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Nonlinear Systems and Control

Lecture # 18

Boundedness
&
Ultimate Boundedness

p. 1/1
Definition: The solutions of x = f (t, x) are
uniformly bounded if c > 0 and for every
0 < a < c, = (a) > 0 such that

kx(t0 )k a kx(t)k , t t0 0

uniformly ultimately bounded with ultimate bound b if


b and c and for every 0 < a < c, T = T (a, b) 0
such that

kx(t0 )k a kx(t)k b, t t0 + T

Globally if a can be arbitrarily large

Drop uniformly if x = f (x)


p. 2/1
Lyapunov Analysis: Let V (x) be a cont. diff. positive
definite function and suppose that the sets

c = {V (x) c}, = {V (x) }, = { V (x) c}

are compact for some c > > 0

p. 3/1
Suppose
V
V (t, x) = f (t, x) W3 (x), x , t 0
x
W3 (x) is continuous and positive definite

c and are positively invariant

k = min W3 (x) > 0


x

V (t, x) k, x , t t0 0
V (x(t)) V (x(t0 )) k(t t0 ) c k(t t0 )
x(t) enters the set within the interval [t0 , t0 + (c )/k]

p. 4/1
Suppose

V (t, x) W3 (x), kxk r, t 0

Choose c and such that { kxk r}


c
Br

p. 5/1
Let 1 and 2 be class K functions such that

1 (kxk) V (x) 2 (kxk)

V (x) c 1 (kxk) c kxk 1


1 (c)

c = 1 (r) c Br
kxk V (x) 2 ()
= 2 () B
What is the ultimate bound?

V (x) 1 (kxk) kxk 1


1 () = 1
1 (2 ())

p. 6/1
Theorem (special case of Thm 4.18): Suppose

1 (kxk) V (x) 2 (kxk)

V
f (t, x) W3 (x), kxk > 0
x
t 0 and kxk r , where 1 , 2 K, W3 (x) is
continuous & positive definite, and < 12 (1 (r)). Then,
for every initial state x(t0 ) {kxk 1
2 (1 (r))}, there is
T 0 (dependent on x(t0 ) and ) such that

kx(t)k 1
1 (2 ()), t t0 + T

If the assumptions hold globally and 1 K , then the


conclusion holds for any initial state x(t0 )
p. 7/1
Remarks:
The ultimate bound is independent of the initial state

The ultimate bound is a class K function of ; hence,


the smaller the value of , the smaller the ultimate
bound. As 0, the ultimate bound approaches zero

p. 8/1
Example

x1 = x2 , x2 = (1 + x21 )x1 x2 + M cos t, M 0

With M = 0, x2 = (1 + x21 )x1 x2 = h(x1 ) x2



1 1
2 2 Z x1
V (x) = xT x + 2 (y + y 3
) dy (Example 4.5)


1 0
2 1

3 1
2 2
1 4 def T
V (x) = xT x + x = x P x + 1 4
2 x1

2 1
1
2
1

p. 9/1
min (P )kxk2 V (x) max (P )kxk2 + 12 kxk4

1 (r) = min (P )r 2 , 2 (r) = max (P )r 2 + 12 r 4

V = x21 x41 x22 + (x1 + 2x2 )M cos


2 4

kxk x1 + M 5kxk
2 4 2

= (1 )kxk x1 kxk + M 5kxk
(0 < < 1)
2 4
def
(1 )kxk x1 , kxk M 5/ =

The solutions are GUUB by


s
1 max (P )2 + 4 /2
b = 1 (2 ()) =
min (P )
p. 10/1

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