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Chapter 1. Absolute stability and Aizerman’s problem of one-dimensional regulated systems

1

−1

0

0

2( ) = (3 − 0.2

−2 + 2

−2 ) , 2 = (1),

−0.2

2

−2

1

where function

z(t),

t I is a solution of differential equation

z = A2 ( )z B1 ( ),

 

= S z. Characteristic polynomial of the matrix

A ( ) is equal to

2

( ) = | −

1

 

 

 

2

 

3

( )| = 3 + (1 + 0.1 ) 2 + (1 + 0.7 ) + 0.5 .

Hence it

follows

that matrix

2

 

 

 

 

 

 

 

A2 ( )

is a Hurwitz matrix for any > 0.

Coefficients

0 = 0.5 , 1 = 1 +

+0.7 , 2 = 1 + 0.1 , where > 0 is an arbitrarily small number. It is easy to verify

that matrices R,

R* , R* 1

are the same as in example 1.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Based on ratio A1 = R* A2*R* 1, B1

= R* B2 , S1 = S1R* 1 from (1.74) we get

 

 

 

̇ = , ̇ = , ̇ = − − − − ( ), =

 

1

2

2

 

3

3

 

 

0

1

1

2

3

3

 

 

 

 

 

 

= 1 = 0.5 1 + 0.7 2

+ 0.1 3,

 

(1.75)

where

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

1

0

 

 

 

 

0

 

 

 

 

 

 

1( ) = (

0

0

1 ),

 

= ( 0

), 1 = (0.5 0.7 0.1).

 

 

 

 

 

0

1

2

 

 

 

−1

 

 

 

 

From (1.75) it follows that identities are true:

 

 

 

 

 

( ( )) = − ( ) − 2( ) − 3( ), ( ) = 0.5 1( ) + 0.7 2( ) + 0.1 3( ),

,

at arbitrarily small

> 0.

Improper integral

(

2

= 1)

 

 

̇

1 = ∫ [− ( ( ))] ̇( )

0

=∫ [ ( ) + 2( ) + 3( )][0.5 2( ) + 0.7 3( ) + 0.1 ( )] =

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

= ∫ [0.1 2 + 0.5 2

+ 0.1 2] + ∫

 

[0.6 2( ) + 0.4 2

] ≤

 

 

 

 

 

2

 

3

 

 

2

3

 

 

+

0

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

≤ ∫

2 ( ) =

, = ∫

[0.6 2( ) + 0.4 2( ))] , | |

< ∞, , ∞,

 

 

 

 

1

 

 

 

2

 

3

 

1

 

 

 

0

 

 

 

 

 

 

2

 

 

 

 

 

 

 

 

 

 

 

where 0 = 0.1, − 1 = 0, − 2 = 0.5, − 3 = 0.1. Hence we get

∫ [0.1 2( ) + 0.5 22( ) + 0.1 32] ≤ 1 − < ∞, |− 1 − | ≤ | 1| + | | < ∞.

0

where

 

 

∫ 0.1 2( ) < ∞, ∫

0.5 2( ) < ∞, ∫

0.1 2

( ) < ∞.

 

 

2

3

 

0

0

0

 

51

Lectures on the stability of the solution of an equation with differential inclusions

Consequently,

lim t

y

2

(t) = 0,

 

 

lim y3 (t) = 0,

t

lim t

y

(t) = 0,

1

 

lim y (t) = y

1

= const.

t

1

 

 

 

 

 

 

Then like in example 1 from condition lim y3 (t) = 0, we get

 

y1 = 0.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

t

 

 

 

 

 

 

 

 

 

 

The value of

0

we define from condition of Hurwitz for the matrix A2 ( ). As

2

( )

= |

2

( )|

= 3

+ (1 + 0.1 ) 2 + (1 + 0.7 ) + 0.5 , then matrix A ( )

 

 

 

3

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2

is a Hurwitz matrix for any

, 0 < < . Consequently,

0 = . So, in the sector

 

 

 

 

(0, 0

= ) Iserman’s problem has a solution for the regulated system (1.74).

 

 

For example 2, we

can easily find all sets of feedback vector S1 = (s1, s2 , s3 ),

where

= s x s x

s ,

for which Iserman’s problem has a solution. Notice that

 

1 1

 

2 2

 

3

 

 

 

 

 

* 1

 

 

 

 

 

 

 

(t) =

y (t) b y

 

(t)

 

y (t), t I ,

S1 = S1R

= ( 0 , 1

, 2 ),

 

where

2

2

 

 

0 1

1

 

 

3

(t) =

0

y

(t) y

(t) (t

 

2

1

3

2

Improper integral

 

 

 

 

 

 

 

 

I1 = ( (t)) (t)dt = [ 0

0

 

 

 

 

0

), t

y

2

(t)

2

 

 

I ,

S

*

.

= S1R

1

 

 

(

 

 

 

) y

2

(t)

2

(t)]dt l c1,

 

 

 

 

 

 

 

1

0

 

2

3

2

 

 

where

*

(t)F y(t) =

1

(

 

 

y

 

0

 

1

 

 

2

 

1

 

 

 

 

 

 

 

Hence it follows that if

 

 

 

 

 

 

 

 

 

2

2

(t)dt < ,

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

l =

 

 

 

 

0

) y

2

 

1

 

 

 

 

 

 

2

 

2

 

 

 

 

 

0

 

> 0,

 

 

 

 

 

 

 

1

 

 

 

 

 

 

(

0

 

 

 

 

d

[ y

*

(t)F y(t)]dt,

 

 

dt

 

 

1

 

 

 

(

 

) y

2

(

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2

 

 

 

1

 

 

3

 

 

2

 

0

 

2

> 0,

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

) y

2

(t)dt <

0

2

 

 

 

 

 

3

 

 

 

 

 

 

2

 

,

0

) y

2

y ,

| l |<

 

3

 

> 0,

then

 

 

 

 

 

 

 

 

 

 

 

2

 

 

0 y2

(t)dt

 

0

 

 

 

<

,

< .

c1

.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Consequently, for any vector S1

= (

, ,

) satisfying condition

0

> 0,

2

2

> 0,

 

 

 

 

 

 

 

 

 

0

1

2

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

2 > 0

Iserman’s problem

has

a

solution. For

example

2, values

0 = 0.5, 1 =

= 0.7, 2 = 0.1, ( ) = 0.5 2 + 0.7 2 + 0.1 3, where

0

> 0,

1 0 2 = 0,1 > 0, 2 > 0.

 

 

 

 

 

 

 

 

 

 

 

(t) = ( 2 0 1 2 )x1(t)

Vector

S = S1R* = ( 2

0

 

,

0

 

,

),

 

1

 

 

 

1

 

2

 

 

2

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

( 0 2 )x2 (t) 0 x3 (t). For example 2, ( ) = −0.2 1 + 0.4 2 − 0.5 , .

 

So, all sets of vector S = ( 2

0

 

2

,

0

 

2

,

0

) R3 ,

where

 

 

0

> 0,

 

 

 

 

1

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1 0 2 > 0, 2 > 0.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Using properties of boundedness of the improper integral I1

 

by choosing feed-

back coefficients S we obtain necessary and sufficient conditions of absolute stability and resolve Iserman’s problem.

52

Chapter 1. Absolute stability and Aizerman’s problem of one-dimensional regulated systems

Lecture 10.

Absolute stability and Iserman’s problem in a critical case.

Problem statement. Nonsingular transformation

Problem statement. The equation of motion of nonlinear systems of automatic control in a critical case has a form:

x = Ax B ( ), = 1 ( ), = 2 ( ), = Sx 1 2 , t I = [0, ), (1.76)

where A, B, S are constant matrices of orders n n, n 1, 1 n , respectively, matrix A is a Hurwitz matrix, i.e. Re j ( A) < 0, j = 1, n, j ( A) are eigenvalues of the matrix A.

Function

 

(

where

>

function

) 0 = { ( ) C(R1, R1 ) | ( ) = ( ), 0 ( ) 0 2 ,

 

 

 

 

 

 

 

 

 

 

 

(0) = 0,

| ( ) | * , 0 < * < , ,

| | * , 0 < * < }

0 is an

arbitrarily small number. As

it follows from ratios

(1.77)

(1.77), the

( ) = { ( ) C(R

, R ) | 0 ( ) <

 

,

(0) = 0, | ( ) |

,

 

 

 

 

1

1

 

 

 

2

 

 

 

 

 

1

 

 

 

 

 

 

0

 

 

 

*

 

(1.78)

 

0

 

< , , | |

,

0 <

 

< }

 

 

*

*

 

 

 

 

 

 

*

 

 

 

 

 

 

 

As the value

* , 0 < * < , > 0

is an arbitrarily small number, then inclu-

sions (1.77), (1.78) contain all nonlinearities from sector

[0, 0 ].

Practical systems of

automatic control refer

to the systems with limited

resources, for

such systems

function

( )

satisfies the conditions (1.77), (1.78).

 

 

 

 

 

 

 

 

 

The equilibrium states of the system (1.76), (1.77) are determined from the solu-

tion of algebraic equations

 

 

 

 

 

 

 

 

Ax B (

*

) = 0, = 0, (

*

) = 0,

*

= Sx

 

*

 

*

 

 

*

1 *

2 *

As matrix

A is a Hurwitz matrix, detA 0,

( * ) = 0

only when * = 0, then

the system (1.76), (1.77) has the only equilibrium state (x* = 0, * = 0, * = 0) when

2 0.

In vector form equation (1.76) and inclusion can be written as

z = A z B ( ), = S z, ( )

,

(1.79)

 

1

 

1

 

 

 

 

 

1

 

0

 

where

 

 

 

 

 

 

 

 

 

 

 

 

 

 

A

0

0

B

 

x

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

A1

=

0

0

1

, B1

=

 

2

, z =

,

 

 

 

 

0

0

0

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

53

Lectures on the stability of the solution of an equation with differential inclusions

S1 = (S, 2 , 1), matrix A1 has a double zero eigenvalue and n eigenvalues are equal to eigenvalues of the matrix A.

We assume that in a sufficiently small neighborhood of the point = 0, , function ( ) can be approximated by a linear function ( ) = , 0 , > 0 is an

arbitrarily small number. In other words, when | |< ,

where > 0 is an arbitrarily

small number, the function ( ) = , , > 0.

Then trivial solution of the

system (1.78) equal

to z = 0 is asymptotically stable in small,

if matrices A,

A1( ) = A1 B1 S1,

 

 

 

 

 

 

 

 

0 < < 0 are Hurwitz matrices, where

 

0

is Hurwitz

 

 

 

 

 

limit value of matrix

A1( ). So when matrix A1( ), 0 < < 0

is a Hurwitz

matrix, trivial solution of the system (1.79) is asymptotically stable by Lyapunov when t .

 

Definition

7.

Trivial solution

 

z(t) 0,

t I

of

the system

 

(1.79)

is

called

 

 

 

 

absolutely stable, if: 1) matrices

A,

A ( ), [ ,

0

]

are Hurwitz matrices; 2) for

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

all

( )

0

a

solution

of the

 

differential

 

equation (1.78) has

the

property

 

 

 

 

 

 

lim z(t;0, z

0

, ) = 0, z

0

= z(0),

| z

0

|< .

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

t

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Notice that: 1) exploring properties of solutions of a system

 

with differential

inclusion

z A z B ( ),

= S z, ( )

0

;

2) As

( )

0

,

then equation

 

 

 

 

1

1

 

 

 

1

 

 

 

 

 

 

 

(1.78) has a non-unique solution, outgoing from the starting point

z

0

= (x

,

0

,

0

);

 

 

0

 

 

 

3) From the definition of absolute stability it follows that all the solutions, outgoing

from

any

starting

point

z

 

R

n 2

, | z

 

|<

tend

to

equilibrium

0

 

0

 

 

 

 

 

z* = (x* = 0, * = 0, * = 0); 4) Equilibrium state

z* = 0

is asymptotically stable by

Lyapunov when t .

 

 

 

 

 

 

 

 

 

 

 

Definition 8. Conditions of absolute stability of the system (1.76), (1.77) are cal-

led relations, binding constructive parameters of the system

(A, B, 1, 1, S, 1, 2 )

under which the equilibrium state z* = 0

(trivial solution

z(t)

0,

t I ) is abso-

 

 

lutely stable.

 

 

 

 

 

 

 

 

Problem 5. Find the condition of absolute stability of equilibrium states of the

system (1.76), (1.77).

 

 

 

 

 

 

 

 

Function (t) = Sx 1

2 , t I

 

is a control formed by the principle of

feedback, and the row vector S1

= (S, 2 ,

1 ) R

n 2

is called the feedback vector.

 

Iserman’s problem consists in choosing a vector of feedback

S Rn 2 , such that

 

 

 

 

1

 

 

 

from asymptotic stability of

trivial solution z(t) 0, t I

of

linear system

 

 

 

 

absolute stability of

 

 

 

z = A1z B1 S1z = A1( )z, 0 < 0 = 0 we get

trivial solution z(t) 0, t I

of the system (1.76), (1.77), where

 

0

is the limiting

 

 

 

 

 

 

 

value of Hurwitz matrices A1( ), > 0 is an arbitrarily small number.

54

Chapter 1. Absolute stability and Aizerman’s problem of one-dimensional regulated systems

Definition 9. We assume that in the sector [ , 0 ] Iserman’s problem has a solution, if: 1) there is a vector of feedback S1 Rn 2 such that 0 = 0 , where

0 is a limit value of Hurwitz of matrix A1( ), > 0 is an arbitrarily small number;

 

 

 

 

 

 

 

2) for any ( ) = 0 0 solution of

the system

 

(1.78)

is

asymptotically stable; 3) for any

 

0 trivial solution

of the

system

(1.78)

is

absolutely stable.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Problem 6. Find a sector

[ ,

0

],

where Iserman’s problem has a solution.

 

 

 

 

 

 

Note that as follows from work [11] Iserman’s problem does not always have a

solution. The problem consists of: finding such a vector of feedback

S R

n 2

,

that in

 

 

1

 

 

 

the sector

[ ,

0

],

 

=

0

Iserman’s problem had a solution.

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

From (1.79) when

( ) =

( ),

we get

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

z = A ( )z B ( ), = S z, ( )

,

1

1

1

1

 

where

 

 

 

 

A B S

B

2

B

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

A ( ) = A B S

=

 

S

 

 

2

1

1

,

1

1

1 1

 

2

2

 

 

2

 

 

 

 

 

 

 

 

S

 

 

 

 

 

 

 

 

 

 

 

2

1

 

 

 

 

 

 

1

1

 

 

1

 

 

(1.80)

matrix

A1 ( )

is a Hurwitz matrix for any small enough > 0.

Nonsingular transformation. Information on the properties of nonlinearity is

contained in the inclusion

 

 

 

Therefore,

it

is necessary

to

transform the

( ) 1.

equation (1.80) so, that the function

( (t)),

t I

is explicitly presented through

 

 

phase coordinates of the system, taking into account Hurwitz of matrices

A,

A1 ( .)

 

Moreover, nonsingular

 

transformation should

be such that

improper integral

related to inclusion ( ) 1 integrand function can be represented in a form of two

terms. The first term is a quadratic form, reduced to a diagonal form, and the second term is a full differential of function by time. Such a form of integrand function leads to easily verifiable conditions of absolute stability.

It should be noted that the existing conversion of a linear system from [12;

§

5,

 

Theorem 2] based on the controllability of a pair

( A, B)

does not satisfy the above

 

requirements.

Below we give the nonsingular transformation of the initial equation of the regulated system (1.76) satisfying the specified conditions.

The characteristic polynomial of the matrix A1 is equal to

( ) =| In 2 A1 |= n 2 an 1 n 1 a3 3 a2 2 = 2 1 ( ),

55

Lectures on the stability of the solution of an equation with differential inclusions

where

In 2 is a unit matrix of order

 

(n 2) (n 2),

1 ( ) =

n

an 1

n 1

a3 a2

 

 

 

is a characteristic polynomial of the matrix

A,

 

 

matrix

 

A1

 

has a double zero eigen-

value.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lemma 11. Let the row vector

= ( , ,

 

 

 

) R

n 2

such that

 

 

 

 

 

n 2

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

n

 

 

 

 

 

 

 

 

 

n 1

B

0.

 

 

 

 

 

 

B = 0, A B = 0, , A B = 0,

 

A

 

 

 

 

(1.81)

 

 

1

 

 

1

1

 

 

 

1

 

1

 

 

 

 

 

 

1

 

 

1

 

 

 

Then equation (1.79) can be represented as

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y1 = y2 , y2 = y3 , , yn 1 = yn 2 ,

 

 

 

 

 

 

 

 

 

 

y

 

= a

y

a y

 

a

 

 

y

 

 

A

n 1

B ( ),

 

 

 

 

 

 

n 2

4

n 1

n 2

 

 

 

 

 

 

 

 

 

 

2

3

3

 

 

 

 

 

 

1

 

 

1

 

 

 

 

 

 

 

 

 

y1 = z, y2

= A1z, , yn 1

 

 

 

n

 

 

 

 

n 1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

yi = yi (t), i = 1, n 2,

where

= A1 z, yn 2 = A1

 

z,

z = z(t),

t I.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Proof. Consider the first equation from (1.79). Multiplying it on the left by

,

we

 

get

z = A z B ( ) = A z, z(0) = z

, t I ,

1

1

1

0

 

(1.82)

due to equalities

B1

 

= 0,

where

z = y1, A1z = y2.

Consequently,

 

 

y1(t) =

t I. Differentiating identity (1.82) by t , we get

 

 

 

 

 

 

y

 

 

 

 

 

 

 

 

 

 

2

z = y ,

y

(0) = A z

,

t I ,

2

= A z = A [ A B ( )] = A

 

 

1

 

 

1

1

1

 

 

1

 

3

2

 

1

0

 

 

where A1B1 = 0.

As it follows from the Theorem of Hamilton-Cayley, the

(A1) = 0.

Then

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

A

n 2

= a

A

n 1

a A

n

 

 

3

2

.

 

 

 

 

 

 

 

 

 

 

a A

a A

 

 

 

 

 

 

1

 

 

 

n 1 1

n 1

 

3

1

2 1

 

 

 

 

y

(t),

2

 

matrix

In a similar way, differentiating by

 

t,

 

we get the following system of differential

equations:

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y

= y

 

,

y

 

 

 

 

2

z

, , y

 

 

= y

 

 

,

y

 

 

 

= A

n 1

z

= A

n 1

[ A z

B ( )] =

 

(0) = A

n 1

n 2

n

2

 

 

 

 

3

 

4

 

3

 

 

 

 

1

0

 

 

 

 

 

 

 

 

1

 

 

1

 

1

1

 

 

 

 

 

= [ a

An 1 a An

a A3

a A2

]z An 1B ( ) =

 

 

 

 

 

 

 

n 1

 

1

 

 

 

n

 

1

 

 

 

3

1

 

 

2

1

 

 

1

 

 

1

 

 

 

 

 

 

 

= a

n 1

y

n 2

a

n

y

n 1

a y

4

a

y An 1B ( ),

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3

 

 

 

2 3

 

 

1

 

1

 

 

where y

n 2

(0) = An 1z

. The lemma is proved.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lemma 12. Let the conditions of lemma 1 be satisfied, and let, moreover, the

rank of the matrix

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R =

* ,

A* * , , A*n 1 *

 

 

 

 

(1.83)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

1

 

 

 

 

 

 

 

 

56

Chapter 1. Absolute stability and Aizerman’s problem of one-dimensional regulated systems

of order (n 2) (n 1) there exists a

2) be equal to

row vector

= (

 

n 2, where

 

,

2

, ,

n 2

1

 

 

(*)

)

is a transpose sign. Then:

R

n 2

such that

 

 

 

(t) = 1 y1 (t) 2 y2 (t) n 2 yn 2 (t),

t I;

(1.84)

 

2) if

y = z = 0, y

2

= A z = 0, , y

n 2

= An 1z = 0, then

z = 0.

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Proof.

 

Notice

 

that rank

R = n 2

 

then

and

only

then,

when vectors

* , A* *

, , A*n 1 *

are linearly independent. As vectors * , A* * , , A*n 1 * form

 

1

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

1

 

 

a basis in Rn 2 ,

then vector

S* Rn 2

can be represented unambiguously in the form

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

*

= 1

*

 

 

 

 

*

*

 

 

 

 

*n 1

*

.

 

Then

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

S1

 

2 A1

 

n 2 A1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

= S z = z A z

 

 

A

n 1

z =

y

 

 

y

 

 

 

 

 

y

 

.

 

 

n

 

 

 

2

2

n

2

n 2

 

 

 

 

 

 

1

 

 

1

 

 

 

1

1

 

 

 

2

 

 

 

 

 

 

1

1

 

 

 

 

 

 

 

 

 

 

Now the second equation from (1.79) can be written as (1.84). On the other hand,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(

*

 

 

*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

from (1.83) it follows that the pair

 

, A )

 

is controllable. From controllability of

 

 

 

 

1

 

 

 

 

(

*

 

 

*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

n 1

z = 0,

 

the

pair

 

, A )

it

follows that equalities

z = 0, A z = 0, , A

 

 

which

 

 

 

 

1

 

 

 

 

 

 

1

 

 

 

 

 

1

 

 

 

 

 

 

 

entail z = 0.

Consequently, from

yi

= 0, i = 1, n 2

it follows that z = 0, t I. The

lemma is proved.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Introducing the notation

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

0

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

0

 

 

1

 

0

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

A1

=

 

 

 

 

 

 

 

 

 

 

 

 

 

B1

=

 

 

 

 

S1 = (

, ,

 

 

 

),

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

,

 

 

 

 

,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

n 2

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

0

 

a2

 

an 1

 

 

 

 

 

 

 

A

n 1

B

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

equations of motion (1.81), (1.84) are represented in the form:

y = A1 y B1 ( ), From Lemmas 1, 2 it follows that: 1)

= S

A1

1y,

=R

( )

.

 

 

 

 

 

 

 

0

 

 

 

 

*

A1R

* 1

,

 

1

*

1

 

 

 

B

= R

,

 

 

 

 

 

B

(1.85)

S1 = S1R* 1;

 

 

* 1

*

 

 

* 1

 

S = S

*

;

 

 

 

 

 

2)

A1 = R

 

A1R

, B1 = R

 

B1,

R

3) matrices A1

, A1

are

 

 

1

1

 

 

quently j ( A1 ) = j ( A1 ),

j = 1, n 2; 4)

S1B1

= S1 B1; 5) y = R* z.

 

 

 

 

 

 

 

From (1.85) taking into account that ( ) = ( ),

we get

y = A1 ( ) y B1 ( ), = S1 y, ( ) 1,

similar, conse-

(1.86)

57

Lectures on the stability of the solution of an equation with differential inclusions

where matrix

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

A1 ( ) = A1 B1 S1 =

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

1

 

 

 

 

 

0

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

0

 

 

0

 

 

 

 

 

1

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

=

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

.

 

 

 

n 1

 

 

 

n 1

 

 

 

 

 

 

 

 

n 1

 

 

 

 

 

 

 

 

n 1

 

 

 

 

A

B

A

B

 

a

 

A

B

a

 

 

A

B

 

 

 

 

 

2

 

n 1

 

 

 

1

1

1

2

1

1

 

 

3

1

1

 

 

n 2

1

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

It is easy to verify that: 1)

*

A ( )R

* 1

,

A1 ( ) = R

 

 

1

 

 

B1

*

B

,

= R

 

 

1

 

S1

= S R

* 1

;

 

 

1

 

 

 

A ( ) = R

* 1

*

,

2)

 

A1 ( )R

1

 

 

 

B = R

* 1

B1

,

 

1

 

 

 

S

*

;

= S1R

1

 

 

3) matrices

A1 ( ), A1 ( )

are

similar, 4) number

S

B = S1 B1;

1

1

> 0.

5) matrix

A1 ( )

is a Hurwitz matrix for any small enough

Thus, we establish links between (1.79), (1.85) and (1.80), (1.86), respectively. Example. The equation of a regulated system has a form

 

 

x = x ( ), = ( ), = ( ), = x ,

1

2

(1.87)

where the function as

where

A1

( )

0

.

The equation (1.87) in the vector form can be written

 

 

 

 

 

z = A z B ( ), = S z.

 

 

 

 

 

 

 

 

 

1

 

1

 

 

 

1

 

 

 

 

 

1

0

0

 

1

 

 

 

 

x

 

 

 

 

 

 

B =

 

 

 

S

 

z =

 

 

 

=

 

0

0

1

,

 

,

= ( , , ),

 

.

 

 

 

 

 

1

 

1

 

1

 

 

 

 

 

 

0

0

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Applying Lemma

where B1 = 0,

A1B1

1, we determine the row vector

 

 

= 0.

The characteristic polynomial

= (1;1/

; (

2

 

of the matrix

)/

2

),

 

 

 

1

2

2

 

A1

is equal to

( ) =

( 1).

2

 

Matrices

Vectors

A = ( 1;0;1/

),

1

2

 

A

2

= (1;0;0),

 

1

 

2

B = 1.

A

1

1

 

1

1/ 2

( 1 2 )/ 22

0

0

1

 

 

 

 

 

 

 

 

 

 

R* =

1

0

1/ 2

, R* 1

=

2

1 2

1

,

 

 

 

 

 

 

 

2

 

 

 

1

0

0

 

 

0

2

where rank R = 3, | R |= 1/ 2 0. Then matrices

 

 

 

 

0

1

0

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

= R* A R* 1

 

 

 

 

,

 

1

= R*B =

 

 

,

 

1

= S R* 1

 

 

 

 

 

 

 

A1

=

0 0

1

B

0

S

= ( , , ),

 

 

1

 

 

 

 

 

 

1

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

0

0

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

58

Chapter 1. Absolute stability and Aizerman’s problem of one-dimensional regulated systems

where = 2 , = ( 1

 

2 ) 2 , = 1 2 .

For this example

(1.85) can be written as

 

 

 

 

( ) 0 , where

y = A y B ( ), = S1 y,

 

 

1

1

 

 

 

y2 = y2

 

 

 

 

 

 

 

 

 

 

 

, y3 = y3 ( ), = y1 y2 y3.

 

 

 

 

 

 

 

 

For

this example equation (1.86) has a form y = A1 ( ) y B1 ( ),

( )

, where

 

0

 

 

 

 

 

 

 

 

 

 

equation

y1 = y2 ,

= S1 y,

 

 

 

0

1

0

 

 

0

 

 

A1

( ) =

 

0

0

1

 

 

 

 

 

S1 = ( , , ),

 

,

B1 =

 

0

,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

the characteristic polynomial of the matrix

A1

( )

is equal to

 

 

| I

 

A ( ) |=

(1 )

.

Matrices

1

 

 

3

2

 

 

A

 

3

1

 

 

 

 

 

 

 

 

matrices for any arbitrarily small number

> 0 then and only

=

2

< 0,

= (

1

) < 0,

< 0.

are hold.

 

 

 

 

 

 

2

( ) =| I

3

A1 ( ) |

 

 

 

 

 

( ),

A( )

are Hurwitz

 

 

 

 

then, when inequalities

Lecture 11.

Properties of solution in a critical case

It can be shown that solutions of the system (1.76), (1.77), and also (1.85), (1.86), are limited.

 

Theorem 15. Let the matrix

A,

A1

(

 

 

j =

 

 

 

1, n 2, function ( ) 1,

and let,

rank

R = n 2.

Then following estimates

)

be a Hurwitz matrix, i.e.

Re j ( A1 ( ))

moreover, performed equalities (1.81) are true

< 0,

and

| z(t) | c

, | z(t) | c

,

t I ,

c

, c

= const < ,

0

1

 

 

0

1

 

(1.88)

| y(t) | m

, | y(t) | m , t I , m

, m = const < ,

0

1

0

1

(1.89)

| (t) | c2 , | (t) | c3 , t I , c2 , c3 = const < .

Moreover, the functions

z(t),

y(t), (t),

t I are uniformly continuous.

 

 

 

 

 

 

 

 

 

 

 

 

0 <

 

<

Proof. From inclusion ( ) 1

it follows that | ( (t)) |

* ,

*

 

 

t I. As matrix A1( ) is a Hurwitz matrix, i.e.

(1.90)

, t,

Re j ( A1 ( )) < 0, a = max Re j ( A1 ( )) < 0,

1 j n 2

59

Lectures on the stability of the solution of an equation with differential inclusions

A ( )t

ce

(a )t

t, t I , c = c( ) > 0,

> 0 is an arbitrarily small number

then e 1

 

[13; § 13, inequality (7)].

Solution of the differential equation (1.76) can be written as:

 

 

 

 

 

 

 

 

A ( )t

 

 

 

 

 

t

A ( )(t )

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

z(t) = e 1

 

 

 

z

 

 

1

 

 

 

 

 

 

 

 

 

 

t I.

 

 

 

 

 

 

 

 

 

e

 

 

 

 

B ( ( ))d ,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Then

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

A ( )t

 

 

 

 

 

 

 

t

 

A ( )(t )

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

| z(t) |

e 1

 

 

 

|

z

|

e

1

 

 

 

 

 

 

( ( )) | d

 

 

 

 

 

 

 

 

 

 

 

 

 

 

B

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

c | z

 

| e

(a )t

 

ce

(a )t

B

 

 

 

1

 

 

e

(a )t

 

1

 

=

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

a

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

a

 

 

 

= c | z

 

| e

(a )t

 

 

1

 

 

c B

 

 

1 e

(a )t

c

,

t,

t I ,

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

*

 

 

 

 

 

 

 

 

 

 

 

 

 

 

a

 

 

 

1

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

where

e

(a )t

1,

t,

 

t I ,

a < 0.

Hence we

get a

limited solution (1.80).

 

 

 

 

 

 

 

 

 

 

 

Consequently, we get a limited solution of the system (1.86). From (1.80) it follows that

| z(t) | A ( ) | z(t) | B

| ( (t)) | A ( )

c

0

B

 

*

= c

, t, t I,

1

1

1

 

1

 

1

 

 

 

 

| (t) |

 

 

 

S

 

 

 

| z(t) | c ,

| (t) |

 

 

 

S

 

 

 

| z(t) | c ,

t, t I.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

2

 

 

 

 

 

 

1

 

 

 

 

3

 

 

 

 

 

 

 

From limitation z(t), (t),

t I

 

it follows that they are uniformly continuous.

 

 

*

 

 

t I ,

 

 

 

 

 

 

| y(t) |

R

*

| z(t) | m ,

| y(t) |

 

*

| z(t) | m1

 

t,

t I.

As

y(t) = R z(t),

 

then

 

R

 

,

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

0

 

 

From limitation of derivatives | y(t) | m

we get uniform continuity of functions

y(t),

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

t I. The theorem is proved.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Lemma 13. Let

 

the conditions

 

of lemmas

1, 2

be

satisfied,

 

the

value

 

n 1

B1 0.

Then along the solution of the system (1.86) the following identities

= A1

are true:

 

 

 

 

 

 

 

 

 

( (t) = 1 (t) 1 a0 y (t) 1 a1 y (t) 1 an 1 y

n 2

(t), t I,

 

 

 

 

1

 

 

2

 

 

 

 

 

 

 

 

 

 

(t) = y (t)

2

y

(t)

n 1

y

n 1

(t)

n 2

y

n 2

(t),

t I ,

1 1

2

 

 

 

 

 

 

 

 

 

 

(t) = 1 y2 (t) 2 y3 (t) n 1 yn 2 (t) n 2 (t), t I ,

(1.91)

(1.92)

(1.93)

 

 

 

 

 

 

where (t) = yn 2 (t), a0 = 1 , a1 = 2 , a2 = a2 3 , ,

an 1 = an 1 n 2 ,

 

 

 

 

S1 = ( 1, 2 , , n 2 ).

 

 

60

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