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A Corollary for Nonsmooth Systems

N. Fischer, R. Kamalapurkar, W. E. Dixon

arXiv:1205.6765v2math.OC

TL;DR

The paper addresses the lack of a formal LaSalle-Yoshizawa result for nonsmooth nonautonomous systems with discontinuous state dynamics. It uses Filippov differential inclusions and generalized Lyapunov analysis to establish two corollaries for convergence under negative semi-definite derivative bounds. The results provide tools for analyzing discontinuous closed-loop error systems, with one corollary applying when an inequality holds for almost all time and the other when a stronger state-uniform inequality is available.

  • Problem

    A formal extension of the LaSalle-Yoshizawa Theorem to systems with discontinuous right-hand sides and nonlocally Lipschitz state dynamics was missing.

  • Method

    The note develops generalized Lyapunov analysis using Filippov solutions and differential inclusions for discontinuous nonautonomous systems.

  • Results

    The two corollaries provide theoretical tools for discontinuous closed-loop error systems when the Lyapunov derivative is upper bounded by a negative semi-definite function.

  • Takeaways & Limitations

    Corollary 1 applies when the derivative inequality holds for almost all time, while Corollary 2 uses a stronger inequality holding for all states.

Abstract

from arXiv · show

In this note, two generalized corollaries to the LaSalle-Yoshizawa Theorem are presented for nonautonomous systems described by nonlinear differential equations with discontinuous right-hand sides. Lyapunov-based analysis methods are developed using differential inclusions to achieve asymptotic convergence when the candidate Lyapunov derivative is upper bounded by a negative semi-definite function.

I. INTRODUCTION

The note addresses the unresolved extension of LaSalle-Yoshizawa analysis to nonsmooth systems whose state dynamics are not locally Lipschitz. It develops a Filippov-based approach for discontinuous nonautonomous systems with negative semi-definite Lyapunov derivative bounds.

  • Extending LaSalle-Yoshizawa analysis to systems with nonlocally Lipschitz state derivatives remains an open problem.Its use for nonsmooth systems had previously been introduced only as a remark without a formal proof.
  • The note considers Filippov solutions for nonautonomous nonlinear systems with discontinuous right-hand sides.The analysis uses Lipschitz continuous and regular Lyapunov functions whose Filippov time derivatives can be upper bounded by negative semi-definite functions.
  • The proposed framework develops Lyapunov-based analysis for nonsmooth dynamics through differential inclusions.

II. PRELIMINARIES

The preliminaries replace classical solutions with generalized differential-inclusion solutions when discontinuities prevent classical existence or uniqueness. They introduce directional and generalized gradients, regularity, and a chain rule for Lyapunov analysis along Filippov trajectories.

  • Discontinuous right-hand sides can prevent classical solutions from existing, motivating Filippov or Krasovskii generalized solutions.These solutions interpret derivatives through nearby-point behavior, but Filippov solutions are generally not unique.
  • The system state lies in D ⊂ R^n, while f is Lebesgue measurable and essentially locally bounded.
  • A regular function has matching right directional and generalized directional derivatives in every direction.The note also records that continuously differentiable functions are regular and sums of regular functions remain regular.
  • Clarke’s generalized gradient is defined as the convex closure of limiting gradients at points where the gradient exists.The excluded set where the gradient is undefined has measure zero.
  • The chain rule makes V(x(t),t) absolutely continuous and provides an almost-everywhere time derivative along Filippov solutions.The derivative is computed using Clarke’s generalized gradient and the set-valued map K[f](x,t).

III. MAIN RESULT

The note develops nonsmooth LaSalle-Yoshizawa corollaries using Filippov differential inclusions and Lyapunov derivatives bounded by negative semi-definite functions. The results establish boundedness and asymptotic convergence, with one corollary applying to a specific solution and the other to all Filippov solutions.

  • Framework: Nonsmooth Lyapunov analysis replaces differential equations with inclusions and ordinary gradients with generalized gradients for discontinuous, non-Lipschitz systems.Filippov solutions and regular, locally Lipschitz Lyapunov functions provide the analytical framework.
  • Corollary 1: If the Filippov Lyapunov derivative satisfies ˙V(x(t),t) ≤ 0 almost everywhere, V(x(t),t) is non-increasing along the solution.The chain rule and auxiliary lemma justify this conclusion for locally Lipschitz, regular Lyapunov functions.
  • Corollary 1: Corollary 1 shows that solutions initialized in {x ∈ B_r | W2(x) ≤ c} remain bounded inside {x ∈ B_r | W1(x) ≤ c} for all future time.The time-dependent sublevel set Ω_t,c is used to establish forward containment and the bound ∥x(t)∥ < r.
  • Corollary 1: Boundedness, integrability of W(x(t)), and uniform continuity support Barbalat’s Lemma, yielding the corollary’s asymptotic convergence conclusion.The argument uses the non-increasing Lyapunov function and continuity of W on the compact set B_r.
  • Corollary 2: Corollary 2 extends the result from a specific Filippov solution to every Filippov solution when every element of the set-valued derivative satisfies ˙˜V(x,t) ≤ −W(x).The stronger set-valued inequality implies the trajectory condition required by Corollary 1 for arbitrary solution selections.
  • Scope and applicability: Corollary 1 is useful when the stronger pointwise set-valued inequality for Corollary 2 is difficult or impossible to verify, but the trajectory inequality holds almost everywhere.Corollary 2 may be easier for some closed-loop error systems, including systems with sliding mode control laws.

IV. CONCLUSION

The note extends the LaSalle-Yoshizawa Theorem to systems with state-discontinuous, time-piecewise-continuous right-hand sides, developing Filippov-based Lyapunov tools for asymptotic convergence.

  • The LaSalle-Yoshizawa Theorem is extended to differential systems with right-hand sides discontinuous in the state and piecewise continuous in time.
  • Two theoretical tools are presented for nonautonomous systems with discontinuities in the closed-loop error system.
  • Differential inclusions in the sense of Filippov support generalized Lyapunov-based analysis for these nonsmooth systems.
  • The methods achieve asymptotic convergence when the candidate Lyapunov derivative is upper bounded by a negative semi-definite function.
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