2.

Mathematical review

Nonlinear Control Systems

Antonio Pedro Aguiar

pedro@isr.ist.utl.pt

2. Mathematical review

IST-DEEC PhD Course

http://users.isr.ist.utl.pt/%7Epedro/NCS2012/

2011/2012

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2. Mathematical review

Mathematical review (Euclidean Space)

Vector and matrix norms

The norm kxk of a vector x Rn is a real valued function with the properties

1. kxk, x Rn , with kxk = 0 if and only if x = 0,

2. kx + yk kxk + kyk, x, y Rn (Triangular inequality)

3. kxk = ||kxk, R and x Rn .

p-norm
1/p
kxkp = (|x1 |p + |x2 |p + . . . + |xn |p ) , 1p<
-norm
kxk = max |xi |
i

The three most commonly used norms are kxk1 , kxk and the Euclidean norm
1/2
kxk2 = |x1 |2 + |x2 |2 + . . . + |xn |2

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Mathematical review (Euclidean Space)

Properties

For k.k ,k.k , with 6= there exist positive constants c1 , c2 such that
c1 kxk kxk c2 kxk , x Rn . In particular

kxk2 kxk1 n kxk2

kxk kxk2 n kxk

kxk kxk1 n kxk

Holder inequality

T
1 1
x y kxkp kykq , + = 1, x, y Rn
p q

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Mathematical review (Euclidean Space)

Matrix norms The induced p-norm of A Rmn

kAxkp
kAkp = sup = sup kAxkp
x6=0 kxkp kxkp =1

In particular

p=1
m
X
kAk1 = max |aij |
j
i=1
(The maximum by columns)
p=2
1/
2

kAk2 = max AT A

where max (AT A) is the maximum eigenvalue of AT A.

p=
n
X
kAk = max |aij |
i
j=1

(The maximum by rows)

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Mathematical review (Euclidean Space)

Some useful properties. Let A Rmn and B Rnl

1.
1
kAk kAk2 mkAk
n
2.
1
kAk1 kAk2 nkAk1
m
3. q
kAk2 kAk1 kAk
4.
kABkp kAkp kBkp

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2. Mathematical review

Topological concepts in Rn
Convergence of sequences
A sequence of vectors x0 , x1 , ..., xk , ... Rn denoted by {xk }, is said to converge
to a limit vector x if
kxk xk 0
as k , which is equivalent to

>0 N : kxk xk < , kN

A vector x is an accumulation point of a sequence {xk } if there is a subsequence

of {xk } that converges to x. That is, if there is an infinite subset K of the
nonnegative integers such that {xk }kK converges to x.

A bounded sequence {xk } Rn has at least one accumulation point in Rn .

Increasing sequence: {xk } Rn , xk xk+1 , k. If {xk } Rn , xk < xk+1 , k

it is said to be strictly increasing.

Decreasing sequence {xk } Rn , xk xk+1 , k. If {xk } Rn , xk > xk+1 , k

it is said to be strictly decreasing.

An increasing sequence {xk } Rn that is bounded from above converges to a

real number.

Similarly, a decreasing sequence that is bounded from below converges to a real

number.
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Topological concepts in Rn

Sets Let S Rn

Open set: x S, one can find an -neighborhood of x

N (x, ) = {z Rn : kz xk < }

such that N (x, ) S

Closed set: Every convergent sequence {xk } with elements in S converges to a

point in S.

Bounded set: S is bounded if there is r > 0 such that kxk < r, x S

Compact set: If it is closed and bounded.

Boundary point: A point p is a boundary point of a set S if every neighborhood

of p contains at least one point of S and one point not belonging to S.

The set of all boundary points of S is denoted by S, the interior of a set by S S

and the closure of a set S = S S.

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Mathematical review (Euclidean Space)

Continuous functions

A function f : Rn Rm is said to be continuous at a point x if f (xk ) f (x)

whenever xk x. Equivalently, if

>0 >0 : kx yk < kf (x) f (y)k <

Differentiable functions

A function f : R R is said to be differentiable at x if the limit

f (x + h) f (x)
f 0 (x) = lim
h0 h
exists. A function f : Rn Rm is said to be continuously differentiable (denoted as
fi
f C 1 ) at a point x0 if the partial derivatives x exist and are continuous at x0 for
j
1 i m, 1 j n.

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Mathematical review (Euclidean Space)

Gradient vector

For a continuously differentiable function f : Rn R

h iT
f f f
f (x) = x1 x2
xn

Jacobian Matrix

For a continuous differentiable function f : Rn Rm

2 f1 f1 3
x1
xn
f 6 .. .. .. 7
J (x) = =6 . . .
7
x 4 5
fm fm
x1
xn

Chain rule

Let h(x) = g(f (x)) be a continuously differentiable function at x0 . Then the Jacobian
matrix is given by the chain rule

h g f
=
x x=x0
f f =f (x0 ) x x=x0

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Mathematical review (Euclidean Space)

Mean value theorem

Let f : Rn R be a continuously differentiable function at each point x of an open

set S Rn . Let x and y be two points of S such that the line segment
L(x, y) = {z : z = x + (1 )y, 0 1} belongs to S. Then exists a point z of
L(x, y) such that
f
f (y) f (x) = (y x)
x x=z

Implicit Function Theorem

Let f : Rn Rm be continuously differentiable at each point (x, y) of an open set

S Rn Rm . Let (x0 , y0 ) S be a point such that f (x0 , y0 ) = 0 and for which the
Jacobian matrix fx
(x0 , y0 ) is nonsingular. Then there exist neighborhoods U Rn
of x0 and V Rm of y0 such that for each y V the equation f (x, y) = 0 has a
unique solution x U . Moreover, this solution can be given as x = g(y), where g is
continuously differentiable at y = y0 .

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Mathematical review

Grownwall-Bellman Inequality

Let : [a, b] R be continuous and : [a, b] R be continuous and nonnegative. If

a continuous function y : [a, b] R satisfies

Zt
y (t) (t) + (s) y (s) ds, atb
a

then

Zt Rt
( )d
y (t) (t) + (s) (s) e s ds
a

In particular, if (t) = is a constant, then

Rt
( )d
y (t) ea

If in addition, (t) = > 0 is a constant, then

y (t) e(ta)

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