Passive Systems

y de Estudios Avanzados
Centro de Investigacion

del Instituto Politecnico

Nacional

Unidad Guadalajara
January 7, 2014

Enrique Alan Lastire Olmedo

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Index
1

State Models
Lossless system
Excess or shortage of passivity
Input-feedforward passive system
Output feedback passive system
Strictly passive system
L2 and Lyapunov stability
Interconnections of passive systems

Mathematical Preliminaries
Input-Output theory
Lp spaces
Normed Spaces
Lp -spaces are normed spaces
Lp norms
Extended Lp -space
Operators: properties and examples
Induced norms of linear maps
Induced norms

InputOutput Stability

References

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State Models

Let us now define passivity for a dynamical system represented by the state model
x

f (x, u)

h(x, u)

(1)

where f : n p n is locally Lipschitz, h : n p p is continuos, f (0, 0) = 0, and

h(0, 0) = 0. The system has the same number of inputs and outputs.

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Passivity for state models

Definition
The system (1) is said to be passive if there exists a continuously differentiable positive
semidefinite function V (x) (called the storage function) such that
uT y

V
f (x, u),
V =
x

(x, u) n p

(2)

Moreover, it is said to be
lossless if u T y = V
input-feedforward passive if u T y V + u T (u) for some function .
input strictly passive if u T y V + u T (u) and u T (u) > 0, u 6= 0.
output-feedback passive if u T y V + y T (y ) for some function .
output strictly passive if u T y V + y T (y ) and y T (y ) > 0, y 6= 0.
strictly passive if u T y V + (x) for some positive definite function .
In all cases, the inequality should holds for all (x, u)

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State Models
The following RLC circuit motivates the definition.

Figure 1: RLC circuit

Example
The RLC circuit of figure features a voltage source connected to an RLC network with linear
inductor and capacitor and nonlinear resistors. The nonlinear resistors 1 and 3 are represented by
their v-i characteristics i1 = h1 (v1 ) and i3 = h3 (v3 ), while resistor 2 is represented by its i-v
characteristic v2 = h2 (i2 )

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State Models

Example
We take the voltage u as the input and the current y as the output. The product uy is the
power flow into the network. Taking the current x1 through the inductor and the voltage x2 across
the capacitor as the state variables, we can write the state model as
Lx1

u h2 (x1 ) x2

C x2

x1 h3 (x2 )

x1 + h1 (u)

(3)

The system is passive if the energy absorbed by the network over any period of time [0, t] is
greater than or equal to the increase in the energy stored in the network over the same period;
that is
Z t
u(s)y (s)ds V (x(t) x(0))
(4)
0

+ (1/2)Cx22 is the energy stored in the network. If (4) holds with strict
where V (x) =
inequality, then the difference between the absorbed energy and the increase in the stored
energy must be the energy dissipated in the resistors.
(1/2)Lx12

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State Models

Example
Since (4) must hold every t > 0, the instantaneous power inequality
u(t)y (t)

V (x(t), u(t))

(5)

must hold for all t; that is, the power flow into the network must be greater than or equal to the
rate of change of the energy stored in the network .
We can investigate inequality (5) by calculating the derivative of V along the trajectories of the
system. We have
V
V

(1/2)Lx12 + (1/2)Cx22

Lx1 x1 + Cx2 x2 = x1 [u h2 (x1 ) x2 ] + x2 [x1 h3 (x2 )]

[x1 + h1 (u)] u uh1 (u) x1 h2 (x1 ) x2 h3 (x2 )

uy uh1 (u) x1 h2 (x1 ) x2 h3 (x2 )

(6)

Thus,
uy

V + uh1 (u) + x1 h2 (x1 ) + x2 h3 (x2 )

If h1 , h2 and h3 are passive, uy V and the system is passive.

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Lossless system

Example
Case 1
In the case that h1 = h2 = h3 = 0, uy = V and there is no energy dissipation in the network;
that is, the system is lossless.
uy

uy

uy

V + uh1 (u) + x1 h2 (x1 ) + x2 h3 (x2 )

V + u 0 + x1 0 + x2 0
V
(7)

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Excess or shortage of passivity

Definition
A memoryless function h : [0, ) p p is said to belong to the sector
if u T h(t, u) 0

Example
Case 2
If h2 and h3 belong to the sector [0, )
uy

V + uh1 (u)

(8)

The term uh1 (u) could represent excess or shortage of passivity.

If uh1 (u) > 0 for all u 6= 0, there is excess of passivity since the energy absorbed over [0, t] will
be greater than the increase in the stored energy, unless the input u(t) is identically zero.
This is a case of input strict passivity.

Figure 2: Excess of passivity

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Excess or shortage of passivity

Example
On the other hand, if uh1 (u) is negative for some values of u, there is a shortage of passivity.

Figure 3: Shortage of passivity

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Input-feedforward passive system

Example
This type of excess or shortage of passivity can be removed by input feedforward.

Figure 4: Removal of excess or shortage of passivity by input-feedforward operation

To remove the excess or shortage of passivity we define a new input as y = y (u), we have
u T y

u T [y (u)] u T (u) u T (u) = 0

(9)

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Output feedback passive system

Example
Case 3
If h1 = 0 and h3 [0, ]
uy

V + yh2 (y )

(10)

Excess or shortage of passivity of h2 results in the same property for the network. This type of
excess or shortage of passivity can be removed by output feedback.

(a) Excess of passivity

(b) Shortage of passivity

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Output feedback passive system

Example
Case 3
Excess or shortage of passivity can be removed by the output-feedback operation, then the new
input defined as u = u (y ),

Figure 5: Removal of excess or shortage of passivity by output-feedback operation

we have
u T y

[u (y )]T y y T (y ) y T (y ) = 0

(11)

When yh2 (y ) > 0 for all y 6= 0, we have output strict passivity because the energy absorbed
over [0, t] will be greater than the increase in the stored energy, unless the output y(t) is
identically zero.

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Strictly passive system

Example
Case 4
If h1 [0, ), h2 (0, ), h3 (0, ),
uy

V + x1 h2 (x1 ) + x2 h3 (x2 )

(12)

where x1 h2 (x1 ) + x2 h3 (x2 ) is a positive definite function of x.

This is a case of state strict passivity because the energy absorbed over [0, t] will be greater
than the increase in the stored energy, unless the state x (t) is identically zero.
A system having this property is called state strictly passive or, simply, strictly passive.

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L2 and Lyapunov stability

Now, we study L2 and Lyapunov stability of passive systems of the form

x

f (x, u)

h(x, u)

(13)

where f : n p n is locally Lipschitz, h : n p p is continuos, f (0, 0) = 0, and

h(0, 0) = 0.

Lemma
If the system (13) is output strictly passive with u T y V + y T y , for some > 0, then it is
finite-gain L2 and its L2 gain is less than or equal to 1/

Lemma
If the system (13) is passive with a positive definite storage function V (x), then the origin of
x = f (x, 0) is stable.

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L2 and Lyapunov stability

Definition
The system (13) is said to be zero-state observable if no solution of x = f (x, 0) can stay identically
in S = {x n |h(x, 0) = 0}, other than the trivial solution x(t) 0.

Lemma
Consider the system (13). The origin of x = f (x, 0) is asymptotically stable if the system is
strictly passive or
output strictly passive and zero-state observable.
Furthermore, if the storage function is radially unbounded, the origin will be globally asymptotically
stable.

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Interconnections of passive systems

Theorem
Suppose that H1 and H2 are passive. Then the two systems, one obtained by the parallel
interconnection, and the other obtained by the feedback interconnection, are both passive.

Figure 6: Feedback and parallel interconnections

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Parallel interconnection is passive

Proof

Figure 7: Parallel interconnection

R
By passivity of H1 and H2 , there exist S1 (x1 ) and S2 (x2 ) such that Si (xi (T ) Si (xi (0))) 0T uiT yi dt,
i = 1, 2. Define x := (x1 , x2 ) and S(x) = S(x1 ) + S(x2 ) and note that S(x) is positive semidefinite.
For the parallel interconection the output is y1 + y2 , so that
S(x(T ) S(x(0)))

(u T y1 + u T y2 )dt =

u T ydt

(14)

This proves that the parallell interconnection is passive.

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Feedback interconnections is passive

Proof

Figure 8: Feedback interconnection

For the feedback connection we have

S(x(T ) S(x(0)))

(u1T y1 + u2T y2 )dt

(15)

Substituting u2 = y1 and u1 = r y2 we obtain

S(x(T ) S(x(0)))

r T y1 dt

(16)

which proves that the feedback interconnection is passive.

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Input-Output theory

The I/O approach describes the system like an operator that relates the input signal with the
output signal without regarding the internal system structure.
Advantages:
Each system is an operator
Gives a general representation
It is based on the physical properties of the system (like passivity)

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Lp spaces

Definition
For each p {1, 2, . . .} the set L [0, ) = Lp consists of all functions f : + (+ = [0, ))
wich satisfy
Z
|f (t)|p
0

The set L [0, ) = L consist of all functions f : + which are bounded i.e
sup |f (t)|

<

(17)

t+

Remark
Lp is a linear space

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Normed Spaces

Let E be a linear space over the field k (tipically k is or C). The function () : E + is a
norm on E if and only if.
i) xE and x6=0 (x) > 0, (0) = 0
ii) (x) = ||(x)

k , x E

iii) (x + y ) (x) + (y )

x, y E (Triangle inequality)

Remark
Given a linear space E, there may be many possible norms on E. However, given the linear space
E and a norm p on E, the pair (E, p) is called a normed space.

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Normed Spaces

Example
Example 1
Let the linear space E be C n . More precisely, x C n means that x = (x1 , x2 , . . . , xn ) with xi = C ,
i. We shall repeatedly use the following norms on E:
||x||1

n
X

|xi |

i=1

||x||p

n
X

|xi |

i=1

||x||

!1/p

max |xi |
i

(18)
||x||2 is called the Euclidean norm of x.

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Normed Spaces

Example
Example 2
Let E be the space of infinite sequences of complex numbers: x = (1 , 2 , . . . , n ) with i = C for
i = 1, 2, . . .. Frequently used norms on appropriate proper subsets of E are given as follows:
||x||1

n
X

|i |

i=1

||x||p

n
X

|i |

i=1

||x||

!1/p

sup |i |
i

(19)
The corresponding normed spaces are called respetively

l 1, l p, l .

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Normed Spaces
Example
Example 3
Let E = {f : |f locally (Lebesgue integrable) }. Frequently used norms on appropriate
proper subsets of E are as follows:
Z
||x||1 ,
|x(t)| dt
||x||p

||x||

Z

|x(t)|p dt

1/p

1p<

ess sup |x(t)| = inf{a | [{t| |x(t)| > a}] = 0}

t

(20)
where [A] denotes the Lebesgue measure of the set A. The corresponfing normed spaces are
called respetively L1 , Lp , L . More generally, for a given w : positive, continuos, and
bounded on , we can define a norm as follows:
||x||p

Z

w (t) |x(t)|p dt

1/p

1p

and the corresponding expression for ||x||

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Normed Spaces

Example
Example 4
Let E = {f : |f = (f1 , f2 , . . . , fn ) all fi s locally (Lebesgue) integrable }. Let || any norm on
n , then we define
||f ||p

||f ||

Z

|f (t)|p dt

1/p

1p<

ess sup |f (t)|

t

(21)

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Lp -spaces are normed spaces

Definition
The function || ||p : Lp + is called the norm Lp and it is defined as
||f (t)||p

Z

|f (t)|p dt

1/p

, p [1, )

(22)

respectively, the norm L is given by

||f (t)||

sup |f (t)|

(23)

t[0,]

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Lp -spaces are normed spaces

Remark
|| ||p 9
limt || || exists and it is finite, ex. f (t) = exp t

Example
Exponential function et

43

x 10

0
100

50

50

100

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Lp norms

Let x : be a function, and let | | denote the absolute value. The most common signal
norms are the L1 , L2 , L norms which are respectively defined as
Z
||x||1 ,
|x(t)|dt
1/2

||x||2

Z

|x(t)|2 dt

||x||p

|x(t)|P dt

||x||

Z
ess

inf{a||f (t)| < a

1/p

sup|x(t)|

t
a.e.}

sup|x(t)|
t>0

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Lp norms

R R
Where the integrals have to be understood on , i.e = or, if the signals are defined on + , as
R
R +
. We say that a function f () belongs to Lp if and only if f is locally integrable (i.e. | ab fdt| < +
0
for any b a ) and ||f (t)||p < +. To recapitulate
For 1 p < +, Lp (I) = {f : I , f () is Lebesgue measurable and
R
( I |f (t)|p dt)1/p < +}

L (I) = {f : I , f () is Lebesgue measurable, defined and bounded almost everywhere

on I }

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Extended Lp -space

Definition
Lef f : + . Then for each T + , the truncate function fT : + is defined by

f (t), 0 t T
fT (t) =
0, t > T

(24)

For each p = 1, 2, . . . , the set Lpe consists of all functions f : + such that fT Lp for all
T with 0 T < . Lp e is called the extended Lp -space.

Remark
It is possible to have limT ||fT (t)||p =
Lp Lpe
Example: f (t) = sin(t)
/ Lp but sin(t) Lpe , p [1, ).

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Operators: properties and examples

Definition
An operator is a map G : Lpe Lpe relating an input u Lpe , and an output y Lpe with y = Gu
m

Le

Le
m

Example
Examples of operators:
Truncation: PT : Lpe Lpe , and T > 0
(PT u)(t)

u(t), t T
0, t > T

(25)

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Operators: properties and examples

Example
Examples of operators:
Delay: DT : Lpe Lpe , and T > 0
(DT u)(t)

u(t T )

(26)

Convolution: G : Lpe Lpe

(Gu)(t)

g(t T )u(T )dT ,

t0

(27)

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The space of linear maps

Let E be a linear space over the field K , which is or C. Let L(E,

E) be the class of all linear maps

form E into E. L(E,

E) is a linear space if the addtion of A and B is defined by
(A + B)x

Ax + Bx,

x E,

A, B L(E,
E)

(28)

and the scalar product of and A is defined by

(A)(x)

(Ax)

x E,

A L(E,
E)

(29)

In addition, the product AB can be defined as the composition of the maps A and B:
(AB)(x)

A(Bx)

x E

A, B L(E,
E)

(30)

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Induced norms

Definition
Let G : Lpe Lpe . Then, the induced norm of G is defined by
||G||p

sup
uLpe

u6=0

||Gu||p
||u||p

(31)

or equivalently,
||G||p

sup ||Gu||p

(32)

||u||p 1

Remark
The induced norm quantifies the maximum amplification of the signal norm

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InputOutput Stability

An alternative approach to the mathematical modeling of dynamical systems is the input-output

approach.

Definition
(Lp ) Stability.
A mapping G : Lpe Lpe with zero initial conditions is said to be Lp stable if and only if
p

||G||p <

(33)

if the initial conditions are different from zero, G is (Lp ) stable if

||Gu||p

p ||u||p + p

(34)

where p > 0 and p

Remark
A Lp - stable operator G is a mapping Lp Lp . The inverse is false

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Small Gain Theorem

Theorem
Consider the system
u1

e1

G1
G2

y2

y1
+
e2

u2

Figure 9: System

Let G1 and G2 : L Le . Let e1 , e2 Le and define

u1

e1 + G 2 e2

u2

e2 G 1 e1

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Small Gain Theorem

Theorem
Consider a wellposed feedback system. Suppose that G1 and G2 are causal and Lp -stable.
Then, if
||G1 ||p ||G2 ||p

<

(35)

the feedback system is Lp -stable.

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Small Gain Theorem

Proof
Take u1 , u2 Lp . Since G1 is stable lemma2 . We have to prove that (G1 , G2 ) : [u1 u2 ]T e1 is
also stable. Using the causality of G2 we have
e1

u1 G 2 e2

PT e1

PT u1 PT G2 e2

PT u1 PT G2 PT e2

(36)

taking the norm in both sides

||PT e1 ||p

||PT u1 ||p + ||PT G2 PT e2 ||p

||PT u1 ||p + ||G2 ||p ||PT e2 ||p

(37)

similarly, using the causality of G1 we have

e2

u2 + G 1 e1

PT e2

PT u2 + PT G1 e1

||PT e2 ||p

||PT u2 ||p + ||G1 ||p ||PT e1 ||p

(38)

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Small Gain Theorem

Proof Combining 37 and 38 yields

||PT e1 ||p

||G2 ||p ||PT u2 ||p + ||G2 ||p ||G1||p ||PT e1 ||p

(39)

then
(1 ||G2 ||p ||G1 ||p )||PT e1 ||p

||PT u1 ||p + ||G2 ||p ||PT u2 ||p

(40)

taking the limit when T and using the fact that u1 , u2 Lp we get
(1 ||G2 ||p ||G1 ||p )||e1 ||p

||e ||
1 p
u1


u2
p

||u1 ||p + ||G2 ||p + ||u2 ||p

u1


+ ||G2 ||p p u1
u2
u2
1 + ||G2 ||p
1 ||G2 ||p ||G1 ||p

(41)

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Small Gain Theorem

Proof
Elsewhere, by definition we know that
|| (G1 , G2 )||p

sup
u1 ,u2 Lpe , u1 ,u2 6=0

1 + ||G2 ||p
||e ||
1 p

u1
1

||G2 ||p ||G1 ||p

u2

(42)

that is || (G1 , G2 )||p is Lp -stable.

Remark
The quantity ||G1 ||p ||G2 ||p is called Lp -gain.
The small gain theorem gives only sufficient conditions, that is, if the loop is greater than 1,
nothing can be concluded.

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References

1 Bernard Brogliato, Rogelio Lozano, Bernhard Maschke and Olav Egeland , Dissipative
Systems Analysis and Control, 2nd Ed,Springer,2007.
2 Rodolphe Sepulchre, Mrdjan Jankovic, Petar V. Kokotovic, Constructive nonlinear control,
Springer, 1997.
3 Notes of Romeo Ortega and Elosa Garca, Energy-shaping stabilization of dynamical
systems , Laboratoire des Signaux et Systemes , SUPELEC.
4 Hassan K. Khalil, Nonlinear Systems, Prentince Hall, third edition, 2002, Upper Saddle River,
NJ 07458.

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