NonlinearBook10pt November 20, 2007
176 CHAPTER 3
To show necessity, suppose A is asymptotically stable. Then existence
and uniquen ess of a nonnegative-definite P ∈ R
n×n
satisfying (3.168) follows
as in the proof of Theorem 3.16. To show P > 0, suppose, ad absurdum,
that P is not positive definite. Then there exists x ∈ R
n
, x 6= 0, such that
x
T
P x = 0, which, by (3.162), implies Ce
At
x = 0 for all t ≥ 0. Next, let
g(t) = Ce
At
x and note that g(t) = 0, ˙g(t) = 0, ¨g(t) = 0, . . ., g
(n−1)
(t) =
0, t ≥ 0, or, equivalently, Ce
At
x = 0, CAe
At
x = 0, CA
2
e
At
x = 0,. . . ,
CA
n−1
e
At
x = 0, t ≥ 0. Now, for t = 0, it follows that Ox = 0, which, since
(A, C) is observable, imp lies that x = 0 and, hence, leads to a contradiction.
Hence, P > 0.
Finally, we give necessary and s ufficient cond itions for Lyapunov
stability of the zero solution x(t) ≡ 0 to (3.152) in terms of the existence of
a positive-definite solution to the Lyapunov equation (3.157).
Theorem 3.18. Consider the linear dynamical system (3.152). The
zero solution x(t) ≡ 0 to (3.152) is Lyapunov stable if and only if there
exists a positive-definite matrix P ∈ R
n×n
and a non negative-definite matrix
R ∈ R
n×n
such that (3.157) holds.
Proof. Su fficiency is immediate fr om Theorem 3.1 with the Lyapunov
function candidate V (x) = x
T
P x. To show necessity note that if the zero
solution x(t) ≡ 0 to (3.152) is Lyapunov stable, then it follows from Theorem
3.15 that Re λ < 0, or Re λ = 0 and λ is semisimple, where λ ∈ spec(A).
Hence, it follows from the real Jordan decomposition [201] that A = SJS
−1
,
where S ∈ R
n×n
is a nonsingular matrix and J = block−diag[J
1
, J
2
, . . . , J
m
]
is the real Jordan form of A. Now, w ithout loss of generality, assume that J
1
,
J
2
, . . ., J
r
correspond to Jordan blocks of A with Re λ < 0, and J
r+1
, . . . , J
m
correspond to Jordan blo cks of A with Re λ = 0 and λ semisimple. Next,
it follows fr om Theorem 3.16 that there exists a positive-definite matrix P
1
such that J
T
a
P
1
+P
1
J
a
< 0, where J
a
△
= block−diag[J
1
, . . . , J
r
]. Furthermore,
since J
r+1
, . . . , J
m
correspond to Jordan blo cks of A with Re λ = 0 and λ
semisimple, it follows that J
s
= block−diag[J
r+1
, . . . , J
m
] is skew-symmetric,
and hence, J
T
s
+J
s
= 0, which implies that there exists a nonnegative-definite
matrix
ˆ
R ∈ R
n×n
such that
0 = J
T
ˆ
P +
ˆ
P J +
ˆ
R, (3.170)
where
ˆ
P = block−diag[P
1
, I]. Now, forming S
−T
(3.170)S
−1
yields (3.157)
with P = S
−T
ˆ
P S
−1
and R = S
−T
ˆ
RS
−1
.
Next, using the results of Section 3.2 and this section we provide a
key result on linearization of nonlinear systems. Specifically, we present
Lyapunov’s indirect method to draw conclusions about local stability of an
equilibrium point of a nonlinear system by examining the s tability of the