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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

Input-Output Stability
Definition: The linear system y(s) = H(s)
u(s) is
Bounded-Input Bounded-Output (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