diff --git a/.gitignore b/.gitignore index 77449dff303c894cf0113563b2a7a0b084f8d76d..4a12c68d4a441383bf2e6d4998ceb25f568c547b 100644 --- a/.gitignore +++ b/.gitignore @@ -17,9 +17,9 @@ *.xdv *-converted-to.* # these rules might exclude image files for figures etc. -# *.ps -# *.eps -# *.pdf +*.ps +*.eps +*.pdf ## Generated if empty string is given at "Please type another file name for output:" .pdf diff --git a/beamerExample.tex b/beamerExample.tex index f75d09e9e9679aa257b3f2ff53bf78b0c74b5150..97de2f90feb09480c33387848ad815908faf7c9d 100644 --- a/beamerExample.tex +++ b/beamerExample.tex @@ -34,7 +34,7 @@ % ---------------------------------------------------------------------- -\begin{frame}{\hspace*{10pt}Alexandr Mihailovich Lyapunov (1857--1918)} +\begin{frame}{Alexandr Mihailovich Lyapunov (1857--1918)} \begin{columns} \begin{column}{0.3\textwidth} \includegraphics[width=\textwidth]{figures/lyapunov_stamp} @@ -334,270 +334,4 @@ then $x=0$ is unstable. \end{itemize} \end{frame} % ---------------------------------------------------------------------- -\begin{frame} -% -\frametitle{\large Proof of (1) in Lyapunov's Linearization Method} - -Lyapunov function candidate $V(x)=x^TPx$. $V(0)=0$, $V(x)>0$ for -$x\neq 0$, and -\begin{align*} -\dot{V}(x)&=x^TPf(x)+f^T(x)Px\\ -&=x^TP[Ax+g(x)]+[x^TA+g^T(x)]Px\\ -&=x^T(PA+A^TP)x+2x^TPg(x)=-x^TQx+2x^TPg(x) -\end{align*} -% -\begin{equation*} -x^TQx\geq\lambda_{\min}(Q)\Vert x\Vert^2 -\end{equation*} -% -and for all $\gamma>0$ there exists $r>0$ such that -% -\begin{equation*} -\Vert g(x)\Vert<\gamma\Vert x\Vert, \qquad \forall\Vert x\Vert<r -\end{equation*} -% -Thus, choosing $\gamma$ sufficiently small gives -% -\begin{equation*} -\dot{V}(x)\leq-\big(\lambda_{\min}(Q)-2\gamma\lambda_{\max}(P)\big)\Vert x\Vert^2<0 -\end{equation*} -% -\end{frame} -% ---------------------------------------------------------------------- - -\end{document} - - -\begin{frame} -% -\frametitle{Invariant Sets} - - -\textbf{Definition} A set $M$ is called \textbf{invariant} if for -the system -$$ -\dot{x}=f(x), -$$ -$x(0)\in M$ implies that $x(t)\in M$ for all $t\geq 0$. - -\medskip -\begin{center} - \psfrag{x0}[][]{$x(0)$} - \psfrag{xt}[][]{$x(t)$} - \psfrag{M}[][]{$M$} -\includegraphics[width=0.5\hsize]{figures/invariant_set.eps} -\end{center} -\end{frame} -% ---------------------------------------------------------------------- -\begin{frame} -% -\frametitle{Invariant Set Theorem} - -\textbf{Theorem} Let $\Omega\in\mathbf{R}^n$ be a bounded and closed set -that is invariant with respect to -$$ -\dot{x}=f(x). -$$ -Let $V:\mathbf{R}^n\rightarrow\mathbf{R}$ be a radially unbounded -$C^1$ function such that -$\dot{V}(x)\leq 0$ for $x\in\Omega$. Let $E$ be the set of points -in $\Omega$ where $\dot{V}(x)=0$. If $M$ is the largest invariant set in -$E$, then every solution with $x(0)\in\Omega$ approaches $M$ as -$t\rightarrow\infty$ (proof on p.~73) - -\begin{center} - \psfrag{Om}[][]{$\Omega$} - \psfrag{E}[][]{$E$} - \psfrag{M}[][]{$M$} -\includegraphics[width=0.4\hsize]{figures/lyap_invariant.eps} -\end{center} -\end{frame} -%---------------------------------------------------------------------- -\begin{frame} -% -\frametitle{Example---Stable Limit Cycle} - -Show that $M=\{x:\,\Vert x\Vert= 1\}$ is a globally stable limit cycle for -\begin{align*} - \dot{x}_1&=x_1-x_2-x_1(x_1^2+x_2^2)\\ - \dot{x}_2&=x_1+x_2-x_2(x_1^2+x_2^2) -\end{align*} - -Let $V(x)=(x_1^2+x_2^2-1)^2$. -\begin{align*} -\frac{dV}{dt}&=2(x_1^2+x_2^2-1)\frac{d}{dt}(x_1^2+x_2^2-1)\\ -&=-2(x_1^2+x_2^2-1)^2(x_1^2+x_2^2)\leq 0\quad\text{for } x\in\Omega\\ -\end{align*} -$\Omega=\{0<\Vert x\Vert\leq R\}$ is invariant for $R=1$. -\end{frame} -%---------------------------------------------------------------------- -\begin{frame} -% -\frametitle{Example---Stable Limit Cycle} - -\begin{equation*} -E=\{x\in\Omega:\,\dot{V}(x)=0\}=\{x:\,\Vert x\Vert= 1\} -\end{equation*} -$M=E$ is an invariant set, because -\begin{equation*} -\frac{d}{dt}V=-2(x_1^2+x_2^2-1)(x_1^2+x_2^2)=0\quad\text{for - } x\in M -\end{equation*} - -We have shown that $M$ is a stable limit cycle (globally stable in -$R-\{0\}$) - \begin{center} - \includegraphics[height=0.3\hsize]{figures/guck} - \end{center} - -\end{frame} -% ---------------------------------------------------------------------- -\begin{frame} -% -\frametitle{A Motivating Example (cont'd)} - -$$ -m\ddot{x}=-b\dot{x}\vert\dot{x}\vert-k_0x-k_1x^3 -$$ -$$ -V(x,\dot{x})=(2m\dot{x}^2+2k_0x^2+k_1x^4)/4>0, \qquad V(0,0)=0 -$$ -$\dot{V}(x,\dot{x})=-b\vert\dot{x}\vert^3$ gives -$E=\{(x,\dot{x}):\,\dot{x}=0\}$. - -Assume there exists $(\bar{x},\dot{\bar{x}})\in M$ such that -$\bar{x}(t_0)\neq 0$. Then -$$ -m\ddot{\bar{x}}(t_0)=-k_0\bar{x}(t_0)-k_1\bar{x}^3(t_0)\neq 0 -$$ -so $\dot{\bar{x}}(t_0+)\neq 0$ so the trajectory will immediately -leave $M$. A contradiction to that $M$ is invariant. - -Hence, $M=\{(0,0)\}$ so the origin is asymptotically stable. -\end{frame} - -%---------------------------------------------------------------------- -\begin{frame} -% -\frametitle{Adaptive Noise Cancellation by Lyapunov Design} - - \begin{center} - \psfrag{u}[][]{$u$} - \psfrag{g1}[][][1.4]{$\frac{b}{s+a}$} - \psfrag{g2}[][][1.4]{$\frac{\widehat b}{s+\widehat a}$} - \psfrag{x}[][]{$x$} - \psfrag{xh}[][]{$\widehat x$} - \psfrag{xt}[][]{$\widetilde x$} - \psfrag{+}[][]{$+$} - \psfrag{-}[][]{$-$} - \includegraphics[width=0.4\hsize]{figures/noise.eps} - \end{center} -\begin{align*} -\dot x +a x &= bu\\ -\dot{\widehat x} + \widehat a \widehat x &= \widehat b u -\end{align*} -Introduce $\widetilde x = x-\widehat x, \enskip\widetilde a = -a-\widehat a, \enskip \widetilde b = b-\widehat b$. - -Want to design adaptation law so that $\widetilde x\to 0$ -\end{frame} - -\begin{frame} -Let us try the Lyapunov function -\begin{align*} -V&=\frac{1}{2}(\widetilde x^2+\gamma_a\widetilde a^2+\gamma_b\widetilde -b^2)\\ -\dot V &= \widetilde x \dot{\widetilde x} + \gamma_a \widetilde a -\dot{\widetilde a} + \gamma_b \widetilde b -\dot{\widetilde b} = \\ -&=\widetilde x(-a\widetilde x-\widetilde a \widehat x + \widetilde b -u) + \gamma_a \widetilde a -\dot{\widetilde a} + \gamma_b \widetilde b -\dot{\widetilde b} = -a \widetilde x^2 -\end{align*} -where the last equality follows if we choose -\begin{align*} -\dot{\widetilde a} = -\dot{\widehat a} = \frac{1}{\gamma_a} \widetilde{x} \widehat x \qquad -\dot{\widetilde b} = -\dot{\widehat b} = -\frac{1}{\gamma_b} \widetilde{x} u -\end{align*} -Invariant set: $\widetilde x =0$. - -This proves that $\widetilde x \to 0$. - -(The parameters $\widetilde a$ and $\widetilde b$ -do not necessarily converge: $u\equiv 0$.) - -\fbox{Demonstration if time permits} -\end{frame} -%%------------------------------ -\begin{frame} -\frametitle{Results} - \begin{center} - \psfrag{p1}[][][1.3]{$\hat{a}$} - \psfrag{p2}[][][1.3]{$\hat{b}$} - \includegraphics[width=0.7\hsize]{musik/parameters.eps} \\ - Estimation of parameters starts at t=10 s. - \end{center} -\end{frame} - -%---------------------------------------------------------------------- -\begin{frame} -\frametitle{Results} - \begin{center} - \psfrag{x-xhat}[][][1.3]{$x-\hat{x}$} - \includegraphics[width=0.6\hsize,angle=0]{musik/adap.ps} \\ - \includegraphics[width=0.3\hsize]{musik/xt.eps} - \end{center} - \begin{center} - \begin{small} - Estimation of parameters starts at t=10 s. - \end{small} - \end{center} -\end{frame} - -%---------------------------------------------------------------------- -\begin{frame} -% -\frametitle{Next Lecture} - - -\begin{center} - Stability analysis using input-output (frequency) methods - -\end{center} -\begin{itemize} -item Stability analysis using input-output (frequency) methods -\end{itemize} - -\vfill -\end{frame} -%---------------------------------------------------------------------- -\begin{frame} -\frametitle{title} - Let us try the Lyapunov function -\begin{align*} - V&=\frac{1}{2}(\widetilde x^2+\gamma_a\widetilde a^2+\gamma_b\widetilde - b^2)\\ - \dot V &= \widetilde x \dot{\widetilde x} + \gamma_a \widetilde a - \dot{\widetilde a} + \gamma_b \widetilde b - \dot{\widetilde b} = \\ - &=\widetilde x(-a\widetilde x-\widetilde a \widehat x + \widetilde b - u) + \gamma_a \widetilde a - \dot{\widetilde a} + \gamma_b \widetilde b - \dot{\widetilde b} = -a \widetilde x^2 -\end{align*} - where the last equality follows if we choose - \begin{align*} - \dot{\widetilde a} = -\dot{\widehat a} = \frac{1}{\gamma_a} \widetilde{x} \widehat x \qquad - \dot{\widetilde b} = -\dot{\widehat b} = -\frac{1}{\gamma_b} \widetilde{x} u - \end{align*} - Invariant set: $\widetilde x =0$. - - This proves that $\widetilde x \to 0$. - - (The parameters $\widetilde a$ and $\widetilde b$ - do not necessarily converge: $u\equiv 0$.) - - \fbox{Demonstration if time permits} - -\end{frame} \ No newline at end of file +\end{document} \ No newline at end of file