

(36)

"x''+

a4x"

The

matrix

(x,_)x

form

of

a2_

the

equation

f(x)

0.

is

- f(XlJx
I

-a2

-_

-a4

, where

=_(Xl,X2).

- 77 The corresponding Liapunov function is

i
._

v= s

F(Xl)

a4

Xl

a2a 4

f(xl)

f(xl)

f(xl)

a2

a4

Xl

2
ala4

+ Y

xI

ala4

a2

a2

2
ala 4
a2

f(xO
Xl

a2

a4

a2

- ala 4

a4

a2

ala4
0

a4

a2

or

ala 4
V

(x 4 +

a4x 3

a2

a2

x 2)

a2_4

(a2a 4 _

(x l'x2

a4

(x 3

_a2a 4

(ala 42

F(x I)

- a 24

2al
_--_

_
_J

_2

_
la2a4_(Xl,X2

_2

f(xl

f(xl)

2a 4

a2

dxl,

2
a2/al)f

(-

, (Xl)

- f'(xl)

- ala 4

- i

Fala 4

_o

x2

a2

"]

L-_2

- a2

(Xl,X 2

4a2

- ala_

f'(xl)

x2dx 2

'

(Xl, x2)

x2
+

2x 2

_o

_ ala4
a2

]_(Xl
"_ xl _x2)

-- f"

x2dx2!

x2
_

%1_
) x3_

o_

))

f 2 (Xl))

a4x 2

- a _
2 - ala4

Xl

and

a4

where

ala4

(Xl)

x2dx2

'

- 78

where

Y
=
"_x---_

ala 4

a2

x2dx

f"
o

Xl

2'

--

and

The

conditions

aI

>

of stability

0,

a2

>

0,

are

a4

>

0,

2
a2

a2a4_-

2
- ala 4

2
aI

- f, (Xl)

la4
a2

2
ala 4

(37)

"x"+

O,

a2a 4 _

_
"_x--_ -- f"l

<

2
- a4

f2

F(x I)

a4x"

The

>

_(x,_)"x

matrix

form

of

0,

(x I)

the

- a 2/a
I,

f'

a2a 4 _

>

2
a4
-

aI

>

2
ala 4

a 2
2

- 2

(Xl, x2)

>

O,

0,

0,

0.

g(_)

equation

alx

0.

is

x,

X
D

where

_=

_(Xl,X2).

-g(x 2)
-a I
The

corresponding

-a 4

x2
Liapunov

function

a_

a4 +

is

ala 4

aI

2
a2

V=XTS

xT

ala 4

al

xl

_2a4G(x2)+

ala42
a2

Y_

2
ala4

_2 + _

+ g__(x2
,)
x2

ala4
a2

g(K2)

a2

a4

ala 4

_2

a4

X
w

'

- 79

or

v
I

_x4

a4x3

"

"

a2

2)

ala4

a4

_2a4_(Xl,X2)

2 a4

2al

- a2

-ala

Fg(x2)

o L_T
.

(x3

a2
2

+ a2a4

a4x 2

-.a.2 Xl)
ala4

+
2

4 _

x3

amJ_2_
+ 22 kfCx2)x3 -am_2x3]+
2

p x2
G(x2)

Jo

g(x2)

dx2'

_(Xl'X2)'

x2
Y

=_o

_'_-

--

al

x2dx2

'

and

ala4

--"

a2

-._L
I

where

a2

/_
The

F g(x2)

_-

conditions

x2

La2a4

x2

for

stability

a2a4

I
I

>

O,

a2

>

(Xl,X 2)

a4

- a 2

x2
x^ P
_(Xl_X2)

,2ala4-

a2

a2g

-_'_R_-_
x3

O,

-_IXZ

" ala4

,#

a2_;]
--_2-

.
are

I
aI

a_]

>

g(x2)
0, =_2--

- ala 4

>

- a2

0,

.
->

0,

_'_J

-fixI

2
x3,

x2dx 2

- 80

g(x2)

x3

- a2x2x 3

> 0,

x2

/o

xg

_ xI

x2dx 2

and

a2a4 _
This

- ala 4

those

examples

example

comes

completes
The

next

a 2 g'

a2
-- _found
from

>

0.

in Mekel's

Puri,

thesis,

, and

is

a time-varying

linear

system.

mo

(38)

"_" +

a3

The

(t)

matrix

form

a2

(t)

of

the

al(t)

equation

0.

is

-a I

-a 2

-a 3

QQ

The

form

A(t)

of

the

the Liapunov

V=xTS

where

time

= _

=x T

derivative

function

x;

S12

S13

S12

$22

$23

S13

$23

given

= x,

x 2 = x,

x3

= x.

is

SII

is

xI

by

s x + _XTS __ + _S

x = xT

S_ + _ + S A

x =

= __ E2 S A + ___ x = _XT T x =
ill

2SII

- 2a2S13

S12

- 2alS23 +

2S12

- 2alS13

- 2al+

2alS13
2

S13

2 $22

=_xT
0

$22

+ 2 S12

- 2a 2 $23
- 2

- 2alS23

a2

2 $23

2 $23

- 2 aI

2S13+

X_
m

- 81

Let

the

off-diagonal

TI3

element

let

SI3

be

TI2

element

let

S23

=0< 3 = constant.

T23

element,

S22

elements

in

identically

=<3a 3 +

a 2.

O<3a I
V

the

-- _xT

matrix

zero.

The

equal

Then,

Then,

S12

To

simplify

the

= a I.

To

simplify

the

=o<3a I - h I.

SII

resulting

zero.

Liapunov

- hI

From

function

is

aI

aI

<3a 3

a2

0< 3

the

or

(:<3al

- al)

2
Xl

x2x3

+X 2

2_ 3

2alXlX2

(a2

+_a3)

2
x2

'

and
0
=

2al + _2 +_3 _3+

= (W3_l -"_i)x2

The

(243

conditions
_ 3

2al

o<3-

hI

- 2O<3a

+ (2al + _2 +_3

asymptotic
- aI

_2

a3

<

<3a3

W. 0

stability
,

2
2_

2_

_/

0,

a2

W.

0,

- 2a 3

&3 - 2% a2) x2 +

are

>/

2
x3

2a 3)

for

>/

0,

_<3al - &l > 0, t >I 0,

- hi)

- 82
The

following

"common

(39)

five

Liapunov

"_+ f(x,_)_
The

and

where

g(x)

matrix

form

_(Xl).

f,

autonomous

function"

nonlinear,

of

the

of

were

Goldwyn

and

O,

a!!alyzed

by

Norendra,

the

_5_

0.
equation

is

The

technique

systems

Liapunov

function

for

xl

the

= x,

x2

= {,

corresponding

f(xl,x2)

linear

system,

is

V=_XTP

PII

PI2

PI2

P22

=_x r

and

=-

_ETR

x,

where
2 g

PI2

gP22

- PII

fPl2

gP22
For

constant

stability.
zero,

f and
Hence

g,

- PII
the

+ f PI2

Routh-Hurwitz

f = 0 is

in

the

2f

allowable

demand

range.

If

f,

f is

g
set

>I

for

equal

to

then

gP22

thus

- 2 PI2

conditions

gP22

2 g PI2

Since

P22

for
we

must

>

O,

take
PI2

_
_
=

- PII

can

never

= O.

This

- PII

- 2 PI2
be

positive

results
PII

in
P22

definite
the
g

'

if P

following

is

positive

relationships

definite:

- 83 where P22 is assumedto be i.

Therefore, we have a CLF for the linear

when f and g are nonnegative constants.

system

The corresponding Liapunov function

for the nonlinear system is

f_Xl
V

x I g(x I) dx I

2
x2

and

where

= - 2 f

.-CXl,X
2)

x I g(xl)

x 2

dx I

, if g

gx I
2

Xl

is

a constant.

The

conditions

for

asymptotic

f(xl,x2)

>

O,

stability

g(xl)

in the

for

xI _

large

are:

O,

Xl

_o

(40)

Xl

f(x)

g(xl)dxl---'-m

_ + g(X)

This

example

chosen

such

is

as

IXll---+_"

O.

a special

case

of

example

(39)

but

the

_
are

that

the

"average

dissipation",

state

variables

_Xl

f(x

) =

do

f(xl)

dXl,

xI
is more

significant
/

is

called

than

the

"instantaneous

transformation

and

the resulting

x,
g(xl)

this

case,

f(x).

This

method

Lienards

For

dissipation",

the

xl

matrix

equation

is

x.

_matrix

for

a system

where

^
f and

are

assumed

constant

is

A
(f

PII

+ g PI2)

PI2

g P22

f P12

P22

Pll

P12

- PII

- 84
Now

if we

select

to

be

2(f

PII

g PI2)

Q
0

0
we

have

a positive

semi-definite

matrix

for

f PII

From

the

zero

+ g PI2

terms,

>

we

0.

find
ix

P12
Let

P22

= O,

= constant

nonlinear

system

Pll

= io
we

= - 2

P22,

Th_s,

we

and
have

a CLF

P22

>

O.

for

the

linear

system.

For

_he

have:

x I g(x I)

_o xl

dx I

x2
2 ,

From

and

stability

V we
in

the

obtain

x12.

the

following

sufficient

conditions

for

asymptotic

large:

Note,

the

positive,

(Xl)

>

0 for

xI

(Xl)

>

xI

for

_o xl

Xl

above

conditions

but

only

g(xl)dxl--_

the

do

not

"average"

for

demand

/Xl

that

dissipation

the
be

/---_

instantaneous

dissipation

positive.

An

example

for

real

x I,

consider
g(xl)

i,

f(xl)

x4

7 x

A
f(xl)

4
xl
5

7/3

12,

then,
2
xl

+12>0

all

of

be
this,

- 85 and

f(xI) < 0 if - 2 < xI < - /_-andV_-- < xI <

(41)

Second-,0rder
The

Nonlinear

feedback

Feedback

system

2.

System_

is described

by the

matrix

xl

-g(xl)

x2

"h(xl)

-f(x2)

equation:
i

Xl

I
I

-This

equation

equation

in

results

x2

[
can

be

example

are

that

reduced
(39).

the

to
But

a special
the

derivative

of

case

of

difficulties
g

the

single

second-order

in applying

(Xl) must

exist,

and

the
the

previous

"dissipation"

term,
of

the

coefficient

constant
In

sign

the

of

in

CLF

the

the

vicinity

of

the

(f

xI

f,

g,

system
fg

x,

is

g)
x2

are

+
+

see

equation

is not

O.

linear

equation

becomes

that

if

PI2 h)

0,

gx,

0,

in

this

case

becomes
(PII

get
g

P22 h

Pl2(f

g)

-- PII

nonlinear

h we

h)

>0.

(f,g,h)

the

if

P22 h

g,

= x2

corresponding

(fg

f,

xI

second-order

constants.

>

x
=

stable

_matrix

For

single

The

in

- technique

OI

The

Xl,

case,
the

>

0,

above
then

the

PI2( f +

choice

stability
any

of

g)" PII

PII,

PI2

2(P22 f

must

requirements.

f greater

than

some

be

From

"

such
these

minimum,

PI2)

that

for

constant

conditions,

we

, is satisfactory.

- 86 Thus, the values of Pij are taken as

Pll

and

we

= h + _f (_ + g),

PI2 =

f,

P22

I,

2(h

+ f

have
g)

g)

(f

f_

(f

f_)

(h + f__)_

g)

>

Therefore,

For

the

(f

is positive

nonlinear

- f_)

semi-definite

f(xl)

MIN
x2

We

MAX

we

define

If(x2)_

if

E f2

(f
4

- f_)l

as

thus

>/

also

define

(x 2

f as

x2
For

the

following

new

nonlinear
Liapunov

problem,

we

make

use

of

the

above

CLF

and

obtain

function:

where

XT X.
The

conditions

system

are

for

asymptotic

stability

in

the

large

for

this

nonlinear

the

>i0,

g(xI) +

h(xI)

87

> 0,

g(xl))_

_oxl _f
An

example

of

the

g(x I)

g(xl)

hCxl))>

h(Xl)]

above

problem

xldx I_

with

=_

>_

0,

fEll _

as

non-differentiable

o_

functions

is:

-Lx_L
f

(xl)

g (x_) = - e

ae

>

-x_
,

and

hCxl)
_forp

I
i(42)

f = p a-d

could
can

>I

2-

let f2
be

in

I =

(3

the

+
_

-f_)

2tXlt.
P

>

0,

and

/ 4 = 3,

interval

_- a

or

N_

(f g

h_

h)_

f = 5.

Therefore

-2

4[_)

>/

(4)(1)=

for

stability

x2'

x3)

>

4.

0,

Thus,

"a"

___ 3.

eee

+f
The

(x,_,_)_'+_
standard

where

xI

stability

state

Xl

= x2

X2

= x3

X3

(x,_) _+h

= - h(Xl)

= x.

When

variable

Xl

f,

g,

are
f,

g, h

fg-h

>
>

0
0o

- g

(x) x
form

(Xl'X2)

h are

=0o

gives

x2

constants,

"

the

(Xl'

Routh-Hurwitz

x3

conditions

for

we

- 88 This rather general third

considering
(A)

"_ +

several
f(_)

using

special

+ _(_)

the usual

choice

q22

and

where

m E

- h

the

matrix

Pl3g

P23 h
- PI2 )

-P{I

2(P23

P33 h

PI3 f

- PI2

P33 g

+ P23f-_i3

which

is made

is

The

to

elements

22

(mg

33

(f

q22

The

and

_
q33

is

to

let

selec_to

Pij's

which

P33 g

2(P33 f

all

are

qij

= 0,

PI3 f

P23f'P22
- P23 )

except

be

resulting

I,

P23

PII

are

= mh,

obtained

PI2

are

= h,

mf.
semi-definite,

it

is necessary

that

,_ - m

>/ 0

and

- m)

(m g

- h)

>/ O, where

--

x2

and

g
=
and

where

Q_Oo

MIN
x2
The

Ig(x2)l

value

is maximized,
or

first

- PI2

- m),

P33

is positive

simplify

P33 h

- h),

a constant.
0,

by

is

- PII

q33 o

analyzed

Econstanto

P23 h

P22
Q

= 0_

PI3 =

Since

x + h x

Pl3g

be

cases.

notation,

2 PI3

The

order, autonomoussystem will

of

is

selected

such

that

(f

" PI3"

- 89

Thus,

is

Now
function

positive

f_

-h

using

the

for

the

= m

semi-definite

if

>

0 and

> 0o
Pij's

and

nonlinear

h xI

the

_matrix,

we

get

the

following

Liapunov

system:

2 h xI x2

(x2)

mf(x2)

x2dx 2

2 m

x2x 3,

and
mh

v ____mx

= __

0
where
the

P*

is

large

positive

definite.

The

m
system

is

asymptotically

stable

in

if

_,

_,

f,

g-h

>

0,

>0.

(B)x'+f(x) _'+_(_) &+h(x) x=09

Since
function

we
is

replaced

to

replace

h by
h x12

(Xl)
by

in

.fx

this
h

case,

(Xl)

the

x I dXlo

change
The

in

the

Liapunov

resulting

Liapunov

v O

function

The

takes

2 m

constant

on

the

_e xl

form:

h(Xl)

x 2 _g(x2)
m

in V

must

XldX I

2 h(Xl)m_x
2. ---_

mr(x2)

be

redefined,

x2dx 2

2 mx2x 3

2
x3

- 90

The time derivative

_=-_

of V gives

_x =-x

2(rag- li')

2(f

- m)

where

H(Xl)

= h

(x I) x I and

= d_

Thus

for

>i. O,

it

is

necessary

1.

that
f-m

>/ 0,

and
m

7
mg-H

>10,

where
Q

= Max
xI

(x 1
m

P
Let

be

selected

m --

so

as

g+H

to maximize

the

product

(f - m)

).

(m g - H

Then,

t
o

2g

Thus,

the

Liapunov

Function

for

the

nonlinear

system

is bounded

from

below

by

To

summarize,

2 m

o xl

H(xl)

x2x 3

2m

the

system

h(x ) >
f

, g

is

- H'

>

0,
>

0,

2 H(Xl)

x2
"' +

x2 2

+ m

2
x3

asymptotically

o, x1# o,

, H'

dx I

stable

in

the

large

if

=f

x2

91

and

xl

a(Xl)

dx I _

o_

as

I Xl I ---------_

(c)

The

General
We

Thus,

in

Case

want

the

the

general

integral

in V,

case
the

to

include

functions

the

f and

two

g are

special

cases

replaced

by

and

B.

functions

of

only

to

f and

x2;

namely,
in

case

2 m

(x2)

and

(x2).

Therefore,

H(Xl)

_o xl

The

the

dx I

new

functions

V-function

2 H(Xl)

_ and

_ must

reduce

is

x2

2mx2x 3

x9

_x 2
+ 2

where

m,

(x2)

A
g

and

f are

to

be

f (x2)

X2

The

determined.

dx2,

time

derivative

of

becomes

0
A

_=-__TR

x ---_

2(rag - H'

(g - g_ + m (f - f)

)
A

0
To

insure

that

is

positive

semi-deflnite,

we

demand

that

/
mg-H
f-m

>0,
>0,

and
I

7
4
The

functions

( mg__ - H

^ ^
f and

g are

(if

now

m)

- Max

chosen

(g-_)

to minimize

+mCfMax

I(g

> O.
- _)

+ m

(f

- _)

- 92 First,

the following
(x2)

definitions

are given:

= MAX _f(xl,x2,x3)]
xI , x3

(x 2)

g(x 2)

= MAX
xI

_(x2)

= MIN _ (x I ,x 2 ,x3)]

= MIN

(x2)

= f

(x2)

MAX

+
2

x2)

Thus,

the

(x2)

(x2

MIN
x2
last

(x 2)

--'f

x2

f
=

_(Xl,X2)

Xl

Xl,X3
A
f

_g(xl,x2) _

If(x2)_
x2
condition

which

is stated

above

for

a positive

semi-definite

becomes
m

/
q - 4

If now

is

(m g

chosen

m=

- H

(f - m)

to maximize

fg+2H

_2

q, we

- f

>

- (g + m_)

0.

obtain

4g__
t

For

this

value

of

m,

>

if

f g

f g

- H

>

where

In
in

the

_-2 f H
-=

summary,
large

if:

(Xl)

the

>

general

,s,H

>o,

for

third

xI

(f g + H
_ __

order

system

is

asymptotically

stable

- 93

!
f g

xl

>

(Xl)

_0,

and

dx I _

_<_
as

I Xl0 _

_"

Special
(i)
and

Cases

Let
the

f,

of

Part

g and

Liapunov

h be

constants.

function

Then

f = g =

6=

0,

f = =f' g = _,

is
2

_ h (f_
2g

+ h)

xI

2h

+ 2g

x2 +

(f g +

_rconditions
h

for
>

fg-h>
(2)

Let

f be

2 f_B__+__)
2g

x2 x3

>

O,

h)

x32

2g

asymptotic

0,

+ x3

The

XlX 2

stability
>

are

and

O.
a constant,

g = g(x)

and

h = h(x)o

Then

f = g

= 6 =

the

stability

O,

i
f =

f,

are

the

and

g and

same

as

are

defined

Barbashin's

as before.

Thus,

conditions

results:

h(xl) > O, xI # 0
m

I
f,

g,

>

>

!
f g-H

(3)

Let

When

f =

= h(x),

f(_
we

) and
get

g = g(_).
case

B.

When

h is

a constant,

we

get

case

A.

-h,

- 94 (4)

For a particular

example, consider

f(xl,x2,x3)

= i +

q"

Ix21

6
- (x I
g(xl,x2)

= 6

2
-(x I

ae

h
We
obtain

(- Xl)

want
the

2
x2

)
+

b e

xI

i --

(I + xl)e

for

xI

the

range

of

a and

b so

that

stability

following:
2
-X

2
=

+ae

Ix21
f

(x2)=

+I

I
2

/k
f

(x2)

= a
2

_x 2

2
-x 2
f = Max
x2

f=

>

0,

= h(xl).

to find

(x2)

2
x3 )

_.

x2

h(xl)

2
x2

Ix21

is

guaranteed.

Thus,

we

- 95 2
-x 2
+

g (_2) = 6

be

2
4

b
+

x2

(x2) = 6
2

-x 2

A
=6

g (x2)

+b

- [

2
4
x2

-x 2

=Max

x2

2
x24

=b
+ 2j

$--6

(x I)

= xI - 3

(-xI) =-u

Ii - (I +

, xI

>

-X'l
(Xl)

= i

(-Xl)

= H

/
H

e -Xl 1

(xI)

I
H

Xl)

xI e

, xI

>

/
(Xl)

, and

>

and

/
}{
Therefore,

f g

=i

===_/

- V

= 5

,_2

--7
f _I +

we

7_,
(_6,(.

can

select

_ _
--7"
,..2
o +H)
+ g g
= =

:_/a2
+ Tab+ ob2 <s.
or

+7

ab

b2

<

25.

< 5.

Then,

- 96 The region of allowable a and b for asymptotic stability

a >/ 0, b >I 0, a2
Ooo

(D)

but
be

_ 25.

Do

In

this

if

+ 7 ab + 6 b2

in the large is

fx + _

(X)

case,

f and

considered

derived.

extension

= 0.

are

separately,

The
of

x + hx

state

constants.
less

variable

the Lienard

Case

stringent

form

of

is

a special

conditions

this

equation

for

case

of

stability

is obtained

by

C
can

logical

transformation:

Yl

Y2

= Y3

- h Yl

Y3

-- - G(Yl)

Y2

f Y3

where

Yl

and

G = G

Assuming

(yl)

the

usual

2(h

We

now

select

forms

PI2

of V

G/Yl

hP22

+ G/Yl

hP23

+ G/Yl

the

P33

G/Yl

and

Yl

_,

PI3 )

P23

elements
2(f

(yl)

'

we

obtain

hP22

- PI3

+
of

such

G/y I

-2

fP13-_ifP23
P

for

" PI2

the

Q-matrix

hP23

P23-PI3

P23

- P33

2(fP33

that

- h)

0
0

the

following:

+_Yl

P33

fP23

- PI2

" PI3)

+ fPl3

" P33

- PII

- 97

Thus

and,

PII

= f

P22

= f/h,

G/y
I_

PI3

'

PI2

= f'

P33

- I,

I, P23

= 0,

hence

f2 Yl 2

i G(Yl)

dy I

- 2YlY 2

f/bY22

+ 2

f Yl

Y3

2
Y3

or

f" [

= 2/f

_O

Yl

-I

Yl dYl

-_-

(Y2

in

the

large

- f

Yl )

2
+

(fYl

+ Y3 )

'

and

=
In

- 2

summary,

(fG/y I
the

fG(Yl)/yl

Yl

_O

In

<f

- h)

system

- h

G(Yl)lY

passing,

we

is

2
Yl
asymptotically

>

- h) YldYl

note

stable

that

onl_G

(yl)_

l--

LYl
g (yl).

An

example

of

f = 36,

(Yl)

if

this
h =

= Yl

fact

is:

186,

- 7 yl 2 +

12

oo

as

, mmst

lyll

be

positive

__oO.

and

not

necessarily

- 98

where

g (Yl)

0 when

- 2

<

Yl

<-

I_,

_r_and

V_

<

Yl

<

2.

2
- 7 YI
The

corresponding

isly

mini(tlyl)]is

Thus,

is

positive,

and

4
3

L YlJ

which

18.___7.36

f G(Yl)

>

- h

f(187_-

= i

>

Therefore,

0.

all

stability

conditions

Yl
are

the

satisfied.

The

next

example

paper

is

concerned

studies
as

(43)

one

of

nonlinear

of

Schultz

choice

of

state

on

non-linearities

the

Second

Order
The

and

Gibson

is

from

with

the

systems

and

a paper,

by

Gibson's,

variables,

the

, by DiStefano.

best

choice

the

Liapunov

example

DiStefano

in

(2)

was

of

state

variables

Method,,
in

able

The

this
to

The

subject

for

example

is

compendium.

relax

some

the

But

of

the

of
stability

the
by

same
a different

conditions

system.

Example

system

equations

using

the

canonical

state

variables

as per

Schultz

are

Xl

= x2

_2

- x2

- x2

(Xl)

- XlX2

df(Xl)

- Xl _

(Xl)

dx I

The

resulting

Liapunov

function

= 2

and

xI
O

its

time

derivative

(x I ) + x I

dw

were

found

dx I

to

(x I

be

+ x2)

- 99

V = - 2

x 22

d-_dw - 2

x_

(x l) ,

1
where
that

w
w

= xI
has

By

positive

using

variables

(Xl).

dw_w.. The

one

of

the

restrictions

on

the

nonlinearity

is

slope.

"block

which

Thus,

can

diagrams"
be

resulting

shown

set

of

the

author

determined

to be

stable

without

equations

and

the

a new

set

restricting

Liapunov

of

state

the

function,

derivative

which

was

dx I
derived

by

the Variable

Gradient

Method,

are

xI =

- xI f

(Xl)

+ x

x2--Xl f (Xl) (I-@)

x2

pXl

'

v=x

Thus,

but

for
no

>

= - 2 x2 2

and

conditi_-_., is

<

<

(_-1)

_ 2

(_

it

is

O,

placed

on

the

i)

xlf (xI)

slope

(xI)

Xl 2 f2

sufficient:

that

dw

dx I

> i and

= x I f(xl)

dx I
The
in

I(44)

2 +2

Iowa,

Third

final
in

Order
The

exampl e

was

taken

from

a speech

1964.

Example

system

equations
Xl

= f

x2

= x3

_3

in

(Xl

- P(Xl)

state

variable

form

' x2)

- q(x2)

- a x3

are

given

by Dr.

J. LaSalle

>

O;

The

choice

of

____ for

this

system
d

cK(xl)
VV

_(Xl)

and

(Xl)

' dXl

is

_(x2)

2cx 2

100

x2

cx 3

2x 3

I
where-<,

Therefore,

and
the

_
time

_)T

are

undertermined

derivative

-_

_f

2cpx

functions

of

is

_'

x2

given

is

an

unknown

constant.

by

_x

_/_x3

2cx23

2
2

2px 3

2cqx

- 2qx 3

2acx2x

2aX3o

Let

Then,

2ac

o_

2x I

2p(xl)

x2

2q(x2)

, and

i.

becomes

2 xI
V

2 p(x I

2 x 2

pl (Xl)
) +

2a

x2

x2
+

2q

(x2)

2x 3

x3

or
F---

IP(xl)
L_

x 2

q(x2)

x2

- d

P(X I)
dx I

+
f

(x I

, x 2)

x2_

x I

(x I , x 2)

We

now

check

the

_2V
_Xl_X 2

curl
-

= _2 V
-_x2%x I

2v

_ 2V
2

"_2 V

_x2_x3

"_ 2 v

Xl X3
Thus,

by

line

integration

= x_

Therefore,

xI f

we

x2 x3 +

x2)

x2

can

obtain

x2

of

(x2)

(Xl)

(Xl)+

>0

(x2) >

O.

q (x2)

x2 d

x2

asymptotic

for

xI _

x2

- d

stability

are

p
d

a-

V:

/oXE

conditions

(Xl,

(Xl)

the

equations:

2p(x)

_x3_x2

I01

(Xl)
xI

(Xl,

x2)

x2 >o

2
x 2

(i)

(2)

Schultz,
D. G. and Gibson,
J. E., "The Variable
Gradient
Method
Generating
Liapunov
Functions,"
AIEE Trans.,, part II, Appl. and
Vol. 81, pp. 203-210,
Sept.,
1962o
Gibson,

J. E.,

Method
Purdue
(3)

etc.,

Stability

of Liapunov , Vol.
U., May,
1961o

Gibson,

J. E.,

etc.

III

Present

Nonlinear
Control
S_stems,
Purdue
U., May 1961.
(4)

Gibson,
339,

(5)

J. E.,

Nonlinear

Nonlinear

State
Interim

of

of

Art

the

Report

Automatic

Control

Report

in

2,

Control,

Systems

Project

on

AF

the

the

(600)

Second

- 1933,

Specifications

Project

McGraw

by

29

AF29

Hill,

of

(600)

New

York,

- 1933,

pp.

336

Schultz,

D. G.,

Haley,

R. L.,

Nonlinear

"A Discussion
AIEE

Generation

Systems,

Ph.

of

Trans.,

of
Do

Generalized
Part

Liapunov

Thesis,

II,

Routh-Hurwitz
Applo

&

Functions

Moore

Ind.,

for

School

Conditions
Vol.

Certain

of E.E.,

81,

Classes

U.

of

for

pp.

377

Penna.,

1963.

Geiss,
Go, '_fhe Analysis
and Design
of Nonlinear
Control
Systems
via
Liapunov
Direct
Method"
Grumman
Aircraft
Eng. Corp.,
Research
Dept.
Rep.,
G=R.D.
No. 121, pp. 126-129,
1964.

(8)

Puri,

N.,

N.

A.

Systematic
Generation
to NASA Oct., 1963.
Ku,

Yo

H. and

Systems,"
(I0)

Ku,

Y.

Ho,

Control

(11)

of

Puri,

Penna.,
N.

Liapunov
(13)

9,

For

Liapunov

Functions

N.

of

N.,

N.,

"On

Franklin

"Lyapunov
Vol.

Proposal

of

Function

No.

3,

Mekel,
R., Synthesis
of
Criterion
and Aizerman's
H.

(12)

Purl,

Jour.

A.

pp.

Study

Liapunov
Vol.

of

a Fourth
- 278,

Research

for

Control

Functions

Inst.,

276

and

276,

No.

Order
July,

High Order Nuttz

___I__llear
Con iecture,
Ph.D.

of
5,

in

New

Systems,

High
pp.

Order

349

System,"

Methods

for

Submitted

Nonlinear

- 364,

IEEE

of

(7)

(9)

1963.

Nonlinear
Systems,"
382, Sept.,
1962.
(6)

of
Final

For
Ind.,

Nov.

Trans.

1963.

on Auto

1964.

Control
Systems
VIA
Thesis,
Moore
School

Liapunov's
of E.E.,

1964.
N.S.F.

Functions

Proposal
and

The

For
Design

Study
of

and

Optimal

Research
Systems,

Goldwyn,
R. M. and Norendra,
K. S=, "Stability
Equations,"
IEEE Trans.
on Auto
Con tr0 I, Vol.
Oct.,
1963.

in The

Generation

Submitted

of Certain
18, No, 4,

of

1963.

Nonlinear
Differential
pp. 381 - 382,

- 103

(14)

Narendra,

K.

S.

and

Ho,

for Nonllnear
Systems,"
Cambridge,
Mass.,
Sept.

(15)

Goldwyn,

R. M.

Differential
Tech.,
Rep.
(16)

DiStefano,

and

Y.

C.,

K.

Narendra,

Equations
Using
No. 403, Harvard
J.

J.

III,

'_n

The

Cruft Lab.,
15, 1960.

'_he

the
U.,

Choice

S.,

Construction

Tech.

Rep.

'_tability

of Liapunov

No.

328,

of

Certain

Harvard

Nonlinear

Second
Method
of Liapunov,"
Cambridge,
Mass.,
March
18,
of State

Variables

for

Functions
U.,

the

Cruft
1963.

Determination

of T_e Stability
of Nonlinear
Systems
Utilizing
the Second
Method
IEEE Trans.
on Auto.
Control , Vol. 9, No. 3, pp. 279 - 280, July,
(17)

L_Balle,
Rapids,

J. P., From
Iowa,
1964.

a Speech

Given

at a S.I.A.M.

Regional

Lab.

Meeting

of Lyapunov,"
1964.
in

Cedar

ISECTION

LIAPUNOV

SIX I

FUNCTIONS

AND
AUTOMATIC

Prepared

by:

H. Kwatny
J. Persechetti
G. Blundall

CONTROL

THEORY

-ii.

Some

Definitions
In

used

this

primarily

the
text

we

Theorems

set

ensueing
books

concerned

general

Basic

section

thruout

in various

and

down

work.

and

with

some

basic

Thorough

monographs
a

system

definitions

discussion

including

of

= (x) ,

Let

Definition

denote

I:

___- S_

initial

the

The
such

vector

open

2:

stable

there

and

Xo

origin
that

I[_II _"

sphere

The

of

if _

_ o which

Definition

all

proofs

, _4_

are

and _9_

differential

which

(I)

a _o

is stable

(t, _o_

lies

origin

is

We

equations

are
of

of
>

is

for

then_

(i)

asymptotically

such

(t, _

that_

any

solution

in SS,
is

HR

its

boundary

and

of stabilitytheorem
of thein origin.
uniqueness
a region
if

the

and

SA

corresponding

) lies

in S_

stable

(t, _o)

there

---_0

if
as

is

to

an

thereafter.
the

t_+

origin

is

OO

for

origin
Definition

3:

The

Definition

4:

The

is

asymptotically
In

origin
stable

is unstable

whenever

of

(i)

is globally

asymptotically

and

$6o

includes

one

or

specify
satisfy

_(0")
completely
but will consider
a class
certain
prescribed
conditions.
A function

will

termed

stable

if

nonlinear

our

attention

functions

it

is

state

to

control

We

will

not

stable.

stable

if

it

space.

not

systems
in

which

general

of functions
which
belonging
to this class

admissable.

5:
it

direct

the whole

include

be

will

(i)

sequel
more

we

of

the

Definition
I

the

(i)

in S_o.

are

available

(o) =0

Sassume
A.
Liapunov
the following
definition
that (i)gives
satisfies
the existance
and

$8(_)

theorems

form.

and

II_

autonomous

and

The
is

origin

globally

of

the

control

asymptotically

system
stable

state
for

all

space

is

absolutely

admissable

functions

- 2
Theorem

i:

definite

Stability

V(_).

function

semidefinite

Theorem

(Liapunov

2;

of

(i)

definite
is

Theorem

3:
V(_

definite

in SA

Theorem
of

4:

to

Theorem
If

then

2 hold

and

Equations
Much
on

of

Motion

of

the

a model

actuator

feedback

more

called

partials

on

derivatives

plant

and

linear

'direct'.

On

as well

the
as

is positive

of

of

plant

the

contained
directly
other
the

exists

and

exists

if-V

trajectories
stable

a positive

definite

is negative

no

thru
hand

if

nonlinearity

If

points

all

such

definite

nonlinear

a nonlinear

conditions
solutions

that

(d)

- V

control

= O
is

stable

systems

control

characteristic,

feedback

the

and

control

nonlinearity,

the

the

asymptotically

dynamic
the

2)

]]_ II, then

of

study

composed

the

locus

is globally

in

actuator

the

(i)

Tuzov_

origin

work
a

there

with

the

(c) V

original

If the

acted

the

along

to Theorem

__

II_II, (b)

then

there

of

unstable.
complement

solution,

trajectories

Whenever
V

a positive

is asymptotically

in _

Krassovskli,

with

semidefinite

If

and

positive

origin

Barbashin

nontrivial

the

exists

the

derivative

and

(LaSalle,
oo

Theorem}o

S_

5:

no

was

is stable.

origin

TheoremS.

is

origin.

contains

or

origin

SA

the

whose

first

the

(a) V(_)

based

the

V along

then

(Barbashin-Krassovskii

Theorem

tend

Instability

there

derivative

in _

in S_

continuous

Whenever

Stability

V<_)

definite

with

then

Asymptotic

(Liapunov

function

in S A

function

negative

Theorem).

in S A whose

is negative

positive

(Liapunov

then

was

element
i.e,

the

acted

thru

was

termed

the

control

one

or

'indirect'.

-3
This is illustrated

in fig.

(I).

The system
c(t)

plant
(a)
'

l
c(t)

actuator

plant

(b)

fig(l)

in

fig(la)

is

a direct

indirect

control

strictly

to

In
systems
In

general
with

of

control
poles

indirect
part

of

will

of

consider

the

of

system

system
However,

is significant
have
has

direct

negative
a pole
system

at

in

the

fig(Ib)

is

example

'indirect'

refers

clear

many

of

an

fig(ib).

can

0 and

it

is

be put

in

the

is

readily

if we

that

agree

parts.

In this

origin

stable.

The

and

that

configuration

transformed

between

the

an

term

distinction

real

is

usage

fig(ib)

the

That

r(t) =

nonlinearity

G(s)

different.

present

configuration

fig(la).

the

In

system.

a single

systems
of

system.

we

particular,

tion

be

the

control

into

,'direct'

G(s)

be

case

treatment

of

stable,

the

is unstable

and

linear
whereas

the

two

control
of

the

fig(la)o
configura-

'indirect'
i.e.,
part
the

all
of

the

linear

situations

will

- 4 In more general cases of interest,

at the origin

however, G(s) will

have one or more poles

and possibly poles elsewhere on the imaginary axis

more general situations

the terminology of direct

mathematical significance

and indirect

control loses its

and it would be more convenient to classify

according to the location of the roots of the characteristic

part of the system. However the terminology still
will

Hence in

the system

equation of the linear

has somephysical appeal and

be used
If G(s) is a real proper fraction

in s with the order of the numerator less

than or equal to that of the denominator its

partial

fraction

expansion takes the

form

C(s)

=o_ o

+_

o< I

S -h I
where

conjugate

is

the

order

palms.

of

Then

the
the

denominator
system

in

o<

n
S -_, n

and _-'s which

fig(Ib)

can

be

are
redrawn

not

real

occur

in

fig(2).

as

%._
r

Yl ;_
o
o
o

O
o

o
o

I
r
i

fig.

(2)

in

The

system

in

fig.(2)

can

be

Yi

described

_iYi

by

the

system

of

equations

+ _

i =

I, 2,

...

i=l

or

in matrix

form

0_

--t-c
y -/0 6
Ay-_
I

=
=

(i)

=
where

A =

_i

>'2

-t
c

is Lur'e's
The

way.

canonic

canonic

Suppose

the

form

(-

I,-

of

the

transfer

control

system

function

G(s)

BoS

+ BI s
S

can

be

2,

"

" _n

"

,-

vectors
transpose

redrawn

as

in

equations

is given

fig(Ib)

-i

. . o

-I

n_;

P=<o

and
r_=rices
here)

the

form.

G(s)

Then

k...... Since
in general
we are
dealing
with
complex
(
superscript
t will designate
the Hermitian
This

. .

+c_ I

can

be

obtained

in

another

as

+ oo. + Bn
n-i
S
+..+o( n

fig(3).

n
S +
figo(3)

n- i
iS

BoS
+'+

BIS

+...+

Bn

-6The set of equations describing

this system is
1

(Dn

IDn-I

+ ....+

n_

_(_)
-

(2)

(Bo Dn

BIDn-I+'''+Bn)_

(_IDn'l+_2Dn-2

+'''+_n_

P_

where

i=

p
Now

the

state

BoO(

i =

-Bi

i,

2,

...,

B0

space

variables

are

defined

by
n-i

(xl,

so

that

the

x2,

...,

following

Xn)

first

_,D_,

order

.....
,D

system

_)

equivalent

Xl

x2

o . .

to

(2)

is

obtained
I 0

0
0

'Xl_
x2

0
o

Xn-_

-Oi n

- @(n_l_n_2

0
-0< 2

Xn_ll

-=_l I I Xn /

= q(_)
=

or

in vector

_n x

i+

"'" _i

Xn

"

notation
=

B-_--

(3)
CY:

-s

-7where

This

is

----

sometimes

The

eigenvalues

the

linear

pe_tion

_1,

_2,

""

following

n"

referred
of
of

the

the

Then

Vandermonde

to

as

the

matrix

system.

the

canonic

of

'state _ representation
B

are

Let

the

these

form

is

characteristic

be

distinct

obtained

by

and
making

the

system.

roots

Qf

designated
=se

of

by
the

matrix.
I

;kn
_2

_2

A.2

.,

i'

n-1
U

The

canonic

Equations

....

variables

(3)

are

defined

by

the

transformation.

become

. __ }
_

_" y

- /o_

(i)

I
-8where
-I
AnT

BT

:lilo
o
_2

..o
b

-I

= T
"t

-t

In what

follows

of an indirect

the form of eq.

control

system.

the e_s. are in canonic

form

The form

control

for the direct

(I) or

_wever,
it will
system

(3) will

it wlll
be stated

be taken

not always
when

as representative

be assumed

this assumption

that
applies.

is

$=

(4)
t

If _o is zero, note that (4) becomes

y

A y

(5)

if'
The
have

'characteristic'

the following

"a"y
function

Q(

) will

be assumed,

for the present,

properties
I.

_(_)

is defined

2.

q(O)

3.

The integrals

and continuous

0 and g'_(_)

(g") dr

>

for all 0-_

o for all

diverge

O';e

to

Any
be

function

having

necessary

3. The

to modify

Proble m

of Lur'e,-

Initially
absolute

Lur'e

stability

treatment
The

t
I
I
I
m
I
I
L
I
l
I
L

these

given

here

indirect

the

a class
follows

termed

admlssable.

on the

class

of

At

times

admissable

it

will

functions.

_ontrol

Postnikov

control

is

requirements

Indirect
and

of

properties

obtained

of

direct

sufficient

and

indirect

a reformulation

system
y

eqs.

conditions

of

the

control
problem

for

problems.
due

the
The

to Lefshetz.

are

It

is

convenient

defined

From

by

(1)

_,_)
have

to

the

if

from

the

does

varlabies

(_,_)

to

new

variabies(_,_)

transformation

and

stability
a unique

transform

---_0

describes
inverse,

so
the

i.eo,

we

_,

andS'.

_)

If

the

stability.

converse

is

true

then

be

true

(I)

For

this

to

we

must

have.

must

require

-t

Now

-t

c
Since

is

stable

?
we

know

that

IA

_-t
_c

O.

Hence

-I_
A

(2)

- i0
This

relation

equations

between

parameters

of

the

system

is

assumed

to

be

true.

The

system

become

t.

If

e_.
(_)

(2)

holds

the

= O

if and

only

only

singular

if

0_ =

point

O.

(3)

of

This

(3)

is _

O,

is a necessary

q_=

0 since

condition

for

absolute

stability
The

method

is based

upon

complement.

used

to determine

Liapunov's
Lur'e

and

the

assymptotic
Postnikov

sufficient
stability

considered

vC_,_) = _

conditions
theorem

a Liapunov

and

for
the

absolute

Barbashin-Krassovskii

function

B_ +_(0_>; _(_)=[

stability

of

the

form

4(O_)a_

(4)

_o
where

B is

respect

and

_(_)

to

(x,_).

diverges
hence

a positive

the

as

definite

= O

hermitian

for _-=

Furthermore

Q" _

cw) it

(4)

follows

that

that
the

with

respect

to

_@s_

is

is

that

Q'_((F ) >

positive

requirement

that foG"

for

definite

I_ (_,0")|_

>

{w) and

satisfied

B_

+ _ B_

B_

_t

B _

-b

+ _(_)&

t
+

(5)

t
B A _

+ _T
t
(-A

- B A)

with

_(O_)_CF

(3)

t
V = _

O,

time

.t

v(_,_) =_

Recalling

------q_K)

complement

using

is seen

recalling

Barbashin-Krassovskii

Differentiating

it

matrix.

-_

_ - _
-t
(b

- i
2

-t
c

)x

t
(Bb-

i
2

_)

i
- 11

-V = x C_

+ p _ _ + (_ _ _
-C = A t B

Where

=B

(6)

--_)

(7)

5-1

(8)
2

and

use

has

compactly

I
I
i

made

of

the

fact

that

= @*

,_*)(_t

P
According

to

-V be

matrix

in

hermitian

a theorem

positive
(9)
as

be

by S_,ivester

definite

is

positive.

well

be written

more

that

Hence

we

all

(9)

and

of the

require

sufficient

principle

that

C be

conditions

minors

of

positive

the

definite

as

>o
P
_ow
C

r_),

-i

_t

tel (p- _ C =T)

_t

o_

can

)()

necessary

I
I

Eq. (6)

as

-V(x,_)=

that

been

Since

CI _0

we require
_t

-i
(i0)

i
I
I
I
l

There
the

are

matrices

matrix

equation.

stable

and

unique

solution

if A

= diag

some

co_ents

and

is

(_i,

C.
It

any

Eq.(7)
can

be

given

B and

to

be made

is

referred

shown

positive

B is

"'' 74_n)

(see

[i]

definite

a positive
and

concerning
to

relationship

in

the

literature

and

_2]

) that

hermitlan

definite

Re h i :-M

the

i<.O

matrix

hermitian
we

if

have

as
the
then

matrix.
from

(7)

between
Liapunov's
matrix
(7)

has

is
a

In particular

- 12 +A, k ) bjk

='Cjk
(11)

-Cjk
bjk

Hence, we have the following

Theorem_
stable

Sufficient
and

The
obtained
that

that

above
by

positive

formulation

Lur'e.

of Lur'e

is
A

For

that

the

definite

yields
the

A,*j

+ /_,k

theorem.

conditions

C be

given.

Lur'e

= diag(A

and

more

purpose

system

eq

(i)

be

inequality
results

comparison

considered

,...,

the

general

of

of

an

a special

absolutely

(i0)

than
analysis

canonical

be

those

satisfied.
originally

following
system

where

An)

(-i,...

-i)

(-C_ IJ "'" '-

t
m

c
The

Liapunov

function

has

__t
C = _
and

form

+ diag(A

6f

(4) with

taken

as

I , ....,An)

hence

B =-2_*.

_j
To

the

n)

see

that

_k

dlag

(A I J"'J
2-MI

definite

note

that

+ 7k k

C is positive

_t
x

_t
x _

t_
x

IE t _ 2
x I
I

ifA i Z

_t
x
n
I
i=l

An ) where
__
2M h

diag(A

-Mi

_.

for

I ,...,A,_
2

A_.

= Rel_ki

I xlJ

_0

o.

Now

t
-V = _
diag(Al,

+ _t _

...,

An)

_ +

(_*_ t _ +

_) + p _ _*

13
Add

and

subtract

___@

-V

( t

+ _t

diag(A
t

I,...,A_}
t

_)

to

-V.

Then

= _

_ _

+ (_*_ _ + _ _)-

v_
t

@_
t

V_ _ (_+

_)

= _

diag(Al,...,An_

I_

2
51

V_ _

+ _(2 - P f)t _
x + q _t
x (_-_)
Since

Ai _

O we

have

at

least

a positive

semi-_efinite

form

for

-v if

we

require

(12)
Eq(12)

is

equivalent

to

the

n scalar

equations

n
= O,
*

+ _

Aj
or

since

zero

the

we

have

only
the

2M

restriction

on

the

requirements

on

A i is that

K=l,2,...,n

(13)

they

be

greater

or

equal

to

Equations
called
this

(13)
the

are

the

called

'limit'

corresponds

allow

K
hi*
j=l _
+_k
the

'prellmit

equations
to A i

equalities

>

then

+0__=___kVp

If we

; equations.

require

O which

gives

we

some

have

__ 0

that

The
the

a positive
Ai

, K=l,2,o..,n

equalities

and

of

inequalities

definite
-V is

of

form
only

(14)

to

(14_
(14)

-V.

positive

a_e
hold

If we
semi-

definite.
We

arrive

following
under

the

complexity

of

real

that

the

that
or

here

the

side

We

that

prelimit

the

complex

left

sufficient

considerations.

then

postulated
to

Lure's

consideration

solution
the

two

at

(14)

whenever

by

real

conjugate
of

assume

equations

problem

a i are

conditions

the
have

or

real).

occur

for

limit

absolute
some

the

limit

in complex

i(Note:
Hence

It
we

is

of

have

solution

by

the

systems

a suitable
Hence

we

reduce

system.

Also,

Lur'e

conjugate

pairs

corresponding

readily

have

stability

classes

equations

a suitable

examining

pair
is

that

for

shown

that

this

insures

- 14
Lure's

Theorem:

system

described

by

the

equations
i =

where

complex

absolutely
the

_%iand

stable

limit

pairs

there
of

in

(14)

comparable

Lefshetz

corresponding

exists

a set

such

corresponding

Conditions
the

if

equalities

conjugate

of

oiioccur

that

the

al,

a i are

conjugate

a2,

real

pairs

...,

or

is

satisfying

occur

in

complex

to Tkl.
to

formulation,-V

canonical

complex

roots

the

(13)

or

(14)

form

are

is positive
d

Assuming

of

_e(Xl) <

1,2,..o,n

of

the

easily

definite

Bb-

system

obtained
if we

i
2

equations

from

inequality(lO)

choose

=0

and

the

above

aj_-%j E
or

taking

the

complex

k=l

_j

conjugate

and

+Tk

__
k

+ _/_

2Mj

interchanging

=0

j=l,2,...,

subscripts

(15)
=

j=l
Note

The

that

Problem
We

these

eqs.

are

of Lur'e

consider

identical

- Direct

here

k*j+kk +

a direct

to

(13)

k=l,2,

..,n

except

for

term.

the

Control
control

system

described

by

the

system

of

egs.

(i)

t
_

where
at

the

is

a stable

origin.

matrix

and

Differentiating

_=

_t_
c
x

we

assume

the

the

second

_t
= _A_-

only

singular

equation

_t_
c
b

(_)

with

point

of

(i)

respect

to

time

occurs

,- i5
Following

Lefshetz

we

define

so

,=

(2)

that

(3)
_gkin=

the

same

Liapunov

function

as

f,.-;..r
the

!n,!Irect

c:_ntrel

case

A.

(4)
Piffer6r:tiating

with

respect

to

_i_e

AtB

=-C

(5)
t

and

it

appears

dimensional
which

c_n

I-hat once
(_,

space
be

n_de

!
2

again

we

have

a a:..u__....
t_ fok_

done

i{ozenvasser

positive

previously,
[3]

n +

I i._Jdependent

(i)

and

In

-g in

the

_)
definite

by

"'-c"__4_-'_'_._-_,c,
<__be positive

as was

for

Ho;_evar,
fact

-V

vai_lables

be

_.t mcst

_),

To

see

and

-I

"_ *- is not
..__,,

can

_,

definite

the

ca_e

as

pointed

out

z..._=_4,,;,==.=
.....
_ semi-definite
tkis

xtot that V

c_

in

by
the

be written

using

(4)
e
V

,t
x

t
B

"_ Q)

t
x

(_ B

Re r
_.(2s_

Q)

+ _

%)t

(A _

_)I

(6)

- 16
W_mre
in

use

has

been

corresponding

IA _ _

and

A _

the

of

that
of

in

(i) can
- _ _

not

restrict

the

_ to

is

space

and

is

the

that

origin

of

since

of

can

_).

seml-definitenesso

It

be

definite

the

system

If

this

seems

a stable

of

the

is

"x

and

matrix

space

points

other

in

(_, _)

space

only
only

solution

the

case

then

to

occur

we

have

than
Note

critical

the

plausible

(_, _)

at

the

that

both

is

zero

not

mLtst require

_,

since

subspace

therefore

we

_t_
x
c

Now

stability

Hence

_
x

dimensional

means

absolute

_t
c

that
pairs.

a one
This

origin.

= 0 is at

fact

= 0.

to have

be

A _

@)

the

conjugate

there

- _ _
_,

order

of

complex

hence

satisfying
origin

made

of

e_

inquire

point

(6)

does

whether

this

requirement

is sufficient

is

and

the

case

focuses

attention

solution
of A _ - _ _
t
-i
that _
A
b _ 0 and
t
Theorem
(I)

is

order

to

is

proves

a definite
on

what

the

trivial

the

following

V.

Lefshetz

conditions

_,

[P_] shows

guarantee

solution.

He

that

obtains

the

that

the

this

only

requirement

theorem.

-i
C

absolutely

The

= 0

If _

to yield

is positive

definite

and

t -i
A
_---

O,

then

the

system

stable.

treatment

given

avoid

difficulty

the

below

follows

that

discussed

-v

of

above

S(x,q)

Aizerman
add

and

and

Gantmacher

subtract

_@(_)

to

]in

(5)

uhen

(7)

Where
t

q*C

(R-l iq

(B)
t

t
Where

use

that

V will

requiring
_,
we

_)

has

made

be negative

S(_,

does

consider

been

@)

be

not

lead

two

cases

of

the

facts

definite

positive
to

if S_,

definite

a contradiction.

separately.

= @*

These

_)
as

and
is

positive

a hermitlon

c.

It

definite.
form

in

the

is

clear

Furthermore
N +

I variables

Following
being

closely
to reference
t
_t
r = _
_
_2 0 and _ = c

L4]
_

O.

- 17 t
r=_

>

is-_tApproach:

Note

that

equation

(8)

can

be written

s_, _)

_, q)

_-!_t2__) )
2
Which

is positive

definite

if

C is

positive

definite

and

the

Lefshetz

inequality
t

I
(9)

holds.

The

simplest

way

to

insure

(9)

is

to

require

d---! _
2

O.

t
u

_Approach:

Noting

that

>

add

and

subtract

the

quantity

_
cb

i "

to s(x, _)
2

S(x, _) =

_-!

-tcb
t

+_Cx

order

that

S(x,

_)

be

positive

definite

(lO)

_t_
cb
In

=)
2

it

is

necessary

and

sufficient

that

t
(II)

_t_
cb
be

positive

definite.

- 18 Nowconsider a system in Lure's first

canonical form, i.

A = diag(2kl,

...,

e.,

)kn)
-i

_k

-I

-0( 2

-i

and

choose
t
C =

then

B =

+ diag(Al,...,An)

9
- _.i_k

diag

Aj* +Ak

__!,

where

.... Ann)

2M I

_[i

= Re

Ai

<

2M n

and
t

(3-!

_)k--

(B _

- !

- !

c)k

n
=

,
_1_k

j=l A_+Xk
Eq(ll)

can

AkC_k 9

2M k

,
C_k

--Y-

be written
t
Q(x)

diag(Al,..o,An_

(12)
_t_
c
b
With
so

Ai >

0 we

can

insure

a positive

definite

Q(x)

by

choosing

the

elements

of

that

(13)

- 19
Hence

we

have

the

equations

=
or

since

Ak

is

are

'Lur$e's

__k

_--

j=l

_+_

an arbitrary

Ok _
j=l _
These

resolving

constant

+ ak=t
2
prelimit

_kO_k

2_ k

positive

j
+Xk

c_

we

.
k

, k =

1,2,...,n

require

only

+ ___k
_ =
2

that

_ _k

the

>

_k

satisfy

0
(14)

equations'.

t
=

In

I
I

this

case

is

positive

(8)

tC

s C_, _) =_

which

e_

definite

becomes

[_*

in

_,

Ca-!

_)t
2

_)

if C is

-!

positive

definite

and

we

require

(15)

= o

Lur'e

first

I
Returning

to

the

case

of

a system

in

the

*
_

canonical

j_k

A k

form

(15)

leads

to

AkC_k

CX, k

=I,2,0,,U

i
or

_k__ I_-

_kO(k

*
+

Okk
--2"-

O,

(16)

= 1,2,...,n

t
These

_j
*+

are

contained
Hence
called

the
in

we

can

'limit'

'prelimit'
(14)
refer

equations

although
to

the

(14)

equations

as

for
two

the

the

systems
'prelimit'

are

case.

obtained

equations

Note

in
in

e_b.

different
both

cases,

(16)

fashions.
The

j=l

Kj

so-

are

0
*

are

+ _k

2
k

= 1,2,...,n

(17)

-20
Example:

_21

second

We

order

consider

plant.

here

The

the

control

problem

system

of

under

an

indirect

control

consideration

is

system

illustrated

with

in

fig.(1).

(s-k l_(s->_)

fig(l)

_.tree

cases

are

considered;2kl,

A, 2

real

and

distinct,_kl,_,2

real

and

equal,

_kl,Tk 2 complex.

CASE

I - real

The

roots;

diagram

of

_I

fig_l)

"MI

can

_-

be

O, _k2 =

redrawn

- M2

as

shown

in

fig. (2)

fig(2)
The

Squations

of motion

are

_i

=" MlXl

_2

="

X2x2

0"

ClX 1

(l)
c2x 2

-/0_

- 21

MI

-M2

Where

C2

2
PM2

- PIM2
-M i

+ P2

+M2

Choose

CC 1
Since

we

require

O we

must
p

Then

we

have

_O,

pr-q

(2)

know
0

W-here

Po
As

sufficient

conditions

for

qo

absolute

stability

--

MI

we

Bb-lc

+ M2

shall

tq_

rO

='_

require

(4)

2
Note:

We
p

Eq.(4)

have
>

expressly

O.

This

is

indicated
also

that

true

(4)

is

a sufficient

condition

if

if p = O.

yields
Po

qo

Inequalities

(2)

are

equivalent

+ qo

+ ro

i
2

cI

!
2

c2

O'

(5)
=

to

Po

">

O,

Po

ro

-6qo 2

(6)

22

Where
6

(MI

M2)2

4M 1 M 2

Using

(5)

to

eliminate

Po

and

ro

from

(6) we

obtain

2
g(qo)

(_-

1)

qo

-1

(Cl

c2)

qo

ClC 2 <

-1

(7a)

qo

<

Cl

-!

(7b)

The

discrlmi_mtof

g(qo

_ is

,(eI

Since

>

inequality
by

this

and

we

(7b)

O,

the

(7a) has

method.
can

must

If

satisfy
also

parabola
no

g(qo)

solution
_

(7_)

= 0

and

by

selecting

be satisfied.

then

Note

is

we

- c2) 2

concave

cannot

g(qo)

in

ClC2

upward.

Rence

demonstrate

= 0 has

qo

+ 4.

the

two

absolute

distinct

interval

if

real

(ql

, q2)

" !
2

___

stability
roots

ql,

q2

Inequality

that
2

g(- ! Cl) =

c-1
4

2
Then

- i
2
fulfilled

C 1 is not
only

if I
2

in

the

(ql

interval
+ q2)

<

(ql,
- _i
2
- i

or

q2)"
Cl,

qo

cI

can

be

or

cI

Cl

4(

- l)

c2

finally
(26-1)

and

Hence

(c I

cI <

c2

- c2) 2

4 g ClC2

(8a)
_

(8b)

23

CASE

II

real

In

this

roots;)t

case

I =_2

=-M

can

be

redrawn

fig.(1)

<_

as shown

in

fig.(3)o

<

_-I PI'2PM

_ _+_M

P2

Xl

-Pl M+P_

ffgo(3)
The

equations

of motion

are

xI

=- MIX I

x2

xI

(3-

ClXl

Where

Choose

For

(9)

- M.x 2

c2x2

- P

c!

= 2PM

- P!

c2

= MPI

-P2

-PM2

>

O we

require
2
p

Since

O,

70o

>

and pr-q

If
qo

(po
qo

the

relationship

between

I )

, q

qo

ro

+
i

(zo)

and

p, q,

r is

ro

obtained

)
from

I:l)(o
%1
-M

qo

'

P
q

- 24 Which

yields
2(PoM

In view
by r

>

of the second
0.

- qo ) = p, (2qo M -ro_

Inequality

Hence using

of (I0) the first

(II) inequalities

can be replaced

(IO) can be replaced

4r o M(p o M - qo) - (2qo M - ro )2 _

Again

e4.(4)

stability.

is taken as the required

Substitution

into

sufficient

(4) leads

(II)

= q, 2 ro M = r

condition

by

O, ro >

(12)

for absolute

to

Po

!
2

(13)

Cl

qo = !

c2

2
Substitution

of (13) into
g(ro)

(12) yields

= r2

-2

=
S _

distinct

O,

inequality

real

the interval

_ c2)ro

+ (c 2

M2 -2

c 2 M)

<

(14a)

ro

>

(14b)

of g(ro) = 0 is

The discrimlnat

If

M (clM

4 Cl2 M 4

- 8c 1 c2 M3

(14a) has no solution.

roots r I , r2
(rl, r2).

I
If

- 8 2M
_

and (14a) can be satisfied

Inequality

(14b) must

0 then g(r o) has two

by selecting

also be satisfied

note

ro

in

that

g(O) = C_ M 2 - 2C2 M.

If C_ M2-2C2 M _
O
then (14b) can clearly be satisfied.
2 2
On the other hand if C 2 M
- 2C 2 M
>__ 0 we must also require _ (rI + r2) >
2
or M(C I M - C2)

O.

Hence,

we have demonstrated

2 3
2
C1 M - 2C1C 2 M -

2C2

>

absolute

stability

l
O

if

and

(15)
C2 (C2M - 2)

<

0 or

CIM - C2 >

- 25 CASE III. Complex

In this

roots;_k,

2k

, 2_ =- M + iV, M

case fig. (I) may be redrawn

>

0.

as in fig. (4).

"l

P 2_ +PITk+P 2
2 -A*

The equations

of motion

are
x

=;kx

+#
(16)

Cr =

c_ x

c Ix*

-p_

where
p_2

Choose

a positive

definite

I
I
C_

> 0 we

(P
q.

p_

real

require

p >

II

P2

hermitianmatrix

C =

For

+ PI 7k +

0, pr-qq*

>

(17)

- 26

If
B=

12

-)

POqo,

ro

we

have

Eq.(4)

Note
we

Po

qo

Po

qo

CI

ro

qo

Cl

rK)

M+iv

yields

that

these

equations

imply

ro

= Po*

= Po

Also

using

the

first

equation

have
P = MPo

Inequalities

(17)

can

then

be

=-M(Cl

rewritten

2
M

in

terms

2
(c I +

(18)

+ qo_
of

qo)

qo

- (M

+ V

Cl +

qo

) qoq%

<

>

(19)

J
Noting

that

cI

qo

mmst

be

cI

Also,

setting

_ =

V2/M2

real

we

= o_

' (19)

can

h(c_)

can

iB,

write

qo

=_-iB

be written

= o_ 2

2 _ok

(I+_)B2

_ ,_2

oc+ ,
Let_K

landmK2be

opposite
o_o_
to

sign.

the
Take

I or o_.

satisfy

(20b)

roots

of

h(ok).

O_ I<

O,

=_2>

Now
we

must

Since
O

then

h(-_)

O.

Hence

choose

such

that

<

c_,1

o_lOk2_O
to

satisfy
- _

is

the

roots

(2Oa)

we

between

>

(20a)

<,

(20b)

are

must

the

real

and

of

have

roots

Then

(21)

- 27
If

this

is done

Clearly,
found

that

then

it

this

is not

procedure

always

nmximumO<,lOCCUrS

guarantees

possible
when

absolute

to satisfy

=-MM__B
V

and

stability.

(21).
takes

In

the

fact

it

is

readily

value

(22)

which

is

less

than

zero.

Consider

the

case

CI

where

p,

o<+

iB

Pl

0.

Then

P2

2_
SO

that

p = O,

O<

0 and

(21)

cannot

be

satisfied

in

view

of

(22).

Suppose

then

CI

_Fo<+

iB

=- PI

-- [

(PZ

-PI M)

T
Substituting

into

(21)

and

(22)

we

e-'-_

Example:

We

P2

'The

consider

>

PI

P2

Z..

- PI M

2M

O.

Second

Bulgakov

here

a system

Problem',

References

described
0d

by the

[_2Chapt.

_: _+

and

are
Now,

constants
_

of

the

inertia

the

regulator
from

5]

the

_
of

equations

last

il(0r')

+ o _

the
and

(1)

"0

T 2 characterizes

2, par.

_" :

where

2V

require

.......

only

regulated
U and

object

K are

is

eliminated

equation

(c - KG2_I + (_._ G2U)-_-('I

using

and _,

positive
the

E,

G 2,

constants.

first

_O2)_- (2)

- 28
Defining

the

phase

xI

= _,

x2

=_

xI

x2

X2

=-

0_

we

(_

obtain

using

(i)

and

(2)

(3)

x2 +_

Xl

KG 2 )x I

( E

- G_

) x2

A_

-_#

G2 )

_=

or

(4)

_=

_(_)

_=

_x I +

_2x2

-p#

= z _

-p@

where
_I=T_

_'i =

,o<2=

_-

KG_2

U2

F2

iG2 U

E-

T2

Noting

that

c_ I and

c< 2 are

19

G2

-'-2T

positive

it

is

seen

that

the

roots

of

the

characteristic

equation
A.2+

have

negative

real

parts

and

IA,+

hence

o< 2 =

is

stable.

o
We

know

that

if

Let

B and

C be

given

by

r
>

O and

the

conditions

that

>

are

(s)

- 29
The

relationship

between

the

elements

of

B and

is given

by

Liapunov's

matrix

equation
t
A

po -2_2qo
"_<lqo
- tK2ro
or

P =

2<2

o< lqo

2(o_1

r =
We

have

absolute

BA

=-C

po-_lqo-_<2ro
I
:- [
p
2(go -P_iro )
/
_ q

qo

+ GK2ro

- ro

stability

(6)

Po

"%)
if
_t-I
-%-

P>d

.I_D

Choosing
we

as

sufficient

conditions

for

absolute

stability

c_ =

and

p_

have

=
<_

and

from

=" (qOro +

that

i _iII

i _2 _

(6)

qo

so

we

._p__ ,
2(2

ro

r
2=<1

p
2 <ICK 2

require
p

+0<2_

(8)
P

Also,

from

the

/o > O

condition

we

r(2

+tXl_2

2 =

require
!

>

G2

(9)

- 30
Noting

the

first

relation

of

(5)

the

first

equation
_i

Eliminating

p between

the

two

equations

in

noting

that

the
_i

In

terms

of

stability

the

second
>oc

initial

((9),

(I0)

equation

l_2(note

this

constants
and

in

(!I))

(5)

<

(8)

yields

(io)

: _I-_i

requires

implies

the

in

(8)
r

and

_2

>

0 we

have

(ii)

_L_O)

sufficient

conditions

for

absolute

are

>

G2

%
G2 U

E<-

o < _G2
T2
Example;

Gibson
Consider

element

is

and

Rekaslus

the

a saturating

closed

(12)

<

u .(G2U
T2

E_

_6]
loop

system

shown

in

fig.(1)

where

the

amplifier

r_

s (s+l((s+2)

fig. (i)

nonlinear

- 31
This

system

form

by

can

be

redrawing

treated
as

in

as

an

indirect

control

system

and

can

be

put

in

canonical

fog. (2)_

Y2

fig.(2)
We

have

then

y =

f-o

ot

to

y_

/-_.

t-J

-0-"
We

would

case

the

like

to use

'limit'

Lur'e's

equations

(-i,

theorem

I)

to demonstrate

absolute

In

stability.

this

are
2
-_

"

1_1_2
3

- l_lA2Since

the

ously

we

are

real

we

look

for

a real

z_2

1
2

1 : o

solution

to

these

e_s.

Solving

s in_itane-

find

_. =- ,,4_" - J
Hence

we

sufficient
However,

have

failed

to

conditions
note

that

we
in

show

absolute

cannot

order

stability.

conclude

to be

that

classified

Since

the
as

l_'e's

system

absolutely

is not
stable

theorem

gives

absolutely
the

system

only

stable.
must

- 32
by

globally

function

asymptotically

stable

is admissible

if

it

for

all

admissable

satisf!_._

the

characteristics

and

_.i_ree eoEdltio__s

o fo.-:0" o

+--_ _,(ry ,__

diverges

o
Hence

the

that

linear

with

the

unstable.

characteristic

linear

Hence,

= K_

c.haracteristic,

we

will

not

be

for

for

able

0 <

oo

sufficiently

is

large

to de moth-;Irate

admissable.

We

K the

becomes

absolute

system

_tability

know

by

any

means.
,(o-") I o"
5.

Restriction
It has

for

absolute

are

only

some

range

our

for

We

are

K.

_in

order

to

attempt

to

correct

thi3

the

_-O"

directed

less

than

>
toward

Ko

is

The

be

the

0,

of
J

_._,efact

._

found

lines

is

the

as

of
to

many

control

are

stable

only

replaced

be

for

of
0

systems
within

linear

<

asymptotically

absolutely

stable.

_
stable

Hence

we

interest.
some

those
_

conditions

tha_

techniques

system

extent

contained

and

by 0

which

are

be determined

can

by

sufficient

characteristic

classified

to

presee:ted

= K0 _ they

_ys_e_s

between

value

that

_(_-)

systems

the

readily

dlffi:_ulty

Ratio

admissable

of

characterics
plane

of

with

require

class

condftion(_-_(G-)

slope

we

a large

admissable

= KG _ is an

formulation,

the

. _
l_3_i:.ed
b2

i.eo,

out

of

being

se'_erly

reglo:_ of

_((_)

of

useful_ess

stable,

This

K <

the

rule

of

sector

is

stability

Since

obviously

the

that

of

0 <

to Fi_n_tene_s

seen

present

all

class

been

_(O _)

conditionally

analysis.
in

of

stable

<

for

by

completely
= KO'o
Q(0")
O-

linear
by

restricting

linear

<

in

In

other

K.

Our

the
the

characteristics
methods.

words
attention
with

- 33
The

approach

taken

is

to

select

positive

definite

for

all_

and_

(x in

the

direct

control

case)
We

to be

the

definite

direct

and

- The

Control

control

as before

positive

consider

Indirect

case)

system

but

to

only

for

indirect

system

of

require
a

-V

(S(x,_)i

function

control

cases

equations

we

in the

contained

in

direct
the

control

sector

l 0,

K_

separately.

have

been

using

to describe

an

indirect

(l)
_=

y-p
O

It

is more

We

define

convenient
the

new

here

to work

with

the

e_s.

in

a somewhat

different

form.

variables
@

_
Then

=_=A_-'_

(2)

= q(cr)

(3)

(I) becomes
D

-I

O" =c-o A :
t
where

We

choose

t
=

-I

C--oA

t
,

a slightly

_-

different

:o

where
The

and

modification

Differentiating

)= :

are

positive
of V

(4)

is

form

for

+_(_-_

the Liapunov

enable

1_.

-p_"

=:

:-_

function

x-)(=-: :) + _

constants.
to

+ c'o A

B:

-i

-I

v(_,

us

Note
to

that

obtain

(_

(4)

_ ()

t
t
_ x_(O" -_
c)

a convenient

form

t
= _-_
for

Vo

,_t

34

- =_(:-:

7) - _(_-7

_)

+ _

_Ce

A :

-v =:

- p

+ (_ B+

2 _,_

(B

t
"_ A_:

=_-B
_(_

_)

B/O

t
C

=_

t
x"

(B _

- o(,_c--_{

Q2

t
=_

- 1
2

_)

t
2

2_

B/_ _2

t
where

-_

A
t

and

we

have

quantity

used

the

_ (0"

2 _

fact

that

_)
K

c.

Now,

add

and

subtract

the

_(_I')

(_p+ 2=_ _ _2]

K
t
_o

where

We

= B

consider

only
sector

if

the

@ <
of

b -w_c-

the

case

K_'we

i
2

where
have

_ -(Y" plane

_
a
if

"%"__._((_'-

O,

term

(5)

_(O')
K

then

-_ which
the

_)

since
is

in

the

positive
brackets

last

term

definite
is

positive

is

positive

in

the

if

desired

definite.

and

- 35

first

approach

Eqo(5)

can

be

rewritten

(6)
From
C

which
>

it
and

is

seen

the

that

-V is

following

positi_e

Lefshetz

definite

inequality

Hence

these

second

are

approach

sufficient

This

conditions

is

essentially

the

_O,

k]

if

-i

K >_oC
for

sector

holds

2_

_p+

in

absolute

_o
stability.

generalization

(7)

of Lur'e's

theorem.

We

_t

(_p

+ _

_2
K

positive

definite

with

respect

to

(_,_').

=_

Take
t
m

diag

(AI

, ''',

(8)

An)

then
t

P(x,_')

= x

diag(A

I , ...,

...t _
+ _doX

_t
Add

and

subtract

J_p

K
2=k_

'

(x _

An)

+ _tx Jo
_t

+ _

_ +

t
_

(/_P +

2,=,_

q2

--

_) to P(l,(r)

P(x,_) = x

+ _<_oj_p + 2.<_'
E) _ + _ _ _o -V_ + 2_K '_ _ )
K

- 36
which

is

positive

definite

if Ai >

0 and

(9)
K
or
t

_-_c

v_p+

2 c_''

2
Hence

with

(IO)

the

Direct

A i _

system

Control

if we

is

can

Consider
x

a set

stable

in

a direct
A

of _i

the

control

- b

(lO)

select

absolutely

Zt

i = I,

ooo,

sector

IO,

system

described

k_

n which

by

the

satisfy

equations

(O')
(II)
t

_r=
Take

as

the

Liapunov

Cr

_(0")

function
t

v(x)

= x

/3

_(O')

Then

_t
-V -- x

_
x

_t
b

_
x

_t
x

b
t

t
t
=

_9

(c

t
C

+(b

- i
2

4)

/_

A)x

t
c/

t
where

e/

/3

(B b

and

subtract

the

quantity

(_-

t
c

, - _

_(_)

C x +

to

-V

c )x

(a-!

2
(_

c)

(12)

2
b

2
Add

- i_
2

Q
t

+c_

t
x

-c

t
B

_t
= x C

_t_
c
b

c)

2
2
+

!)@
K

(q-

R)
K

- 37 Then

-V

is

positive

definite

in

the

sector[O,

K]

if

we

make

the

quantity

(13)
_t_
+(_

I)

K
positive

definite

in

_,

_).
t

Consider

the

case

= _

>

first

approach

- rewrite

S(x, q)

(13)

in

the

form

(x, _)

(14)

_t

rn

(&-!2 c)
which

is

positive

definite

if

>

and

the

following

Lefshetz

Note

the

si_--p!est

way

to

insure

(15)

d-

_i
K

is

to

require

(d-

inequality

(15)

-i

7)

I
2

(_-

= 0

2
second

app, roach-

add

and

subtract

the

quantity

1 x

(_-i

c)(4-i
2

c) x
2

to

S(x,

@).

Then
t

t
+

_
i
r

a
t

t
-

(_-i

c)(d-i
2

c) x
2

holds

I
2

7)

- 38

To

make

S(x,

_)

positive

definite

we

q(x) =

need

make

x C

- !

(_-!

r
positive

c)(d -!
2

c)

(16)

definite
t

Take

then

Q(_)

can

A L _

diag

(AI,

.o.,

An)

be written

Q(x)

with

O we

= x

diag

insure

(A I ,...,An)+

Q(_)

positive

- I
r

definite

(_-

i
2

c)

by
=

i
2

c)(g-

the

elements

(cA-

select

_)

of

so

that
(17)

or

Let

the

system
A

/_

ct b i _

(ii)

= diag

be

= d-

in Lur'e's

(AI,...,/_

i
2

first

canonical

i
2

form

/3

so

At c

- I
2

(18)

that

)
-I

-_i

-i

-( n
4

-Mi = Re/'Xi < o

B =-I_J

The

(18)

can

Aj*

_
+A

be written

k.i
k)
as

the

dlag(

scalar

--A
1
2M 1

,...,
n

equations

'n

Z
J=l

+/_=_

Ak

*
Aj

+A

k = 1, 2, ...,

(19)

- 39
which
The

are

the

'prelimit'

'limit'equations

_k

equations

are

obtained

_j,

j=l

by

setting

_kCKk

+_k

Ai

= 0

CK
k_ *

tc

b/

2
K =

i,

2,

.o.,

(20)

t
m

For

the

case

S(x,

Q)

when

r is

= I
K

positive

Example;

set
We

+/3

definite.

equal
return

G(S) =

The

to

zero.

now

to

need

resultant

Hence

the

we

set

equations

(19)

problem

only

and

(20)

considered

- 1/2

are
hold

the
for

same
both

to make

as

(19)

and

(20)

cases.

previously

1
S(S + _)(S + 2)

-2

0_=
It

is

easily

stability

sector
(the

verified

is

[0,

(-i, l) y

K]

realness

= 6.

that
We

wish

Sufficient

of

_ i is

B %

to

linear
examine

conditions

imposed

-_c

for

- !

since

characteristic

the

the

absolute

are
the

At_
c-

system

that
h i in

it

for

be

this

maximum

possible
case

stability

to

are

allowable

select

real)

which

in

the

real

_i

satisfy

= 0

-T

2
Now

_t
c

_t
=

co

-I
A

(-i,

i)

-I
O

_=

O,

= -(I,-I/2)

0
- 1/2

(I,

K for

- 1/2)

-40Hence

we

must

satisfy

the

relations

2
ick2
3

- _i_2
3
or

since

ai must

the

only

satisfy

restriction

the

on

A I
2

9 2
2

A 2

the

A i is

o_[
2

that

ok

that

i
2

be

greater

than

zero,

the

inequalities
2
i
2

_I_2
3

o<
2

i
2

_I_2

$2

3
Select

c_
4

_2

70

i, then
2
_i>
2

3
2

_I_2

_ 2

3
or
_2

<-

3_I

for _I

>

_2

>--3_I-

.for._i

<

1 >..

3_

3_--2__---.3_---3
4

_4_2

for_2

.--_r

_2

<

- 41 The region of allowable values of (_

I,_2)

is shown in fig.

(i)

_2

-3

f
K

_egioL_ of

Clearly

the

region

tangent

to IQ_.

vanishes
To
_2

find

as

this

=-

o_

value

of

_i

the
we

limiting

solve

the

case

relations

91 =-

2 2_3
4

simultaneously

for _

2which

3
_

4 _-'_2

yields

12

f144

'
_

36

2
the

limiting

case

occurs

when

the
K

discriminant
4

vanishes

being

hence

allowable

where

points.

is

- 42 Wehave demonstrated absolute stability

Howeverwe have

in the sector [O, 4_ .

said nothing about other values of K since the procedure used involves only
sufficient

conditions.

In particular

enlarged by choosing _other

6.

The

Problem

The

discussion

the

nonlinear

the

system

we

conclude

within

the

system

is

This
of

of Aizerman
of

found,

that

the

last

by

system

= _,_ ,

absolutely
question

This

of

linear

has

only

one

Aizerman

originally

answer.

However,

for

has

received

n =

2.

al

In

case.

for

nmch
this

For

= 2

takes

been

attention,

instance
___ 3
the

by

In

stable

contained
by

to

other

the

Aizerman

_(O')

stable

in

the

large

can

we

sector

with

Suppose

be

words,

in

question.

a linear

analysis,

posed

element

conjectured
has

interesting

KO"

and

K<

_.

for_<
for

contained

conclude

l_,_]

regard

Can

that

the

to

a specific

system

being

nonzero

it

replaced

B O-?

x
b

an

asymptotically

originally

system

raises

is

is

stable

was

section

_(O')

means

the

lines

equations

where

is possible that the sector could be

than O_= i_

characteristic
is

it

the

that
shown

J is

the

question

that

problem

and

however,

additional

any

this

the
has

would
the

complete

must

be

between
have

i and

an

case

no

affirmative
Aizerman's

results

affirmative

conditions

(i)

integer

is not

only
an

_(xj)

answer
imposed.

problem

are

available

except

for

for

an

Aizerman's

exception-

problem

form
=

f(x)

_:x

y,

(2)

or

E qs.
Malkin

(2) were
[8]

originally
Malkin's

treated

by

Erugin

treatment

of

the

f(y),

17]

and

problem

is

Malkin
repeated

c
[8]

x
and

_s.

in Hahn

[9].

y
(3)

(3)
by

- 43

Krasovskii

[I0 3 considers

nonlinearities

Since

Krasovskii's

treatment

nonlinear

Case
we

functions

i.

We

obtain

is

will

be

given

appear
+

has

system

of

two

following

f2

(x)

equations

with

two

forms

f2(Y),

(6)

fl(Y),

f2(x)

(7)

If

fi(x)

is

replaced

(41

first

linear

hI x

provided

the

d <
we

y,

hI

into

O,

the
a

absolute

guarantee

the

considers

h2 _

(5)

f2(Y)

by

hlx

and

f2(x)

fl(x)

absolute

(8)

(9)

_b

"_,0

for

(io)

of

(41,

stability

Liapunov

conditions

stability

the

conditions

the

Krasovskii

= h2 x

- b

postulate

+ c,_<.

system

Routh-l{urwitz

O,

(4)

fl(x)

Hence

a subclass,

system

two

as

having

fl(x)+

corresponding

to

the

problem

= 2 and

satisfied.

sufficient

of

stable

inquire

with

fl(x_

and

Aizerman's

here.

in one

problem

hI +
are

problem

general

which

this

will

consider

the

a more

i.e.
of

are

conditions

(i0)

(4)?

function

(tl)
v(x, y) = (d x-by)

which

is

seen

inequality
and

the

to

of

note

with

respect

positive

(i0).

system

Also

be

can

that
to

v(x,
t

Note
be
y)

and

f x

definite,

that

if

integrated
_
using

_
(4)

if

b = O,

the

directly.
if x 2

b _

O,

by

variables
This

y2

case

virtue
of

(4)

is not
_o

of

the

are

second

separated

treated

here.

Differentiating

(i0)

- 44

= 2

(d x

- b y)(d

- b 9)

= 2

(d x

- b y)Cd

fl

= 2

(fl(x)

+ d x)(d

" b

2 (d

f2_

fl(x)

- b

fl

(x)

(d fl

- b f2Cx))

" b f2_(fl

+ b y)

f2(x))

(12)

So

that

V(x,

negative
of

5.are

Note

for

for

that
treated

satisfied

is

0 and

Moreover,

if only

and

one

of

equivalent

_(x,

y)

since

we

have

the
to

for

dX/dt

absolute

functions
e_s_

= 0

(2)

for

and
y

hence

V(x,

the

for

egs.

Case

2.

(5),

[1.0] points
(6)

and

Consider

e@So

sufficient

for

out

(5).
+

that

y)

The

f2(y)
y

absolute

V(x_

conditions

(3),

or

fl(x_

i.e_,

is

nonlinear

to Aizerman's

then

the

problem

similar

methods

lead

to

the

following

3.

Consider

corresponding

e_s.

to the

O,

stability.

!
2

_2

x2

b c

for

x,

(6)

In

this

Routh-Hurwitz

+d__-

_<o,

case

the

!
2

Liapunov

(b2

function

sufficient

the

is

taken

stronger

form

of

the

-b

conditions

inequalities

- f2_/Iz)_c
x

to guarantee

(13)

2
- .____cc)b
3
_2

>__ _>

asymptotic

(14)

y
for

even

Here

- b c)

not

results

conditions

f2(_)c"_'_

are

is

(7).

Case

y)

stability.

fl(x)
or

x = 0

= _.

Krasovskii

are

x _

seml-defimite.

theorem

problem

y) <

stability

in

x,
the

y _
small.

0
However,

- 45
the

additional

hypothesis

that

fl(x)

b x

function

of

is a monotonically
x,

or

decreasing

in particular

fl

along

with

Liapunov

(13)

absolute

stability

_..

The

(i5)

proof

is

based

on

the

function

V(x,

Case

guarantees

(x)

4.

y)

Consider

= !
2

'

e_s.

(_).

2 fy

fl- _bt ) - f2<t

+ d

Here

_.

O,

the

d-

conditions

fl_x)

f2(v)

for

x,

(16)

guarantee

Ex&j_ple
class

absolute

io LII_

of

third

stability.

Bergen
order

and

Williams

control

systems

have

verified

illustrated

-I

Aizerman's
in

fig.(1)

conjecture

for

the

(S+)%])(S+X2)(S+7_3)

Gl(S>

fig.(1)
This

system

is

described

by

the

differential

equation

coo

O_-:- (_i

If

the
=

nonlinear

KO _,

the

+_2

+A3)_

characteristic
linear

system

where

(_I_2

_(0-) = o

@(0 _)

is

KI <

found
K

<

to

2kl _3+_2_3)O

replaced
be

stable

by

the

_ +_i_

linear

(1)

2 _3C_"

characteristic

for

K2

KI

=_7kI_2)_3

K2

( _i

is

(2)
+_

2+_3)(XI_2+A2_3+)_I_3)-_

I _2

- 46 We wish

to demonstrate

the absolute

stability

of the system under

the hypothesis

that
KI< _

<, K2

for

0"_

(3)

O"
and

The system

is successively

@(0>

transformed

via the diagrams

in figo<2)o

s'

c2(s)

I
]

....
6S+

l)(S+

2)(S+

j=======_

L22J

__J

(a)
G2(s)
C
.....
(S+jB) (S -jB) (S+c_

(b)
xI

x2

fig. (2)

(C)

- 47 -

h_<_> =

f(_ ) " K2"

c_ =

+ S2

where

<4)
SI

$3
!

= Ssls2 + s2 s3 + s3 sl
I
=

Now e@.

-I

,_ 2 =

(2) can be written

as the first, order system

A _i + _
_t

--

O':-a

(6)
h(_)
_t

:-x
0

where

JB
\u

--I

11

I
I

Since

satisfies

(3)

we have

: kl

-k 2 <

h(O)
Choose

as a candidate

<

_o

for

: 0
for a Liapunov

function

--

f_

h_Ns

with

B =

<7>

io il
0

(s)

-$,B
where

p>

noting

O and
t

that

_" are

7_ b

to be

O we

determZ,nedo

Diffe_entlati_g

(8),

using

(6)

and

obtain

t
2
t

Now

so

defina

the

f_.-_.c'ti.on
g(G"_)

(-B

I. rA
:2

t
_)

by

that
2
for

0"# 0

and
The_-_$' can. be writ__en
t B

J. {

Since

-:_

is

the

ex_rem.e

intermediate

ll:_.ear

in

g((Y,_

values

of

g(ff ) to

values

we

A!I

_eed
be

Deslgvatlng

_'bt

+g

only._

B -

i_sure

that

_:::erta!.n
t:hat
t_e

matrix

-_
in

!, _'_
2

-_
Is

(9)

A):_+(iB

l.s

post.tire
by Q we

posi_.ive

_i = Qo

for

(3- =

q3

q4/

sem.._.def_ ......._,_
[_e

se_idefi_i'_e
_,ave for, g_'G")

f O _:

q3

For

at
all

= 0

[11},

- 49.where

ql

= _3

q2 :-_2

<2 - j _'A 2B)

= -E3c4[2 c_

q4

Matrix

Qo

if

following

the

is

clearly

positive

co:_.dltions

semideflniteo,.
a_e

1)

:t8 satisf:/ed

'.:

ql

>

2}

q4

_- O

3)

q2

is

satisfied

Cond,_t._.on

_
w.,._..,_
the

QI

is positi:_e

semidefinite

-F 2
which

Matrix

satisfied

equality

_3

3)

(12)

q2 >-- 0

q,_

-,':"*I,'_4

Condition

_3

is

"--

satisfied

8_'=_
sign

:if

16_2 >__o

(13>

if
(14>

( _42
_ _ _nd.t._....on
.......

Using

J_

becomes

-p
which

is

satisfied

w:[th the

4#-

equali.ty

sign

4>_

::1.5 }

if

,16_
f

Using

(1.4) and

positive

(16>

conditions

semidefi.nite

(12> and

(5_ are

satisfied.

Hence

-V

is

for

(17)
if

(14)

and

(],6} hold.

- 50

It

is

readily

shown

that

V_)

t
V_)

is

positive

22

>__ _

- 2

ok_0"

tr
=

From

definite.

- 2 o<

2 2

and

(8)

2
_B

(4)

=2c_Z

(18)

where
(19)

h2

: /h I

h3 _

2
h*

I
h

3
h*

h_

h3

h4

hI =

2_

_ _ l_2

I
22

2m_
h2 =

. c-_2

h 3 = -_i_3

h4 =

is positive

l)

definite

hI >

if

23

and

only

if

>o
3) I_1 > o
These

conditi6ns,are

satisfied.

v(_)
In

order

to satisfy

the

conditions

Note

also,

that

o_ as
of

since

}{ is

II _ II _

theorem

5,

it

positive

definite

oo

must

also

be

shown

that

the

surface
t

F(I)
contains

no nontrlvial
_O'

of

the

system.

to'

half
t)

=-VG)=

trajectory

<t

(20)

- 51

In order

to

investigate

the

nature

of

the

surface

(20),

-V is written

in

the

form
-V = _

(A

4ok 2

x2

A) _

g{O"2

Re I

O_2

Re

( - B

xI

(-I

(-%-2Ok_lj/8)

+
Viewing

-V as

negative
in

at

this

linear

the

end

domain

if

function

points

and

only

of

of

the

g and

having

permissable

shown
domain

AT

2_*

jl

B_i_x2

2(-I-_k2)_3x3]_

that
of

i
2

-V is

non-

-V can

vanish

if
X3

(21)

and

x I) +

(-,_

where

in

the

use

of

the

the

relation

last

fact

condition

that

x3 =

we
Oo

have

substi_ted

Also,

xI

since

=__C_-_

for

X2

_t

o (b)

)x2- _
J

using

(5)

condition

and
(b)

have
leads

made
to

(22)

x2
t

But

direct

and

hence

true,

we

can

is

to

substitution
condition

that

is

say

that

remain

on

xI =

i.e.,

there

(_)e,ls

(3"=

-V

of_(21)

this

if

be
-iBt

surface

condition

and

" iBx I , x 2 =

must

(22)

a _ecessary

insures

and

only

if

it mmst

iBx 2,

constant

such

(b)o

the

+al*

that

- ,_k
of

satisfy

_iXl

O" =

consequence

x3

iBt

into

Hence

and

(from

x2

(b)o

_=
(6))

shows

two

O.

that

The
are

O-vanishes

converse
equivalent

Thus

if

is

also

and

solution

- 52 Since the exponentiala are linearly

Hence all

7.

independent and_i

of the required conditions are satisfied

is absolutely

stable for admissable _.

Some

Theorems

of Popov

Indirect

Control

Popov

t12]

consider_

_ = O.

and the system of fig.(1)

a system

O, we require

in

the

form

(O_ )

(i)
t

This

representation

used

previously.

of
To

an

see

indirect
this,

control

the

O" =

last

system

is

equivalent

equation

of

(i)

_(0")

is

to

those

we

differentiated

have

and

we

t
:

(2)
A

- p

Let
of

A_

As

Also,

The

iw
The

let

I _
scalar

sl

- A'so

A be
0 for

that

stable,
all

function_J(t)

I As
"i.e.,

and
is

its

hence

The

_urier

transform

off(t}

the

characteristic

eigenvalues

Aiw

defined,
= _

is

equation

have

negative

real

parts.

exists
by

At

t
_(t)

(3)

is

oo
-iwt

N(jw) =

dt

V(t)

o@

o0
=

'b

= -c

A[_ e

J
o

- 53

-I

NOW,

there

Jordan

is

normal

a similarity

transformation

such

that

= S Ao S

where

A o is

form.

Then

So

that
t
N(jw)

In

addition

introduces

the

-I

Aiw

(4)

function
G(jw)

= N(jw)

(5)

jw
It

is

part

readily
of

the

shown
system.

that

G(s)

Taking

is

the
S

actually
Laplace

x (S_

the

transfer

transform

= A

of

x (S)

fdnction

of

the

linear

(2)

(6)

(_)

s o'(s_ =_
from

the

first

equation

we

A :(s_ - p_(S)

have
-i
(S)

_s_

- A
S

Then

from

the

second

equation
t

-I

so-(s) =- c

A As

= _it

= -

%)As
-i 1: +p]
t

o'(s) = r_[t

-i 1:-_
SAs

As _

I: +_]

P-f

Q<s)

_(s)

_(S)

O'(S)

From

(7)

desired

it
to

is
show.

seen

that

G(S)

is

the

-I: t A: I -b

transfer

____
S

function

Q(s) = - c(s) _(s)i

between

and

-0_as

it was

(7)

- 54
We

state

First

Theorem

system

(I)

the

following

of

is

Popov

that

two

- A

for

theorems

sufficient

some

Theorem

determined
x,

of

by

Popov

means

plus

of

- If

the

_(ff _ dff " then

(i +

iwq)

the

q and

V(x,

exists

a q

real

of

the

)of
_

absolute

all

G(iw)_

stability

function

there

for

number

absolute

a Liapunov

Popov:

condition

nonnegative

Re_
Second

of

the
O

stability

w we

of

have

(8)
system

form

such

(i) may

be

"quadratic

that

in

(8) holds.

o
Note
is

that

necessary

the

first

second

if the

theorem

obtained

theorem

criterion

can

be

is

an

theorem.

the

the

have

interesting

of points

response'
from

if

quadrants
it
the

is

previous

satisfaction
sections

a broader

geometric

of

are

sufficient

the

there
of

such

origin

the

first

satisfied

condition

theorem

and
than

hence
those

of

the

criterion

of

Popov's

_r

Re G(jw)

v(w)

wlm

(u,v)

in

'modified

is

that

the

(9)

G(jw)

plane

of

(u,v)

phase-amplitude

is called

the

'modified

characteristlc"(M.P.A.C.)

theorem

the

of

interpretation

u(w) =

u(w)
Hence,

that

Let

locus

frequency
We

of

considered

and
Then

implies

previously.

There
first

the

a
(u,

straight

line

v)

or

plane

the MoP.A.

the

+ q

Cn

investigated

is

v(w)

_--

situated
it

"on
system

is

either

on

the
is

O,

the

right"

_
in

coordinate
of

absolutely

0
the

first
axis,

this

straight

stable.

and
an

the
in

line,

third

addition
then

- 55

M. PAC

figo(1)
Proof

of

;:Be __:_O

theorem,

can

be

found

in [2_[4]

or

[ 2]-

i
I.
I
i

The

is

Liapunov
The

Function

general

(see

[_

form

98]

and

of

Popov

of

the

[4,

.e

Liapunov

po

36]

function

mentioned

may

also

be

written

in

the

will

now

show

that

Differentiating
t
t
-V

= x

(-A

to

have

-V at

theorem

+_Y

_ +13_(_)

(1)

_)(_ _ _)+ _"(_)+Cq

least

positive

semldefinite

(2)
we

nmst

have

(2)
2
B-B

A)

+@(B
_,

+ x

(B

b
t

b - c_c-i

- c*_

c- !
2

c)@

t
c)

2c_b_O-

_t

second

form

v(_,_)= _ B _ +=(_-_
We

the

v(_,_)= _ B _ +c_Cr
which

in

- 56
t

-v=x

_t

x + /_p

+x

_t

ao_

+_o

2K

_'(y

_ a__ (_f
air

xJ

(3)

t
where

no

b-

(!

B A

+ _'c)

2
-C

At

_t
(x

Also,
t
(0" _

x)=

c-/O@)f

0"f

(A

x-

@)

_t

Since

-V

is

arbitrary

to be

small

at

least

number

positive

and

semldefinite

-V must

be

in

(x,_)

nonnegatlve

when

we
we

can

make

choose
the

an

transforma-

tion.
2

x --_ x, _--_o",
(clearly,

if @

is an

admissable

function

_z@

_ ---_ _ _

is

also

admissable_.

We

obtain

t
V
Now

is

nonslngular

and

=-

hence

fax

for

O(

and

f _

O, _

the

sign

of

and

x arbitrary,

we

have

_'f

arbitrary
Then

in

0.

sign

Moreover,

of _.

finally

(x,O')plus

Hence

we

have

/_/%

for
we

the

small

must
most

have
general

V will

depend

on

the

of

form

Oo

Liapunov

function

the

"quadratic

(_') #/C_"

o
t

V=x

0<(0--_

-_ =_C_
Furthermore,

for V

+
to be

/3/0

positive

definite

t
Xclo
we

_)

(4)

_ (o-)
t

+_

require

o _

besides

2 _,_"
>

0;=_>_.

(5)
O,

/3>0

/3>_ 0,=_+
Let

x-D(_-_

O,

the

substitution

_-dP_,_r

", _-=_

2
@

2
yields

V _Wk_"

hence

=k>

- 57
Let

V_62/$

0,

_(O.),
If

the

we

substitution

hence

botho(,/_

Note
The

/3 _

0o

-- 0

-- D,

have

used

the

x --_2x,

for

form

<4)

O'--_2_

0 and

in Sectlon

", _ _

(Y'_

0,

hence

b_

the

yields

/_ _

0o

_E).

PopovTheorems
Direct

Control

In

this

case

we

consider

a system
x

described
=

-b

differential

equations

_(_)

t
=

E_s.

(i0)

are

the

same

as

(I)

except

_ihat

<l)

_ =

Oo

We

have

the_

IW

and

Popov's
The

first

second

theorem
theorem

holds
holds

with
also

this

but

modification

with

of

respe_tto

G_iw>o

Lur'ePostnikov

Liapunov

function
t

constructed
Kalman's

as

in

section

5"

Theorem

Kalman

introduced

the

following

definitions

_e

system

is

said

to

be

_1

'completely
Note

that

said

to

controllable'
_t
c-- _I _
is Nhe

if

for

transfer

fixed

and b_

furor!on

As b

between

=- 0 only if c _" Oo
_t
and c
x
The system
is

t
be

"completely

observable'

if

for

fixed

_
c,

and

0 only

if

i-=0.
According
-(A, b)
t At

pair
(c)

proper

_
A

completely

to

Kalman

I13]

the

following

statements

are

equivalent

2
is
_

completely
O

for

- invariant
obsBrvable

all

controllable,
t implies

subspaee
if

and

of
only

x
Rno
if

(b) det[b,
=
He

O,
also

(A t, c)

<c_)

A
b

adopts
is

(A)

n-I
b, ooo,A

does
the

completely

not

b]

belong

to any
t

definition,(A,c
controllableo

_ is

the

In
terms

the

of

cited

two

paper

Kalman

parameters

wr[tes

58

Popov's

inequality

in

a modified

form

in

_,/3

(1)

_e [ (2_ _ + i_G<Jw)] __ 0 _or all realw

and
He

some
then

pair

=_-

proves

Theorem

O, /_ __.O,

the

o<

/'_

O.

following

- Consider

the

system

<2)
where

_" _

O,

observable.

A is
We

stable,

seek

(A,

b)

a suitable

i.s

completely

Liapunov

and

function

:t
_t )

(A,
of

the

is

completely

Popov

type.

fO"

C3)
o
(A)

and

function

Suppose
function

(i)

Re

(6_
The

There

constants

to define

V.

and

satisfies

_)

occurs

if

which

:for

assures

_)

either

__

which

admissable
(B)

any

admissable

Liapunov
only

the

if

O or

_<

only

at

these

<herce
of

conditions
stability

and

values

V :}is a
=

of

Liapunov
(2)

for

any

holds.

preced:ing
absolute

b)

stability

(I)

assures

the

of

of

Then
(I)

equality

if
sign

is

and

a Liapunov
only

if

in

w where

-i
Aiw

is an
o< ,_

'effective'

whose

existance

procedure
is

for

requ:ired

computing
are

Vo

preci.sely

t/hose used

in

(3)

- 59 COMPENDIUM
OF EXAMPLES

Example

I_

Let

The

us

rolling

_14]

Aircraft

consider

motion

the

_,_ntrol_ S_stem

fol!ewing

angle

5=

aileron

deflection

_=

in,put

input

to

K3,

is described

by

the

the

nonlinear

=-

autop_1ot

se_-o

control

the

autopilot

physical

constants.

Is

bv

K4

amplifier,

system

and

_.
and

to

TI,, K1.a K2_

Yl#
the

automatic

banking

II

and

aircraft

amplifier

K2

:
is

_1_;

K3 _

described

_=

_iven
-

K4

_;

by

F(e),

where

_F(-.)
By

the

following

change

of

_- 0.

varlable_

xI

I
TI KI

x2 =-

+
T I

I___$ ,
TI

x3

I
TIKIK3

TI

K2

dx__i
d_

, _

KIK 3

K3

xi

K4

, and

f(x3)

=
TI

F(_),

where,

- 60 the system is transformed into the equations

xI

= . xI

+ f(x3}

x2 = - flx 3 } ,
x3 = (_The equilibrium

position

I) xI

_x 2

fly

rf(x3_o

in this problem is not a point a phase space

but is described as the condition of steady flight.

will

That is,

the aircraft

continuously with any small steady banking angle within

some

threshold zone without any action on the part of the control system.
the equilibrium

conditlor
xI

is specified

= x2. = O,

:in the following

[ x3 I<

a
TIKIK 3

o,

Thus,

way:

, or

,when
K2

f(x 3 )

Ix3 I

for

, and

TIKIK 3

x3f(x 3)

In

order

we

choose

to

study

the

the

following

>

Ix3] _

fo_

stability

of

candidate

x12

for

B"
2--

the

a
TIKIK3

equilibrium

position

a Liapunov

0 <

_<

i,

function:

2/x3

for

f(x

dx 3

where

If

>

O, V

(i - _)

is negative

Xl 2

f2(X3)o

semidefinite.

If

Ix31>
TI

is

positive

respect

to

the

definite.
equilibrium

Therefore,

the

"dead-zone"o

system

is

a
KI K3

asymptotically

stable

with

- 61 If

>

I, we

choose

the

Liapunov

fu.nct_on

as

x3
V--

-i
2

12

__.x22
2

+/
o

f(x 3)

dx 3,

where

v =-

<_- l>

f<x3> - Xl]2-

<r +

l -_)f 2 (x3_.

Thus,
if

is negative

Ix3 I

the

>

semideflnite

a
TIKIK 3

equilibrium

In

"dead-zone"

if

r +

summary,

as

i _ _

the

, and

system

is

positive

asymptotically

if one

of

definite

approaches

the

following

is

true:

TIK2

(I) 0<
(2)

=
TI K2

linear
frame

and

the

feedback

satisfies

deals

with

servo

vertical,

the

points

signal.

the

K4

r =

K4

>

TIK2

7q'_.
3 >

wheel

the

connecting

and

Automatically

example

front

>

2, [152

This

and

KIK--

K3

Example

K--T

of
The

Let: _

angle

be

the

contact

Bicycle

automatically

control.

of

nonlinear

the

O.

---K3

Qontrolled

an

controlled

be

the

between
wheels

angle
the

and

characteristic

bicycle
between

front

with
the

wheel

the

plane,

f(_)

of

the

bicycle

and

and

a non-

(3"

line
be

servomotor

following:

(l)

f<_)

h=

, h > 0

or

(2)

f(O')

is a

0"_ 0.

continuous

saturation

type

function

where

_'f(_)

>

O,

- 62
Our

problem

is

of

a bicycle
First,

is

to establish

which
we

is

stability

controlled

conditions

by

for

the

undisturbed

motion

a servomotor.

consider

the

stability

of

large.

The

system

described

sufficiently

is

the

bicycle
by

when
the

the

rolling

following

velocity

equations_

_o

m O

x=

w$

G'=

of

m,

the

n,

p are

front
Let

means

us

of

now

NI =

reduce
_

/L

and

a,

E,

the

N2

m G_)_

constants,

wheel,

pW_-

f(O _') ,

(a

where

is

the

G2,

G2

_E-

(N

N are

of

the

control

the

equatioDs

to

the

normal

l/vr_s

N3

N I

=N2,

N2

= b21

NI

b22

N3

= b32

N2

f((F _) ,

N2

b23

N3

h2f(0_),

pG

gyroscopic
system

system

pG2}]

characteristic
and

parameters,

Cauchy

x,

and

moment

form

by

the

V/'_t:

2
O"

where

= PINI

the

through
equations

new

the
to

P2N2

coefficients,

change
canonic

of

P3N3

bij,

variable
form.

Let

-(N

Pi,

h,

are

formulas.
)_I'

f(O'_)

to

the

related

Next,

_k2,_3

be

we
the

reduce
roots

old
this
of

= o.

coefficients
last

set

of

- 63
The

canonic

transformation

is defined

where

it

equations

is

assumed

assume

by

x1

b21
H(X_1.)

N1

x2

b21

NI

x3

NI

H(_)

the

_.__.._1 N2
H _1)
A2

b/32
h3

h 2_k

b23h 3,

_2-

In

terms

that _i_=

N2

I
h3

N3

of

b23
H _)

N3

b23

N3 ,

the

new

variables,

the

canonic

form.:
xI

=_iXl

f(0")

x2

=_2x2

i(O')

_[O_)

/'_ IXl

1 +

/_2x2

f(O')

where

_(0">
R

A2

<N +

- h2P 2

- __@_i
A2
-hi

- _t_
t'k2 __k I

df,
d_"

pG21

- h3P 3 ,

+AI

P2

b32_3_

+k2

p2

b32_3

and
nW
7_I

Let

us

specify

the

+_2

,AIA2

b22

stability

stability
with

- M

condition
nW

The

--

with

respect

respect:
to N I

to

_ N2

the variables
, N3

Thus,

(1)

O.
x I, x 2,
the

x 3 also

problem

is

to

guarantees
choose

- 64
the

control

f(o'-)

in
We

and

system

the

above

consider

R(_2)

class

the

constants

a,

will

E,

be

following

G2

, [_ , N

such

that

stability

for

any

guaranteed.

positive

definite

V-function,

R(2kl)

and

O,

2
1

2
xI

2ala2

2 _iI

xI x2

2
a2

7kl +_2

2
2

2 7%2

O"

f
O

where

(0_)

of V with

is a nonlinear

reference
V

= -

to

the

(alx I

positive
canonic
+

function

equations
a2x 2

of O'.

time

(O_)

)2

derivative

is
f

if
2ala2

The

2
al

and

/%2

_-_

a2

2ala2

/_I+A2

Finally,
the

the

control

system

]_2

and

stability

inequality

bicycle's
constraints

The
velocities.

(i).

velocity
on

author

the

criterion

is

parameters

by

/_i/_i

The
for

above

the

control

in reference

to

the

limiting

of

the

choice

of

inequalities

_2/_2

>

inequalities

existence

_2

reduced

the

2
_a/

of

O,

place

a stable

>

O,

lower

limit

motion,

along

stability

for

on
with

the
other

system.

[2]

also

considers

arbitrary

small

- 65

Example3, [16]
This

example

autopilot.
region

The

of

the

and
is

formed

system

with

with

system

with

not

may

of

the

be very

function

following

to the

system

=-a

is

all

the

a linear

coefficients

which

The

of V"

the

are

positive

The

the

trans-

form.
perturbed

motion:

transforma-

thus

concise
for

the

system

and

an

author

of

simplified

choice

with

determine

where

the

equations

airplane

a succession

in a more

of

an

difficult

by
for

be written

of

functions

equations

reference

actually

motion

the Liapunov

a Liapunov

"simplified

consider

of

unperturbed

perturbations

chooses

may

an Autopilot

the

construction

governing

then

system

We

deals

permissible

simplifies
tions

Airplane

=
-

(b 1
b

- b y)_:

constants

c_

The

,
first

transformation

substitution

xI

= x

= a

, Yl

= Y'_I

==_

/_ y

which

transforms

properties
to

the

of

c
the

both

canonical

, y_ =
above

systems

system;

system
are

it

into

, b_ =

a canonical

equivalent.

system.

Another

The

stability

transformation

is applied

is deflneddby
2

I =
where

A,

formed

B,

i,

D depend

on

system

is

given

=
the

xI

original

(Yl

Xl_l-

constants.

The

final

where
second

fl

- c_

contains
and

higher

I +

)(i + A%l) ,

form

of

the

trans-

by

N= al 2 + a2# N + a4 2+ fl
51

D_l

f2

(_'

third

and

higher

order

terms.

I),

N'_I)'

order

terms

in

, _

and

f2

contains

- 66
Let

us

consider

the

following

candidate

for

a Liapunov

2
V

In

the

there
of

points

V with

>

which

and

i
2

motion
points

transformed

is

N2

two

all

the

These

where

system

is

(#

#,

conditions
when
3

_ I2

al
2c

<

=
O.

the

, N,_I)

'_I
of

of

a = O,

then

(I)

that

in

conditions

possible

cases:

he shows

+_i

or higher

in reference

the

(i),

order

motion.

author

considering
case

N-

unperturbed

2 +

satisfies
of

O,

The

the

this

al( _

third
V

to

-a4)

O,

The

time

derivative

instability
if a I

where

is

Thus,

(a I

of

respect

In

neighborhood
are

where

function:

"

Liapunov's

or

when

O,

motion

will

bI

the

bl_

unperturbed

theorem

instability

continues
O,

not

the

be

satisfied

O.

stability

and

on

(2)

discussion

_0,

is unstable

by

bI

by

O.

considering

2
a V-function

in terms

of

In

he

that

the

this

case

case

(2),

totically
Xl,

Yl,

chosen

stable.

In

unperturbed
he

first

a new

coordinate

system

for

this

system

is very

complicated

polynomial

terms.

terms
shows

4,

This

and

that

[17]

the

concerns

given

describes

it

can

be

of

a study

equation

below,

system

Class

differential

fact,

; namely,

into

Berezkln

In

Zl

Zl

exponential

Example

shows

x I, Yl,

wfth

is

the

shown

motion

that

is

transforms
x2,

Y2,
and

From

Feedback

stability

a discontinuous

a definite

= xlY I -

the

but

equations

The

made

this

/2c

stable,

z2"
is

_I

Liapunov

up

of

Liapunov

no___!t
asympin
function

integral

terms,

function,

stable

Nonlinear
of

class

certain

of

Control
the

Systems

solutions

characteristic.
of

nonlinear

problems

on

This

feedback

optimal

of

a third

equation,

control

control

order

lead

systems
to

- 67 systems of this type.

The stability

a parameter K (the transfer

of the solution

coefficient).

is attained by increasing

It is shown that for a large enough

value of K any operating regime of the system passes after a certain

into a "slipping"

state.

time

Hereby the dynamic error of the system becomesless

than any given number.

In this report we will

state the results obtained in reference [41 .

the proof of the main theorem is very lengthy, we will

not repeat it.

Since

In one

part of the proof the authors of the paper use Liapunov theory, although the
main part of the proof is based on other techniques.
Let us consider the differential

equation

eOI

x
where

K is

argument
0

order
wise
the

F(x,_,_,t) +

a positive

in

_-_ t <

the

oo,

region
The

in
first

Ix I _. _
above

third

The

Ix I

bounded

derivatives
continuous

constant.

region

is

Kx sign x (_'-_(x,_))

in

<

t for

second

and
order

'

fixed

x, x, "x', t.
and

function

The

is

continuous

I_ J _
x, x,

function

order

_ x I W.

x,

CM)

and

is

derivatives

has

in

all

of

_ _

_ _

continuous

continuous
with

O,

first

and

respect

its

has

to

piece-

x and

in

_.

differential

equation

is

equivalent

to

the

following

sys tern:

Let

us

and

F(x,

(a)

_,

-- -

impose
y,

the
z,

I 2F(x,
/

--

F(x,

y,_,_:)
following

Kx

sign

additional

x(:_-

(ib (x,

restrictions

y))
on

the

t):

y/e,

_/_,_e)

1- _"

A(x, y,__)

functions

_(x,

y)

- 58
for
of

sufficiently
their

small

arguments;

values

of

and

where

and

B are

continuous

functions

and

(b> _b(o, o) = o

, _(x, o)

x < o

- q x, o)j

for x _

0 ,

o,

+oo
An

example

bounded
c

and

in
d

t for

(Proof

__- t <_

not

conditions

given

bounded

K o such

initial

value

satisfies

filven

that
lies

for
in

(a)

and

is when

Any

linear

will

is

linear

function

satisfy

(b)

if

_
c

In
third

The
make

reference

and

fourth

(b) be

G of

the

every

G will

satisfied,
phase

and

space,

K o,

satisfy

candidate
for

the

for

Position

Control

15],

FalIS_dQ

order

systems.

any

after

z and

cx

and

is

dy
<

let

there

>

exists

solution
some

of

the

instant

of

Oo

Then,

Oo

for

a positive
above
time

system
the

whose

condition

Systems

and
The

Ezeilo

discuss

the

order

system

second

stability
is

given

of

second,

by:

2
- aI y

a2 x

function

system;

is

namely,
2

2V

y,

y,

a Liapunov

linearlzed

x,

<

/ x(t)I< _, }y(t)I< _ , I_(t)t< e

Example 5, [18]

in

here)

(a) and
region

(a)

oo

satisfies

Let

number

F which

constants,

Theorem

the

of

a2x

2
+

- _

the

(a I y

usual

choice

a 2 x)

y.

which

one

would

- 69

which is positive
of

definite

if

a2 _

O.

The

corresponding

time

derivative

is
2
V

where

for

_ =

0 we

(asymptotically

The

get

stable

aI

third

- alY

order

- _

the

(a I y

"linearized"

in

the

O,

a2

system

large)

is

result.

we

Thus,

for

stability

require

0 and

6_

defined

2
Y

a 2 x)

by

y=_

;
=
The

Liapunov

- al_

function

a2Y

- a3x

-&(a

is a quadratic

form

given

(x,

2Y=

2 y

.2
a 3 x)

Ki's

are

chosen

such

and

f2

are

to

resulting

and

where
The

fl

that

be

is defined

perfect

k3

as V

squares

in one

- fl(x,
or

mote

(R

y,
of

one

can

see,

is

aI

aI

z)

the

f2(x,

variables.

alY )

+___i
a2

a3

As

;z

are

V" =

a I y).

y .

k2

2
2V

by

0
The

(_

(ala 2

- a3)

(ala 2 - a3)Y 2 _

positive

O,

a2

a 3 x)

a2

>

(a 2 y

a2

definite

>

a3 _

O,

a3

O.

e(a2Y

and

V is

>

0,_

a 3 x)2
negative

0,

(_L+

alY ).2

semldefinite

it

y,

z),

- 70 Therefore, these are a set of sufficient

conditions for asymptotic stability

in the large.
The

fourth

order

-a 4

system

is

-4(a

The

quadratic

a3 y

3 y

a2 _

a 4 x) 2

(w

aI w

aI

a 2 y)

form
x

2V

(x,

y,_,

w)

is

taken

form

as

the

specified

Liapunov
in the

k2

k8

k9

0kl

0k5

k
k63

klo
k7 1

k4

function.

previous

The

Ki's

example.

are

The

chosen

results

such

that

V has

the

are_

2
=

2V

all

a I __ +

(a 2 -

a3/al

y_

A4

y2

aI

a 4 A4/a3

a3

t
_

a i_

a I a2/a3

q
+

_
4

2
a3
aI

al2 _
2

(a3 y

a 4 x)

2
y

(a I a 2

- a3/2)y _

- 71 where A4 is the fourth Routh-Hurwitz condition.

stability

conditions evolve:
aI

O, a2 >

aI a2 -

O, a3 _

a3 _ O, & _

Example

6,

In

[19]

this

Malkin's

than

example

method.

compared

method

Nonlinear

with

gives
that

of

that

method

an

n-th

canonic

(a)

=A2x

is

f(O)

= O,

the

selection

of

the

stability

obtained

by

this

method.
of

the

It will
region

as discussed

consider

a second

be

of

is

describe

f(_)

the

system

method

and

in

will

Malkin's

stability
to

apply

in Example

7,

are

'

constants

of

of

the

feedback

the

characteristic

the

_2x2

system,

element,

and

restrictions
and

is such

>

for

O-_

0 is

f(_')
placed
that

problem,
)O _

- matrix

that

easier

system

characteristic

The

asymptotic

in [19]
order

seen

continuous

f(_

for

, - r f(o _)

control

mechanism.

initial-value
(b)

/_iXl

roots
the

which

=AlXl

are

we

System

system.

equations

and/32

f(G')

Below,

order

characteristic

Malkin's

system.

_1

control

by Lur'e's

but

consider

of

obtained

asymptotic

Lur'e,

we

position

of

given

estimate

order

/_i

region

be

conservative

an n-th

where

will

Control

a more

to

The

The

O ,

4aI A4 .
2
a3

Automatic

a method

0, a4 > O, A4 _

0 ,

2
(a3Y + a4 x) <

be

FromV and V the following

0.

is
on
the

the

f(C_)
system

system,

hi

0 and

coefficient,O'gives
function

are
the

of

the

are:
has

a unique

solution

to

the

The

Liapunov

function

is of

the

where

is

positive

a hermitian

definite

it

also

such

that

= I
2

f((_')dO"
o

positive

definite

quadratic

is necessary

to

select

!
2

(ATk

and

form

_t
V

- 72

the

form.

suth

that

+Tk t A)

In order
the

definite.

.Chg0se

With

)
r

negative

_"

where
matrix

6 1

:_
the _

and

defined

&2

definite

-E9

- matrix

in Malkin's

positive.

by

e
where

thus,

matrix

_A.becomes,

Matrix

this

last

requirement

adds

are

by

t
i

defined

matrix

_t
g
positive

matrix

-V

<e

is

to make

>

be

of

r
method

is

to

the

a symmetric,

form:

positive

definite

only

that

- 73 The column matrix _

is defined by:

If

the

following

condition

is

fulfilled,

the

2/

equilibrium

2 "

solution

is

asymptotically

stable:

"

70
r

or

E
The

2_I

constants

maximum
is

61

--

and

stability

6--_
2are

region

arbitrary,

for

2 ;-k2

thus

a given

form

the

above

of _.

inequality

will

In _,_] , the

give

following

a
region

obtained:

/_I

<

rl-kl

/_2

rTk2

/g2

<-

( /'_1 <

rA2

-- 7k2

O)

/_I

(fdl>.,

0)

A1
Also,

in

Example

7,

In
The

[19]

, this

[19]

this

example

canonical

region

is

N-th

Order

we

consider

equations

compared

Case

_3, _

respectively;

are
k

is

Example

obtained

by

Lur'e.

the

th

f((Y )

CY" =

_,

results

order

case

corresponding

to Example

6.

are
X

where

of

with

column

_x

matrices

a diagonal

of

matrix

__

f (0")

n-th

order

containing

with

elements

hi.

The

elements

xi, _

characteristic

i, ei
roots

i,

_ 74 _
J_i,

are real,

negative and all

different.

Then (as in Example 6) we take the

E9 - matrix

_ i>O

are

arbitrary.

The

of

the

form

,,o
where

to be

and

go

o)

o%

" "'_ "

" (:n

matrices

used

k),

in Malkin's

method

are

defined

by

ai i =

sufficient

, alk

i/Ai

condition

for

(i _

asymptotic

gi

stability

of

E i

/_i

2Ai

the

equilibrium

_0

Expanding

this

determinant

gives

the

The

maximum

region

of

asymptotic

following

stability

position

is

that

inequality:

given

_n

by

this

inequality

is

(_i<o)
/%i

<"

Ai

,
_

k{
where

These

conditions

Example

8,

i,

..o,

; i =

apply

_9]

to

the

N th Order

I,

oo.,

case

of

Control

- i,

k <

_k<

I,

rea____l
neRative

- 7%-k (r

- Ak

.o.,

(4 i_ o )

- Sk)

; Sk

7_

rootso

System

In

this

example

Komarnitskaia

equation

has

complex

conjugate

negative

roots.

considers

roots

with

the

negative

system

whose

characteristic

real

parts

as well

as

real

- 75

Let

/_i,

xi,

i,

...,

(j = 2S +
In

this

case

/_i

(i =

n)

be

Malkin's

real

o..,

be

complex

also,

takes

the

6 i _

previous

....

....

....

....

V
The

elements

of

arbitrary.
and

the

_ii

its

A
=

and

Re(_i)

....

same

<

derivative

....

-2_+

i . .

....

function

-26. n
is used

matrix
O, _

(A

as

in

(0_)

-r

(0 _)

3,

5,

are
ii+l

= -

i = I,

Ai

&i

o..

i =

2S +

i,

.o.,

Ai

We

shall

_ik

x
k+l
Then

we

O.

write

xk

have

uk +

=u

Uk+ I i, _k

-u
k

k+l

the

is
t

_ii

other

Oo

....

Liapunov

7_i+

all

xj,

- _S-I

- 62 s "I0

The

time

t
x_

_j,

....

O,

examples

<

pains,

form

are

7kj

where

let

conjugate

....

2S)

numbers;

_) - matrix

"

-e

i,

i,

_k

=9
-k+ i

wk

_k+l

-x'
v k+l

k=1,3,...,2S-i

2S-I

/_j

2S-I

V="

2
(Uk2 + Uk+ I )

_-k

,k

x_

k=2S+l

k=l, 3
II

xkf (0")
k=2S+l
s

_" _("_'2k-I
k=l

2k-I

"

) U2k-i

7_ 2k_l+_2k

+ _2k u2k7 f(O')

"7_1

2
-

The condition

for absolute
_I

61,

stability

(0 "_)

becomes

.,

o,

,o

..

oj

_"1

_'2

_'3

"k

Where,* i

g I

_ i'

_n

Bn

_*2

,, 9:

g.

_'3"

2_k n

or

2
_1_

2
+

_'2

_s
E 2s-i

/ __:s-,

2s-i _Tk2s-l+Tk2s

+oo.

__,__

- 77
and

using

the

arbitrariness

of _i, _ 2

the

conditions

for

absolute

stability

become

_j+l

_j

(_J+_+l)

_ j +

!4

( _j

+ _+i

)_" _
/3i_.

_i

<

mini
2

!
4

(_2k+l+_2k+2)2

(r - _j

_j)

_j+l <" _ j ( /"%j +_j+l)_

_i

(_j

+_-j+l

) _j

_i>/ o

2
_2k2

<

(r-_._-

_i mi)_2k+l

+_k+2

)_2k+l

2
+

i =

2s+l,

where

_j

...,

n;

(Tk2k+l

+_2k+2

j=l,3,...,2k-l,2k+3,...,2s-l;

(_j

such

that

-2

) (r

- __

_j

-_

mi)

k=l,.o.,S-i

'

_j 2 +_2j21

, mi

=-

7tj+7%j+l
are

positive

numbers

_"
i

As

an

example

consider

a system

_-j

mi+

described

_j

<
--

by

Xl

_IXI

x2

= _2Y,

f(_')

_I

= MI

2 +

f(0")

_2

= MI

- M2i

M2i

O_

/$1Xl

+/_2x2

f(_)

- r

_l

=_l +

_2

i
J

with
as

in

MI

<

the

O,

M 2 andS2

general

22k+2 <(r-Z
_j)<A 2k+l +_2k+2 ) _2k+l
j

case

_
apply.

O,

and

for

all

The

stability

other

quantities

region

the

is defined

same
by

assumptions

the

inequality.

_22<

r(AI+A2)_i

I
4

(>_i

+7_2 )2

r2

The

stability

region

is

shown

in

fig.(1)
method

method
of this

of Lur'e

J
paper

fig. (i)

Example

9 [20_

The

equation

for

a hydraulic

actuator,

considering

the

load,

is

(1)
where
the

_ (0")
unloaded

actuator

and _(w

) is

the

effect

L40-"

of

the

is

the

loado

velocity

Here

of

_
F

is a

constant,

is

the

displacement

and

Po

is

line

return

and

the

pump
the

line.

discharge

coefficient,

difference

between

The

of

effect

the

O-is

the

the

pressure

load,

_(w),

i for

in
is

valve
the

supply

given

by

__. i

(2)
_(w)

= _-_
O

where

is,

in

general,

of

the

for

for

is

the

Kroneher

<

__. O

oQ

G-

form

W
(sign

<

function

: i-

= -i

if

(a _
_"<

+
O,

b_

(3)

c_)signo"

O if O"_ = O,

i if

O_

O)

- 79 Weconsider three special cases of (3), ViZo

w = I - c _ signO _

(4)

w = i - b $ sign_

(5)

w = i - (b _

(6)

+ c_)signo-

For each of these cases we reduce the equation (I) to Cauchy normal form,
obtaining

f((r) _I (O')

(7)

f((Y) @2 (O')

(8)

$ =

f(_) q3 (o')

(9)

respectively,

where

_i(0")

- c _

sign_
-%

_2(0-)

I
2

- b

_3(_')

i
2

- b

Notice

that

This

will

(9)

be

satisfied,

Consider
Nd

0"

where

b k,

if

f(_)

signG"

actuator
the

Z k bdk

f(_)

is

Nk

Nk

r are

Xd

if w
_

operating

>
is

b 2 f2

(O-)

b2 f2

(O')

(i

- c

signO"

nd

O.
If

satisfied.

and

(iO)

is

(lO)

not

O.

(d = i,

...,

n)

(k= i, ..., n)
-

)'_

system

_ (w)

, and
Pd

not

control

___ kp k

only

c sign 0"

indirect

Pk,

signO-

is meaningful

so

the

f(O _)

(ii)

constants.

Xd

-- "

f (c')

O"

_k

Ck

Xk

-C_"

6-

_d

Bd

Xd

-r

We write

in canonical

form

_S

f@_luWs!

(d = I, o.., n)

_(w)

(k =

(ii)

(0")

(w)

i,

...,

n)

(12)

- 80
where

ck

, q,

r, Bd,

and

Pd

are

constants.

Notice

that

if

Xd

= -

0"

The

problem

stable.

O,

We

(13)

Xd

to

choose

is

then

Pd

xi
is

O-

choose

Ck

as

Xk

the

Bk

such

that

the

equilibrium

point

a Liapunov

function

f
V

_i

piai+pkak x i xk

12

_k

Ak x2

(O")dO"
(14)

+/0"
o

Taking

the

total

derivative

[_k

W. rot.t,

akXk

f (O')

_(_)]

Ik

P k Ak

Xk

(15)
+

_-_

f(CF)

f(_')

(0")

as

long

as
ai
Ak +

is

satisfied.

additional

Notice

(7),

that
(8),

(14)

(9)

is

If

O, _/_
within

If

actuator

x i are
for

all

is

the

Pi

2 ak

conditions

placed

f(CY)O"

positive

_0

the

and
and

and

choices

>

is

if

+Pk

on

Bk

the

O'_

O.

_#>
range

toward

of _(0"),

0"70,

O.

Of

of

the

the
as

negative

If

(_

system

O(k:l,..o,n)

along

with

(16)

the

Furthermore,

always

operating,
tend

definite.

(15)

operating

is not

attenuated
three

: O,

operating

stable
the

that

for _(0"),

actuator
0_<

restriction
f(O)

insure

ak

then,

(16)

the

0
:

O.

whenever
as

can

Hence
is

the

various

region

___,

actuator

as

the

_1/_

origin.

long

in

course

O,

for

choices

in which

and

_3/a_

Hence

<
the

the

Oo
system

(16)

is

seen

from

(13),

system

(II)

is

be

satisfied.

satisfied.
the

stable

is

- 81 -

Examplei0 [21]
Consider

the

_p

where
and

it

is

that

will

be

Popov

f(O')

BI _i

B2

assumed
is

compared

and

Reap

defined

for

that

letting

theorem,

f(fy')
the

- r

<

>

will

be

used

sufficient

conditions

be

to

will

(I)

is

absolute

applied

absolutely

= h O" is

the

asymptotically

inequalities

In

bl=

air

al=

-(2_

light

of

equivalent

(B I

I +_,2

the
to

B = r a2

O,

of

f(_)
0-

<

necessary

and

<

(i).

These

obtained

second

from

problem

Then

the

stable.,

By

oo.,

of

linear
the

conditions
the

methods

of

Bulgakov.

system

obtained

Routh-Hurwitz

hold:
+

_20

(2)

>0
h2

alb I - b 2

B 2)

conditions

either

establish

stability

stable.

bI

to

the

following

= r

f(O)

the

b2h

O,

for

and

(1)

i, 2)

realO'.

aI

where

system

f(O')

O,

all

theorem

with

Lur'e,

(p

_2

that

conditions

Assume
by

_kp _p

Routh-I_urwitz

sufficient

indirect-control

f(O')

The

third-order

b2

ra 2

a2

7%1)%

placed

on

>

and

-2

and

obtained

by

the

>O

= ala 2

BI A2

system

(I),

the

B <

r2a2

A_<

B2 A

conditions

(2)

are

(3)

aI A

or
The
T2

conditions
=

2
D

BI

B__2 +

2
=

r(7_ i

>

the
O,

B <
method

a2
of Lur'e

for

absolute

stability

are

and

2
+_-2

hi

BI

AzB2

2A

I )%2

]_

and

r _

O.

- 82 For the system under consideration,

?'2a2 + alA
B2

or
These

conditions

by

examining

of

Lur'e

the

does

Vo

Mo

are

not

Popov

-4AC

they

yield

>

restrictive

determine

in

the

conditions

R.C.

VI9#I)

O and

-2

and

>---2

a2

as

is

to:

either
(4)

O.

more

necessary

(in A.+

B r

<

considerably

regions

these conditions are equivalent

than

A,

for

extended

(3),

B plane

Hence,

absolute

the

region

r2a2

easily

seen

the

method

(4)

to

stability.
given

by

the

following,
A
but

did

not

consider

the

and
V.
is

A.

Pliss

absolutely

satisfy

much

for

broader
In

the

and

and

studied

case

absolute

than
second

method

v_
notation

we

<

alA.

(5)

<

(6)

a2

(7)

O.

it

can

be

the

that

shown

that

method

although

in

of
in

that
the

Popov

this

case

the

condition
does

case

not

the

system
(7)

yield

(i)

does

not

necessary

conditions

are

Lur'e.
of

""

proved

Hence,

of

<

and

stability,

those

(6)

However

criterion

_-A-_<

cases

T2

Changing

two

stable

Popov's

conditions

>

Bulga_ov

+
f*

u
(_),

we

consider

KgV+_=

(7" =

a _

the

system

(8)

let

t =
_p

_T 2

n2

= - i

V_
_p

Pl

a-

T2

, f(_) --

P2
b21

=-

_[r ' b22

q c

= (E-pG2)

f *(o-)

- 83
The

system

(8)

is

then

reduced

to

the

normal

form

N1

N2

N2

b21N 1 +

b22N 2

n2 _

(9)

A.

M.

Letov

to

be

the

studied

this

system

and

found

the

region

of

absolute

stability

extend

region

this

curvilinear
and

the

in

the

Example

should

be

Ii,

parabola

the

entire

formed

by

region

- 1) 2

is

the

for

Letov

half

with

_5],: ChanR

considered

system

(1)colncldes

an

+ _ -i)
_ >

segments

(i),
the

4/N_
N

lJ

The

that

O,

[0,

N _.

line

in passing
the

(N

quadrant
the

noted

answer

system

Letov

(N

the

the

to

triangle

affirmative
for

region

parabola

included
It

inside

_
of

only

O,

the

stability

except

for

and

part

of

the

(3)

the

axes

boundary

i.

conjecture

region

region

criterea

the

_ _

the Aizerman
i.e.,

The

of

when

has

an

absolute

stability

f(_)

h o- .

[22]

automatic

control

system

described

by

the

canonical

equations
M

- b

(_)

(or)

(i)

whe...:/0
-P2

and

the
As

Pl
a

are

distinct

candidate

for

and

real

a Liapunov

-Pn

numbers

greater

function

-- i_
2

he

than

zero.

chose

f(_)

do _

(2)

- 84
which

upon

differentiation

with

respect

i
2

i
2

to

time

_i
2

yields

t
A

f(cr)

t
"-x +

_)

f(fr)_

_
x

i
2

f(O')

t
-I

f(o-)b
2

t
=

-R

t
x

-_f(o-))

_
b

f(O-)

f(o')(-_

t
+

.{ = (_, f)

(3)

-A
l_

Since

-A

is

positive

definite

we

need

c)

2(b

- R

only

make

RF

-A

I
2

(b-Rc)
>

2 (b-Rc)
to have

negative

definite.

points

out

that

R_
Hence

Chang

O.

Letov

(_ - Rc)

this

can

R 2 (ct

obtained

the

stability

condition

(-A)-I (_'- R _)

(4)

be written
c)-2

c-

>

(5)

or
2
-R

where

_t
= - c

-I_
c, m

= 2

- R m
_t
b

-S
-I_
c

>

(6)

0
t
-2p

, s

=-b

-i
A

- 85
Let

M be

a constant

and

introduce

the

, x

- x =m

variables
y

x,

= - s

(7)
x and

y are

reflected

variables

here

in

in m, _,

the
s,

sense

that

we

as variables

Then

the

case

of

equality

in

(8) we

in

is

the

region
given
of
can

be

equation

x,

y plane

of

stability

by

the

an

(9)

found

which
as

Then

stability
as

of

the

region

a hyperbola.
bounds
given

(8)

envelope

of

follows.

the

envelope

is

system,

(6) becomes

(9)

is

each

of
on

value

of

stability
the

the

family

parameter

space

there

Chang

concave
of

side

hyperbolas

(x,y-plane).

is

a hyperbola

shows

of

the
is

This

that

the

hyperbola

the

envelope

envelope

Let
F(x,

Then

the

= M

a region

the

of

(8)

For

by

in

parameters

have

(x- R)(y+3)
which

the

(x- R)(y +R)_

In

treat

found

y,
by

R)

(x-R)(y+r)-M

eliminating

R between

F(x, y, 3) --0,

F(x, y

R) --0

_N
This

yields

the

envelope

(two

straight

lines)

(x+y)
and

the

value

of

- 4M=O

3=1

(x-y) =-!
2
t

R=

Upon

substituting

(i0)

in

__

2p-_

(5)

Chang
t

2p-.g
A
-t
c
A'I'c

-i

obtains

-I_
c

(Io)

the
t

>

..--g

single

(Ii)

-I
A

criterion

- 86

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