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Lecture 2��Derivatives, Dynamical Systems & Lyapunov Stability

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Instructor: Ercan Atam

Institute for Data Science & Artificial Intelligence

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Course: DSAI 586- Data-Driven Model Predictive Control

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List of contents for this lecture

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  • Derivatives for functions involving vectors/matrices

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  • Dynamical systems

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  • Discrete-time systems

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  • Stability of nonlinear discrete-time systems

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  • Definiteness of matrices

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Gradient of a scalar function

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Gradient of a vector function: Jacobian

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Derivative of linear transformations (1)

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Derivative of linear transformations (2)

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Derivative for bilinear terms (1)

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Derivative for bilinear terms (2)

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Derivative of quadratic forms (1)

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Derivative of quadratic forms (2)

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Second derivative (Hessian)

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Dynamical systems - time-invariance/time-variance

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Linearization of a dynamical system around an operating point (1)

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Linearization of a dynamical system around an operating point (2)

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Linearization of a dynamical system around an operating point (3)

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Discrete-time dynamical systems

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Linear time-invariant (LTI) discrete-time systems (1)

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Linear time-invariant (LTI) discrete-time systems (2)

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ZOH discretization of linear models (1)

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ZOH discretization of linear models (2)

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ZOH discretization result

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Stability of nonlinear discrete-time systems

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Lyapunov stability definition

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Lyapunov stability illustration

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Asymptotic stability

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Asymptotic stability illustration

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Exponential stability

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Lyapunov function

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Example (1)

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Example (2)

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Definiteness of matrices

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Remarks on definite matrices

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Example

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Equilibrium points for discrete-time LTI systems

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Stability of discrete-time LTI systems (1)

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Definition (Stability of discrete-time LTI systems)

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Stability of discrete-time LTI systems (2)

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Theorem 1

Theorem 2

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Stability of discrete LTI systems (3)

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Theorem 3

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References �(utilized for preparation of lecture notes or MATLAB code)

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  • “Nonlinear Control Systems”, by Hassan K. Khalil”, Pearson, 2015.