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70<br />

CHAPTER 3. LYAPUNOV STABILITY I. AUTONOMOUS SYSTEMS<br />

(ii) V(x) > 0, Vx in D - {0}.<br />

V : D -4 IR is said to be positive definite in D if condition (ii) is replaced by (ii')<br />

(ii') V(x) > 0 in D - {0}.<br />

Finally, V : D -+ R is said to be negative definite (semi definite)in D if -V is positive<br />

definite (semi definite).<br />

We will often abuse the notation slightly and write V > 0, V > 0, and V < 0 in D to<br />

indicate that V is positive definite, semi definite, and negative definite in D, respectively.<br />

Example 3.2 The simplest and perhaps more important class of positive definite function<br />

is defined as follow:s,<br />

V(x):IR"->1R=xTQx, QEIRnxn,<br />

Q=QT.<br />

In this case, defines a quadratic form. Since by assumption, Q is symmetric (i.e.,<br />

Q = QT), we know that its eigenvalues Ai, i = 1, n, are all real. Thus we have that<br />

positive definite<br />

positive semi definite<br />

V(.) negative definite<br />

negative semi definite<br />

Thus, for example:<br />

Vi (x) : 1R2 --> R = axi + bx2 = [x1, x2] [<br />

xTQx>O,dx0O b A,>O,di=1,..., n<br />

xTQx>0,Vx#0 = A,>0,Vi=1,..., n<br />

xTQx < 0, Vx # 0 b At < 0, Vi = 1, ... , n<br />

xTQx0, b'a, b > 0<br />

> 0, Va > 0.<br />

is not positive definite since for any x2 # 0, any x of the form x' = [0,x2]T # 0;<br />

however, V2(x*) = 0.<br />

Positive definite functions (PDFs) constitute the basic building block of the Lyapunov<br />

theory. PDFs can be seen as an abstraction of the total "energy" stored in a system, as we<br />

will see. All of the Lyapunov stability theorems focus on the study of the time derivative of a<br />

positive definite function along the trajectories of 3.1. In other words, given an autonomous

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