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Sunday, October 12, 2008

Lyapunov stability

Lyapunov stability is applicable to only unforced (no control input) dynamical systems. It is used to study the behaviour of dynamical systems under initial perturbations around equilibrium points.

Lets consider that origin is the equilibrium point (EP) of the system. Consider two spheres of radius ε and δ around origin such that δ < ε. A system is said to be stable in the sense of Lyapunov if

The system is said to be asymptotically stable if as

Lyapunov stability theorems

Lyapunov stability theorems give only sufficient condition.

Lyapunov second theorem on stability

Consider a function V(x) : RnR such that
  • (positive definite)
  • (negative definite)

Then V(x) is called a Lyapunov function candidate and the system is asymptotically stable in the sense of Lyapunov.


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