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# Proceedings of the 2nd IFAC

## Workshop on Fractional Differentiation and its Applications

Porto, Portugal, July 19-21, 2006

## STABILITY OF DISCRETE FRACTIONAL

ORDER STATE-SPACE SYSTEMS

## Andrzej Dzielinski Dominik Sierociuk

Institute of Control and Industrial Electronics,
Warsaw University of Technology, Koszykowa 75,
00-662 Warsaw, Poland, email: adziel@isep.pw.edu.pl

Institute of Control and Industrial Electronics,
Warsaw University of Technology, Koszykowa 75,
00-662 Warsaw, Poland, email: dsieroci@isep.pw.edu.pl

Abstract: This paper presents simple stability condition for the fractional order
discrete state-space system. This is one of very few attempts to give the condition
of the stability of this type of systems. It is established for the state space model
introduced by the Authors.

## Keywords: discrete fractional order state-space system, stability, infinite

dimensional systems

## 1. INTRODUCTION and transfer function associated with the DFOSS

are introduced. Section 5 discusses relation be-
The stability problem for linear, continuous, frac- tween eigenvalues of the DFOSS and poles of the
tional order state-space systems is quite well transfer function associated with DFOSS.
known. Some properties and stability results for
these systems are presented and discussed in
(Vinagre et al., 2002) and (Matignon, 1998). 2. DISCRETE FRACTIONAL ORDER
STATE-SPACE SYSTEM
For the discrete, fractional order systems however
this problem is much less treated. There are very Let us start our exposition with some basics of
few results dealing with the stability of such the fractional calculus used throughout the pa-
systems. It is even more so for the state space per. In this paper, as a definition of fractional
description of these systems. Some basic results of discrete approximation of the derivative, a follow-
defining the fractional order state space systems ing Grunwald-Letnikov definition (Oldham and
are presented in e. g. (Dorcak et al., 2002). Some Spanier, 1974; Podlubny, 1999) will be used.
remarks on poles and zeros of fractional order
systems are given in (Barbosa et al., 2004). Definition 1.
In this article more clear and suitable definitions k  
1 X n
of the fractional order state-space systems origi- n xk = (1)j
xkj
hn j=0 j
nated from integer order systems are presented.
This paper is organized as follows: In Section 2 where, n R, is a fractional degree, R, is the set of
the Discrete Fractional Order State-space Systems real numbers, and h is a sampling time (this later
(DFOSS) are introduced. Section 3 presents and will be equal to 1), k N is a number of sample
discusses the stability of the DFOSS. In Section 4 for which the approximation of the derivative is
the Fractional Order Difference Equation (FODE) calculated.
 Lemma 1. There exists a nonsingular matrix P
which defines the following state transformation
The binomial term in Definition 1 can be obtained
zk = P xk and transformed state space system is
from the following relation:
of the form

  1 for j = 0 n zk+1 = P Ad P 1 zk + P Buk
n
= n(n 1) . . . (n j + 1) zk+1 = n zk+1
j for j > 0
j! k+1
X  
(1) n
(1)j zkj+1
j
Let us assume a traditional (integer order) dis- j=1

## xk+1 = Axk + Buk (2) 

yk = Cxk (3) Proof: Left pre-multiplying the equation (6) by P
and using the relations zk = P xk and xk = P 1 zk
This equation (2) could be rewritten as follows, the equations in Lemma 1 are achieved.

1
xk+1 = Ad xk + Buk (4) This transformation does not change the eigenval-
ues of the matrix Ad , i.e., the eigenvalues of Ad
where 1 xk is a first order difference for xk and and P Ad P 1 are the same. This fact is of great
Ad = A In where In is the identity matrix. importance as far as the stability considerations
The value of the state vector for time instance are concerned. It implies that stability of these
k+1 can be obtained from the first order difference systems depends on the eigenvalues of the state
definition matrix only and not on its particular form.
For practical realization the number of samples
1
xk+1 = xk+1 xk taken into consideration has to be reduced to the
predefined number L. In this case the equation (7)
what gives the following relation, is rewritten as

## xk+1 = 1 xk+1 + xk (5) L

X  
n
xk+1 = n xk+1 (1)j xkj+1 (9)
j
Equations (4) and (5) by using the Definition 1 j=1
can in principle be generalized for difference of
any, even non-integer, order. where L is a number of samples taken into ac-
count.
Definition 2. The linear discrete fractional order The system given by the Definition 2 can be
system in state-space representation is given as rewritten as an infinite dimensional system in the
follows: following way

## n xk+1 = Ad xk + Buk (6) Definition 3. The infinite dimensional form of the

linear discrete fractional order state-space system
xk+1 = n xk+1
  is defined as follows
k+1
X n
(1)j xkj+1 (7)
j xk+1 xk
j=1
xk xk1
yk = Cxk (8)
xk1 = A xk2 + Buk

where n R is a system order. .. ..
. .

 xk
xk1
The value of fractional order difference of state
yk = C xk2
vector for time instant k + 1 is obtained according
..
to (6), from this value the state vector xk+1 is .
calculated using relation (7). The output equation
is given by (8). where
A=
    3.1 Stability criterion
2 n 3 n
(Ad + In) (1) I 2 (1) I 3 ...
Let us recall the results presented in the article

I 0 0 ... (Debeljkovic et al., 2002). The stability criterion

0 I 0 ... for the linear discrete state delayed systems pre-

.. .. .. .. sented there is stated as follows:
. . . .
N
X
kAi k < 1
B i=0
0  
where Ai are the matrices of the time delayed
B=0 C = C 0 0 ...
system. This criterion implies that the transition
.. matrix satisfies the following condition
.
N
X
|(k + 1)| < |(k i)| (10)
where I is the identity matrix.
i=1

Using the notation presented in this article, this
criterion can be rewritten as:

## 3. STABILITY Theorem 2. The DFOSS system given by in the

infinite dimensional form given of the Definition 3
Let us now turn our attention to the stability is stable if (but not iff)
issues related to the previously defined state space  
k+1
X
models of the discrete, fractional order systems. j n
kAd + Ink + k(1) k<1
The stability definition is adopted from the sta- j
j=2
bility definition of infinite dimensional systems
presented in (Debeljkovic et al., 2002).

Definition 4. The linear, discrete time, infinite Proof: The relation between notation in article
dimensional system, is finite time stable with (Debeljkovic et al., 2002) and the one used here is
respect to {, , N, M, k.k}, < , , R+ , as follows:
if and only if:
kx(i)k < , i = 0, 1, . . . , N, A0 = Ad + In
 
implies: i1 n
Ai = (1) for i = 1, 2, . . .
j
kx(i)k < , i = 0, 1, 2, . . . , M
The rest of the proof is a simple consequence of
applying the Debljkovic result in our case. 

The Theorem 2 for the system given by the
The stability condition for such a redefined system Definition 2 can be rewritten as
is analogical to the traditional integer order state-
space systems.    
k+1
X
n n
|Ad + In | + |(1)j In | < 1
Theorem 1. The system given by the Definition 3 1 j
j=2
is asymptotically stable iff
In order to make this criterion more useful let us
state the following lemma:
kAk < 1
n

where k.k denotes matrix norm defined as a Lemma 2. For k 2 the factors (1)k k are
max|i | where i is an i th eigenvalue of the
matrix A.
positive
  for 2 > n > 1
n
(1)j = negative for 0 < n < 1 (11)
 j

 0 for n = 0, 1
The number of factors (1)j nj in matrix A in
real application has to be reduced. This reduction

may cause the decrease of accuracy of the stability 
n
determination. Especially when the system is close Proof: Using the relation (1) for obtaining j it
to the stability margin. is easy to see that for j 2 and 0 > n > 1
 
n 
< 0 for j = 2, 4, 6, . . .
j The r(n, k) is a stability radius of the system, i.e.,
 
n it is a radius of the disk in which stable eigenvalues
> 0 for j = 3, 5, 7, . . .
j (in the sense of equation (10)) of the system are
placed. The values of the r(n, k) for k = 40, 150,
The factors (1)j are equal to 1 for j = 2, 4, . . . and n h0, 2i are presented in Fig. 1.
and equal to 1for j = 1, 3, . . . . The sign of both
of the factors nj and (1)j are reversed for j th 1

 k=40
factors what implies that (1)j nj are negative 0.9 k=150
k=
0.8
for j 2 and 0 > n > 1.
0.7

## For j 2 and 1 > n > 2 the situation is opposite 0.6

  0.5

n 0.4
> 0 for j = 2, 4, 6, . . .
j 0.3
 
n 0.2
< 0 for j = 3, 5, 7, . . .
j 0.1

 0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
The sign of both of the factors nj and (1)j
are the same
 for j th factors what implies that
(1)j nj are positive for j 2 and 1 > n > 2.  Fig. 1. Stability radius for k = 40, 150,
Using this Lemma the following relation may be It is worth to mention that stability radius for
obtained n = 0 equal to 1 is the same as for n = 1, because
  the system given by Definition 2 for n = 0 stays in
k+1
X n fact the first order system. In this case equation
|(1)j |=
j (7) has the form
j=2
  xk+1 = n xk+1 = Ad xk + Buk
k+1
X

j n

(1) for 2>n1 The static relation (expected for n = 0) can be
j
j=2 obtained in the same way as in discrete first order
k+1
X  

j n singular systems (by introducing matrix E for the

(1) for 0<n<1
j case when det(E) = 0).
j=2

## Using the property that (Hilfer, 2000, p. 29)

3.2 Comparison of stability areas
k+1
X  
j n (k + 2 n)
(1) = (12) The relation (10) implies that this criterion is
j=0
j (1 n)(k + 2)
quite restrictive and does not include the whole
the following expression is achieved area of stability. In Fig. 3, Fig. 4 and Fig. 5
the stability area determined numerically using
Theorem 1 are compared with the area of stability
k+1
X   determined by the Theorem 3. As it could be
n (k + 2 n)
(1)j = 1 + n (13) noticed, for n h0, 1i the criterion gives the
j (1 n)(k + 2)
j=2 maximal stability radius for circle with center at
point (0,0).
Using this relation the criterion above can be
rewritten as
4. FRACTIONAL ORDER DIFFERENCE
Theorem 3. The system given by the Definition 2 EQUATION
is stable if (but not iff)
  In order to identify the system parameters the
n difference equation describing input-output dy-
|Ad + I| < r(k, n) (14)
1 namic relation is more convenient than the state-
where space representation. Let the system equations (6)

(k + 2 n) and (8) be rewritten using Z transform with zero

2 n ; n h2, 1i

(1 n)(k + 2) initial conditions (xj = 0 for j 0) as follows:
r(k, n) = (k + 2 n)

+n ; n (1, 0)

(1 n)(k + 2) zn (z)X(z) = Ad X(z) + BU (z)

1 ;n=0 Y (z) = CX(z)
1.5 2
Stability area
Stability area
Criterion area
Criterion area 1.5
1

0.5
0.5

0 0

0.5
0.5

1
1.5

1.5
1.5 1 0.5 0 0.5 1 1.5
2
2 1.5 1 0.5 0 0.5 1 1.5 2

Fig. 2. Stability area for n = 0.1, L = 40, Fig. 5. Stability area for n = 1.8, L = 40,
r = 0.74479 r = 0.20022
Xk  
n j
1.5
Stability area n (z) = (1)j z
Criterion area
j=0
j
1

## This leads to the relation

0.5

Y (z)
G(z) =
0
U (z)
bN 1 z N 1 n(N 1) (z) + + b1 zn (z) + b0
0.5 =
z N nN (z) + + a1 zn (z) + a0
(zn (z) zb,N 1 ) . . . (zn (z) zb,1 )
1
=
(zn (z) za,N ) . . . (zn (z) za,1 )
1.5
1.5 1 0.5 0 0.5 1 1.5

## where za,k for k = 1 . . . N are eigenvalues of the

matrix Ad and are associated with system poles,
Fig. 3. Stability area for n = 0.5, L = 40, zb,k for k = 1 . . . N are associated with zeros of
r = 0.58784 the system.
Then, the Fractional Difference Equation is as
1.5
follows:
Stability area
Criterion area
1

## nN yk + aN 1 n(N 1) yk1 + + a0 ykN =

bN 1 n(N 1) uk1 + + b0 ukN
0.5

## Where parameters ak and bk for k = 0 . . . N 1

0.5 are the entries of the system matrices, eg. in the
canonical form.
1

1.5
1.5 1 0.5 0 0.5 1 1.5

## 5. POLES AND EIGENVALUES

Fig. 4. Stability area for n = 1.2, L = 40, The Fractional Order Transfer Function, given by
r = 0.802 equation (15), can be divided into the separate
modes, whose are associated with eigenvalues of
This immediately gives the relation
matrix Ad . For real eigenvalues each of those
modes is associated with one real eigenvalue of
Y (z) matrix Ad and can be rewritten as:
= C(I(zn (z)) Ad )1 B
U (z)
dj
p X
where n (z) is a polynomial of z given as follows: X wj
G(z) = (15)
j=1 r=1
(zn (z) za,j )r
where p is a number of an eigenvalue, dj is a obtained are conservative as can be seen from
number of multiplicity of j-th eigenvalue and wj the stability areas presented in the paper for the
are coefficients resulting from Partial Fraction system of two state variables. Future work on the
Expansion. stability criteria for these systems is still needed.
One of the directions of research will focus on
Using state-feedback control of the form (see
including also arg(zi ) into the criterion.
(Dzielinski and Sierociuk, 2005))
uk = Kxk (16)
eigenvalues of the matrix Ad can be modified REFERENCES
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6. CONCLUSIONS Robotics.

## In the paper a simple criterion for the stability

of discrete, state-space fractional order system is
given. It is derived for the infinite dimensional
form of the state space equations. The results