2002 Papachristodoulou Prajna
2002 Papachristodoulou Prajna
1
with the following constraints: where we have used the fact that ai1 (x, u), bi2 (x, u)
and ci3 (x, u) satisfy (2)–(4). On the other hand, if we
ai1 (x, u) ≤ 0, for i1 = 1, ..., N1 , (2) have condition (6) fulfilled, then the inequality can be
bi2 (x, u) = 0, for i2 = 1, ..., N2 , (3) divided by w(x, u) and integrated from 0 to T to obtain
RT
0
ci3 (x, u)dt ≤ 0, for i3 = 1, ..., N3 , and ∀T ≥ 0. (4) XZ T
pi1 (x, u)
V (0) − V (T ) ≥ − ai (x, u)dt ≥ 0.
n
Here x ∈ R is the state of the system, and u ∈ R m 0 w(x, u) 1
is a collection of auxiliary variables (such as inputs, The rest of the proof is similar to the proof of Lya-
non-polynomial functions of states, uncertain parame- punov’s theorem, which can be found in many standard
ters (for robustness analysis), etc.). We assume that textbooks, e.g., [1].
the ai1 ’s, bi2 ’s, and ci3 ’s are polynomial functions in
(x, u), and fx (x, u) is a vector of polynomial or ratio-
nal functions in (x, u) with no singularity in D, where Remark 2 For the case in which fx (x, u) is a ratio-
D ⊂ Rm+n is defined as nal vector field such as n(x,u)
d(x,u) , the multiplier w(x, u)
D = {(x, u) ∈ Rm+n | ai1 (x, u) ≤ 0, bi2 (x, u) = 0, should be chosen such that w(x, u) ∂V ∂x fx (x, u) is a poly-
for all i1 and i2 }. nomial. However, w(x, u) cannot be used if we want
to make use of the integral constraints, in which case
Without loss of generality, it is assumed that fx (x, u) =
we have to use condition (5). In the latter case, we
0 for x = 0 and u ∈ Du0 , where
introduce a set of auxiliary variables v defined to be
Du0 = {u ∈ Rm |(0, u) ∈ D}. equal to the derivative of x, and we rewrite the sys-
tem ẋ = fx (x, u) as a system with a polynomial vector
The following theorem is an extension of Lyapunov’s
field and some polynomial equality constraints as fol-
stability theorem, and can be used to prove that the
lows: ẋ = v; d(x, u)v = n(x, u).
origin is a stable equilibrium of the above system.
It uses a technique reminiscent of the well-known S-
procedure [6] in nonlinear and robust control theory.
Remark 3 We will term a Lyapunov function V for
which V is positive definite and − dV
dt ≥ 0 global if no
Theorem 1 Suppose that for the above system there restrictions on the state-space have been made. Other-
exist polynomial functions1 V (x), w(x, u), pi1 (x, u), wise, we term it local.
qi2 (x, u), and constants ri3 ≥ 0 such that
• V (x) is positive definite2 in a neighborhood of the To construct Lyapunov functions for systems with non-
origin. polynomial vector fields, the vector field is rendered
• w(x, u) > 0 and pi1 (x, u) ≥ 0 in D. polynomial using auxiliary variables u that encompass
the non-polynomial terms. Let u = g(x), where g(x)
Then is a vector of non-polynomial functions that appear in
∂V X the vector field. Then u will have its own dynamics,
− fx (x, u) + pi1 (x, u)ai1 (x, u)
∂x ∂g
X X u̇ = ẋ , fu (x, u).
+ qi2 (x, u)bi2 (x, u) + ri3 ci3 (x, u) ≥ 0 (5) ∂x
or Generally, this transformation will induce some equal-
∂V X ity and inequality constraints, as we will see in Sec-
− w(x, u) fx (x, u) + pi1 (x, u)ai1 (x, u) tion 3. To prove stability in this case, we search
∂x
X for a Lyapunov function Ṽ (x, u), such that V (x) =
+ qi2 (x, u)bi2 (x, u) ≥ 0 (6)
Ṽ (x, u)|u=g(x) is positive definite around the origin.
will guarantee that the origin of the state space is a Theorem 1 can be applied directly in this case, by re-
stable equilibrium of the system. placing all occurrence of ∂V ∂x fx (x, u) in (5) and (6) by
∂ Ṽ ∂ Ṽ
∂x xf (x, u)+ ∂u u f (x, u). Note that V (x) contains non-
Proof: If condition (5) is fulfilled, then the inequality polynomial terms, so this technique can also be used
can simply be integrated from time t = 0 to t = T to to construct non-polynomial Lyapunov functions, even
obtain when the original system has a polynomial vector field.
XZ T
V (0) − V (T ) ≥ − {pi1 (x, u)ai1 (x, u) − ri3 ci3 (x, u)}dt The challenge lies in how the above conditions can be
0
≥ 0, verified algorithmically. To this end, we take advantage
1 Although
of the computational tractability of the sum of squares
not written explicitly here, we assume that we keep
track of the indices.
decomposition in order to avoid the NP hardness of
2 Strictly speaking, it is enough to require V to have a local proving that a polynomial function is positive definite
minimum at the origin. or positive semi-definite. The condition that p(x) is a
2
sum of squares is more strict, yet more verifiable, than parameterized by some decision variables, on which re-
p(x) ≥ 0. strictions may be applied to render it positive definite.
When dealing with non-polynomial terms, it may be a
A multivariate polynomial p(x1 , ..., xn ) , p(x) is a sum function of both x and u. This will be made clearer in
of squares (SOS, for brevity), if there exist polynomials the examples in Section 3.
f1 (x), ..., fm (x) such that
m
X If such a V (x) that fulfills the conditions of Program 4
p(x) = fi2 (x). is not found, one of higher order will be sought. Fail-
i=1 ure to find a Lyapunov function does not necessarily
This in turn is equivalent to the existence of a positive mean that the equilibrium is unstable, as all the above
semidefinite matrix Q [3], and a properly chosen vector conditions are sufficient.
of monomials Z(x) such that
Using equality and inequality constraints, the class of
T
p(x) = Z (x)QZ(x). (7) systems for which Lyapunov function synthesis is possi-
ble has been extended dramatically: in many cases it is
Notice that p(x) being an SOS implies p(x) ≥ 0. How- possible to transform systems that originally contained
ever, we note that he converse is not true, except for radical, trigonometric and other terms to systems with
some special cases. In fact there are famous counterex- polynomial vector fields under equality and inequality
amples to this effect (such as the Motzkin form). For a constraints. Furthermore, Lyapunov functions that can
more extensive account on SOS polynomials and their be constructed in this way can be extended to include
applications, the readers should consult [3] and the ref- non-polynomial terms. This will be seen in the next
erences therein. section.
In this SOS program, Condition 2 is a computa- A Lyapunov function of this form is not found by SOS-
tional relaxation to inequality (5) or (6) in Theorem 1, TOOLS, so we will aim for a 4th order Lyapunov func-
whereas Condition 1 is required to impose strict pos- tion; in this case, V will contain all monomials
P6 that
itive definiteness on V (x), as required by Theorem 1. have order between 2 and 4, and W = k=1 ǫ1k x2k +
P6 4
Using W (x) restricts V (x) to be positive definite, or at k=1 ǫ2k xk with the ǫ1k ’s and ǫ2k ’s positive decision
least have a local minimum at the origin. W (x) may be variables that satisfy ǫ1k + ǫ2k ≥ 0.1 ∀ k.
3
2
We translate the equilibrium to the origin using a state
1.8
transformation u → x1 , v → x2 , x1 = u− ū, x2 = v − v̄,
1.6
to get an equivalent system
1.4
0.8
0.6
whose equilibrium is at the origin. Now suppose that
0.4
the parameters a and b are not exactly known, but
belong to the set {a ≥ a, b ≥ b}. Notice that when the
0.2
4
is satisfied, the only equilibria in the system are (x1 , x2 )
0.54 satisfying sin x1 = 0, x2 = 0. One equilibrium corre-
sponds to x1 = 0, i.e., the pendulum is hanging verti-
0.52 cally downward (stable), and the other equilibrium cor-
responds to x1 = π, i.e., the vertically upward position
0.5
(unstable). As θ̇a2 is increased beyond g/lp , a supercrit-
v
0.58
0.56
Since the vector field (16)–(17) is not polynomial, a
0.54
transformation to a polynomial vector field must be
performed before we are able to construct a Lyapunov
1.45 1.5 1.55 1.6 1.65 1.7 1.75
u
function using the SOS decomposition. For this pur-
pose, introduce u1 = sin x1 and u2 = cos x1 to get:
Figure 3: Example 2: a = 0.1, b = 1.5. Solid lines show
trajectories, dotted curves are level curves of
ẋ1 = x2 , (19)
the Lyapunov function g
. ẋ2 = θ̇a2 u1 u2 − u1 , (20)
θa lp
u̇1 = x2 u2 , (21)
la u̇2 = −x2 u1 . (22)
lp
In addition, we have the algebraic constraint
θp
5
for V to be equal to zero at (x1 , x2 ) = (0, 0). To guar- functions for dynamical systems with polynomial vec-
antee that V is positive definite, we search for V s that tor fields. This was based on a relaxation of the con-
satisfy dition that a function is positive semidefinite to the
V − ǫ1 (1 − u2 ) − ǫ2 x22 ≥ 0, (26) condition that it is a sum of squares.
where ǫ1 and ǫ2 are positive constants (we set ǫ1 ≥ 0.1,
The class of dynamical systems for which Lyapunov
ǫ2 ≥ 0.1). Positive definiteness holds as
functions can be synthesized with the above method
ǫ1 (1 − u2 ) + ǫ2 x22 = ǫ1 (1 − cos x1 ) + ǫ2 x22 has been extended in this paper to accommodate sys-
tems with equality, inequality and integral constraints.
is a positive definite function in the (x1 , x2 )–space (as- In doing so, certain nonpolynomial nonlinearities can
suming all x1 that differ by 2π are in the same equiva- be handled, as shown in the examples in Section 3,
lence class). and Lyapunov functions that are nonpolynomial in the
An example of Lyapunov function for this whirling pen- state variables can be constructed.
dulum system is given by
Future research directions in this area include charac-
V = 0.33445x22 +1.4615u21 +1.7959u22 −6.689u2 +4.8931. terizing the terms that are needed in the Lyapunov
function, and choosing the shaping function W . Such
In fact, we can take things a bit further, and assume a characterization is crucial, as in most cases the size
that the parameters of the system are fixed at the same of the resulting semidefinite program can be reduced
values as before except for θ̇a , which is assumed to drastically by using a proper choice of W and search-
be unknown, aiming to construct a Lyapunov function ing for Lyapunov functions containing only a minimal
that is parameterized by θ̇a . It is expected that the set of terms that are really needed.
function will be a Lyapunov function when θ̇a satisfies
condition (18), and not otherwise. Such a candidate
Lyapunov function has been found: References
V = 7.3601 + 0.33033x22 − 6.6066u2 + 7.0698θ̇a2 + 0.3304u22 θ̇a2 [1] H. K. Khalil. Nonlinear Systems. Prentice Hall,
Inc., second edition, 1996.
In this case, we cannot impose a condition like (25) to
[2] A. Megretski and A. Rantzer. System analysis
make V = 0 at (x1 , x2 ) = (0, 0), because the value of V
via integral quadratic constraints. IEEE Transactions
at that point also depends on θ̇a . Nevertheless, notice
on Automatic Control, 42(6):819–830, 1997.
that (x1 , x2 ) = (0, 0) will always be a stationary point
of V . [3] P. A. Parrilo. Structured Semidefinite Programs
and Semialgebraic Geometry Methods in Robustness
By construction, the derivative of this function along and Optimization. PhD thesis, Caltech, Pasadena, CA,
the trajectories of the system is nonpositive, but its 2000.
shape near the origin of the state space depends on the
[4] S. Prajna, A. Papachristodoulou, and P. A. Par-
value of θ̇a . The origin will be a minimum of V (at
least locally) when the Hessian of V evaluated at the rilo. Introducing SOSTOOLS: A general purpose sum
origin, of squares programming solver. To appear in Proc.
41st IEEE Conf. on Decision and Control, 2002.
∂2V ∂2 V
∂x
2 ∂x1 x2 6.6066 − 0.6608θ̇a2 0 [5] J. F. Sturm. Using SeDuMi 1.02, a MATLAB
∂2V
1
∂2 V
= ,
∂x1 x2 2
0 0.33033 toolbox for optimization over symmetric cones. Opti-
∂x2
x1 =0,x2 =0
mization Methods and Software, 11–12:625–653, 1999.
is positive definite, i.e., when θ̇a2 < 9.9979 ≈ 10. If [6] S. Boyd, L. El Ghaoui, E. Feron, and V. Balakr-
this condition holds, then V will qualify as a Lyapunov ishnan. Linear Matrix Inequalities in System and Con-
function for the system. Notice that the condition we trol Theory. Society for Industrial and Applied Math-
obtain here agrees exactly with condition (18): When ematics (SIAM), 1994.
θ̇a2 ≥ 10, the equilibrium point undergoes a pitchfork
bifurcation and becomes unstable; at the same point, [7] J. D. Murray. Mathematical Biology. Springer-
the origin changes from being a minimum of V to a Verlag, second edition, 1993.
saddle point for it, and hence V stops being a Lyapunov [8] K. Furuta, M. Yamakita, and S. Kobayashi.
function. Swing-up control of inverted pendulum using pseudo-
state feedback. Journal of Systems and Control Engi-
4 Conclusions neering, 206:263–269, 1992.
[9] J.E. Marsden and T. Ratiu. Introduction to Me-
Constructing Lyapunov functions has always been a chanics and Symmetry. Springer-Verlag, NY, second
challenging task and an important problem in dynam- edition, 1999.
ical systems and control theory. An algorithmic ap-
proach was developed recently to construct Lyapunov