Control-Lyapunov function

Last updated July 23, 2023

In control theory, a control-Lyapunov function (CLF)^[1]^[2]^[3]^[4] is an extension of the idea of Lyapunov function $V(x)$ to systems with control inputs. The ordinary Lyapunov function is used to test whether a dynamical system is (Lyapunov) stable or (more restrictively) asymptotically stable. Lyapunov stability means that if the system starts in a state $x\neq 0$ in some domain D, then the state will remain in D for all time. For asymptotic stability, the state is also required to converge to $x=0$ . A control-Lyapunov function is used to test whether a system is asymptotically stabilizable, that is whether for any state x there exists a control $u(x,t)$ such that the system can be brought to the zero state asymptotically by applying the control u.

Definition

Consider an autonomous dynamical system with inputs

{\dot {x}}=f(x,u)

(1)

where $x\in \mathbb {R} ^{n}$ is the state vector and $u\in \mathbb {R} ^{m}$ is the control vector. Suppose our goal is to drive the system to an equilibrium $x_{*}\in \mathbb {R} ^{n}$ from every initial state in some domain $D\subset \mathbb {R} ^{n}$ . Without loss of generality, suppose the equilibrium is at $x_{*}=0$ (for an equilibrium $x_{*}\neq 0$ , it can be translated to the origin by a change of variables).

Definition. A control-Lyapunov function (CLF) is a function $V:D\to \mathbb {R}$ that is continuously differentiable, positive-definite (that is, $V(x)$ is positive for all $x\in D$ except at $x=0$ where it is zero), and such that for all $x\in \mathbb {R} ^{n}(x\neq 0),$ there exists $u\in \mathbb {R} ^{m}$ such that

{\dot {V}}(x,u):=\langle \nabla V(x),f(x,u)\rangle <0,

where $\langle u,v\rangle$ denotes the inner product of $u,v\in \mathbb {R} ^{n}$ .

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.

Some results apply only to control-affine systems—i.e., control systems in the following form:

{\dot {x}}=f(x)+\sum _{i=1}^{m}g_{i}(x)u_{i}

(2)

where $f:\mathbb {R} ^{n}\to \mathbb {R} ^{n}$ and $g_{i}:\mathbb {R} ^{n}\to \mathbb {R} ^{n}$ for $i=1,\dots ,m$ .

Theorems

E. D. Sontag showed that for a given control system, there exists a continuous CLF if and only if the origin is asymptotic stabilizable.^[5] It was later shown by Francis H. Clarke that every asymptotically controllable system can be stabilized by a (generally discontinuous) feedback.^[6] Artstein proved that the dynamical system ( 2 ) has a differentiable control-Lyapunov function if and only if there exists a regular stabilizing feedback u(x).

Constructing the Stabilizing Input

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 ( 2 ), Sontag's formula (or Sontag's universal formula) gives the feedback law $k:\mathbb {R} ^{n}\to \mathbb {R} ^{m}$ directly in terms of the derivatives of the CLF.^[4]^{: Eq. 5.56} In the special case of a single input system $(m=1)$ , Sontag's formula is written as

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}}

where $L_{f}V(x):=\langle \nabla V(x),f(x)\rangle$ and $L_{g}V(x):=\langle \nabla V(x),g(x)\rangle$ are the Lie derivatives of $V$ along $f$ and $g$ , respectively.

For the general nonlinear system ( 1 ), the input $u$ can be found by solving a static non-linear programming problem

u^{*}(x)={\underset {u}{\operatorname {arg\,min} }}\nabla V(x)\cdot f(x,u)

for each state x.

Example

Here is a characteristic example of applying a Lyapunov candidate function to a control problem.

Consider the non-linear system, which is a mass-spring-damper system with spring hardening and position dependent mass described by

m(1+q^{2}){\ddot {q}}+b{\dot {q}}+K_{0}q+K_{1}q^{3}=u

Now given the desired state, $q_{d}$ , and actual state, $q$ , with error, $e=q_{d}-q$ , define a function $r$ as

r={\dot {e}}+\alpha e

A Control-Lyapunov candidate is then

V={\frac {1}{2}}r^{2}

which is positive definite for all $q\neq 0$ , ${\dot {q}}\neq 0$ .

Now taking the time derivative of $V$

{\dot {V}}=r{\dot {r}}

{\dot {V}}=({\dot {e}}+\alpha e)({\ddot {e}}+\alpha {\dot {e}})

The goal is to get the time derivative to be

{\dot {V}}=-\kappa V

which is globally exponentially stable if $V$ is globally positive definite (which it is).

Hence we want the rightmost bracket of ${\dot {V}}$ ,

({\ddot {e}}+\alpha {\dot {e}})=({\ddot {q}}_{d}-{\ddot {q}}+\alpha {\dot {e}})

to fulfill the requirement

({\ddot {q}}_{d}-{\ddot {q}}+\alpha {\dot {e}})=-{\frac {\kappa }{2}}({\dot {e}}+\alpha e)

which upon substitution of the dynamics, ${\ddot {q}}$ , gives

\left({\ddot {q}}_{d}-{\frac {u-K_{0}q-K_{1}q^{3}-b{\dot {q}}}{m(1+q^{2})}}+\alpha {\dot {e}}\right)=-{\frac {\kappa }{2}}({\dot {e}}+\alpha e)

Solving for $u$ yields the control law

u=m(1+q^{2})\left({\ddot {q}}_{d}+\alpha {\dot {e}}+{\frac {\kappa }{2}}r\right)+K_{0}q+K_{1}q^{3}+b{\dot {q}}

with $\kappa$ and $\alpha$ , both greater than zero, as tunable parameters

This control law will guarantee global exponential stability since upon substitution into the time derivative yields, as expected

{\dot {V}}=-\kappa V

which is a linear first order differential equation which has solution

V=V(0)\exp(-\kappa t)

And hence the error and error rate, remembering that $V={\frac {1}{2}}({\dot {e}}+\alpha e)^{2}$ , exponentially decay to zero.

If you wish to tune a particular response from this, it is necessary to substitute back into the solution we derived for $V$ and solve for $e$ . This is left as an exercise for the reader but the first few steps at the solution are:

r{\dot {r}}=-{\frac {\kappa }{2}}r^{2}

{\dot {r}}=-{\frac {\kappa }{2}}r

r=r(0)\exp \left(-{\frac {\kappa }{2}}t\right)

{\dot {e}}+\alpha e=({\dot {e}}(0)+\alpha e(0))\exp \left(-{\frac {\kappa }{2}}t\right)

which can then be solved using any linear differential equation methods.

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↑ Freeman, Randy A.; Petar V. Kokotović (2008). "Robust Control Lyapunov Functions". Robust Nonlinear Control Design (illustrated, reprint ed.). Birkhäuser. doi:10.1007/978-0-8176-4759-9_3. ISBN 978-0-8176-4758-2 . Retrieved 2009-03-04.
↑ Khalil, Hassan (2015). Nonlinear Control. Pearson. ISBN 9780133499261.
1 2 Sontag, Eduardo (1998). Mathematical Control Theory: Deterministic Finite Dimensional Systems. Second Edition (PDF). Springer. ISBN 978-0-387-98489-6.
↑ Sontag, E.D. (1983). "A Lyapunov-like characterization of asymptotic controllability". SIAM J. Control Optim. 21 (3): 462–471. doi:10.1137/0321028. S2CID 450209.
↑ Clarke, F.H.; Ledyaev, Y.S.; Sontag, E.D.; Subbotin, A.I. (1997). "Asymptotic controllability implies feedback stabilization". IEEE Trans. Autom. Control. 42 (10): 1394–1407. doi:10.1109/9.633828.