NonlinearBook10pt November 20, 2007
242 CHAPTER 4
R
n
and V (x) → ∞ as kxk → ∞, then the nonlinear dynamical system (3.1)
is globally ultimately bounded with boun d ε.
Proof. The proof is a direct consequence of Corollary 4.2.
Corollaries 4.3 and 4.4 present Lyapunov-like theorems for bounded-
ness and u ltimate boundedness of a nonlinear dynamical system. To further
elucidate these results, consider the nonlinear dynamical system (3.1) and
assume that th ere exist a positive-definite, radially unbounded, continuously
differentiable function V : R
n
→ R and scalar µ > 0 s uch that
˙
V (x) ≤ 0, x ∈ R
n
, kxk ≥ µ, t ≥ 0. (4.126)
Furth ermore, let α(·) and β(·) be class K
∞
functions su ch that
α(kxk) ≤ V (x) ≤ β(kxk), x ∈ R
n
. (4.127)
In this case, it can be shown that the set D
µ
△
= {x ∈ R
n
: V (x) ≤ β(µ)}
is positively invariant. To see this, su ppose, ad absurdum, that there exists
a trajectory x(t), t ≥ 0, such that x(0) ∈ D
µ
and x(T ) 6∈ D
µ
for some
T > 0. Now, note that if x ∈ B
µ
(0), then V (x) ≤ β(kxk) ≤ β(µ). Next,
since x(t), t ≥ 0, is continuous it follows that there exists
ˆ
t > 0 such that
V (x(
ˆ
t)) = β(µ) and x(t) 6∈ D
µ
, t ∈ (
ˆ
t, T ], and hence, kx(t)k > µ, t ∈ (
ˆ
t, T ].
Now, it follows from (4.126) that
β(µ) < V (x(T )) = V (x(
ˆ
t)) +
Z
T
ˆ
t
˙
V (x(t))dt ≤ V (x(
ˆ
t) = β(µ),
which is a contradiction. Hence, if x(0) ∈ D
µ
, then x(t) ∈ D
µ
, t ≥ 0.
Similarly, for δ > µ, if x(0) ∈ B
δ
(0), then it can be s hown that x(t) ∈ D
δ
△
=
{x ∈ R
n
: V (x) ≤ β(δ)}. Next, if x ∈ D
δ
, then α(kxk) ≤ V (x) ≤ β(δ),
which implies that x ∈ B
ε
(0), where ε
△
= α
−1
(β(δ)). Hence, if x(0) ∈ B
δ
(0),
then x(t) ∈ B
ε
(0), t ≥ 0 (see Figure 4.6).
If (4.126) is replaced by
˙
V (x) < 0, x ∈ R
n
, kxk > µ, t ≥ 0, (4.128)
then, using identical arguments as above, it can be shown that if x(0) ∈
B
δ
(0), then x(t) ∈ D
δ
(0), t ≥ 0. Furthermore, it can be shown that for
every η > µ, the trajectory starting in B
δ
(0) enters D
η
△
= {x ∈ R
n
: V (x) ≤
β(η)} in finite time. Hence, the trajectory either enters D
µ
in finite time
or approaches D
µ
as t → ∞, which, sin ce D
µ
is positively invariant, implies
that the trajectory ultimately enters B
ε
(0), where ε
△
= α
−1
(β(µ)) (see Figure
4.7).