New results on the uniform exponential stability of non-autonomous perturbed dynamical systems
Mondher Benjemaa, Wided Gouadri, Mohamed Ali Hammami

TL;DR
This paper establishes conditions under which nonlinear non-autonomous perturbed systems maintain uniform exponential stability, using Gronwall-Bellman inequalities instead of Lyapunov functions, with practical numerical illustrations.
Contribution
It provides new stability criteria for perturbed systems that do not rely on Lyapunov functions, broadening applicability in complex scenarios.
Findings
Equilibrium remains stable under certain perturbation estimates.
Stability criteria are derived using Gronwall-Bellman inequalities.
Numerical examples demonstrate practical applicability.
Abstract
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates on the perturbation terms, the equilibrium point remains (globally) uniformly exponentially stable. The results we obtained can easily be applied in practice since they are based on the Gronwall-Bellman inequalities rather than the classical Lyapunov methods that require the knowledge of a Lyapunov function. Several numerical examples are presented in order to illustrate the validity of our study, especially when the standard Lyapunov approaches are useless.
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New results on the uniform exponential stability of non-autonomous perturbed dynamical systems
Mondher Benjemaa
University of Sfax
Laboratory Stability and Control of Systems and nonlinear PDEs
Soukra road, 3000, Sfax
Tunisia
Wided Gouadri
Laboratory Stability and Control of Systems and nonlinear PDEs\brSoukra road, 3000, Sfax, Tunisia
Mohamed Ali Hammami
Laboratory Stability and Control of Systems and nonlinear PDEs\brSoukra road, 3000, Sfax, Tunisia
(Date: March 9, 2020)
Abstract.
In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates on the perturbation terms, the equilibrium point remains (globally) uniformly exponentially stable. The results we obtained can easily be applied in practice since they are based on the Gronwall-Bellman inequalities rather than the classical Lyapunov methods that require the knowledge of a Lyapunov function. Several numerical examples are presented in order to illustrate the validity of our study, especially when the standard Lyapunov approaches are useless.
Key words and phrases:
Non-autonomous systems, Perturbation, Uniform exponential stability, Gronwall-Bellman inequalities
1991 Mathematics Subject Classification:
34C11; 34D05; 34D23; 34E10; 93D05
1. Introduction
The study of asymptotic stability of dynamical systems is one of the most important research area in system design [4, 10]. In case of linear time varying (LTV) systems, it is well known that the uniform asymptotic stability of an equilibrium point is equivalent to its (global) uniform exponential stability (see [14, Theorem 58.7] or [21, Theorem 4.11] for instance). This is no longer true in case of nonlinear time varying systems. There exists in the literature several works that deal with the uniform asymptotic stability of LTV systems, see e.g. [2, 7, 11, 19, 28, 29, 38] and references therein. In concrete physical systems, perturbations (such as friction, heat, measurements, etc) occur and it is more convenient to consider perturbed LTV systems (also called the nonhomogeneous linear time varying systems). The perturbed LTV systems arise, for instance, from the linearization of a differential system around its equilibrium point, or from reducing a linear high order differential equation to a first order system, or also when using a linear feedback in the stabilization of dynamical systems, etc. In studying the effect of perturbations of these systems, it is reasonable to assume a stability property for the unperturbed or nominal system. Since the perturbations can generally be measured or at least estimated, a useful kind of stability is one for which the effect of perturbations can be studied. In this context, the Lyapunov approach gives a powerful tool to study the effects of the perturbations on the nominal system [3, 13, 20, 25, 32, 34]. Indeed, the behavior of solutions under perturbations can, in some cases, be completely determined [8, 9, 12, 22, 23]. The drawback of such a method is that it requires the knowledge of the Lyapunov function, which is a difficult task in general [36]. Another approach to study the stability of perturbed systems consists of using the behavior of the solutions of the associated unperturbed system in the vicinity of the equilibrium point [1, 17, 18, 31, 37]. Being formulated in terms of integral inequalities of Gronwall type, it is a type of stability which is easy to verify in practice, and it extends the class of systems for which the effect of perturbations can be measured. In this paper, we make use of such an approach in order to derive some conditions that ensures the (global) uniform exponential stability of perturbed systems.
This paper is organized as follows. In section 2, we recall some definitions and integral inequalities useful to our study. Section 3 is dedicated to the main results of this paper, namely, we discuss the global uniform exponential stability, the uniform exponential stability and the global uniform practical exponential stability of non-autonomous perturbed systems depending on whether the perturbation term (denoted hereafter) is linearly bounded, super-linearly bounded or sub-linearly bounded on . Finally, we give in section 4 several numerical examples that illustrates the effectiveness of our study.
2. Definitions and integral inequalities
We recall in this section some definitions and integral inequalities that are useful in the sequel.
2.1. Problem statement and definitions
We consider the following perturbed linear time varying system (also called the nonhomogeneous linear equation [14, §59]):
[TABLE]
where is the time, is the state, is a continuous matrix in and is the perturbation term. We also suppose that so that the origin is an equilibrium point for the system (2.1). Notice that equation (2.1) may arise from the linearization of the more general nonlinear system (with is the Jacobian matrix at in this case), or from reducing a linear high order o.d.e to a first order system, or also when using a linear feedback in the stabilization of dynamical systems, etc.
Definition 2.1**.**
The equilibrium point is said
- (i)
uniformly exponentially stable (U.E.S) if there exist , and such that , ,
[TABLE]
- (ii)
globally uniformly exponentially stable (G.U.E.S) if there exist and such that and
[TABLE]
Definition 2.2**.**
A solution of (2.1) is said to be globally uniformly bounded if for every there exists independent of , such that ,
[TABLE]
Let and .
Definition 2.3**.**
- (i)
The ball is uniformly stable if , such that ,
[TABLE]
- (ii)
The ball is globally uniformly stable if it is uniformly stable and the solutions of system (2.1) are globally uniformly bounded.
Definition 2.4**.**
- (i)
The ball is globally uniformly exponentially stable if there exist and such that and ,
[TABLE]
- (ii)
The system (2.1) is globally practically uniformly exponentially stable if there exists such that is globally uniformly exponentially stable.
2.2. Integral inequalities
Lemma 2.5**.**
(Gronwall-Bellman’s inequality [18]) Let and be non-negative continuous functions on satisfying the inequality
[TABLE]
where and are non-negative constants. Then,
[TABLE]
Lemma 2.6**.**
(Bihari’s inequality [5]) Let and be non-negative integrable functions on and let be an arbitrary constant. Let be a monotonously increasing function on satisfying . If the inequality
[TABLE]
holds, then the inequality
[TABLE]
remains valid as long as belongs to the domain of definition of , where the function is defined by
[TABLE]
and is the inverse mapping of .
3. Main results
The linear time varying (LTV) system
[TABLE]
is said uniformly asymptotically stable (U.A.S) if and only if there exist constants and such that
[TABLE]
where denotes the state transition matrix of the system (3.1) (see [21, Theorem 4.11] for instance). Hence, in the linear case, the uniform asymptotic stability of an equilibrium point is equivalent to its global uniform exponential stability [6, §3].
Theorem 3.1**.**
Assume the nominal system (3.1) is U.A.S and suppose there exist and a function such that for all . Then the perturbed system (2.1) is G.U.E.S. The result is still valid in case under the additional condition .
Proof.
Let be the state transition matrix of the system (3.1). It follows that the solution of (2.1) can be written as
[TABLE]
Using (3.2), we obtain
[TABLE]
Multiply both sides by and denote yields
[TABLE]
By the classical Gronwall-Bellman inequality, we deduce that
[TABLE]
and thus
[TABLE]
Now, if then
[TABLE]
with and hence the system (2.1) is globally uniformly exponentially stable. Suppose and let be the conjugate of . Using the Hölder inequality, we obtain
[TABLE]
Using that is concave if , we deduce that for any . Hence,
[TABLE]
Choose and denote , we obtain from (3.6) and (3.7)
[TABLE]
and the system (2.1) is G.U.E.S. Finally, if then (3.5) implies
[TABLE]
hence the system (2.1) is G.U.E.S under the condition . ∎
Remark 3.2*.*
In the literature, the function is generally assumed either integrable or bounded (see e.g. [26, Corollary 1] or [6, §3, Theorem 6 and 9] among others). Here, we generalize these results in case is integrable, with .
Remark 3.3*.*
When , the condition in Theorem 3.1 has also been obtained by using the Lyapunov exponent technique (see [24, Theorem 6.1 and Theorem 6.2] for instance).
Theorem 3.1 allows us to derive a simple and sufficient criterion on a given matrix under which the linear system is G.U.E.S. Let us recall that the eigenvalues of with negative (resp. positive) real parts for all time do not allow to conclude the exponential stability (resp. the instability) of the origin [30, 35]. In view of Theorem 3.1, we claim that if all the entries of , but the diagonal terms, are -integrable for some , and if all the diagonal terms are negatives, then the origin is G.U.E.S. More precisely, we have:
Corollary 3.4**.**
Consider the linear time varying system (3.1) with . Suppose that
- (1)
* and such that , and .* 2. (2)
* such that .*
Then the origin of the system (3.1) is G.U.E.S.
Proof.
The system (3.1) can be written as a perturbed system
[TABLE]
with and . It is obvious from hypothesis 1. that the origin of the nominal system is G.U.E.S. Now, since then there exists 111Since all the norms in are equivalent, one can choose for instance with . such that . Finally, the result follows from Theorem 3.1. ∎
Theorem 3.5**.**
Assume the nominal system (3.1) is U.A.S and suppose there exist , a function and a non decreasing function with such that . Suppose either
- (a)
** 2. (b)
or with
- (i)
** 2. (ii)
or there exists such that
[TABLE]
if .
Then the perturbed system (2.1) is uniformly exponentially stable.
Proof.
Let and suppose the solution of (2.1) is defined on with . Using (3.2) and (3.3) we have for any
[TABLE]
Let and let be the conjugate of , with if . Since is continuously derivable in [math] with then for any and for all we have with . Moreover, as if . Let and choose sufficiently small such that if or with given by if . We will prove that the system (2.1) is uniformly exponentially stable for any initial condition . Suppose with and define the set
[TABLE]
It is clear that is a sub-interval of that contains . Using (3.8) and the Hölder inequality, we obtain for any
[TABLE]
Denote and . Using the identity
[TABLE]
for any non negative reals and and any real , we obtain
[TABLE]
yielding by the classical Gronwall-Bellman inequality
[TABLE]
or equivalently
[TABLE]
In case , then one can choose where is arbitrary and . Using similar arguments as previously, one can show that
[TABLE]
Now we prove that . Suppose by contradiction that then with
[TABLE]
Tacking the limit as tends to in (3) or (3) and using the continuity of , one deduce that and . Using again the continuity of in , one can find such that for any we have
[TABLE]
which is in contradiction with the definition of . Hence and . Finally, using (3) one deduce that and the origin of the system (2.1) is uniformly exponentially stable. ∎
Corollary 3.6**.**
Assume the nominal system (3.1) is U.A.S and suppose there exist and a function such that with . Then the system (2.1) is uniformly exponentially stable.
Proof.
A direct consequence of Theorem 3.5. ∎
Remark 3.7*.*
If then and the statement in Theorem 3.5 is equivalent to the Lyapunov theorem for quasi-linear system (see e.g. [14, Theorem 56.2]).
Remark 3.8*.*
The results of Theorem 3.5 are not guaranteed if the asymptotic stability of the nominal system (3.1) is not uniform. A counter example can be found in the Perron effects [27].
Remark 3.9*.*
Generally, one can not expect a global exponential stability in Theorem 3.5. Consider for instance the non linear scalar equation . It is not difficult to show that the solution of this equation with the initial condition is given by
[TABLE]
Hence, for any , if then and the solution is exponentially stable. However, if then and the solution is not bounded.
The following theorem gives a result on the practical stability of the system (2.1). Thus, the hypothesis for all time is not required in what follows.
Theorem 3.10**.**
Assume the nominal system (3.1) is U.A.S and suppose that
[TABLE]
where
- •
* with .*
- •
* is a non decreasing continuous function s.t. with if or if .*
- •
* with or .*
Then
- (i)
The solution of (2.1), if there exists, is defined on .
- (ii)
The system (2.1) is globally practically uniformly exponentially stable.
- (iii)
If and then .
Proof.
Let us first notice that it is proven in [33] that if
[TABLE]
then
[TABLE]
for any (see [33, Lemmas 3.4, 3.5 and 3.6]). Obviously, if with or if then the condition (3.12) is satisfied, and so is (3.13). Hence there exists such that for all and for any such that . On another hand, since and is non decreasing then there exists sufficiently large such that for all . Using (3.2) and (3.3) we obtain for any
[TABLE]
or equivalently
[TABLE]
where and h(t)=c\,\|x_{0}\|+c\int_{t_{0}}^{t}e^{\gamma(s-t_{0})}\big{(}\lambda(s)+\omega(A)\,\phi(s)\big{)}\,ds. Now we discuss two cases.
case : and . It follows using the Bihari inequality and the identity (3.9) that
[TABLE]
Using the Hölder inequality, we obtain
[TABLE]
where is the conjugate of (with if ). It follows that
[TABLE]
with and , which means that the ball is globally uniformly exponentially stable and the solution , since bounded, is defined on .
case : and . In fact, we only need to treat the case since if then for all and hence if we choose (recall is non decreasing). Using the classical Gronwall-Bellman inequality, we obtain from (3)
[TABLE]
where and h(t)=c\,\|x_{0}\|+c\int_{t_{0}}^{t}e^{\gamma(s-t_{0})}\big{(}\lambda(s)+\omega(A)\,\phi(s)\big{)}\,ds. Multiplying both sides by we obtain
[TABLE]
with and , which means that system (2.1) is globally practically uniformly exponentially stable and the solution is defined on .
Now we prove that the origin is attractive. Let such that and denote \varphi(t)=c\|x_{0}\|e^{-\gamma(t-t_{0})}+c\int_{t_{0}}^{t}e^{-\gamma(t-s)}\big{(}\lambda(s)+\omega(A)\phi(s)\big{)}\,ds. It follows using (3)
[TABLE]
with is the conjugate of ( if ). Using the identity (3.9) , we obtain
[TABLE]
with is a positive constant. Finally, the result follows directly by noticing that is finite and if and are in . ∎
Corollary 3.11**.**
Assume the nominal system (3.1) is U.A.S and suppose there exist and a function such that with and or with . Then the system (2.1) is globally practically uniformly exponentially stable. Moreover, if and then .
Proof.
A direct consequence of Theorem 3.10. ∎
4. Numerical results
In what follows, we give some numerical examples to illustrate our theoretical study. The first example is relative to Theorem 3.1. The second and third examples illustrate Theorem 3.5 and the fourth example is relative to Theorem 3.10. All the illustrations have been performed with the software Matlab.
Example 1*.*
Consider the linear system
[TABLE]
with is the state of the system. The system (4.1) can be written as
[TABLE]
with
[TABLE]
Since
[TABLE]
and , then all the hypothesis of Corollary 3.4 are fulfilled and one conclude that the system (4.1) is G.U.E.S. The figure 1 shows the time evolution of the states and of the system (4.1) with the initial states . One can notice that the mapping remains below a line with negative slope for all time , which confirms that the origin is exponentially stable as predicted by theory.
Let us also remark that the Lyapunov function relative to the time invariant system fails to be an adequate candidate function to the system (4.1). Consequently, one cannot conclude the global uniform exponential stability of the origin by using such a function. Indeed, let be the Lyapunov function of the time invariant system , then the derivative of along the solutions of (4.1) is given by
[TABLE]
It follows that if then
[TABLE]
which is positive for and is not negative definite for all .
Example 2*.*
Consider the following non linear system
[TABLE]
with is given over each interval , by
[TABLE]
where , and (see figure 2).
The system (4.2) can be written as
[TABLE]
where is the state of the system,
[TABLE]
The transition matrix of the nominal system is given by
[TABLE]
with . It follows that and the unperturbed system is globally uniformly exponentially stable. Using the Young identity for any and the inequality for any and , we obtain
[TABLE]
and thus with . Theorem 3.5 stipulates that the system (4.2) is uniformly exponentially stable. The figure 3 shows the time evolution of the states and of the system (4.2) with the initial states . One can notice that the origin is exponentially stable as predicted by theory. Let us remark that, as in the previous example, the Lyapunov function relative to the nominal system fails to be an adequate candidate function to the perturbed system (4.2). Indeed, the derivative of along the trajectories of (4.2) is given by
[TABLE]
It follows that if then
[TABLE]
Since is unbounded over then can not be negative definite for all even for small enough .
Example 3*.*
Let and consider the following non linear system
[TABLE]
which can be written as
[TABLE]
where is the state of the system, and . The unperturbed nominal system is clearly globally uniformly exponentially stable. Moreover, we have
[TABLE]
with and . Since then Theorem 3.5 asserts that the system (4.3) is uniformly exponentially stable provided that there exist such that . It follows that for any the system (4.3) is U.E.S. The figure 4 shows the time evolution of the states and of the system (4.3) with the initial states for . One can notice that the solution decays exponentially as the time increases. On another hand, the figure 5 shows the time evolution of the states of the system (4.3) with the initial states when . One can notice that the solutions are not bounded and thus the origin of the system (4.3) is not exponentially stable. This is in total agreement with Theorem 3.5 and Remark 3.9.
Example 4*.*
Consider the following nonlinear system
[TABLE]
with . The system (4.4) can be written as
[TABLE]
where is the state of the system, and
[TABLE]
The nominal system is globally uniformly exponentially stable. Moreover, we have
[TABLE]
Hence with , and . All the assumptions of Theorem 3.10 (or Corollary 3.11) are satisfied, then the system (4.4) is globally uniformly practically exponentially stable. The figure 6 shows the time evolution of the states of the system (4.3) with the initial states . One can notice that the solutions are stable but the origin is not attractive. This is in total agreement with Theorem 3.10 since the function do not belong to for any but . (see Theorem 3.10 (iii)). Moreover, if we denote then decreases linearly as increases, which confirms the exponential decay of the solution toward . Finally, if we consider the system (4.4) with then using a same reasoning as here above we expect the origin to be attractive (since ) and the system (4.4) is globally uniformly practically exponentially stable. The figure 7 confirms our study and shows that the solution goes to zero as tends to infinity.
Conclusion
We derived some sufficient conditions that ensure the global uniform exponential stability, the uniform exponential stability and the global uniform practical exponential stability of a perturbed system when the behavior of the perturbation terms is known (or can be estimated). Our approach is based on the Gronwall-Bellman inequalities instead of the Lyapunov techniques, which makes it easy to apply in practice. Several examples, especially when the standard Lyapunov approaches may fail, are given in illustration.
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