Nonlinear Control Supplementary Notes to Khalils Nonlinear Systems.

Rafael Wisniewski and John Leth June 18, 2009

Abstract Virtually all physical systems are nonlinear in nature. Sometimes it is possible to describe the operation of a physical system by a linear model, such as set of ordinary linear differential equations. This is the case, for example, if the mode of operation of the physical system does not deviate too much form the nominal set of operating conditions. Thus the analysis of linear systems occupies an important place in system theory. But in analyzing the behavior of any physical system, one often encounters situations where the linearized model is inadequate or inaccurate; that is the time when concepts of this course may prove useful.

A crash course in mathematical analysis

This section summarise some fundamental concepts from mathematical analysis, for a detailed account see e.g. [Apo74] from which the below is borrowed. We let N = {1, 2, 3, . . . } denote the set of integers and R denote the set of real numbers. Elements of R will also be called scalars. The empty set will be denoted and by {s S | P } we denote the set of elements s in the set S satisfying property P . Denition 1. An ordered set of n N real numbers x = (x1 , x2 , ..., xn ) is called an n-dimensional point or a vector with n components. The real number xi R is called the kth coordinate of the point x or the kth component of the vector x. The set of all n-dimensional points is called n-dimensional Euclidean space, and is denoted by Rn . Denition 2. Let x = (x1 , x2 , ..., xn ), y = (y 1 , y 2 , ..., y n ) Rn , we dene 1. equality: x = y if x1 = y 1 , ..., xn = y n , 2. sum: x + y = (x1 + y 1 , ..., xn + y n ), 3. multiplication by a scalar a R: ax = (ax1 , ..., ax2 ), 4. difference: x y = x + (1y), 5. the zero vector (or origin): 0 = (0, ..., 0), 6. inner product: < x, y >= 7. norm: x =< x, x >1/2 , 8. distance: d(x, y) = x y . Theorem 1. Let x, y Rn . Then we have 1. 2. 3. x > 0 and x = 0 0, ax = |a| x for every real a, < x, y > x y (Cauchy-Schwartz inequality),
n k=1

xk y k ,

4.

x + y x + y (triangle inequality).

Proof. We provide a proof of 4.

n n n n

x+y

=
i=1

(xi + y i )2 =
i=1

(xi )2 + 2
i=1

xi y i +
i=1

(y i )2 = x

+ 2 < x, y > + y

||x||2 + 2||x|| ||y|| + ||y||2 = (||x|| + ||y||)2 .

Denition 3. Let r R be strictly positive (r > 0) and a Rn . The open n-ball of radius r and center at a is the set B(a, r) = {x Rn | x a < r}. Denition 4. Let S Rn . A point a S is called an interior point of S if there is an open n-ball of radius r and center at a such that B(a, r) S. Denition 5. A set S Rn is called open if all its points are interior points. A set S Rn is called closed if the compliment Rn S is open. Theorem 2. The union of any collection of open sets is an open set. Proof. Let F be a collection of open sets and let S = AF A. Assume x S. Then x A for some A F. Since A is open there exists B(x, r) A S. Hence x is an interior point of S. Theorem 3. Intersection of a nite collection of open sets is an open set. Proof. Let S = k=1 Ak , with each Ak open. Suppose x S then x Ak for all k {1, ..., m}. Since Ak is open there exists B(x, rk ) Ak . Choose the least among the rk s and denote it by r. It follows that B(a, r) Ak for all k {1, ..., m}, thus B(x, r) S. Denition 6. A point x Rn is said to be adherent to S Rn if every n-ball B(x, r) contains at least one point of S. Theorem 4. A subset S Rn is closed if and only if it contains all its adherent points. Proof. Let S be closed and assume that x is adherent to S. We will show by contradiction that x S. Hence assume that x (Rn S). Since Rn S is open there is an n-ball B(x, r) (Rn S) thus x is not adherent and we have a contradiction. Conversely, assume S contains all adherent points. We will show that Rn S is open. Let p (Rn S), hence p S and p is by the assumption not adherent to S. Therefore there exists an n-ball B(p, r) such / that B(p, r) S = . We conclude that B(p, r) Rn S and thus Rn S is open. Hence S is closed. Denition 7. The set of all adherent points of the set S is called the closure of S and is denoted by S. Corollary 1. A set S is closed if and only if S = S. Denition 8. A point x Rn is called an accumulation point of S Rn if every n-ball B(x, r) contains at least one point of S distinct from x.
1 1 Example 1. The set S = {1, 2 , 3 , ...} R has 0 as an accumulation point. m

Denition 9. The set of all accumulation points of a set S is called the derived set of S and it is denoted by S . Note that S = S S . Hence S is closed if and only if S S. This proves the following theorem. Theorem 5. A set S Rn is closed if and only if it contains all its accumulation points. Denition 10. A set S Rn is said to be bounded if S B(a, r) for some n-ball B(a, r). Theorem 6 (Bolzano-Weierstrass). If a bounded set S Rn contains innitely many points, then there is at least one accumulation point of S. 2

Theorem 7 (Cantor intersection theorem). Let {Q1 , Q2 , ...} be a countable collection of nonempty sets in Rn such that 1. Qk+1 Qk for k = 1, 2, ..., 2. Each set Qk is closed and Q1 is bounded. Then the intersection
k=1

Qk is closed and nonempty.

AF

Denition 11. A collection F of sets in Rn is said to be a covering of a given set S Rn if S If F is a collection of open sets then F is called an open covering of S.

A.

Theorem 8 (Lindel f covering theorem). Let F be an open covering of S Rn . Then there exists a o countable subcollection of F which also covers S. Theorem 9 (Heine-Borel). Let F be an open covering of a closed and bounded set S Rn . Then a nite subcollection of F also covers S Proof. By the Lindel f covering theorem a countable collection of F, say {U1 , U2 , ...}, covers S. For o m N consider the collections {Sm }mN and {Rm }mN of sets dened by
m

Sm =
k=1

Uk

and

Rm = Rn Sm .

Note that each Sm is open and each Rm is closed. We shall also dene a collection {Qm }mN of sets as follows Q1 Qm = = S S Rm .

Note that the proof is complete if Qm = for some m N. We prove the theorem by contradiction. Hence assume that each Qm is nonempty. Use the Cantor intersection theorem to conclude that m=1 Qm is closed and nonempty. Let x m=1 Qm then x S and x Rn Sm for all m N. In other words for all m N we have x Sm , but S m=1 Sm . This is a contradiction. 2 / Denition 12. A set S in Rn is said to be compact if every open covering of S contains a nite subcover, i.e. a nite subcollection which also covers S. Theorem 10. Let S be a subset in Rn . The following are equivalent: 1. S is compact. 2. S is closed and bounded. 3. Every innite subset of S has an accumulation point in S.

References
[Apo74] Tom M. Apostol. Mathematical analysis. Addison-Wesley Publishing Co., Reading, Mass.London-Don Mills, Ont., second edition, 1974.