Lecture 6 Stability

ENIN 811
System Analysis and Synthesis System Analysis and Synthesis

Dr. Wei Peng
Lecture 6:
ENIN 811 2014 Winter 1 Dr. Wei Peng
1 Introduction 1 Introduction
System are designed to perform some System are designed to perform some
task or to process signals. If a system is
not stable, the system may burn out,
disintegrate or saturate when a signal disintegrate, or saturate when a signal ,
no matter how small, is applied.
Therefore an unstable system is useless
in practice and stability is a basic in practice and stability is a basic
requirement for all system.
ENIN 811 2014 Winter Dr. Wei Peng 2
The response of linear systems can The response of linear systems can
always be decomposed as the zero-state
response and the zero-input response.
We will introduce the BIBO (bounded We will introduce the BIBO (bounded-
input bounded-output) stability for the
zero-state response, and marginal and
asymptotic stability for the zero input asymptotic stability for the zero input
response.
2 Input-Output Stability of LTI
Systems
Consider a SISO linear time-invariant (LTI)
system described by y y
( ) ( ) ( ) ( ) ( )

= =
t t
d g t u d t g u t y
(causal)
( ) ( ) ( ) ( ) ( )

= = d g t u d t g u t y
0 0

(causal)
where g(t) is the impulse response and the
t i li ti i i t l d system is linear time-invariant, causal, and
relaxed at t=0.
Systems
Definition: A system is said to be BIBO stable
(bounded-input bounded-output stable) if every ( p p ) y
bounded input excites a bounded output.
Bounded input
( ) <
m
u t u
B d d t t ( ) < t
Bounded output ( ) <
m
y t y
Systems
Theorem 5.1 A SISO system described by (5.1)
is BIBO stable if and only if g(t) is absolutely y g( ) y
integrable in [0,) , i.e. there exists a constant
M such that M such that
( ) <
M dt t
hold
( ) <
0
M dt t g
hold
Systems
Proof: (i) let u(t) be a input with
u t u ) (
Proof: (i) let u(t) be a input with
for all
t t
m
u t u ) (
0 t
( ) ( ) ( ) ( ) ( ) =

t t
d g t u d g t u t y
0 0

( ) ( ) < =

m m m
t t
m
y Mu u d g d g u
0 0

Thus the output is bounded. Next we show
the converse If g(t) is not absolutely

the converse. If g(t) is not absolutely
integrable, there exists a T such that
( )
T
( ) =
dt t g
0
Systems
(ii) BIBO stable ? (ii) BIBO stable ?
We know Suppose
( ) <
m
y t y
( ) =
T
dt t g
0
Let
0
( )

=
0 ) ( , 1
g if
T u Let
Clearly u is bounded but the output is
( )
< 0 ) ( , 1
g if
T u
Clearly u is bounded, but the output is
( ) ( ) ( ) ( ) = = =

T T
d g d g T u t y
We get a contradiction. So
( ) ( ) ( ) ( )

d g d g T u t y
0 0

( ) <
T
M dt t g
e get a co t ad ct o So
( ) <
M dt t g
0
Systems
Theorem If a input-output system with
impulse response, has: p p ,
(1) Step input (or a constant input), the output
converges to a constant function converges to a constant function.
(2) Sinusoidal input, the output converges to a
sinusoidal function.
(3) Any input not converging to 0 the output (3) Any input not converging to 0, the output
will converge to the unstable input mode.
Systems
Th 5 2 If t ith i l Theorem 5.2 If a system with impulse response
g(t) is BIBO stable, then, as t :
1. The output excited by u(t)=a, for t 0,
approaches g(0)*a approaches g(0) a.
2. The output excited by u(t) = sin
0
t, for t 0,
approaches
with is the Laplace transform of g(t), i.e.
Systems
Proof: If u(t)=a for all t0 then (5 1) becomes Proof: If u(t)=a for all t0, then (5.1) becomes
Which implies:
If u(t) = sin
0
t, then (5.1) becomes: ( )
0
, ( )
Systems
Thus we have as t Thus we have, as t ,
Replacing s by jw in (5.2) yields
So we have
d and
Systems
Substituting these into (5 3) gives Substituting these into (5.3) gives
Theorem 5.3
A SISO t ith ti l t f A SISO system with proper rational transfer
function is BIBO stable if and only if every
l f h i l pole of has a negative real part or,
equivalently, lies inside the left-half s-plane
Pole and Reduce Form Pole and Reduce Form
A rational function is a ratio of polynomials A rational function is a ratio of polynomials
N(s)/D(s)
If the numerator N(s) and the denominator D(s)
have no roots in common, then the rational
function N(s)/D(s) is in Minimal Form
Example (s 2)/(s
2
4) is not in reduced form Example. (s-2)/(s
2
- 4) is not in reduced form,
because s = 2 is a root of both numerator and
denominator. We can rewrite this in reduced
form as
Pole and Reduce Form Pole and Reduce Form
Poles: For a rational function in Minimal Form Poles: For a rational function in Minimal Form
the poles are the values of s where the
d i t i l t denominator is equal to zero
Example Example
Consider the positive feedback system shown Consider the positive feedback system shown
in above figure, Its impulse response was
computed as
where the gain a can be positive or negative.
W h We have
and
Solution Solution
Thus we conclude that the positive feedback Thus we conclude that the positive feedback
system is BIBO stable if and only if the gain a
has a magnitude less than 1 has a magnitude less than 1.
The transfer function of the system was
d computed as
It is an irrational function of s and Theorem It is an irrational function of s and Theorem
5.3 is not applicable. In this case, it is
simpler to use Theorem 5 1 to check its simpler to use Theorem 5.1 to check its
stability ENIN 811 2014 Winter Dr. Wei Peng 18
BIBO Stability of MIMO Systems BIBO Stability of MIMO Systems
Theorem 5 M1 Theorem 5.M1
A multivariable system with impulse
response matrix is BIBO stable if
and only if every is absolutely
integrable in [0, ).
Theorem 5.M3 Theorem 5.M3
A multivariable system with proper rational
transfer matrix is BIBO stable if and transfer matrix is BIBO stable if and
only if has a negative real part.
BIBO Stability of a State Space Equation BIBO Stability of a State Space Equation
Poles of G(s) and Eigenvalues of A Poles of G(s) and Eigenvalues of A
Poles of G(s) and Eigenvalues of A Poles of G(s) and Eigenvalues of A
3 Internal Stability 3 Internal Stability
Marginal stability
(stability in the sense of Lyapunov)
(1) Definition: Every finite excites a bounded
state response
0
x
( ) t x
p
(2) A d ffi i bl di i
( ) 0 ,
0 0
< < t M t x M x
(2) A necessary and sufficient stable condition:
( ) , 0 Re
i
< ( )
( ) A f f i i l f t i l th 0 R
or
i
where the eigenvalues of A are denoted as

( ) A of form minimal of root imple the , 0 Re s
i
=
where the eigenvalues of A are denoted as
( ) n i
i
, , 1L =
Asymptotic stability Asymptotic stability
(1) Definition:
marginal stable + ( ) ( ) 0 lim = t x marginal stable + ( )
(2) A necessary stable condition:
( ) 0 lim

t x
t
( ) . 0 Re <
i
Conclusion: Asymptotical stability

implies BIBO stability But BIBO stability implies BIBO stability. But BIBO stability
doesnt imply asymptotic stability.
Minimal Polynomial Minimal Polynomial
Example Example
Consider
Because Because
Solution Solution
4 Lyapunov Theory 4 Lyapunov Theory
Motivations: Motivations:
In the previous section, we determine stability of
LTI systems by analytically solving an ODE LTI systems by analytically solving an ODE
(ordinary differential equation). Then we determine
stability according to the obtained solution For stability according to the obtained solution. For
general nonlinear systems, it is difficult, or
impossible to get the desired analytic solution impossible, to get the desired analytic solution.
Then how to determine stability?
Lyapunov (direct) method direct means that we Lyapunov (direct) method --direct means that we
doesnt need to solve the ode first. We just
directly determine stability from the ODE directly determine stability from the ODE.
Homogeneous system Homogeneous system
Homogeneous system and equilibrium state
The system with no control input is called The system with no control input is called
homogeneous system. Usually, the time
varying homogeneous systemcan be varying homogeneous systemcan be
described by
4 Lyapunov Theory 4 Lyapunov Theory
Equilibrium State Equilibrium State
Stability in the Sense of Lyapunov Stability in the Sense of Lyapunov
Definition 5.3 (Stability in the sense of Lyapunov)
Suppose that x
e
is a isolated equilibrium state. pp
e
q
We say that x
e
is stable in the sense of Lyapunov
if for any given there exists a real number if, for any given , there exists a real number
r such that the motion excited
by initial state x which satisfies by initial state x
0
which satisfies
(5.15)
meets with
( ) ; t t t t
( )
(5 16)
( )
0 0 0
, , ; t t x t x t
e

(5.16)
Stability in the Sense of Lyapunov y y p
Asymptotical Stability Asymptotical Stability
Definition 5 4 (Asymptotical stability) A isolated Definition 5.4 (Asymptotical stability) A isolated
equilibrium state x
e
of dynamic system (5.13) is
ll d t ti ll t bl if called asymptotically stable if
(i) x
e
is stable in the sense of Lyapunov; ( )
e
y p ;
(ii) for given in definition 5.3 and any ,
there exists a real number such that there exists a real number , such that
the motion excited by initial state x
0
which satisfies (5.15) also meets with
( ) ) ( ; t T t t x t x t +
(5 17)
( ) ) , , ( , , ;
0 0 0 0
t T t t x t x t
e
+
(5.17)
Asymptotical Stability Asymptotical Stability
(5 17) is equivalent to (5.17) is equivalent to
The concept of Definition 5.4 can be explained by the
Fig.5.2
Fig.5.2 Asymptotical stable equilibrium state
Global Asymptotical Stability Global Asymptotical Stability
Definition 5.5 (Global asymptotical
stability) if a motion excited by stability) if a motion excited by
any un-zero state vector x
0
in state
f space is bounded and satisfies
then we say that original equilibrium
state x
e
=0 is whole asymptotically
stable stable.
Global Asymptotical Stability Global Asymptotical Stability
Example
-- Cannot Use Eigenvalues in LTV System
Eigenvalues can not be used to determine the Eigenvalues can not be used to determine the
stability of LTV systems
Consider:
x
e
x t A x
t
= =
1
) (
2
& Consider:
x x t A x

= =
1 0
) (
Then:
( ) ( ) ( )
( )

t t t
e e e
t t t
5 . 0
0 1 ( ) ( ) ( )
( )
= = =
t
e
t t t
0
0 , , 1
2 1

Example p
-- Cannot Use Eigenvalues in LTV System
( )
( ) ( ) ( )
( )

= = =

t
t t t
e
e e e
t t t
0
5 . 0
0 , , 1
2 1

B l t f (
t t
) g ith t b d

e 0
Because element of (e
t
e
-t
) grows without bound,
the equation is neither asymptotically stable nor
marginally stable. This example shows that even
though the eigenvalues can be defined for A(t) at g g ( )
every t , the concept of eigenvalues is not useful
in the time-varying case in the time varying case.
Global Asymptotical Stability
For Dynamic System
Theorem 5 5 (global asymptotical stability) For Theorem 5.5 (global asymptotical stability) For
dynamic system (5.13), if there is a scalar
f ti V( t) ith fi t d ti function V(x, t) with first-order continuous
partial derivative and V(0,t)=0 satisfy:
(i) V(x,t) is positive definite and bounded, that
is there exit two continuous non-decrease is, there exit two continuous non decrease
scalar functions and with
and such that for any t t and any and such that for any t t
0
and any
x0, following inequalities holding
For Dynamic System
(ii) the derivative of V(x,t) with respect to t
is negative definite and bounded that is negative definite and bounded, that
is, there is a continuous non-decrease
f scalar function with such
that for any t t
0
and x0, we have t at o a y t t
0
a d 0, e a e
For Dynamic System
Global Asymptotical Stability for
Time-Invariant System
Theorem 5.6 For time-invariant system (5.18),
if there exists a continuous scalar function
V(x) with first-order derivative and V(0)=0,
satisfies
(i) V(x) is positive definite;
(ii) is negative definite; (ii) is negative definite;
(iii) as , we have
then the original equilibrium state 0 is
globally asymptotically stable.
Example Example
Consider time-invariant system Consider time-invariant system
Obviously the original Obviously the original
is its solo equilibrium state Consider a scalar is its solo equilibrium state. Consider a scalar
function of
Solution Solution
we know that (i) V(x) is positive definite; we know that (i) V(x) is positive definite;
(ii) By the computation of the derivative, we have
Solution Solution
(iii) as ,
we have
by Theorem 5 6 we know that the original by Theorem 5.6, we know that the original
equilibrium state is globally asymptotically
t bl stable.
Theorem 5.7 For time-invariant system (5.18),
if there exists a continuous scalar function
V(x) with first-order derivative and V(0)=0,
satisfies satisfies
(ii) is negative semi-definite;
(iii) the set contains no
trajectories other than trivial trajectory
(iv) as ( )
then the original equilibrium state 0 is globally
asymptotically stable asymptotically stable.
An equivalent expression of (iii)
The solution of with respective to
x(t) is not any trajectory (solution) of (5.18) (t) s ot a y t ajecto y (so ut o ) o (5 8)
excited by any initial state except to 0.
Semi Definition Semi-Definition
A continuously differentiable function f(x) is A continuously differentiable function f(x) is
negative semidefinite ( or positive semidefinite )
on a neighborhood of the origin, if f(0) = 0, and
f(x) 0 ( 0) for every non-zero x. ( ) ( ) y
if f(0) = 0, and f(x) < 0 ( > 0) for every non-
zero x. f(x) is negative definite (positive definite). zero x. f(x) is negative definite (positive definite).
Example Example
Consider time-invariant nonlinear system
Obviously, 0 is the solo equilibrium state.
Select we have Select , we have
(ii)
Solution Solution
(ii) (ii)
is negative semi-definite (why?). So, at
t l l d th t 0 i present, we can only conclude that 0 is
stable. Is it still asymptotically stable? We
need to verify condition (iii) in Theorem 5.7.
Solution Solution
(iii) Suppose that we have (iii) Suppose that , we have
(a) x
1
is arbitrary but x
2
= 0
(b) x
1
is arbitrary but x
2
= -1
For situation (a), suppose that is
a solution of original system excited by some
initial state this implies initial state, this implies
Solution Solution
For situation (b) we suppose that is a For situation (b), we suppose that is a
solution of original system excited by some initial
state and we have state and we have
which is a contradictive result.
Now we can conclude that 0 is asymptotically stable
since condition (iii) of Theorem 5.7 is satisfied. since condition (iii) of Theorem 5.7 is satisfied.
(iv) Obviously, condition (iv) is also met with, so we say
that 0 is global asymptotically stable that 0 is global asymptotically stable.
Lyapunov Theorem for Linear System Lyapunov Theorem for Linear System
This part we apply the Lyapunov Theorem to a This part we apply the Lyapunov Theorem to a
special case: linear system of
Definition 5 6 Definition 5.6
We call square matrix A stable if all the
eigenvalues of A have negative real parts
Theorem 5 8 Theorem 5.8
All eigenvalues of A have negative real parts
if and only if for any given positive definite
symmetric matrix N, the Lyapunov equation symmetric matrix N, the Lyapunov equation
A
T
M+MA= -N (5.19)
has a unique symmetric solution M and M is
positive definite. positive definite.
Lyapunov Theorem for Linear System
For 3) Suppose there are two solutions M For 3), Suppose there are two solutions M
1
and M
2
. Then we have
A
T
(M
1
-M
2
)+(M
1
-M
2
)A=0
Multiplying from left side and from Multiplying from left side and from
right side of above equation leads to
Integrating above equation from 0 to yields
Complex Conjugate Transpose Complex Conjugate Transpose
where A =
E l Example:

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ENIN 811

System Analysis and Synthesis System Analysis and Synthesis

where the eigenvalues of A are denoted as

Conclusion: Asymptotical stability

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