Lyapunov Stability Theorems

In this note, a brief overview of Lyapunov stability results are provided. We mainly
consider stability of equilibrium points rather than periodic orbits. Loosely speaking,
an equilibrium point is stable if all solutions originating in the neighborhood of the
equilibrium point remain nearby. If a stable equilibrium state has the additional
property that the solutions tend to the equilibrium state as time increases, then that
equilibrium state is called asymptotically stable. An equilibrium point that is not
stable is called unstable. In nonlinear systems, the stability theory is much richer
than in linear systems and hence various notions of stability, such as exponential
stability, global vs local stability, practical stability, and boundedness, have been
introduced. A more detailed treatment of the various stability notions and the proofs
of the theorems given in this Appendix can be found in [2, 1, 3]. To state the Lyapunov
stability results, various scalar comparison functions are utilized which are defined
next.
Definition 1 A continuous function : [0, a) [0, ) is said to belong to class K
if it is strictly increasing and (0) = 0. It is said to belong to class K if a = and
(r) as r .
Definition 2 A continuous function : [0, ) [0, ) is said to be of class L if it
is monotonically decreasing and lims (s) = 0.
Definition 3 A class KL function is class K with respect to the first argument and
class L with respect to the second argument.
Consider the non-autonomous dynamical system
x = f (x, t)

(1)

where the vector field f is sufficiently smooth (e.g., f is locally Lipschitz in x and
piecewise continuous in t) to ensure existence and uniqueness of the solutions of (1).
Without loss of generality, we assume that the origin is the equilibrium state for (1),
i.e., f (0, t) = 0 t 0 attained by a translation of the coordinates if necessary.
Theorem 1 Consider the dynamical systems (1) with origin as an equilibrium state
with Rn being a neighborhood of the origin. If there exists a continuously

differentiable function, V (x, t), with the following properties t 0, x :

1 (||x||) V (x, t) 2 (||x||)
V
V
V =
+
f (x, t) 3 (||x||)
t
x

(2)
(3)

then the origin (x = 0) is

uniformly stable if 1 , 2 are class K functions and 3 0 on .
uniformly asymptotically stable if i s are class K functions on for i = 1, 2, 3..
globally uniformly stable if = Rn and 1 , 2 are class K functions and 3 0.
globally uniformly asymptotically stable if = Rn and 1 , 2 are class K
functions and 3 is a class K function.
exponentially stable if i (x) = ki x on with ki > 0, > 0 for i = 1, 2, 3.
globally exponentially stable if = Rn and i (x) = ki x on with ki > 0, >
0 for i = 1, 2, 3.

The above results prove various stability results given existence of a Lyapunov
function. There are also converse Lyapunov theorems stating that Lyapunov functions exist if various stability notions are present for a given system. Another useful
result and extension is LaSalles invariance principle in the autonomous case which
deals with the case where the time derivative of the Lyapunov function is negative
semidefinite (i.e., 3 0). In this case, the above theorem yields convergence of the
solutions to the largest invariant1 set contained in the set of points yielding V (x) = 0.
In the nonautonomous case, it may even be not possible to define this largest invariant
set since V is a function of both x and t. However, if the derivative of the Lyapunov
function with respect to time is bounded by a function depending on states only, then
the following results may be utilized:
Theorem 2 (LaSalle-Yoshizawa) Consider the dynamical system in the previous theorem where f is locally Lipschitz in x, uniformly in t and the function V is as in
Theorem C1 satisfying (2) and (3) with 1 and 2 being class K functions and 3 0
1

A set is invariant under solutions of a differential equation if solutions remain in that set for all
time given that the system is initialized in that set.

being a continuous function on . Then all solutions of (1) are globally uniformally
bounded and do satisfy
lim 3 (x(t)) = 0.
(4)
t

Furthermore, if 3 (x) is positive definite, then the origin is globally uniformly asymptotically stable. 
The LaSalles invariance principle provides a stronger result in the autonomous
case, i.e., the solutions approach the largest invariant set contained in the set of points
satisfying V (x) = 0. This stronger result is due to the fact that positive limit sets2
are invariant sets in the autonomous systems [1]. However, limit sets do not need to
be invariant sets for nonautonomous systems. The above invariance theorem is an
important tool in proving tracking and convergence to a set in adaptive systems. It
should also be pointed out that in the invariance principle results, the function V
need not to be positive as long as it is lower bounded.
[1] Khalil, H. Adaptive output feedback control of nonlinear systems represented
by input-output models. IEEE Transactions on Automatic Control 41, 2 (February 1996), 177188.
, M., Kanellakopoulos, I., and Kokotovic
, P. V. Nonlinear and
[2] Krstic
adaptive control design. John Wiley and Sons, New York, USA, 1995.
[3] Sastry, S. Nonlinear Systems: Analysis, Stability and Control (Interdisciplinary
Applied Mathematics/10). Springer, New York, 1999.

The limit set is the set of all positive limit points of x(t). A positive limit point of x(t) is a point
xf such that x(tn ) xf as n for a sequence of tn going to infinity.