Control-Lyapunov function: Difference between revisions

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In [[control theory]], a '''control-Lyapunov function (CLF)'''<ref name="Isidori">{{cite book
In [[control theory]], a '''control-Lyapunov function (cLf)'''<ref>Isidori</ref><ref>Freeman (46)</ref><ref>Khalil</ref><ref>Sontag</ref> is an extension of the idea of [[Lyapunov function]] <math>V(x)</math> to systems with control inputs. The ordinary Lyapunov function is used to test whether a [[dynamical system]] is ''stable'' (more restrictively, ''asymptotically stable''). That is, whether the system starting in a state <math>x \ne 0</math> in some ___domain ''D'' will remain in ''D'', or for ''asymptotic stability'' will eventually return to <math>x = 0</math>. The control-Lyapunov function is used to test whether a system is ''asymptotically stabilizable'', that is whether for any state ''x'' there exists a control <math> u(x,t)</math> such that the system can be brought to the zero state asymptotically by applying the control ''u''.
| author = Isidori, A.
| year = 1995
| title = Nonlinear Control Systems
| publisher = Springer
| isbn = 978-3-540-19916-8
*}}</ref><ref>{{cite book
|last=Freeman
|first=Randy A.
|author2=Petar V. Kokotović
|title=Robust Nonlinear Control Design
|chapter=Robust Control Lyapunov Functions
|chapter-url=https://link.springer.com/chapter/10.1007/978-0-8176-4759-9_3
|publisher=Birkhäuser
|year=2008|pages=33–63
|doi=10.1007/978-0-8176-4759-9_3
|edition=illustrated, reprint
|isbn=978-0-8176-4758-2|
url=https://books.google.com/books?id=_eTb4Yl0SOEC|
accessdate=2009-03-04}}</ref><ref>{{cite book
| last = Khalil | first = Hassan
| year = 2015 | title = Nonlinear Control
In| [[controlpublisher theory]],= aPearson '''control-Lyapunov| functionisbn (cLf)'''<ref>Isidori= 9780133499261}}</ref><ref>Freeman name="Sontag (461998)</ref><ref>Khalil</ref><ref">{{cite book | last = Sontag | first = Eduardo | author-link = Eduardo D. Sontag | year = 1998 | title = Mathematical Control Theory: Deterministic Finite Dimensional Systems. Second Edition | publisher = Springer | url = http://www.sontaglab.org/FTPDIR/sontag_mathematical_control_theory_springer98.pdf | isbn = 978-0-387-98489-6 }}</ref> is an extension of the idea of [[Lyapunov function]] <math>V(x)</math> to [[Control system|systems with control inputs]]. The ordinary Lyapunov function is used to test whether a [[dynamical system]] is [[Lyapunov stability|''(Lyapunov) stable'']] or (more restrictively,) ''asymptotically stable''). ThatLyapunov is,stability whethermeans that if the system startingstarts in a state <math>x \ne 0</math> in some ___domain ''D'', then the state will remain in ''D'', or for all time. For ''asymptotic stability'', willthe eventuallystate is also required to returnconverge to <math>x = 0</math>. TheA control-Lyapunov function is used to test whether a system is [[Controllability#Stabilizability|''asymptotically stabilizable'']], that is whether for any state ''x'' there exists a control <math> u(x,t)</math> such that the system can be brought to the zero state asymptotically by applying the control ''u''.
 
The theory and application of control-Lyapunov functions were developed by Z.[[Zvi Artstein]] and [[Eduardo D. Sontag|E. D. Sontag]] in the 1980s and 1990s.
More formally, suppose we are given an autonomous dynamical system with inputs
:<math>
\dot{x}=f(x,u)
</math>
where <math>x\in\mathbb{R}^n</math> is the state vector and <math>u\in\mathbb{R}^m</math> is the control vector, and we want to drive states to an equilibrium, let us <math>x=0</math>, from every initial state in some ___domain <math>D\subset\mathbb{R}^n</math>.
 
==Definition==
This notion was introduced by [[Eduardo D. Sontag|E. D. Sontag]] in
<ref>{{cite journal |first=E.D. |last=Sontag |title=A Lyapunov-like characterization of asymptotic controllability|journal=SIAM J. Control Optim.|volume=21 |issue=3 |year=1983 |pages=462–471}}</ref>
who showed that the existence of a continuous cLf is equivalent to asymptotic stabilizability. It was later shown that every asymptotically controllable system can be stabilized by a (generally discontinuous) feedback.<ref>{{cite journal |first=F.H.|last=Clarke |first2=Y.S.|last2=Ledyaev |first3=E.D.|last3=Sontag |first4=A.I.|last4=Subbotin |title=Asymptotic controllability implies feedback stabilization |journal=IEEE Trans. Autom. Control|volume=42 |issue=10 |year=1997 |pages=1394–1407}}</ref> One may also ask when there is a continuous feedback stabilizer. For systems affine on controls, and differentiable cLf's, the definition translates as follows:
 
MoreConsider formally,an suppose[[Autonomous we are given ansystem (mathematics)|autonomous dynamical]] system with inputs
'''Definition.''' A control-Lyapunov function is a function <math>V:D\rightarrow\mathbb{R}</math> that is continuously differentiable, positive-definite (that is <math>V(x)</math> is positive except at <math>x=0</math> where it is zero), and such that
{{NumBlk|:|<math>\dot{x}=f(x,u)</math>|{{EquationRef|1}}}}
where <math>x\in\mathbb{R}^n</math> is the state vector and <math>u\in\mathbb{R}^m</math> is the control vector,. Suppose andour wegoal wantis to drive statesthe system to an equilibrium, let us <math>x=0x_* \in \mathbb{R}^n</math>, from every initial state in some ___domain <math>D\subset\mathbb{R}^n</math>. Without loss of generality, suppose the equilibrium is at <math>x_*=0</math> (for an equilibrium <math>x_*\neq 0</math>, it can be translated to the origin by a change of variables).
 
'''Definition.''' A control-Lyapunov function (CLF) is a function <math>V : D \rightarrowto \mathbb{R}</math> that is [[Differentiable function#continuously differentiable|continuously differentiable]], positive-definite (that is, <math>V(x)</math> is positive for all <math>x\in D</math> except at <math>x=0</math> where it is zero), and such that for all <math>x \in \mathbb{R}^n (x \neq 0),</math> there exists <math>u\in \mathbb{R}^m</math> such that
:<math>
\forall x \ne 0, \exists u \qquad \dot{V}(x, u) := \langle \nabla V(x) \cdot, f(x,u)\rangle < 0.,
</math>
where <math>\langle u, v\rangle</math> denotes the [[inner product]] of <math>u, v \in\mathbb{R}^n</math>.
 
The last condition is the key condition; in words it says that for each state ''x'' we can find a control ''u'' that will reduce the "energy" ''V''. Intuitively, if in each state we can always find a way to reduce the energy, we should eventually be able to bring the energy asymptotically to zero, that is to bring the system to a stop. This is made rigorous by [[Artstein's theorem]], repeated here:.
 
Some results apply only to control-affine systems—i.e., control systems in the following form:
{{NumBlk|:|<math>\dot x = f(x) + \sum_{i=1}^m g_i(x)u_i</math>|{{EquationRef|2}}}}
where <math>f : \mathbb{R}^n \to \mathbb{R}^n</math> and <math>g_i : \mathbb{R}^n \to \mathbb{R}^{n}</math> for <math>i = 1, \dots, m</math>.
 
==Theorems==
 
who[[ Eduardo Sontag]] showed that thefor existencea ofgiven control system, there exists a continuous cLfCLF if and only if the origin is equivalentasymptotic tostabilizable.<ref>{{cite journal |first=E.D. |last=Sontag |title=A Lyapunov-like characterization of asymptotic stabilizabilitycontrollability|journal=SIAM J. Control Optim.|volume=21 |issue=3 |year=1983 |pages=462–471|doi=10.1137/0321028 |s2cid=450209 }}</ref> It was later shown by [[Francis Clarke (mathematician)|Francis H. Clarke]], Yuri Ledyaev, [[Eduardo Sontag]], and A.I. Subbotin that every [[Controllability|asymptotically controllable]] system can be stabilized by a (generally discontinuous) feedback.<ref>{{cite journal |firstfirst1=F.H.|lastlast1=Clarke |first2=Y.S.|last2=Ledyaev |first3=E.D.|last3=Sontag |first4=A.I.|last4=Subbotin |title=Asymptotic controllability implies feedback stabilization |journal=IEEE Trans. Autom. Control|volume=42 |issue=10 |year=1997 |pages=1394–1407|doi=10.1109/9.633828 }}</ref> One may also ask when there is a continuous feedback stabilizer. For systems affine on controls, and differentiable cLf's, the definition translates as follows:
The last condition is the key condition; in words it says that for each state ''x'' we can find a control ''u'' that will reduce the "energy" ''V''. Intuitively, if in each state we can always find a way to reduce the energy, we should eventually be able to bring the energy asymptotically to zero, that is to bring the system to a stop. This is made rigorous by [[Artstein's theorem]], repeated here:
'''Artstein's theorem.'''proved that Thethe dynamical system ({{EquationNote|2}}) has a differentiable control-Lyapunov function if and only if there exists a regular stabilizing feedback ''u''(''x'').
 
=== Constructing the Stabilizing Input ===
'''Artstein's theorem.''' The dynamical system has a differentiable control-Lyapunov function if and only if there exists a regular stabilizing feedback ''u''(''x'').
It is often difficult to find a control-Lyapunov function for a given system, but if one is found, then the feedback stabilization problem simplifies considerably. For the control affine system ({{EquationNote|2}}), ''Sontag's formula'' (or ''Sontag's universal formula'') gives the feedback law <math>k : \mathbb{R}^n \to \mathbb{R}^m</math> directly in terms of the derivatives of the CLF.<ref name="Sontag (1998)"/>{{rp|Eq. 5.56
}} In the special case of a single input system <math>(m=1)</math>, Sontag's formula is written as
:<math>k(x) = \begin{cases} \displaystyle -\frac{L_{f} V(x)+\sqrt{\left[L_{f} V(x)\right]^{2}+\left[L_{g} V(x)\right]^{4}}}{L_{g} V(x)} & \text { if } L_{g} V(x) \neq 0 \\
0 & \text { if } L_{g} V(x)=0 \end{cases} </math>
where <math>L_f V(x) := \langle \nabla V(x), f(x)\rangle</math> and <math>L_g V(x) := \langle \nabla V(x), g(x)\rangle</math> are the [[Lie derivative|Lie derivatives]] of <math>V</math> along <math>f</math> and <math>g</math>, respectively.
 
For the general nonlinear system ({{EquationNote|1}}), the input <math>u</math> can be found by solving a static non-linear [[optimization (mathematics)|programming problem]]
It may not be easy to find a control-Lyapunov function for a given system, but if we can find one thanks to some ingenuity and luck, then the feedback stabilization problem simplifies considerably.
The ''Sontag's universal formula'' writes the feedback law directly in terms of the derivatives of the cLf.<ref>Isidori</ref><ref>Khalil</ref> An alternative is to solve a static non-linear [[optimization (mathematics)|programming problem]]
:<math>
u^*(x) = \underset{u}{\operatorname{arg\,min}} \nabla V(x) \cdot f(x,u)
</math>
for each state ''x''.
 
The theory and application of control-Lyapunov functions were developed by Z. Artstein and [[Eduardo D. Sontag|E. D. Sontag]] in the 1980s and 1990s.
 
==Example==
Line 42 ⟶ 74:
A Control-Lyapunov candidate is then
:<math>
r \mapsto V(r) :=\frac{1}{2}r^2
</math>
which is positive definite for all <math> q \ne 0</math>, <math>\dot{q}r \ne 0</math>.
 
Now taking the time derivative of <math>V</math>
Line 105 ⟶ 137:
which can then be solved using any linear differential equation methods.
 
==NotesReferences==
 
{{Reflist}}
 
==References==
*{{cite book
| author = Isidori, A.
| year = 1995
| title = Nonlinear Control Systems
| publisher = Springer
| isbn = 978-3-540-19916-8
}}
 
*{{cite book|last=Freeman|first=Randy A.|author2=Petar V. Kokotović|title=Robust Nonlinear Control Design|publisher=Birkhäuser|year=2008|edition=illustrated, reprint|pages=257|isbn=0-8176-4758-9|url=https://books.google.com/books?id=_eTb4Yl0SOEC|accessdate=2009-03-04}}
*{{cite book | last = Khalil | first = Hassan | year = 2015 | title = Nonlinear Control| publisher = Pearson | isbn = 9780133499261}}
*{{cite book | last = Sontag | first = Eduardo | author-link = Eduardo D. Sontag | year = 1998 | title = Mathematical Control Theory: Deterministic Finite Dimensional Systems. Second Edition | publisher = Springer | url = http://www.sontaglab.org/FTPDIR/sontag_mathematical_control_theory_springer98.pdf | isbn = 978-0-387-98489-6 }}
 
==See also==