The Stability of Nonlinear Dissipative Systems PDF
The Stability of Nonlinear Dissipative Systems PDF
The Stability of Nonlinear Dissipative Systems PDF
candidateforthename stored energy.Consider thefunctionand tl > to, andany x(ro), straightforward use of (5) gives
subject to (1) and x(O)= xW This is called the available storage in [4]; it + i O t 1 [ I ( x ) +W ( x ) u l [ I ( x )+ W ( x ) u l d t . (6)
can be interpreted as the maximum amount of energy which may be
extracted from the system (1). Note that @=(x)> 0 for all x .
Setting x(ta)= 0, we have condition (4).
In the sequel, we shall impose the following assumptions on the system
For necessity, we proceed to show that +,(-) given by (3) is a solution
(1) and the supply rate (2).
of (5) for some appropriate functionsI ( . ) and W ( . ) .
Assumprion 2: The state space of the system (1) is reachable from the
For any state x. at r=O, there exists by Assumption 2 a time r - < O
origin. More precisely, given any x , and I , , there exists a to< t , and an
and an admissible control u ( . ) defined on [t-l,O] such that x(t-,)=O
admissible control u( .) such that the state can bedriven from x(ta)=O to
and x(0)=xW From (4), then,
x(tl)=xl.
Assumption 3: The available storage +,(x), when it exists, is a differen-
tiable function of x .
Assumption 4: For any y # 0 there exists some u such that the supply
rate (2) satisfies w(u,y)< 0. The right-hand side of this inequality depends only on x @ whereas u ( . )
Assumptions 1-3 are not overly restrictive; in fact, for linear systems, canbechosenarbitrarily on [O,T]. Hence, there exists afunction .
Assumptions 1 and 3 are trivially satisfied. Assumption4 is simply a C :R + R of x such that
restriction on the class of matrices Q, S, and R that will be considered. It
is important to notice that u and y are considered to be independent
(7)
variables-that is, they are not necessarily related by the state equations
(])-for the purposes of Assumption 4.
We now consider the concept of dissipativeness, which can be inter- whenever x ( 0 ) = x W From (9, we have @,(x)< co for all x . Also, dis-
pretedas saying thatthe initially unexcited system can only absorb sipativeness implies that $1~(0)
= 0.
energy. In this connection, it is worth noting that Assumption4 ensures Now it is shown in [4]that @a satisfies
that the definition does not collapse to triviality.
Definition I: The system (1) with supply rate (2) is said to be dissipa-
tive if for all admissible u ( . ) and all t l > t2, we have
for all t , > to and all admissible u ( + ) , where x ( t o ) = x o and x ( t l ) = x l .
~ o ~ l w ( t )>
d0r (4) Assumption 3 then gives
From (8), d ( x , u) > 0 for all x and u. In addition, it is clear from (9)
that d ( x , u ) is quadraticin u. Combining thesetwo observations, it
follows that d ( x , u ) may be factored as
for any set { q} of nonnegative coefficients.
Notice that dissipativeness, as just defined, is an input-output prop- d ( x , u ) = [ I ( xW) +( x ) u l [ I ( x ) + W(x)ul ( 10)
erty of the system. The following theorem, which is the central result of
this short paper, shows that dissipativeness can also be characterized in for some functions I : Rn+Rq, W : R n + R q X m , and some integer q.
terms of the coefficients in the state equation(1). A restricted version of (Notice, however, thatthe choice of q, I , and W is farfrom being
this theorem, for passive systems only, appears in [I]. unique.)
Theorem I : A necessary and sufficient condition for (1) to be dissipa- Substituting (10) into (9) gives
tivewith respect to supply rate (2) is that there exist real functions
@: R - r R , I : R-+Rq, and W :R + R q X m (for some integer q) satisfying -V@,(x)f(~)-V@,(x)G(x)u+h(x)Qh(x)+2h(x)S (x)u+ud (x)u
=I(x)I(x)+2I(x)W(x)u+uW(x)W(x)u
@ ( x ) > 0, d o ) =0
V@(~)f(x)=h(x)Qh(~)-I(x)l(~) (5) for all x and u. Equating coefficients of like powers of u, we obtain (5)
with @ = 9., n
$ G ( x ) V @ ( x )= S ( x ) h ( x ) - W ( x ) I ( x )
Equation (6) can be interpreted as expressing an energy balance for
i (x)=W(x)W(x) system (l),and shows thatthefunctions arestoragefunctions
@(e)
particular supply rates, by substituting the appropriate Q,R, S into (5). to do this is to assume that (1) is uniformly zero-state detectable, in the
Example I : For finite gain, we set Q = - I , S =0, and R = k21 where sense that there exists a strictly monotone increasing continuous function
k is a scalar. This gives ( 5 ) as /3 (.) defined on [0,w), with /3 (O)=O, and
V + ( x ) f ( x )= - h ( x ) h ( x )- [ ( x ) [ ( x )
f G ( x ) V @ ( x ) =- J ( x ) h ( x ) - W ( X ) ~ ( X ) and a constant T > 0 such that for any x, and to with u(t)=O
kZI-J(x)J(x)= W ( x ) W ( x )
along the trajectories of x =f(x). The result then follows from standard
x, = - F ( x , ) + x2
Lyapunov stability [9] (for the case of Q < 0, asymptotic stability follows x2= - g ( x , ) + u
byusinga contradiction argument, basedonthe LaSalle Invariance
where x, = x .
[9]Principle anddetectability).
zero-state a We combine (13) with the system output equation defined by
We see immediately that passive systems ( Q = R = 0, S = I ) are stable
and finitegainsystems ( Q = - I , S=O, R = k21) are asymptotically y=au,-PF(x,), a>B>O
stable. That a finite gain system with a minimal state space is asymptoti-
cally stable has been shown in [ 101 using a different approach. and consider the passivity of thissystem (of course we could find
Theorem 2 has given conditionsfor the
local
stability of the conditions for other forms of dissipativeness). It is convenient to define
equilibrium at x = O . It is evident that to achieveglobal asymptotic G ( x ) = JGg(u)du.
stability, we need to impose stronger conditions on the system. One way The calculations are straightforward and involve substitution into (5)
SHORT PAPERS 711
and determinationof conditions for theexistence of a solution. We only Identification of Linear Systems with Time-Delay
present here the results for two special cases. Operating in a Closed Loop in the Presence of Noise
For a = 1/2, B = 0, passivity follows if
E. GABAY AND S. J. MERHAV, MEMBER, IEEE
G ( x )> 0
Abstruct-Xbe subject of this short paper is on-line i d e n t i f i i n of the
and parameter vector defining a linear dynamical system which operates in a
clased loop in the presence of noise, and incorporates a time delay. The
g ( x ) F ( x ) 0.
method is based on the equation error. Other known subsystems in the
The storage function is closed-loop system increase the dimension of the closed-loop parameter
vector whichtends to degrade the estimationconvergenmprocess. By
means of composite state variablq introduced in this short paper, this
+,(x)=t[x+F(x)I2+G(x).
increase is prevented and the open-loop parameters are directly identified
from dosed-loop input-output data. The pure time delay in the closed loop
For a = p = $, passivity follows if causes a representation problem inthe equation error formulation. Tbis is
G(x)>O overcome by composite delayed state variables. The value of the time
delay is determined by means of ex- parameters provided by a higher
and ordermodelandasimple on-line search procednre. The method is
illustrated by simulated examples.
f (x) 0.
+2(x)= $x2+G ( x ) . The subsystem G(s) of unknown structure and order to be identified
includes a pure time delay and is part of a closed-loop system incorpo-
The functions and +2 are standard Lyapunov functions used for the rating other known dynamicalsubsystems (Fig. 1). The system is excited
study of the stability of theLienard equation: choice of +2 as a by a given stationary random input, and Gaussian uncorrelated additive
Lyapunov function is motivated by its interpretation as the sum of the noise is assumed to be present in the loop. In terms of Laplace trans-
kinetic and potential energies of (12), and + I = + 2 + i F ( x ) + i F ( ~ )i2s forms, G ( s ) is given by
called the modified energy function [9]. We have now shown that they m
V. CONCLUSION
where rn, n denotethe highest numeratoranddenominator powers,
Themain result presented here is Theorem 2,which relates the respectively, and rn < n. G(s) operates in a closed loop (Fig. 1) with
stability of abroad class of nonlinear systems to the input-output other dynamical elements G,(s), G2(s) and G,(s) having known parame-
property of dissipativeness. We can characterize dissipativeness by the ters. Tracking or regulating tasks in manual control are special cases of
existence of a computable function +(.) of the state. This function is the system in Fig. 1. The following assumptions regarding the input,
thought of as the stored energy of the system and under certain condi- system, and noise are made.
tions is a Lyapunov function. Assumption I: The input ~ ( tis) a sample of a given random stationary
Our approach can also be applied profitably to interconnected sys- mean square bounded ergodic process. Its spectral distribution guaran-
tems, in particular feedback systems. One can, for example, derive tees a persistent excitation of all the modes of G(s).
Lyapunov versions of the stability criteria of Zames [ l I], using a Assumption 2: G ( s ) and the closed-loop system denoted by T ( s ) is
Lyapunovfunction which is the sum of the storage functions for the stable and time invariant.
individual subsystems. Details of these and other results are currently in Assumption 3: The noise n l ( t ) (Fig. 1 ) is a zero-mean stationary
preparation and will be reported separately. ergodic Gaussian process uncorrelated with x ( t ) .
It is required to provide unbiased estimates of Q and b from ~ ( t and
) a
suitably chosen closed-loop system output. Since the sensitivity of the
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