NonlinearBook10pt November 20, 2007
252 CHAPTER 4
constants δ, ε and T = T (δ, ε) such that if kx
0
k < δ, then kx
1
(t)k < ε,
t ≥ T . Furthermore, since (4.165) is input-to-state stable with x
1
viewed as
the input, it follows that x
2
(T ) is finite, and hence, there exist a class KL
function η(·, ·) and a class K function γ(·) such that
kx
2
(t)k ≤ η(kx
2
(T )k, t − T ) + γ
sup
T ≤τ ≤t
kx
1
(τ)k
!
≤ η(kx
2
(T )k, t − T ) + γ(ε)
≤ η(kx
2
(T )k, 0) + γ(ε), t ≥ T, (4.176)
which proves that the solution (x
1
(t), x
2
(t)), t ≥ 0, to (4.164) and (4.165) is
ultimately bounded.
4.6 Finite-Time Stability of Nonlinear Dynamical Systems
The notions of asymptotic and exponential stability in dynamical system
theory imply convergence of the system trajectories to an equilibrium state
over the infinite h orizon. In many applications, however, it is desirable that
a dynamical system possesses the pr operty that trajectories that converge
to a Lyapunov stable equilibriu m state must do so in finite time rather
than merely asymptotically. The stability theorems presented in Ch apter
3 involve system dynamics with L ipschitz continuous vector fields, which
implies uniqueness of system solutions in forward and b ackward times.
Hence, convergence to an equilibrium state is achieved over an infinite time
interval. In order to achieve convergence in finite time, the system dynamics
need to be non-Lipschitzian, giving rise to nonuniqueness of solutions in
backward time. Uniqueness of solutions in forward time, however, can be
preserved in the case of finite-time convergence. Sufficient conditions that
ensure uniqueness of solutions in forward time in the absence of Lipschitz
continuity are given in [4, 118, 232, 474]. In addition, it is shown in [96,
Theorem 4.3, p. 59] that uniqueness of solutions in forward time along
with continuity of the sys tem dynamics ensure that the system solutions are
continuous functions of the system initial conditions even when the dynamics
are n ot Lipschitz continuous.
In this section, we develop Lyapunov and converse Lyapunov theorems
for finite-time s tability of autonomous systems. Specifically, consider the
nonlinear dynamical system given by
˙x(t) = f (x(t)), x(t
0
) = x
0
, t ∈ I
x
0
, (4.177)
where x(t) ∈ D ⊆ R
n
, t ∈ I
x
0
, is the system state vector, I
x
0
is th e maximal
interval of existence of a solution x(t) of (4.177), D is an open set, 0 ∈ D,
f(0) = 0, and f(·) is continuous on D. We assume that (4.177) possesses
unique solutions in forward time f or all initial conditions except possibly the