Stability Analysis of Complex Dynamical Systems: Some Computational Methods Narotham Reddy Sarabudla Iowa State University
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Iowa State University Capstones, Theses and Retrospective Theses and Dissertations Dissertations 1981 Stability analysis of complex dynamical systems: some computational methods Narotham Reddy Sarabudla Iowa State University Follow this and additional works at: https://lib.dr.iastate.edu/rtd Part of the Electrical and Electronics Commons Recommended Citation Sarabudla, Narotham Reddy, "Stability analysis of complex dynamical systems: some computational methods " (1981). Retrospective Theses and Dissertations. 6944. https://lib.dr.iastate.edu/rtd/6944 This Dissertation is brought to you for free and open access by the Iowa State University Capstones, Theses and Dissertations at Iowa State University Digital Repository. It has been accepted for inclusion in Retrospective Theses and Dissertations by an authorized administrator of Iowa State University Digital Repository. For more information, please contact [email protected]. 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In all cases we have filmed the best available copy. Universi^ Mioxïilms International 300 N. ZEEB RD., ANN ARBOR, Ml 48106 8128855 SARABUDLA, NAROIHAM REDDY STABILITY ANALYSIS OF COMPLEX DYNAMICAL SYSTEMS: SOME COMPUTATIONAL METHODS Iowa State University PH.D. 1981 University Microfilms I ntsrnâtionâl 300 N. Zeeb Road, Am Arbor, Ml 48106 PLEASE NOTE: In all cases this material has been filmed in the best possible way from the available copy. Problems encountered with this document have been identified here with a check mark V . 1. Glossy photographs or pages ___ 2. Colored illustrations, paper or print 3. Photographs with dark background 4. Illustrations are poor copy 5. Pages with black marks, not original copy 6. Print shows through as there is text on both sides of page 7. Indistinct, broken or small print on several pages 8. Print exceeds margin requirements 9. Tightly bound copy with print lost in spine 10. Computer printout pages with indistinct print 11. Page(s) • lacking when material received, and not available from school or author. 12. Page(s) seem to be missing in numbering only as text follows. 13. Two pages numbered . Text follows. 14. Curling and wrinkled pages 15. Other University Microfilms International Stability analysis of complex dynamical systems; Some computational methods by Narotham Reddy Sarabudla A Dissertation Submitted to the Graduate Faculty in Partial Fulfillment of the Requirements for the Degree of DOCTOR OF PHILOSOPHY Department; Electrical Engineering Major; Electrical Engineering Approved; Signature was redacted for privacy. In Chaafge of Major Work Signature was redacted for privacy. r Department Signature was redacted for privacy. Iowa State University Ames, Iowa 1981 ii TABLE OF CONTEOTS Page I. INTRODUCTION 1 II. NOTATION 4 III. STABILITY THEORY 6 A, Lyapunov Stability Theory 7 1, Indirect method 7 2. Direct method 8 B, Constructive Stability Results 10 C, Domain of Attraction 16 IV. ANALYSIS BY QUADRATIC LYAPUNOV FUNCTIONS 20 A. Development of the Algorithm 20 B. Summary of the Algorithm 31 C. Discussion 32 D. Examples 36 E. Relationship Between the Eigenvalues of Jacobian and Lyapunov Matrices. 54 V. ANALYSIS BY NORt^ LYAPUNOV FUNCTIONS 60 A. Development of the Algorithm 60 B. Summary of the Algorithm 65 C. Discussion 66 ill Page VI. APPLICATION OF THE COMPARISON PRINCIPLE 69 A. Comparison Principle 71 B. Estimation of the Domain of Attraction 75 C. Discussion 83 VII. CONCLUSIONS ' 85 VIII. REFERENCES 88 IX. ACKNOTVLEDGMENTS 93 X. APPENDIX A; STABILITY OF AN INFINITE SET OF MATRICES 94 XI. APPENDIX B; ROSENBROCK'S OPTIMIZATION METHOD 96 XII. APPENDIX C: EXPANSION OF LYAPUNOV MATRIX EQUATION 98 XIII. APPENDIX D: COMPUTER PROGRAMS 100 1 I. INTRODUCTION It is well-known that many dynamical systems encountered in engineering and physical sciences can be modeled by systems of ordinary differential equations and that such differential equations are frequently nonlinear. For the engineers and scientists involved in modeling, anal ysis and design of such dynamical systems, stability is a fundamental problem. The concept of stability has its origin in mechanics where the position of equilibrium (rest) of a rigid body is considered to be stable, if it returns to its original position of equilibrium after a small dis turbance. The nonlinear differential equations representing the dynami cal system, in general, are so complex that they cannot be solved analytically in a closed form. Thus, in order to ascertain the qualita tive behavior of an equilibrium point of a dynamical system alternative methods of analysis are required. In 1892, A.M. Lyapunov, a Russian mathematician proposed two methods known as Indirect (First) method and Direct (Second) method to investigate the stability of dynamical systems represented by differential equations. Although Lyapunov's stability theory (see [1]) is playing an important role in modern control theory, his work went unnoticed for a long time. Subsequently, much work has been done on the extension and application of his work to systems represented by difference equations, stochastic dif ferential equations, functional differential equations, Volterra integro- differential equations, partial differential equations and hybrid systems 2 which are appropriately modeled by a mixture of different types of equations. Of particular importance is the Direct method, which has its origin in energy considerations, and through which one can ascertain the quali tative properties of the equilibrium of a dynamical system without any knowledge of its solution trajectories. In the analysis and design by Lyapunov's Direct method, the concept of asymptotic stability and the domain of attraction of an equilibrium is invaluable. In the literature, the domain of attraction is also referred to as the region of attraction or as the asymptotic stability region of an equilibrium. The domain of attraction of an equilibrium is a region with the equilibrium point in its interior and having the property that the trajectories of the system starting at any point within this region will eventually approach the equilibrium point. To determine an estimate for the domain of attraction of an equilibrium by the Lyapunov's Direct method, we need to find a scalar function such that this function and its time derivative along the solutions of the differential equation of the system in question satisfy certain conditions in some neighborhood of the given equilibrium point. (Without loss of generality, the equilibrium point will be assumed to be the origin of R^.) Although the Direct method of Lyapunov is a powerful tool available for the analysis and design of nonlinear dynamical systems, it suffers from several drawbacks. Notably, there is no universal and systematic method available which tells us how to find the required Lyapunov function. Although converse Lyapunov theorems have been estab lished, these results provide in general no clue (except in the case of 3 linear equations) as how to construct Lyapunov functions. In addition, finding a Lyapunov function successfully does not necessarily mean that it is necessarily the best choice in a particular problem. The prevail ing opinion among researchers is that even if applicable,it often requires excessive computation time to find a reasonably satisfactory Lyapunov function. Generally, the degree of the above difficulties associated with the Lyapunov theory increases as a system becomes large and complex. For this reason, to analyze the qualitative behavior of large-scale dynamical systems, it is frequently convenient to view such systems as interconnected systems composed of several lower order free subsystems. The analysis of such large-scale systems can often be accomplished in terms of the prop erties of the simpler subsystems and in terms of the properties of the interconnecting structure. This dissertation is devoted to the development of systematic, efficient and fast algoritlims to estimate the domain of attraction of general and large-scale nonlinear dynamical systems. 4 II. NOTATION The symbol i denotes Y-1. Let U and V be arbitrary sets. If u is an element of U we write u e U. If U is a subset of V, we write UC V and we denote the boundary of U by 3U. If W is a convex polyhedral region, then the elements of the set E(W) denotes its extreme vertices and K[W] = WU9W denotes its convex hull.