Showing papers on "Lyapunov equation published in 2010"

Stability of fractional-order nonlinear dynamic systems: Lyapunov direct method and generalized Mittag-Leffler stability

Abstract: Stability of fractional-order nonlinear dynamic systems is studied using Lyapunov direct method with the introductions of Mittag-Leffler stability and generalized Mittag-Leffler stability notions. With the definitions of Mittag-Leffler stability and generalized Mittag-Leffler stability proposed, the decaying speed of the Lyapunov function can be more generally characterized which include the exponential stability and power-law stability as special cases. Finally, four worked out examples are provided to illustrate the concepts.

Small Gain Theorems for Large Scale Systems and Construction of ISS Lyapunov Functions

Abstract: We consider interconnections of $n$ nonlinear subsystems in the input-to-state stability (ISS) framework. For each subsystem an ISS Lyapunov function is given that treats the other subsystems as independent inputs. A gain matrix is used to encode the mutual dependencies of the systems in the network. Under a small gain assumption on the monotone operator induced by the gain matrix, a locally Lipschitz continuous ISS Lyapunov function is obtained constructively for the entire network by appropriately scaling the individual Lyapunov functions for the subsystems. The results are obtained in a general formulation of ISS; the cases of summation, maximization, and separation with respect to external gains are obtained as corollaries.

Lyapunov functional and global asymptotic stability for an infection-age model

Abstract: We study an infection-age model of disease transmission, where both the infectiousness and the removal rate may depend on the infection age. In order to study persistence, the system is described using integrated semigroups. If the basic reproduction number R 0 1, a Lyapunov functional is used to show that the unique endemic equilibrium is globally stable amongst solutions for which disease transmission occurs.

Lyapunov functionals for delay differential equations model of viral infections

Abstract: We study global properties of a class of delay differential equations model for virus infections with nonlinear transmissions. Compared with the typical virus infection dynamical model, this model has two important and novel features. To give a more complex and general infection process, a general nonlinear contact rate between target cells and viruses and the removal rate of infected cells are considered, and two constant delays are incorporated into the model, which describe (i) the time needed for a newly infected cell to start producing viruses and (ii) the time needed for a newly produced virus to become infectious (mature), respectively. By the Lyapunov direct method and using the technology of constructing Lyapunov functionals, we establish global asymptotic stability of the infection-free equilibrium and the infected equilibrium. We also discuss the effects of two delays on global dynamical properties by comparing the results with the stability conditions for the model without delays. Further, we ...

Stabilization of linear systems with input delay and saturation—A parametric Lyapunov equation approach

Abstract: This paper studies the problem of stabilizing a linear system with delayed and saturating feedback. It is known that the eigenstructure assignment-based low-gain feedback law (globally) stabilizes a linear system in the presence of arbitrarily large delay in its input, and semi-globally stabilizes it when the input is also subject to saturation, as long as all its open-loop poles are located in the closed left-half plane. Based on a recently developed parametric Lyapunov equation-based low-gain feedback design method, this paper presents alternative, but simpler and more elegant, feedback laws that solve these problems. The advantages of this new approach include its simplicity, the capability of giving explicit conditions to guarantee the stability of the closed-loop system, and the ease in scheduling the low-gain parameter on line to achieve global stabilization in the presence of actuator saturation. Copyright © 2009 John Wiley & Sons, Ltd.

Maximal Lyapunov exponents for random matrix products

Abstract: In this article we study the Lyapunov exponent for random matrix products of positive matrices and express them in terms of associated complex functions. This leads to new explicit formulae for the Lyapunov exponents and to an efficient method for their computation.

Solving the Matrix Differential Riccati Equation: A Lyapunov Equation Approach

Abstract: In this technical note, we investigate a solution of the matrix differential Riccati equation that plays an important role in the linear quadratic optimal control problem. Unlike many methods in the literature, the approach that we propose employs the negative definite anti-stabilizing solution of the matrix algebraic Riccati equation and the solution of the matrix differential Lyapunov equation. An illustrative numerical example is provided to show the efficiency of our approach.

A parametric Lyapunov equation approach to stabilization of discrete-time systems with input delay and saturation

Abstract: This paper studies the problem of stabilization of discrete-time linear systems with input delay and saturation nonlinearity. By exploring some further intricate properties of the recently developed parametric Lyapunov equation-based low-gain feedback design approach, solutions are proposed to solve the problems by both state feedback and output feedback. This new approach is not only simpler than the existing method that is based on the eigenstructure assignment technique, but also provides explicit conditions on the low-gain parameter to guarantee the stability of the closed-loop system. Moreover, it is possible by adjusting the low-gain parameter online to achieve global results when the system is subject to both input saturation and time-delay. Also, the delay in the input is allowed to be time-varying in some cases.

A Switching Anti-windup Design Using Multiple Lyapunov Functions

Abstract: This technical note proposes a switching anti-windup design, which aims to enlarge the domain of attraction of the closed-loop system. Multiple anti-windup gains along with an index function that orchestrates the switching among these anti-windup gains are designed based on the min function of multiple quadratic Lyapunov functions. In comparison with the design of a single anti-windup gain which maximizes a contractively invariant level set of a single quadratic Lyapunov function as a way to enlarge the domain of attraction, the use of multiple Lyapunov functions and switching in the proposed design allows the union of the level sets of the multiple Lyapunov functions, each of which is not necessarily contractively invariant, to be contractively invariant and within the domain of attraction. As a result, the resulting domain of attraction is expected to be significantly larger than the one resulting from a single anti-windup gain and a single Lyapunov function. Indeed, simulation results demonstrate such a significant improvement.

On the bound of the Lyapunov exponents for the fractional differential systems

Abstract: In recent years, fractional(-order) differential equations have attracted increasing interests due to their applications in modeling anomalous diffusion, time dependent materials and processes with long range dependence, allometric scaling laws, and complex networks. Although an autonomous system cannot define a dynamical system in the sense of semigroup because of the memory property determined by the fractional derivative, we can still use the Lyapunov exponents to discuss its dynamical evolution. In this paper, we first define the Lyapunov exponents for fractional differential systems then estimate the bound of the corresponding Lyapunov exponents. For linear fractional differential system, the bounds of its Lyapunov exponents are conveniently derived which can be regarded as an example for the theoretical results established in this paper. Numerical example is also included which supports the theoretical analysis.

Stable LPV Realization of Parametric Transfer Functions and Its Application to Gain-Scheduling Control Design

Abstract: The paper deals with the stabilizability of linear plants whose parameters vary with time in a compact set. First, necessary and sufficient conditions for the existence of a linear gain-scheduled stabilizing compensator are given. Next, it is shown that, if these conditions are satisfied, any compensator transfer function depending on the plant parameters and internally stabilizing the closed-loop control system when the plant parameters are constant, can be realized in such a way that the closed-loop asymptotic stability is guaranteed under arbitrary parameter variations. To this purpose, it is preliminarily proved that any transfer function that is stable for all constant parameters values admits a realization that is stable under arbitrary parameter variations (linear parameter-varying (LPV) stability). Then, the Youla-Kucera parametrization of all stabilizing compensators is exploited; precisely, closed-loop LPV stability can be ensured by taking an LPV stable realization of the Youla-Kucera parameter. To find one such realization, a reasonably simple and general algorithm based on Lyapunov equations and Cholesky's factorization is provided. These results can be exploited to apply linear time-invarient design to LPV systems, thus achieving both pointwise optimality (or pole placement) and LPV stability. Some potential applications in adaptive control and online tuning are pointed out.

Nonlinear Stabilization via Control Lyapunov Measure

Abstract: This paper is concerned with computational methods for Lyapunov-based stabilization of an attractor set of a nonlinear dynamical system. Based upon a stochastic representation of deterministic dynamics, a Lyapunov measure is used for these purposes. The paper poses and solves the co-design problem of jointly obtaining a control Lyapunov measure and a state feedback controller. The computational framework employs set-oriented numerical techniques. Using these techniques, the resulting co-design problem is shown to lead to a finite number of linear inequalities. These inequalities determine the feasible set of the solutions to the co-design problem. A particular solution can be efficiently obtained using methods of linear programming.

The historical development of classical stability concepts: Lagrange, Poisson and Lyapunov stability

Abstract: A brief historical overview is given which discusses the development of classical stability concepts, starting in the seventeenth century and finally leading to the concept of Lyapunov stability at the beginning of the twentieth century. The aim of the paper is to find out how various scientists thought about stability and to which extent their work is related to the stability concepts bearing their names, i.e. Lagrange, Poisson and Lyapunov stability. To this end, excerpts of original texts are discussed in detail. Furthermore, the relationship between the various works is addressed.

On global exponential stability for impulsive cellular neural networks with time-varying delays

Abstract: In this paper, the problem of global exponential stability for cellular neural networks (CNNs) with time-varying delays and fixed moments of impulsive effect is studied. A new sufficient condition has been presented ensuring the global exponential stability of the equilibrium points by using piecewise continuous Lyapunov functions and the Razumikhin technique combined with Young's inequality. The results established here extend those given previously in the literature. Compared with the method of Lyapunov functionals as in most previous studies, our method is simpler and more effective for stability analysis.

Estimating generalized Lyapunov exponents for products of random matrices.

Abstract: We discuss several techniques for the evaluation of the generalized Lyapunov exponents which characterize the growth of products of random matrices in the large-deviation regime. A Monte Carlo algorithm that performs importance sampling using a simple random resampling step is proposed as a general-purpose numerical method which is both efficient and easy to implement. Alternative techniques complementing this method are presented. These include the computation of the generalized Lyapunov exponents by solving numerically an eigenvalue problem, and some asymptotic results corresponding to high-order moments of the matrix products. Taken together, the techniques discussed in this paper provide a suite of methods which should prove useful for the evaluation of the generalized Lyapunov exponents in a broad range of applications. Their usefulness is demonstrated on particular products of random matrices arising in the study of scalar mixing by complex fluid flows.

Bounds on the response of a drilling pipe model

Abstract: The drill pipe model described by the wave equation with boundary conditions is reduced through the d’Alembert transformation to a difference equation model. Assuming that the boundary condition at the bottom is perturbed by bounded additive noise, an ultimate bound for the velocity at the bottom of the pipe is obtained. The proposal of a Lyapunov functional for the distributed model allows to provide an ultimate bound for a measure of the distributed variables describing the system in terms of linear matrix inequality conditions. The two approaches are compared through an illustrative example.

Lyapunov exponents of hyperbolic measures and hyperbolic periodic orbits

Abstract: Lyapunov exponents of a hyperbolic ergodic measure are approximated by Lyapunov exponents of hyperbolic atomic measures on periodic orbits.

High-gain observer for a class of time-delay nonlinear systems

Abstract: This article proposes a high-gain observer design for a class of nonlinear systems with multiple known time-varying delays intervening in the states and the inputs. In the free delay case, the class of systems under consideration coincides with a canonical form characterising a class of multi-output nonlinear systems, which are observable for any input. The underlying high-gain design has been mainly motivated by its inherent simplicity from both design and implementation points of view. Indeed, the observer gain is determined from an explicit resolution of a time-invariant Lyapunov algebraic equation up to the specification of a single design parameter. An academic observation problem is addressed to illustrate the effectiveness of the proposed observer.

On infinity norms as Lyapunov functions: Alternative necessary and sufficient conditions

Abstract: This paper considers the synthesis of infinity norm Lyapunov functions for discrete-time linear systems. A proper conic partition of the state-space is employed to construct a finite set of linear inequalities in the elements of the Lyapunov weight matrix. Under typical assumptions, it is proven that the feasibility of the derived set of linear inequalities is equivalent with the existence of an infinity norm Lyapunov function. Furthermore, it is shown that the developed solution extends naturally to several relevant classes of discrete-time nonlinear systems.

Arc-length-based Lyapunov tests for convergence and stability with applications to systems having a continuum of equilibria

Abstract: In this paper, fundamental relationships are established between convergence of solutions, stability of equilibria, and arc length of orbits. More specifically, it is shown that a system is convergent if all of its orbits have finite arc length, while an equilibrium is Lyapunov stable if the arc length (considered as a function of the initial condition) is continuous at the equilibrium, and semistable if the arc length is continuous in a neighborhood of the equilibrium. Next, arc-length-based Lyapunov tests are derived for convergence and stability. These tests do not require the Lyapunov function to be positive definite. Instead, these results involve an inequality relating the right-hand side of the differential equation and the Lyapunov function derivative. This inequality makes it possible to deduce properties of the arc length function and thus leads to sufficient conditions for convergence and stability. Finally, it is shown that the converses of all the main results hold under additional assumptions. Examples are included to illustrate how our results are particularly suited for analyzing stability of systems having a continuum of equilibria.

Stability Analysis of Interconnected Fuzzy Systems Using the Fuzzy Lyapunov Method

Abstract: The fuzzy Lyapunov method is investigated for use with a class of interconnected fuzzy systems. The interconnected fuzzy systems consist of interconnected fuzzy subsystems, and the stability analysis is based on Lyapunov functions. Based on traditional Lyapunov stability theory, we further propose a fuzzy Lyapunov method for the stability analysis of interconnected fuzzy systems. The fuzzy Lyapunov function is defined in fuzzy blending quadratic Lyapunov functions. Some stability conditions are derived through the use of fuzzy Lyapunov functions to ensure that the interconnected fuzzy systems are asymptotically stable. Common solutions can be obtained by solving a set of linear matrix inequalities (LMIs) that are numerically feasible. Finally, simulations are performed in order to verify the effectiveness of the proposed stability conditions in this paper.

Constructive Proof of Global Lyapunov Function as Potential Function

Abstract: We provide a constructive proof on the equivalence of two fundamental concepts: the global Lyapunov function in engineering and the potential function in physics, establishing a bridge between these distinct fields. This result suggests new approaches on the significant unsolved problem namely to construct Lyapunov functions for general nonlinear systems through the analogy with existing methods on potential functions. In addition, we show another connection that the Lyapunov equation is a reduced form of the generalized Einstein relation for linear systems.

Robust global stabilization of linear systems with input saturation via gain scheduling

Abstract: The problem of robust global stabilization of linear systems subject to input saturation and input-additive uncertainties is revisited in this paper. By taking advantages of the recently developed parametric Lyapunov equation-based low gain feedback design method and an existing dynamic gain scheduling technique, a new gain scheduling controller is proposed to solve the problem. In comparison with the existing ℋ2-type gain scheduling controller, which requires the online solution of a state-dependent nonlinear optimization problem and a state-dependent ℋ2 algebraic Riccati equation (ARE), all the parameters in the proposed controller are determined a priori. In the absence of the input-additive uncertainties, the proposed controller also partially recovers Teel's ℋ∞-type scheduling approach by solving the problem of global stabilization of linear systems with actuator saturation. The ℋ∞-type scheduling approach achieves robustness not only with non-input-additive uncertainties but also requires the closed-form solution to an ℋ∞ ARE. Thus, the proposed scheduling method also addresses the implementation issues of the ℋ∞-type scheduling approach in the absence of non-input-additive uncertainties. Copyright © 2009 John Wiley & Sons, Ltd.