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Consistent Discretization of a Class of Predefined-Time Stable Systems

Esteban Jiménez-Rodríguez    Rodrigo Aldana-López    Juan D. Sánchez-Torres    David Gómez-Gutiérrez    Alexander G. Loukianov Department of Electrical Engineering, Cinvestav-Guadalajara, Jalisco, 45019 México (e-mail: {ejimenezr, louk}@gdl.cinvestav.mx) Department of Computer Science and Systems Engineering, University of Zaragoza, Zaragoza, 50009 España, (e-mail: [email protected]) Research Laboratory on Optimal Design, Devices and Advanced Materials -OPTIMA-, Department of Mathematics and Physics, ITESO, Jalisco, 45604 México (e-mail: [email protected]) Multi-agent autonomous systems lab, Intel Labs, Intel Tecnología de México, Jalisco, 45019 Mexico (e-mail: [email protected]) Tecnologico de Monterrey, Escuela de Ingeniería y Ciencias, Jalisco, 45138 Mexico
Abstract

As the main contribution, this document provides a consistent discretization of a class of fixed-time stable systems, namely predefined-time stable systems. In the unperturbed case, the proposed approach allows obtaining not only a consistent but exact discretization of the considered class of predefined-time stable systems, whereas in the perturbed case, the consistent discretization preserves the predefined-time stability property. All the results are validated through simulations and compared with the conventional explicit Euler scheme, highlighting the advantages of this proposal.

keywords:
Predefined-time stability, Discrete-time systems, Digital implementation, Stability of nonlinear systems, Fixed-time stability
thanks: This work has been submitted to IFAC for possible publication

1 Introduction

Given a system with tunable parameters whose origin is fixed-time stable, generally, it is not straightforward, and sometimes it is even impossible to achieve any desired upper bound of the settling time through the selection of the parameters of the system (Jiménez-Rodríguez et al., 2019, Example 1). To overcome this drawback, a class of dynamical systems that exhibit the property of predefined-time stability has been studied within the last six years (Sánchez-Torres et al., 2018).

Predefined-time stability refers to the property that exhibits a particular class of fixed-time stable systems whose solutions converge to the origin before an arbitrary user-prescribed time, which is assigned through an appropriate selection of the tunable parameters of the system (Sánchez-Torres et al., 2018). Due to its remarkable features, the study of the properties and applications of the predefined-time stability notion has attracted much attention, mainly in continuous time (Aldana-López et al., 2019, 2019; Muñoz-Vázquez et al., 2019; Sánchez-Torres et al., 2019).

The numerical simulation examples conducted in the above works were done applying the conventional explicit (forward) Euler discretization, with a tiny step size (1×1041\times 10^{-4} or 1×1051\times 10^{-5} time units). However, the right side of the ordinary differential equations exhibiting predefined-time stability does not satisfy the Lipschitz condition at the origin. In this case, the explicit Euler discretization scheme does not guarantee that predefined-time stability property will be preserved (Levant, 2013; Huber et al., 2016; Polyakov et al., 2019). In other words, the discrete-time equation solutions may be inconsistent with the solutions of the continuous-time one.

In this sense, this work concerns with the discretization of a class of predefined-time stable systems. The discretization process uses the idea of (Polyakov et al., 2019, Figure 1.1), but different from the contribution of the mentioned paper, which achieves consistent discretizations of homogeneous finite-time and practically fixed-time stable systems, the proposed approach allows the consistent discretization of the class of predefined-time stable systems proposed by Aldana-López et al. (2019); Jiménez-Rodríguez et al. (2019). Hence, this document provides a consistent discretization of a class of fixed-time stable systems.

The rest of this paper is organized as follows: 𝒦1\mathcal{K}^{1} functions and the considered class of predefined-time stable systems are introduced in Section 2. Then, the exact discretization of the considered class of predefined-time stable systems is developed in Section 3, in two different ways. Finally, Section 4 considers a consistent discretization of perturbed systems with discontinuous predefined-time control.

2 Preliminaries

2.1 Class 𝒦1\mathcal{K}^{1} functions

The following definition was inspired on the comparison class 𝒦\mathcal{K} functions (Kellett, 2014, Definition 1)

Definition 1 (𝒦1\mathcal{K}^{1} functions)

A scalar continuous function κ:0[0,1)\kappa:\mathbb{R}_{\geq 0}\to\left[0,1\right) is said to belong to class 𝒦1\mathcal{K}^{1}, denoted as κ𝒦1\kappa\in\mathcal{K}^{1}, if it is strictly increasing, κ(0)=0\kappa(0)=0 and limrκ(r)=1\lim_{r\to\infty}\kappa(r)=1.

Remark 2 (Invertibility of class 𝒦1\mathcal{K}^{1} functions)

Let κ𝒦1\kappa\in\mathcal{K}^{1}.

  • (i)

    κ\kappa is injective since it is strictly increasing;

  • (ii)

    κ\kappa is onto since it is continuous, κ(0)=0\kappa(0)=0 and limrκ(r)=1\lim_{r\to\infty}\kappa(r)=1.

Hence, κ\kappa is bijective and its inverse exist.

Remark 3 (A connection with probability theory)

Let κ𝒦1\kappa\in\mathcal{K}^{1} be continuously differentiable on its domain. In this case, there exists a continuous function Φ:0+\Phi:\mathbb{R}_{\geq 0}\to\mathbb{R}_{+} such that κ(r)=0rΦ(z)dz\kappa(r)=\int_{0}^{r}\Phi(z)\text{d}z. Moreover, since limrκ(r)=1\lim_{r\to\infty}\kappa(r)=1, the function Φ\Phi is required to satisfy 0Φ(z)dz=1\int_{0}^{\infty}\Phi(z)\text{d}z=1, i.e., functions Φ\Phi and κ\kappa can be viewed as probability density functions and cumulative distribution functions, respectively, of positive random variables.

Example 4

Examples of class 𝒦1\mathcal{K}^{1} functions are:

  • κ(r)=2πarctan(ar)\kappa(r)=\frac{2}{\pi}\arctan(ar), with a>0a>0;

  • κ(r)=rr+a\kappa(r)=\frac{r}{r+a}, with a>0a>0;

  • κ(r)=1ar\kappa(r)=1-a^{-r}, with a>1a>1;

  • κ(r)=P(a,r)\kappa(r)=P(a,r), with a>0a>0, where P(a,r)=γ(a,r)Γ(a)P(a,r)=\frac{\gamma(a,r)}{\Gamma(a)} is the regularized Incomplete Gamma Function, γ(a,r)=0rta1etdt\gamma(a,r)=\int_{0}^{r}t^{a-1}e^{-t}\text{d}t is the Incomplete Gamma Function and Γ(a)=0ta1etdt\Gamma(a)=\int_{0}^{\infty}t^{a-1}e^{-t}\text{d}t is the Gamma Function (Abramowitz and Stegun, 1965);

  • κ(r)=I(a1,a2,rr+1)\kappa(r)=I(a_{1},a_{2},\frac{r}{r+1}), with a1,a2>0a_{1},a_{2}>0, where I(a1,a2,r)=b(a1,a2,r)(a1,a2)I(a_{1},a_{2},r)=\frac{b(a_{1},a_{2},r)}{\mathcal{B}(a_{1},a_{2})} is the regularized Incomplete Beta Function, b(a1,a2,r)=0rta11(1t)a21dtb(a_{1},a_{2},r)=\int_{0}^{r}t^{a_{1}-1}(1-t)^{a_{2}-1}\text{d}t is the Incomplete Beta Function and (a1,a2)=01ta11(1t)a21dt\mathcal{B}(a_{1},a_{2})=\int_{0}^{1}t^{a_{1}-1}(1-t)^{a_{2}-1}\text{d}t is the Beta Function (Abramowitz and Stegun, 1965).

2.2 A class of predefined-time stable systems

Consider (the scalar form of) the class of systems introduced by Aldana-López et al. (2019) and Jiménez-Rodríguez et al. (2019)

x˙=1ρ1(1ρ2)κ(|x|)ρ2κ(|x|)sign(x),x(0)=x0,\dot{x}=-\frac{1}{\rho_{1}(1-\rho_{2})}\frac{\kappa(\left\lvert x\right\rvert)^{\rho_{2}}}{\kappa^{\prime}(\left\lvert x\right\rvert)}\text{sign}\left(x\right),\ \ x(0)=x^{0}, (1)

where x:0x:\mathbb{R}_{\geq 0}\to\mathbb{R} is the state of the system, ρ1>0\rho_{1}>0 and 0ρ2<10\leq\rho_{2}<1 are tunable parameters, κ𝒦1\kappa\in\mathcal{K}^{1} is continuously differentiable, and sign()\text{sign}\left(\cdot\right) stands for the signum function given by

sign(x){{1}ifx>0{1}ifx<0[1,1]ifx=0.\text{sign}\left(x\right)\in\left\{\begin{array}[]{ccc}\{1\}&\text{if}&x>0\\ \{-1\}&\text{if}&x<0\\ {[-1,1]}&\text{if}&x=0.\end{array}\right.

From the theory of ordinary differential equations, (1) is a separable first-order equation, whose solution x(t)x(t) satisfies

x0x(t)(1ρ2)κ(|ξ|)κ(|ξ|)ρ2sign(ξ)dξ=0t1ρ1dτ.\int_{x^{0}}^{x(t)}(1-\rho_{2})\frac{\kappa^{\prime}(\left\lvert\xi\right\rvert)}{\kappa(\left\lvert\xi\right\rvert)^{\rho_{2}}}\text{sign}\left(\xi\right)\mathrm{d}\xi=-\int_{0}^{t}\frac{1}{\rho_{1}}\mathrm{d}\tau.

Applying the change of variable ξκ(|ξ|)1ρ2sign(ξ)\xi\to\kappa(\left\lvert\xi\right\rvert)^{1-\rho_{2}}\text{sign}\left(\xi\right) in the left side integral and integrating both sides of the above equation, it yields

κ(|x(t)|)1ρ2=κ(|x0|)1ρ2tρ1,\kappa(\left\lvert x(t)\right\rvert)^{1-\rho_{2}}=\kappa(\left\lvert x^{0}\right\rvert)^{1-\rho_{2}}-\frac{t}{\rho_{1}},

for κ(|x0|)1ρ2tρ10\kappa(\left\lvert x^{0}\right\rvert)^{1-\rho_{2}}-\frac{t}{\rho_{1}}\geq 0. From the above, the solution of (1) is

x(t)={κ1([κ(|x0|)1ρ2tρ1]11ρ2)sign(x0) if 0tρ1κ(|x0|)1ρ20 if t>ρ1κ(|x0|)1ρ2,x(t)=\\ \small{\left\{\begin{array}[]{l}\kappa^{-1}\left(\left[\kappa\left(\left\lvert x^{0}\right\rvert\right)^{1-\rho_{2}}-\frac{t}{\rho_{1}}\right]^{\frac{1}{1-\rho_{2}}}\right)\text{sign}\left(x^{0}\right)\\ \qquad\qquad\qquad\qquad\qquad\qquad\qquad\text{ if }0\leq t\leq\rho_{1}\kappa\left(\left\lvert x^{0}\right\rvert\right)^{1-\rho_{2}}\\ 0\\ \qquad\qquad\qquad\qquad\qquad\qquad\qquad\text{ if }t>\rho_{1}\kappa\left(\left\lvert x^{0}\right\rvert\right)^{1-\rho_{2}},\end{array}\right.} (2)

where κ1\kappa^{-1} stands for the inverse of the function κ𝒦\kappa\in\mathcal{K}.

Hence, one can conclude that the origin x=0x=0 of (1) is finite-time stable and the settling-time function is T(x0)=ρ1κ(|x0|)1ρ2T(x^{0})=\rho_{1}\kappa\left(\left\lvert x^{0}\right\rvert\right)^{1-\rho_{2}}. But the settling-time function T(x0)=ρ1κ(|x0|)1ρ2<ρ1T(x^{0})=\rho_{1}\kappa\left(\left\lvert x^{0}\right\rvert\right)^{1-\rho_{2}}<\rho_{1} is bounded, then the origin x=0x=0 of (1) is, in fact, fixed-time stable.

Moreover, for any desired upper bound of the settling-time function TcT_{c}, there exists an appropriate selection of the parameter ρ1=Tc\rho_{1}=T_{c} such that the convergence time will always be less than TcT_{c} for any initial condition x0x^{0}. This property is known as predefined-time stability (see Appendix A).

Remark 5

It is worth noticing that the right-hand side of (1) is continuous and non-Lipschitz if 0<ρ2<10<\rho_{2}<1, and discontinuous if ρ2=0\rho_{2}=0. In any case, all the above derivation remains true.

3 Exact discretization of the considered class of predefined-time stable systems

In this section, we develop a discrete-time system whose solutions are equal to the solution of (1) in the sampling instants. Hence, we provide the exact form of simulating the class of predefined-time stable systems represented by (1).

3.1 Direct construction

Consider the continuous-time system (1) and let xk=x(kh)x_{k}=x(kh), where h>0h>0 is the sampling step size, and kk\in\mathbb{N}.

To obtain the exact discretization of system (1), one can apply the same procedure as in Subsection 2.2, integrating the left side between the samples xkx_{k} and xk+1x_{k+1}, and the right side between khkh and (k+1)h(k+1)h, respectively, obtaining

xkxk+1(1ρ2)κ(|ξ|)κ(|ξ|)ρ2sign(ξ)dξ=kh(k+1)h1ρ1dτ.\int_{x_{k}}^{x_{k+1}}(1-\rho_{2})\frac{\kappa^{\prime}(\left\lvert\xi\right\rvert)}{\kappa(\left\lvert\xi\right\rvert)^{\rho_{2}}}\text{sign}\left(\xi\right)\mathrm{d}\xi=-\int_{kh}^{(k+1)h}\frac{1}{\rho_{1}}\mathrm{d}\tau. (3)

Recall the transformation

yρ2:(1,1)xyρ2(x)=κ(|x|)1ρ2sign(x)y_{\rho_{2}}\colon\begin{array}[]{>{\displaystyle}r @{} >{{}}c<{{}} @{} >{\displaystyle}l}\mathbb{R}&\rightarrow&(-1,1)\\ x&\mapsto&y_{\rho_{2}}(x)=\kappa(\left\lvert x\right\rvert)^{1-\rho_{2}}\text{sign}\left(x\right)\end{array} (4)

used in Subsection 2.2 to find the solutions of (1). This transformation is invertible, and its inverse yρ21:(1,1)y_{\rho_{2}}^{-1}:(-1,1)\to\mathbb{R} is given by

yρ21(x)=κ1(|x|11ρ2)sign(x).y_{\rho_{2}}^{-1}(x)=\kappa^{-1}\left(\left\lvert x\right\rvert^{\frac{1}{1-\rho_{2}}}\right)\text{sign}\left(x\right).

Using (4) in the left side integral of (3), one obtains

κ(|xk|)1ρ2sign(xk)κ(|xk+1|)1ρ2sign(xk+1)sign(y)dy=kh(k+1)h1ρ1dτ.\int_{\kappa(\left\lvert x_{k}\right\rvert)^{1-\rho_{2}}\text{sign}\left(x_{k}\right)}^{\kappa(\left\lvert x_{k+1}\right\rvert)^{1-\rho_{2}}\text{sign}\left(x_{k+1}\right)}\text{sign}\left(y\right)\mathrm{d}y=-\int_{kh}^{(k+1)h}\frac{1}{\rho_{1}}\mathrm{d}\tau.

Hence, integrating both sides of the above expression and having in mind that sign(xk+1)=sign(xk)\text{sign}\left(x_{k+1}\right)=\text{sign}\left(x_{k}\right) for the first-order system (1), the above equation turns into

κ(|xk+1|)1ρ2sign(xk+1)=κ(|xk|)1ρ2sign(xk)hρ1sign(xk+1).\kappa(\left\lvert x_{k+1}\right\rvert)^{1-\rho_{2}}\text{sign}\left(x_{k+1}\right)\\ =\kappa(\left\lvert x_{k}\right\rvert)^{1-\rho_{2}}\text{sign}\left(x_{k}\right)-\frac{h}{\rho_{1}}\text{sign}\left(x_{k+1}\right). (5)

Finally, let α+\alpha\in\mathbb{R}_{+} and consider the discontinuous function θρ2,α:(α1,α+1)\theta_{\rho_{2},\alpha}:\mathbb{R}\to(-\alpha-1,\alpha+1) defined by θρ2,α(x)=(κ(|x|)1ρ2+α)sign(x)\theta_{\rho_{2},\alpha}(x)=\left(\kappa(\left\lvert x\right\rvert)^{1-\rho_{2}}+\alpha\right)\text{sign}\left(x\right). The inverse of θρ2,α\theta_{\rho_{2},\alpha} is the continuous function θρ2,α1:(α1,α+1)\theta_{\rho_{2},\alpha}^{-1}:(-\alpha-1,\alpha+1)\to\mathbb{R} given by

θρ2,α1(x)=κ1((max{|x|α,0})11ρ2)sign(x)\theta_{\rho_{2},\alpha}^{-1}(x)=\kappa^{-1}\left(\left(\max\{\left\lvert x\right\rvert-\alpha,0\}\right)^{\frac{1}{1-\rho_{2}}}\right)\text{sign}\left(x\right) (6)

Thus, replacing (6) in (5), it yields

xk+1=θρ2,h/ρ11(κ(|xk|)1ρ2sign(xk)),=κ1(max{κ(|xk|)1ρ2hρ1,0}11ρ2)sign(xk),\displaystyle\begin{split}x_{k+1}&=\theta_{\rho_{2},h/\rho_{1}}^{-1}\left(\kappa(\left\lvert x_{k}\right\rvert)^{1-\rho_{2}}\text{sign}\left(x_{k}\right)\right),\\ &=\kappa^{-1}\left(\max\left\{\kappa(\left\lvert x_{k}\right\rvert)^{1-\rho_{2}}-\frac{h}{\rho_{1}},0\right\}^{\frac{1}{1-\rho_{2}}}\right)\text{sign}\left(x_{k}\right),\end{split} (7)

with x0=x0x_{0}=x^{0}.

This following theorem summarizes the previous constructive result:

Theorem 6

The solution of the discrete-time system (7) is equivalent to the solution (2) of the continuous-time system (1) at the sample instants. This is, xk=x(kh)x_{k}=x(kh), for every kk\in\mathbb{N}.

Theorem 6 has the following attractive corollary:

Corollary 7

For any x0x^{0}\in\mathbb{R}, the solution of the discrete-time system (7) satisfies xk=0, for kρ1h,x_{k}=0,\text{ for }k\geq\left\lceil\frac{\rho_{1}}{h}\right\rceil, where \left\lceil\cdot\right\rceil stands for the ceiling function.

{pf}

The solution of the continuous-time system (1) satisfies

x(t)=0, for tρ1κ(|x0|)1ρ2.x(t)=0,\text{ for }t\geq\rho_{1}\kappa\left(\left\lvert x^{0}\right\rvert\right)^{1-\rho_{2}}.

Moreover, from Theorem 6, we can establish for the solution of the discrete-time system (7) that

xk=x(kh)=0, for khρ1κ(|x0|)1ρ2.x_{k}=x(kh)=0,\text{ for }kh\geq\rho_{1}\kappa\left(\left\lvert x^{0}\right\rvert\right)^{1-\rho_{2}}.

which also holds for khρ1kh\geq\rho_{1}, given that κ𝒦\kappa\in\mathcal{K}.

Hence, the result follows. \blacksquare

Example 8

Consider system (1) with the particular selections of κ(r)=2πarctan(r)\kappa(r)=\frac{2}{\pi}\arctan(r), ρ1=1\rho_{1}=1, ρ2=0.5\rho_{2}=0.5 and x0=10x^{0}=10.

Figures 1 and 2 present the comparison of the exact discretization (7) with the conventional explicit Euler discretization for two different time steps. In both cases, the solution of the discrete-time system (7) accurately recovers the exact solution (2) at the sampling instants. For h=0.02h=0.02 (Fig. 1), one can note small differences between the exact solution and the explicit Euler discretization, whereas, for h=0.0651318636497h=0.0651318636497 (Fig. 2), the explicit Euler discretization becomes unstable.

Refer to caption
Figure 1: Comparison of the exact solution (solid line), the discrete-time equivalent (star points) and the explicit Euler discretization (round points) with a step size of h=0.02h=0.02.
Refer to caption
Figure 2: Comparison of the exact solution (solid line), the discrete-time equivalent (star points) and the explicit Euler discretization (round points) with a step size of h=0.0651318636497h=0.0651318636497.

3.2 Parallel with implicit Euler discretization

Consider the nonlinear transformation given by (4), and define w(t)=yρ2(x(t))w(t)=y_{\rho_{2}}(x(t)). Its time-derivative along the trajectories of system (1) is

w˙=1ρ1sign(w),w(0)=yρ2(x0),\dot{w}=-\frac{1}{\rho_{1}}\text{sign}\left(w\right),\ \ w(0)=y_{\rho_{2}}(x^{0}), (8)

since sign(w)=sign(x)\text{sign}\left(w\right)=\text{sign}\left(x\right).

Remark 9

If the explicit or forward Euler procedure with time step h>0h>0 were used to simulate system (8), it would lead to oscillations with amplitude 𝒪(h)\mathcal{O}(h) in the neighborhood of the origin w=0w=0 (Drakunov and Utkin, 1989; Utkin, 1994), and these oscillations would also be translated into oscillations in the original variable xx. Those mentioned oscillations, known as numerical chattering, are an undesired effect of an inadequate discretization, since the solution (2) does not oscillate.

Using the implicit or backward Euler method (as in (Drakunov and Utkin, 1989; Utkin, 1994)) with time step h>0h>0 for the discretization of the transformed system (8), it yields

wk+1=wkhρ1sign(wk+1),w_{k+1}=w_{k}-\frac{h}{\rho_{1}}\text{sign}\left(w_{k+1}\right),

where wk=yρ2(xk)w_{k}=y_{\rho_{2}}(x_{k}) and xk=x(kh)x_{k}=x(kh). Rewriting the above in terms of xkx_{k}, one obtains (3), as before.

4 Consistent discretization of predefined-time control of perturbed systems

4.1 Continuous-time predefined-time stabilization of first order perturbed systems

Consider the perturbed control system

x˙=u+Δ(t,x),x(0)=x0,\dot{x}=u+\Delta(t,x),\,\,x(0)=x^{0}, (9)

where x:0x:\mathbb{R}_{\geq 0}\to\mathbb{R} is the state of the system, uu\in\mathbb{R} is the control input signal, and Δ:0×\Delta:\mathbb{R}_{\geq 0}\times\mathbb{R}\to\mathbb{R} is an unknown perturbation term which is assumed to be bounded of the form sup(t,x)0×|Δ(t,x)|δ\sup_{(t,x)\in\mathbb{R}_{\geq 0}\times\mathbb{R}}\left\lvert\Delta(t,x)\right\rvert\leq\delta, with δ+\delta\in\mathbb{R}_{+} known.

It is well known that, in continuous time, the perturbation term Δ(t,x)\Delta(t,x) can only be entirely rejected by a discontinuous control term, since no conditions of smoothness, Lipschitz continuity neither continuity are assumed (Jiménez-Rodríguez et al., 2019).

According to the above, a suitable feedback predefined-time controller design is

u=(1ρ1+ρ3κ(0))1κ(|x|)sign(x),u=-\left(\frac{1}{\rho_{1}}+\rho_{3}\kappa^{\prime}(0)\right)\frac{1}{\kappa^{\prime}(\left\lvert x\right\rvert)}\text{sign}\left(x\right), (10)

where ρ1>0\rho_{1}>0, ρ3δ\rho_{3}\geq\delta, and κ𝒦1\kappa\in\mathcal{K}^{1} is continuously differentiable and such that κ(0):=κ(0+)κ(r)\kappa^{\prime}(0):=\kappa^{\prime}(0^{+})\geq\kappa^{\prime}(r) for all r0r\in\mathbb{R}_{\geq 0}. Note that (10) is an augmented gain version of the right side of (1) with ρ2=0\rho_{2}=0.

To verify the predefined-time convergence of the closed-loop system (9)-(10), note that

d|x|dt\displaystyle\frac{d\left\lvert x\right\rvert}{dt} =(1ρ1+ρ3κ(0))1κ(|x|)+Δ(t,x)sign(x)\displaystyle=-\left(\frac{1}{\rho_{1}}+\rho_{3}\kappa^{\prime}(0)\right)\frac{1}{\kappa^{\prime}(\left\lvert x\right\rvert)}+\Delta(t,x)\text{sign}\left(x\right)
1ρ1κ(|x|)ρ3κ(0)κ(|x|)+|Δ(t,x)|\displaystyle\leq-\frac{1}{\rho_{1}\kappa^{\prime}(\left\lvert x\right\rvert)}-\rho_{3}\frac{\kappa^{\prime}(0)}{\kappa^{\prime}(\left\lvert x\right\rvert)}+\left\lvert\Delta(t,x)\right\rvert
1ρ1κ(|x|)(ρ3δ)\displaystyle\leq-\frac{1}{\rho_{1}\kappa^{\prime}(\left\lvert x\right\rvert)}-(\rho_{3}-\delta)
1ρ1κ(|x|),\displaystyle\leq-\frac{1}{\rho_{1}\kappa^{\prime}(\left\lvert x\right\rvert)},

for x0x\neq 0. Reasoning as in Subsection 2.2, and using the comparison lemma in the above differential inequality, one can easily conclude that |x(t)|=x(t)=0\left\lvert x(t)\right\rvert=x(t)=0 for tρ1t\geq\rho_{1}.

4.2 Consistent discretization/simulation

Consider transformation (4), with ρ2=0\rho_{2}=0, given by z(t)=y0(x(t))=κ(|x(t)|)sign(x(t))z(t)=y_{0}(x(t))=\kappa(\left\lvert x(t)\right\rvert)\text{sign}\left(x(t)\right). Its derivative along the trajectories of the closed-loop system (9)-(10) is

z˙=βsign(z)+f(t,x),z(0)=y0(x0),\dot{z}=-\beta\text{sign}\left(z\right)+f(t,x),\,\,z(0)=y_{0}(x^{0}), (11)

where β:=1ρ1+ρ3κ(0)\beta:=\frac{1}{\rho_{1}}+\rho_{3}\kappa^{\prime}(0), and f(t,x)=κ(|x|)Δ(t,x)f(t,x)=\kappa^{\prime}(\left\lvert x\right\rvert)\Delta(t,x) is the perturbation term in the transformed coordinate zz, which complies to sup(t,x)0×|f(t,x)|κ(0)δ\sup_{(t,x)\in\mathbb{R}_{\geq 0}\times\mathbb{R}}\left\lvert f(t,x)\right\rvert\leq\kappa^{\prime}(0)\delta.

Again, using the implicit Euler method with time step h>0h>0 for the discretization of the system (11), it yields

zk+1=zkhβsign(zk+1)+hfk,z_{k+1}=z_{k}-h\beta\text{sign}\left(z_{k+1}\right)+hf_{k}, (12)

where fk=f(kh,xk)f_{k}=f(kh,x_{k}) is the perturbation term at the sample instants.

Hence, replacing the function θ0,hβ1\theta_{0,h\beta}^{-1} (6) into (12), one obtains

xk+1=κ1(max{|κ(|xk|)sign(xk)+hfk|hβ,0})×sign(κ(|xk|)sign(xk)+hfk),x_{k+1}=\\ \kappa^{-1}\left(\max\left\{\left\lvert\kappa(\left\lvert x_{k}\right\rvert)\text{sign}\left(x_{k}\right)+hf_{k}\right\rvert-h\beta,0\right\}\right)\times\\ \text{sign}\left(\kappa(\left\lvert x_{k}\right\rvert)\text{sign}\left(x_{k}\right)+hf_{k}\right), (13)

with x0=x0x_{0}=x^{0}.

The discrete-time system (13) provides a way of simulating the closed-loop continuous-time system (9)-(10). Moreover, it preserves the predefined-time stability behavior, as stated in the following proposition:

Proposition 10

For any x0x^{0}\in\mathbb{R}, the solution of the discrete-time system (13) satisfies xk=0, for kρ1hx_{k}=0,\text{ for }k\geq\left\lceil\frac{\rho_{1}}{h}\right\rceil.

{pf}

Taking absolute value in both sides of (13) and using the triangle inequality one gets,

|xk+1|\displaystyle\left\lvert x_{k+1}\right\rvert =κ1(max{|κ(|xk|)sign(xk)+hfk|hβ,0})\displaystyle=\kappa^{-1}\left(\max\left\{\left\lvert\kappa(\left\lvert x_{k}\right\rvert)\text{sign}\left(x_{k}\right)+hf_{k}\right\rvert-h\beta,0\right\}\right)
κ1(max{κ(|xk|)+h|fk|hβ,0}).\displaystyle\leq\kappa^{-1}\left(\max\left\{\kappa(\left\lvert x_{k}\right\rvert)+h\left\lvert f_{k}\right\rvert-h\beta,0\right\}\right).

On the other hand, from β:=1ρ1+ρ3κ(0)\beta:=\frac{1}{\rho_{1}}+\rho_{3}\kappa^{\prime}(0), ρ3δ\rho_{3}\geq\delta, |fk|κ(0)δ\left\lvert f_{k}\right\rvert\leq\kappa^{\prime}(0)\delta and the above, the inequality

|xk+1|κ1(max{κ(|xk|)hρ1,0})\left\lvert x_{k+1}\right\rvert\leq\kappa^{-1}\left(\max\left\{\kappa(\left\lvert x_{k}\right\rvert)-\frac{h}{\rho_{1}},0\right\}\right)

is obtained.

Finally, noticing that the right side of the above inequality is equal to the absolute value of the right side of (7) with ρ2=0\rho_{2}=0, and that it is a non-decreasing function of xkx_{k}, we get

|xk|0,kρ1h\left\lvert x_{k}\right\rvert\leq 0,\,\,\forall k\geq\left\lceil\frac{\rho_{1}}{h}\right\rceil

applying Lemma 13. \blacksquare

Example 11

Consider the closed-loop system (9)-(10) with the particular selections of κ(r)=2πarctan(r)\kappa(r)=\frac{2}{\pi}\arctan(r), ρ1=1\rho_{1}=1, ρ3=1.1\rho_{3}=1.1 and x0=10x^{0}=10. It is assumed that Δ(t,x)=sin10πt\Delta(t,x)=\sin{10\pi t}.

Figure 3 present the comparison of the consistent discretization (13) with the conventional explicit Euler discretization for h=0.05h=0.05. One can see that xk=0x_{k}=0 for kρ1hk\geq\left\lceil\frac{\rho_{1}}{h}\right\rceil for the consistent discretization (13), whereas the explicit Euler discretization induce undesired oscillations around the origin.

Refer to caption
Figure 3: Comparison of the the discrete-time equivalent (star points) and the explicit Euler discretization (round points) with a step size of h=0.05h=0.05 for the predefined-time control of perturbed systems.

5 Conclusion

This paper presented the development of a consistent discretization for the class of predefined-time stable systems introduced in Aldana-López et al. (2019); Jiménez-Rodríguez et al. (2019).

The proposed approach allowed the exact discretization of the considered class of systems when no perturbations were assumed. In the perturbed case, the developed consistent discretization preserved the predefined-time stability property.

All the results were confirmed through numerical simulations and compared with the conventional explicit Euler scheme. Even with relatively large time steps, the proposed discretization worked well, as expected, whereas the explicit Euler discretization produced unstable oscillations.

{ack}

Esteban Jiménez acknowledges to CONACYT–México for the D.Sc. scholarship number 481467 and the project 252405.

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Appendix A Predefined-time stability

Predefined-time stability refers to the property that exhibits a particular class of fixed-time stable systems with tunable parameters, for which an upper bound of the settling-time function can be arbitrarily chosen through a suitable selection of the parameters (Jiménez-Rodríguez et al., 2019, Defintion 2).

This notion is formally defined considering an autonomous system of the form

𝒙˙=𝒇(𝒙;𝝆),𝒙(0)=𝒙0,\dot{\bm{x}}=\bm{f}(\bm{x};\bm{\rho}),\ \ \bm{x}(0)=\bm{x}_{0}, (14)

with 𝒙:0n\bm{x}:\mathbb{R}_{\geq 0}\to\mathbb{R}^{n} the system state, 𝝆l\bm{\rho}\in\mathbb{R}^{l} the tunable parameters of (14), and 𝒇:nn\bm{f}:\mathbb{R}^{n}\rightarrow\mathbb{R}^{n} a nonlinear function.

For the origin 𝒙=𝟎\bm{x}=\bm{0} to be a finite-, in particular, a predefined-time stable equilibrium of (14), the function 𝒇\bm{f} must be a non Lipschitz (maybe discontinuous) function of 𝒙\bm{x}. Then, 𝒇\bm{f} is assumed to be such that the solutions of (14) exist and are unique in the sense of Filippov (Filippov, 1988).

Definition 12

The origin of (14) is said to be predefined-time stable if it is fixed-time stable and for any Tc+T_{c}\in\mathbb{R}_{+}, there exists some 𝛒l\bm{\rho}\in\mathbb{R}^{l} such that the settling-time function of (14) satisfies

sup𝒙0nT(𝒙0)Tc.\sup_{\bm{x}_{0}\in\mathbb{R}^{n}}T(\bm{x}_{0})\leq T_{c}.

Appendix B A comparison lemma for discrete-time systems

The following is a particular case of (Bitsoris and Gravalou, 1995, Proposition 1).

Lemma 13

Let uku_{k} be the solution of

uk+1=f(uk),u0=u0,u,u_{k+1}=f(u_{k}),\,\,u_{0}=u^{0},\,\,u\in\mathbb{R},

where f:f:\mathbb{R}\to\mathbb{R} is continuous and non-decreasing, and let vkv_{k} be such that

vk+1f(vk),v0u0,v.v_{k+1}\leq f(v_{k}),\,\,v_{0}\leq u^{0},\,\,v\in\mathbb{R}.

Then, vkukv_{k}\leq u_{k}, for all kk\in\mathbb{N}.

{pf}

We proceed by induction. The base case follows from the hypothesis

v0u0=u0.v_{0}\leq u^{0}=u_{0}.

Now, assume that vkukv_{k}\leq u_{k}. Then,

vk+1f(vk)f(uk)=uk+1,v_{k+1}\leq f(v_{k})\leq f(u_{k})=u_{k+1},

since ff is non-decreasing. The result follows. \blacksquare