Linear Control Systems
Lecture # 5
Stability and Matlab
p. 1/2
Internal Stability
Internal stability deals with the boundedness and
asymptotic behavior (as t ) of the solutions of
x = Ax
The solution of x = Ax is given by
x(t) = eAt x(0)
Definition: The
system
x = Ax is stable if
eAt
, t 0, > 0
and asymptotically (or exponentially) stable if
At
e
et , t 0, > 0, > 0
p. 2/2
If A is diagonalizable
eAt =
n
X
ei t vi wiT
i=1
The behavior depends on Re [i ]
t
Re [i ] < 0 e i et , > 0
t
Re [i ] = 0 e i = 1
Re [i ] > 0 ei t is unbounded
p. 3/2
In general
eAt =
mi
r X
X
i=1 k=1
Wik
tk1
(k 1)!
ei t
Re [i ] > 0 tk1 ei t is unbounded
k1 t
Re [i ] < 0 t
e i et , > 0, > 0
Re [i ] = 0 and k = 1 ei t is bounded
Re [i ] = 0 and k 2 tk1 ei t is unbounded
p. 4/2
When will the dimension of the Jordan block Ji be higher
than one?
(A i I)vi = 0
Let qi be the algebraic multiplicity of i . If
qi = nullity(A i I) = n rank(A i I)
then there are qi linearly independent eigenvectors
associated with the eigenvalue i
If this is true for every eigenvalue that has multiplicity higher
than one, then we can find n linearly independent
eigenvectors and A is diagonalizable
p. 5/2
If
nullity(A i I) = n rank(A i I) < qi
for any eigenvalue with multiplicity higher than one, then A
is not diagonalizable
nullity(A i I) is equivalent to the geometric multiplicity
of the eigenvalue i .
We need
qi nullity(A i I)
number of generalized eigenvectors
p. 6/2
Theorem: The system x = Ax is
Stable if and only if
Re [i ] 0,
for i = 1, 2, . . . , n
and for every eigenvalue with Re [i ] = 0 and algebraic
multiplicity qi 2,
rank(A i I) = n qi
Asymptotically (or exponentially) stable if
Re [i ] < 0,
for i = 1, 2, . . . , n
p. 7/2
Example: Study the stability of x = Ax, where
1 0
3
1
0 2 1
A=
0
0 3 1
0
0
0 3
Eigenvalues :
1, 2, 3, 3
The system is asymptotically stable
p. 8/2
Example: Study the stability of x
1 0
0 1
A=
0 0
0 0
Eigenvalues :
= Ax, where
3 1
1 0
0 0
0 0
1, 1, 0, 0
The system is unstable
p. 9/2
Example: Consider the series and parallel connections of
two identical systems, each represented by
"
#
" #
h
i
0 1
0
x =
x+
u, y = 1 0 x
1 0
1
or
H(s) =
As =
0
1
0
1
1 0
0 0
0 0
0 1
0
0
1
0
1
s2 + 1
,
A
=
Eigenvalues :
0
1
0
0
j, j
1 0
0 0
0 0
0 1
0
0
1
0
p. 10/2
Series Case:
1 = j, q1 = 2, n q1 = 2
As 1 I =
j 1
0
0
1 j 0
0
0
0 j 1
1
0 1 j
rank(As 1 I) = 3
0 1 0 0
0 j 0 0
0 0 0 1
1 0 0 j
The system is unstable
p. 11/2
Parallel Case:
1 = j, q1 = 2, n q1 = 2
Ap 1 I =
j 1
0
0
1 j 0
0
0
0 j 1
0
0 1 j
rank(Ap 1 I) = 2
0 1 0 0
0 j 0 0
0 0 0 1
0 0 0 j
The system is stable
p. 12/2
What is the effect of state transformations on stability?
A x = P z P 1 AP
Av = v
P 1 Av = P 1 v
(P 1 AP )(P 1 v) = P 1 v
A and P 1 AP have the same eigenvalues. If vi is an
eigenvector of A, then P 1 vi is an eigenvector of P 1 AP
rank P
AP I = rank P
(A I)P = rank (A I)
Internal stability is invariant under state transformations
p. 13/2
InputOutput Stability
Definition: The linear system y(s) = H(s)
u(s) is
BoundedInput BoundedOutput (BIBO) stable if for every
bounded input u(t), the output y(t) is bounded
Equivalently, for every ku > 0 there is ky > 0 such that
ku(t)k ku , t 0 ky(t)k ky , t 0
By taking the inverse Laplace transform
y(t) =
H(t )u( ) d
where H(t) = L1 {H(s)} is the impulse response matrix
p. 14/2
Theorem: The system y(s) = H(s)
u(s) is BIBO stable if
and only if
Z
kH(t)k dt <
0
Proof of sufficiency:
ky(t)k =
Z t
H(t
)u(
)
d
0
Z t
kH(t )k ku( )k d
0
Z
kH(t )k d ku
0
Z
def
kH()k d ku = ky
0
p. 15/2
Proof on Necessity: Use a contradiction argument (in the
SISO case). Given ku > 0, suppose there is ky > 0 such
that
u(t) ku , t 0 y(t) ky , t 0
but 0 h(t) dt is not finite
There is t1 (dependent on ky /ku ) such that
Z
t1
h(t1 ) d >
0
ky
ku
p. 16/2
Let
ku ,
u(t) =
0
k
u
when h(t1 t) > 0
when h(t1 t) = 0
when h(t1 t) < 0
u(t) ku ,
for 0 t t1
Z t1
Z t1
y(t1 ) =
h(t1 )u( ) d =
ku h(t1 ) d > ky
0
Contradcition
p. 17/2
Example: Time delay element
y(t) = u(t T )
H(s) = esT
h(t) = L1 {H(s)} = (t T )
u(t) ku y(t) ku
Or
Z
(t T ) dt = 1
0
p. 18/2
When
H(s) = C(sI A)1 B + D
the elements hij (s) of H(s) are proper rational functions of
s
nij (s)
hij (s) =
dij (s)
where nij (s) are dij (s) are polynomials with
deg(nij ) deg(dij )
p. 19/2
Since
1
(sI A)
1
det(sI A)
Adjoint(sI A)
the poles of hij (s) are roots of
det(sI A) = 0
that is, eigenvalues of A
Not all eigenvalues of A will appear as poles of some
elements of H(s) because some eigenvalues could be
cancelled
p. 20/2
Given a strictly proper rational function H(s), let
h(t) = L1 {H(s)}. When will
Z
h(t) dt <
0
H(s) can be expressed as the sum of terms of the form
K
(s p)
L1
K
(s p)
=K
t1
( 1)!
ept
Theorem: H(s) is BIBO stable if and only if all poles of
every element of H(s) have negative real parts
p. 21/2
What is the relationship between asymptotic and BIBO
stability?
The system x = Ax is asymptotically stable if all the
eigenvalues of A have negative real parts.
The system H(s) = C(sI A)1 B + D is BIBO stable if
all poles of all elements of H(s) have negative real parts
The poles of H(s) are eigenvalues of A
Asymptotic stability BIBO stability
What about the opposite implication?
Some eigenvalues of A may not appear as poles of H(s).
If such eigenvalues have nonnegative real parts, then we
could have a situation where the system is BIBO stable but
not asymptotically stable
p. 22/2
Example: Suppose A is diagonalizable
eAt =
n
X
ei t vi wiT
i=1
n
At X
=L e
=
(sI A)
i=1
H(s) = C(sI A)
B+D =
n
X
i=1
1
s i
1
s i
vi wiT
Cvi wiT B + D
If Cvi = 0 or wiT B = 0, the eigenvalue i cancels out of
H(s)
p. 23/2
{A, B, C, D} x = P z {, P 1 B, CP, D}
x = Ax + Bu
z = z + (P 1 B := B)u
y = Cx + Du
+ Du
y = (CP := C)z
...
w1T
..
1
=: .
, P = [v1 , , vn ], P
T
n
wn
CP = [Cv1 , , cvn ] =: [
c1 , , cn ]
b1
..
..
1
P B = . =: .
TB
wn
bn
w1T B
p. 24/2
Uncontrollable Mode and Unobservable Mode
H(s) = C(sI A)
B=
n
X
i=1
1
s i
ci
bi
p. 25/2
Example: Suppose we want to stabilize an unstable
system described by
Gp (s) =
1
s1
Consider a cascade compensator
Gc (s) =
so that
Gp (s)Gc (s) =
s1
s+1
1
s1
s1
s+1
1
s+1
The system is BIBO stable. Is it asymptotically stable?
p. 26/2
Find a state model of the system
u
 s1
s+1
Gp (s) =
Gc (s) =
1
s1
s1
s+1
v

1
s1
y

x 1 = x1 + v, y = x1
x 2 = x2 + u, v = 2x2 + u
x 1 = x1 2x2 + u
"
#
" #
1 2
1
x =
x+
u
0 1
1
p. 27/2
A=
"
1 2
0 1
Eigenvalues : 1, 1
The system is not asymptotically stable. The eigenvalue
+1 is called a hidden mode. Unstable hidden modes are
not acceptable because they can be excited by initial
conditions or disturbances
For example
x1 (0) = , x2 (0) = 0, u(t) 0 x2 (t) 0
x1 (t) = et
p. 28/2