TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 37, NO.
6, JUNE 1992
P. M. Frank, “Fault diagnosis in dynamic systems using analytical
and knowledge-based redundancy-A survey and some new results,”
Automatica, vol. 26, no. 3, pp. 459-474, 1990.
C. T. Chen, Linear System Theory and Design. New York: Holt,
Rinehart, Winston, 1984.
A. M. Steinberg, “On observing the states of uncertain dyamical
systems,” J . Optimiz. Theor. Appl., vol. 5 8 , pp. 359-363. 1988.
P. C. Muller and M. Hou, “On the observer design for descriptor
systems,” in Proc. IEEE Conf. Decision Contr., Brighton, Eng-
land, Dec. 1991.
M. Hou and P. C. Muller, “Beobachter fur lineare Deskriptor-Sys-
teme mit unbekannten Eingangen,” Automatisierungstechnik at, to
be published.
A Simple Observer for Nonlinear Systems
Applications to Bioreactors
J . P. Gauthier, H. Hammouri, and S. Othman
Absrract-In this note, we construct an observer for nonlinear systems
under rather general technical assumptions (lhe fact that
some functions are globally Lipschitz). This observer works either for
autonomous systems or for nonlinear systems that are observ-
able for any input. A tentative application to biological systems is
described.
I. INTRODUCTION
Given a nonlinear system, an observer is a system whose task is
state estimation. The inputs of the observer are the inputs and the
outputs of the given system. The observer is expected to produce
the estimate i ( t ) of the state x ( t ) of the original system. One
usually requires at least that some distance d ( i ( t ) , x ( t ) ) goes to
zero as t + 00; in some cases, exponential convergence is required.
In the case of linear systems, a standard solution is given by the
classical Luenberger observer.
The construction of observers for nonlinear systems is very
interesting and several methods are available. The list of references
at the end of this note gives an idea of what has been done recently
in this area.
The construction of an observer requires some properties of
observability (detectability precisely). When a linear system
is observable, it is observable irrespective of the input u ( l ) . For
nonlinear systems, this is no longer true. In general, nonlinear
systems have singular inputs that make them unobservable. There-
fore, when the inputs are equal to these “bad inputs,” observation
is impossible, and when the inputs are close to these bad inputs, the
observation becomes more and more difficult.
Such is already the case for bilinear systems. Bilinear systems are
interesting for several reasons. 1) They approximate any nonlinear
input-output behavior [ I l l . 2) They behave well with respect to
observation problems: from the observation point of view, the
inputs being known, they are linear time-dependent systems. Many
studies have been done for these systems 121, [lo], [9], 1141, [15],
[17], [12], [19], [24]. Notice also that the standard optimal Kalman
observer provides a solution in this case (for good inputs).
For general nonlinear systems, the approaches that have been
dealt with are essentially as follows. 1) Transform with nonlinear
Manuscript received December 7, 1990; revised February 15, 1991,
The authors are with the Laboratoire AMs, URA C.N.R.S., Mont-Saint
Aignan, France.
IEEE Log Number 9107960.
0018-9286/92$03,00
875
change of coordinates or by immersion, to a system which is linear
modulo an output injection [4], [18], 1201. Whenever this is possi-
ble, slight variations of standard linear observers provide solutions.
Of course, this cannot be thought as a general approach, since
systems that are linear up to an output injection have no bad inputs
that render them unobservable, and this fact is nongeneric. 2)
Transform with nonlinear changes of coordinates to a bilinear
system plus an output injection. In the same way, slight variations of
standard bilinear observers provide solutions [lo], 171, [8], [16]. 3)
Consider nonlinear systems without bad inputs and do something
else. This is done in [24] in the bilinear case, and it is the purpose of
this note in the general nonlinear case.
Our main result is that, under certain technical assumptions (such
as some functions are globally Lipschitz), for a system without bad
inputs (here is the main restriction) an exponential observer can be
built, which is in fact a kind of extended Luenberger observer (as in
the work of 131). It is closely related to the high-gain observers
developed in [22], and also to the work of 123). This observer can
be made to have arbitrary exponential decay and is particularly
simple. It will also work for general observable systems in the
autonomous case.
In many physical problems, systems are, at least on some physi-
cal domain, observable for any input: physical processes, con-
structed by human beings are designed in order to perform some
task and to be controlled for this task. They often have by construc-
tion this nongeneric property of observability for any input. Besides
the case of bioreactors considered in Section V , we know of the
cases of distillation columns and of some classes of observed and
controlled mechanical systems that also have this nice property.
Our work is organized as follows.
Section I1 is devoted to the autonomous case which will appear as
a particular case of the controlled case, considered in Section 111.
However, we prefer to present it separately since our result may be
difficult to understand and this step can be helpful to many readers.
In Section IV we give the proof of our results; in Section V we
study the case of (academic) bioreactors for which our result works.
AND THE STATEMENT
11. THEASSUMPTIONS OF THE RESULTIN
THE AUTONOMOUS CASE
A . Assumptions
We deal with single-output analytic (for the sake of simplicity)
systems of the form
C: { x=f(x)
Y = h(x)
in which X E R ” , and moreover there is a “physical subset”
Q C R” under consideration, on which we are interested in the
observation problem. In most practical cases, Q will be an open
connected relatively compact subset of R “ , and in the ideal cases, Q
will be positively-invariant under the dynamics (E).
We assume that (E) is observable on Q , i.e., the data of the
output y ( t ) on any finite time interval [ t o ,t i ] , t i > to completely
determines the initial state x(t,). (At least for trajectories x ( r ) ,
such that x ( t ) E 0 for any t E 1to, t ,3 . ) The fact that (C) is observ-
able is equivalent to the requirement that the set of functions, called
the “observation space” of (C), O(C) = { h , L,h;.., L ) h , ...
1 i 2 0) separates the points on 9 , i.e., V X , , x 2 E Q , 3 i , s.t.
L ) h ( x , ) # L ) h ( x , ) ( L denotes the Lie derivative operator). This
is due to the formula y ( t ) = C k‘=“, L: h( x,,) t / k !. It is easily seen
0 1992 IEEE
876 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 31, NO. 6, JUNE 1992

make nonlinear systems unobservable. We shall herein treat the case

' F z :R"+ R" of systems that are observable for any input.

<
h(x)
LAX)
' Consider the SISO nonlinear system on R"
r: { x =f(x) + g(x)u
y = h(x).
X+
We shall assume the following.
L;-lh( x) H3: The drift system
\

is almost everywhere regular (see, for instance, [12]).

/
C: { x = f(x)
Y = h(x)
Our main assumptions will be as follows.
HI: Fz is a diffeomorphism from Q onto F , ( Q ) [as soon as is uniformly observable in the sense of Section 11.
there is no ambiguity we refer to Q instead of F,(Q)] . H4: (r) is observable for any input, i.e., on any finite time
From this assumption it follows that, on Q , in the global coordi- interval [0, T I , for any measurable bounded input u(t) defined on
nate system defined by F E , (E) can be written as [0, T I , the initial state is uniquely determined on the basis of the
output y ( t ) and the input u(t).
Definition 2: When (r)satisfies assumptions H3 and H4, we say
that (r)is uniformly observable for any input.
We can now give a characterization of these systems. This has
already been done: i) for bilinear systems in [24]; and ii) for
nonlinear systems in [12]. We provide here a much simpler proof.
Theorem 2: (r)is uniformly observable for any input iff is (r)
(Y =XI diffeomorphic to a system of the form
we will also assume the following.
H2: cp can be extended from Q to all of R" by a C" function, 1 1, / x2 \
globally Lipschitzian on R" (w.r.t. any norm). x2 x3
Definition I: When Assumptions H1 and H2 hold, we say j,= -
that (E) is uniformly observable on Q , or (E') is uniformly
Xn
observable on R". Xn- I
Uniform observability clearly means that the initial state can be x n / 4.) 1
( n - 1) first derivatives.
Of course, Assumptions H1 and H2 are not generic. However: i)
in practical cases they are often satisfied: an example will be + U = F'(x) + G'(x)u.
presented in Section V; ii) they are at least satisfied locally almost
everywhere; iii) the main fact: we have recently been able to prove
(using transversality arguments) that generically, any nonlinear sys-
tem can be embedded in another one of higher dimension such that y=x,=Cx
\

B. Statement of the Result Necessity: By definition, there is a coordinate system on R", on

Theorem I: Consider the system which the drift of (r)writes as above. Let i,, < n be the smallest
integer for which there is a j o > io such that (agi,/axj,) # 0.
a = F ' ( 2 ) -Si1C'(C2-y) .?ER" ('1 Consider the product system (r' x r') on

i
where C = ( I , 0,. . * , 0), and S, is the solution of 0 = - B S , - X = F'( X) G'( X ) U +
A'S, - S,A +C'C, for 0 large enough, with A the anti-shift
R"xR": ~=F'(z )'(z)u
+G
operator A : R" R", A , , , = 6i, j - l .
+

Equation (1) is an observer for (E') on R " , with y = ZI -XI.

Pickany(x,(O);.., x,,(O), z,(O);.*, zjo(0)), a2io-tuplesuchthat

Ip(4 - x ( t ) l l ~ ~ e x P ( - ~ t / 3 ) I I ~ o - x o l l . (2)
x,(O) = z,(O); xi,(0) = zjO(O)and choose, for (r' x r') the
e ,

In particular, if s2 is positively invariant by (E), for any xo E Q ,
io E R " ,(2) holds for t 2 0.
Remark: This observer is particularly simple since it is only a
copy of (E'), together with a corrective term, that does not depend
on the system (E') but only on n , the dimension of the state space.
The proof of this theorem is postponed to Section IV.
111. THE ASSUMPTIONS
AND THE RESULT
IN THE CONTROLLED
CASE
A . Assumptions a n d Characterization of Nonlinear Systems
that are Uniformly Observable for Any Input
As explained in the Introduction, the question of synthesis of
observers is very difficult due to the generic presence of inputs that
feedback control ~ ( x Z) , = -(x;,+l - ~ i , + ~ ) / ( g ; , ( x )- gi,(z)),
where x(0) and z(0) have the first io components as described
above, and the other components are such that gi,( x(0)) # gi,( ~ ( 0 ) ) .
This is possible since (agi,/axj,) # 0. This feedback control is
analytic on some neighborhood of (x(O), z(O)), hence there is a
sufficiently small time T such that u ( x ( t ) , z ( t ) ) is well defined
on [0, TI. Moreover, we have x,,(O) - z,,(O) = 0 and ( d / d t )
(x,,(t) - z,,(t)) = 0, t E [0, TI by construction, hence xi,(t) -
z,,(t) = 0. Now, with this input u(t), we see that
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 31,NO. 6, JUNE 1992 877

S,( e). Moreover

1“
and

s,(e)2 jt t-a
exp ( - e ( t - s ) ) e x p (-A’(t - ~))c’c
(t) *exp(-A(t-s))ds foranya>Ofort>a.
zi,- I

satisfy the same differential equation, with the same initial condi-
tions. Hence, x , ( t ) = z,(t). The system is not observable.
lo -a
exp (A’u)C‘Cexp ( A * ‘1 du

Suficiency: With the same notations x and z as in the necessity 2 exp(-Oa)l0 exp(A’u)C‘Cexp(Au) du.
part, it is clear with an obvious induction that when ( x , ( t), U( t ) ) is -a
equal to ( z , ( t ) , u(t)), then x 2 ( f ) = z2(t); * , x,(t) = z,(t). By observability of the linear pair (C, A ) , S,(O) 2 6 1 for some
Hence, the output and the input uniquely determine the initial state.
6 > 0. Hence, S,(O) L 61.
B. Statement of the Result An explicit computation (easy but long, hence we do not give it
here) shows that, for any 0 > 0, S,(0) has a limit &,(e), which
We shall deal with systems (r)or (r’)of Theorem 2 above, such satisfies
that the additional following assumption is satisfied.
1
H5: Denoting gi for the vector (sm(e))i,j = (Sm(l>)i,j ~i+j-i‘ (4)

Now, let us consider the error E = i - x , and the error equation

i = ( A- +
s,-l(e)c’c)t
we require that each of the maps gi in (r’)above, satisfy v(2) - v ( x )
+ (G’( i ) - G’( x)) U( t ) (5)
XI &(XI) d
‘
+

-(Etsm(e)E)= E’sm(e>i
= 2E’~,(e)~E - 2 ( ~ € ) ~
is globally Lipschitzian. Notice that when Q is a “simple” rela-
tively compact set (an open ball such that g, is C” on the closure of + 2 ~ ’ S , ( 0 ) ( K ( iU, ) - K ( x , U)) (6)

1
Q , for example), g, can be modified outside Q so that H5 is where
satisfied.
Theorem 3: Assume that (r’)is uniformly observable for any K,(_xI?U >
input, and assume H5. Consider the system

i = F ( i ) + G ’ ( i ) u - s;’c(ci - y )
in which S, is as in Theorem 1 . Then, for inputs u uniformly
( 1‘)
K(x,u)=
Krl(_x”l
:
and K i ( x i ,U): R i + R is Lipschitzian with respect to g,, uni-
]
formly w.r.t. U with Lipschitz constant k , (recall that u is bounded,
bounded by some uo 2 0: (1’) is an observer for (r’)on R ” , i.e.,
for 8 large enough
1 u ( t ) I 5 u0). By the fact that S,(B) is the steady-state solution of
(3), we get
(1 i ( t > - x ( t > ( I K ( 0 ) exp ( - 0 t / 3 ) II i o - XOII.
Remarks:
i) Again, the observer is very simple. It is only a copy of the
system (r’) with a corrective term that does not depend on
+ 2E’S,(O)(K(i, U) - K(x,u)).
the system (r’)but only on the dimension and the desired speed 0 . Denoting 11 xII for X’SX’’’ and using the Schwartz inequality
ii) Clearly, Theorem 3 contains Theorem 1. We stated Theorem give
1 separately as a first step in order to justify our assumptions and to
examine whether or not they are general. The proof of Theorem 3
(and hence of Theorem 1) is given in the next section.

The remainder of the proof is the key trick. By using (4) and setting
s,(o)= exp ( - e t ) exp (A’t)S,(O) exp ( - A t )
k = SUP, k , , S = SUP,,, I S,(l),,, I we get
+Atexp(-e(t -s))exp(-~‘(t - ~))c’c d 0
II E II s,(o) 5 - 2 I1 I1 s,(e)
. exp ( - A ( t - s)) ds. (3)
First, it is clear that if So(6’)is symmetric positive definite, SO is +(
878 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 37, NO. 6 , JUNE 1992

/1 l R / l l R , )
0 1/2 It is easy to prove that fi(e2, U,,,) is a positively invariant set
sec
5 - ~ll~lIS,(B) + k
( *,,
7-
E, is, . and that the function
F ( x ) :R2 --* R2
Set E, = ( e z / O ' ) . Clearly
1 (8)
I I $ t \ I R J 5 IIEIIR" l).
/I$,TII
R' Q2XI + x2
(In the above, 11 x 11 R d denotes the Euclidean norm on R', and below
I( * 11 denotes the Euclidean norm on R " . ) is a diffeomorphism from Q ( e 2 , U,,,) onto its image and is analytic
on fi(e2, U,,,,,).
d 0 Therefore, on U,,,), we are in the ideal situation where
our Theorem 3 holds.
but
C. Observability for Any Input of the Bioreactor
The property above allows us to make the change of coordinates
II E I1 5 c, II E II :,(I) 9
and II E II :AI) = 71 II E II S,(B)
2
2 = F( x) on an open neighborhood U of E, and to get the equation
hence of paragraph (2)
d 0
-
dt II E II S,(B) 5 - I1E I1S,(B) + Clkn JSII E II S,(B). (9)
It follows that 0 can be chosen sufficiently large in such a way where umin5 U 5 U,,, and 2 = ( 2 ,, Z2) E F ( Q ) .
that We arbitrarily extend p(x) outside of F ( 2 ) by a C", globally
d Lipschitzian function, that we also denote by p(x).
- > 0.
dt I1 II s,(e) II E I1s,(B)
E 5 -Y for any y The fact that (7) is observable for any input on the positively
invariant domain Q can also easily be seen directly from the
This ends the proof of Theorem 3 (and Theorem 2 ) . equations of the bioreactor (7).
v. APPLICATIONTO BIOLOGICAL
REACTORS Notice also that, if we take the initial condition such that x,(O) =
0, whatever we apply as an input, the output is zero. Hence, the
A . The Model states (x,, x,) with x, = 0 are indistinguishable. In this model,
microorganisms cannot grow if they are not present at the beginning
An academic bioreactor is a reactor in which microorganisms
of the story.
grow by eating a substrate (the feed of the reactor). These two
components, the microorganisms and the substrate, are assumed to D. The Observer for the Bioreactor
be present at low concentrations in the reactor, so that a "constant The reader will easily compute the matrices &(e) and
volume assumption" is realistic. (Sw(0))-' in the two-dimensional case, together with the observer
Denoting by x, and x2 the concentrations of microorganisms and of Theorem 3.
substrate, respectively, and assuming that the rate of growth is given
by the "Contois model" [ 5 ] , we get the following standard equations
for the bioreactor:

a3alxIx2
- ux, + Ma4 (7) Going back to the original coordinate system, we get the following
Q2Xl + x2 equation for the observer:
( Y =XI a, a, 4,
' 1 = - alu - 2 e ( i , - U )
in which the control U and any of the constants ai are positive. See,
for example [l] for further details; these authors also designed
(a2i2, +a,>
observers for bioreactors, the performances of which are comparable
to those that we will show. a,a2P: ala, a,

+ a2 + a4u - .?,U.
B. The Positively Invariant Domain 0
We assume that 0 < umin5 u ( t ) 5 U,,, < a , , which is reason- a2i,
able in practice. U,,, and c2 being chosen, we set
(a, - %lax)E2
E, = E. Simulation
a~urnax
and For the example, we did not compute any prolongation for p, and
€2 '3'1
we directly applied (10). We have chosen 0 = 1 and a3 = 1 , which
. =--
U min means that there is no change of volume when the substrate trans-
a4 - E2 a2
forms into microorganisms. In this case, the model is valid. The
We set other values are a , = a2 = 1 , a4 = 0.1. In all of the following
~ )( x I x , > ~ , , x ~ > ~ ~ , a ~- x- 2a>~Ox} ,
Q ( E ~ , u , ,=
simulations, we applied the input u ( t ) = 0.08 for t 5 10, u ( t ) =
0.02 for 10 5 t 5 20 and again u ( t ) = 0.08 for t 2 20; we added
and f i ( e 2 , U,,,) = c l o s u r e ( Q ( ~ , ,urnax)) a band limited white noise to the output. We present two simulation
 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 37, NO. 6, JUNE 1992 879

4
-
.
4
4
s ! s !

T T
(a)
s!
d
8
d
I-
?
0
W
4
Xd

a
0

8
d
0.00 8.00 16.0 24.0 32.0 40.0
T T
(b)

I
=.I
0

T
(c)
Fig. 2. Low level of noise.
Fig. 1. High level of noise

results that will allow the reader to see what kind of noise level is
allowed in this case.
In general, as expected, the performance with respect to noise
decreases when 0 grows. However, one can prove that the nonlinear
filter, which is the stochastic version of this observer, is an estima-
tor, the variance of which is bounded (under the same type of
assumptions used in the deterministic case).
In Fig. 1, we show a case where the noise effects are not
neglectible. In Fig. 2 , they are. These results are obtained for a
noise standard deviation equal, respectively, to 0.003 and O.OOO5.
In both cases, the break frequency is 20 Hz.
Parts (a)-(c) of the figures are, respectively, the output, the x ,
. state compared to its estimation, and the x 2 state compared to its
estimation.
REFERENCES
[I] G. Bastin and D. Dochain, On Line Estimation and Adaptive
Control of Bioreactors. New York: Elsevier, 1990.
[2] G. Bornard, N. Couenne, and F. Celle, “Regularly persistent
observers for bilinear systems,” in Proc. Colloque Int. Automa-
tique Non Linkaire, Nantes, France, June 1988.
J. Birk and M . Zeitz, “Extended Luenberger observer for nonlinear
multivariable systems,’’ Int. J. Contr., vol. 47 no. 6, pp. 1823-1836,
1988.
D. Bestle and M. Zeitz, “Canonical form design for nonlinear
observers with linearizable error dynamics,” Int. J. Contr., vol. 23,
pp. 419-431, 1981.
D. Contois, “Kinetics of bacterial growth relationship between popu-
lation density and specific growth rate of continuous cultures,” J.
Genetic Macrobiol., vol. 21, pp. 40-50, 1959.
P. Crouch and C. Byrnes, “Local accessibility, local reachability and
representations of compact groups,” Math. Syst. Theory, vol. 19,
pp. 43-65, 1988.
F. Celle, J. P. Gauthier, and D. Kazakos, “Orthogonal representa-
tions of nonlinear systems and input-output maps,” Syst. Contr.
Lett., vol. 7 , pp. 365-372, 1986.
F. Celle, J. P. Gauthier, D. Kazakos, and G. Sallet, “Synthesis of
nonlinear observers: A harmonic analysis approach,” Math. Syst.
Theory, vol. 22, no. 4, Dec. 1989.
Y . Funahashi, “Stable state estimator for bilinear systems,” Int. J .
Contr., vol. 29, pp. 181-188, 1979.
M. Fliess and I . Kupka, “A finiteness criterion for nonlinear
 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 31, NO. 6, IUNE 1992
input-output differential systems,” SIAM J. Contr. Optimiz. 12,
vol. 21, pp. 721-728, 1983,
M. Fliess and C. Reutenauer, “Une application de l’algibre
diffirentielle aux systimes riguliers (ou biliniaires), ” in Analysis
and Optimization of Systems, Proceedings (Lecture Notes in Con-
trol and Information Sciences, vol. 44). Berlin: Springer-Verlag,
1982, pp. 99-107.
J. P. Gauthier and G. Bornard, “Observability for any U(/)of a class
of bilinear systems,’’ IEEE Trans. Automat. Contr., vol. 26, pp.
922-926, 1981.
J. P. Gauthier, H. Hammouri, and I . Kupka, “Observers for nonlinear
systems,” to be published.
0. Grasselli and A. Isidori, “Deterministic state reconstruction and
reachability of bilinear control processes,” in Proc. Joint Automat.
Contr. Cony., San Francisco, CA, 1977, pp. 1423-1427.
0. Grasselli and I . Isidori, “An existence theorem for observers of
bilinear systems,” IEEE Trans. Automot. Contr., vol. 26, pp.
1299- 1301, 1981.
H. Hammouri and J. P. Gauthier, “Bilinearization up to output
injection,” Syst. Contr. Lett., vol. 11, pp. 139-149. 1988.
S . Hara and K . Furuta, “Minimal order state observers for bilinear
systems,” Int. J . Contr., vol. 24, pp. 705-718, 1976.
A. J. Krener and W. Isidori. “Linearization by output injection and
nonlinear observers,” Syst. Contr. Lett., vol. 3, pp. 47-52, 1983.
A. J. Krener and W. Respondek, “Nonlinear observers with linear
error dynamics,” SIAM J . Contr. Optirniz., vol. 23, pp. 197-216,
1985.
J. Levine and R. Marino, “Nonlinear systems immersion, observers
and finite dimensional filters,” Syst. Contr. Lett., vol. 3, pp.
47-52, 1983.
H. J . Sussmann, “Single input observability of continuous time
systems,” Math. Syst. Theory, vol. 12, pp. 371-393, 1979.
A. TornambC, “Use of asymptotic observers having high gains in the
state and parameter estimation,” in Proc. 27th IEEE Conf. Deci-
sion Contr., Tampa, FL, Dec. 13-15, 1989.
J. Tsinias, “Further results on the observer design problem,” Syst.
Contr. Lett., vol. 14, pp. 411-418, 1990.
D. Williamson, “Observability of bilinear systems, with applications
to biological control,” Autornotico, vol. 13, pp. 243-254, 1977.
When are the Complex and the Real
Stability Radii Equal?
Izchak Lewkowicz
Abstract-Characterization of those real stable matrices, for which
the unstructured complex and real stability radii are equal, is presented.
Special cases of this equality are discussed. Finally, as an application of
this result it is shown that for 2 x 2 matrices with nonreal eigenvalues
neither the case of equality nor the case of strict inequality is generic.
I. INTRODUCTION
The unstructured stability radii for jinite-dimensional state
equations o f stable systems are considered in this note. It is known
that the complex stability radius is smaller or equal to the real
stability radius, which in turn is smaller or equal to the distance of
the spectrum of the matrix from the imaginary axis.
While the complex stability radius is relatively easy to compute
the real stability radius is not. This provides us with the first
Manuscript received September 11, 1990; revised December 7, 1990 and
January 4, 1991.
The author is with the Department of Electrical Engineering, Technion-
Israel Institute of Technology, Haifa, Israel.
IEEE Log Number 9107961.
0018-9286/92$03.00
motivation of characterizing the real stable matrices for which
equality between these two radii holds. A deeper motivation for
considering this problem, concerning stability robustness of state
equations, is presented in the next section.
First, a known characterization of matrices of which the complex
stability radius is equal to the distance of the spectrum from the
imaginary axis, is presented. Next the problem of characterization
of equality between the two stability radii, raised in [6, p. 601, is
addressed. This characterization is based on a certain condition on
the singular vectors. Then, special cases where the equality between
the complex and the real stability radii can be deduced without
knowing the singular vectors, are given. Finally, a new characteri-
zation of 2 x 2 matrices of which the complex stability radius is
strictly smaller than the real stability radius is presented. This
problem was already considered, e.g., [6, p. 661. From the new
characterization it is apparent that for 2 x 2 matrices with nonreal
eigenvalues neither the case of equality between the two stability
radii nor the case of strict inequality is generic.
11. DEFINITIONS
AND MOTIVATION
In this section we present a motivation to the problem studied in
the next section. Consider the following nonlinear, finite-
dimensional, autonomous system:
a( t ) = [ A + F ( x ( t ) ) ]x ( t ) (1)
where the matrix A E 2“xnis stable, and F ( x ) : 3’’+ anx“ is
‘ an
x dependent matrix.
Let the matrix A represent the nominal linear part of the system
and the matrix F( x ) represent perturbations.
We assume hereafter that the perturbations are norm bounded,
i.e., there exists an upper bound for \ ( F ( . ) ( (where
, (1 F(.)JJ4
supxEi1. 11 F(x)II and throughout this note (1 . ( 1 = ( 1 . (I2 namely,
the matrix spectral norm.
We proceed by defining the complex and the real stability radii
and giving their known application to ensure the stability of a
system in the presence of nonlinear and linear perturbations.
Consider first a stable complex matrix A E G n x n for , which the
complex stability radius has been defined, e.g., [2], [lS].
Dejinition: We denote by pLe(A ) the complex stability radius
o f a stable matrix A E C” “, defined by
E)) 201. 0
It is known, e.g., 121, 181, 1141, 1151, that
p G ( A ) = min (Un( A - iwI)) (2)
wea
where un(.) denotes the smallest singular value of the matrix (.).
Let Q denote the set of real numbers w o for which this minimum
is attained, i.e.,
CL^( A ) = on( A - iwo~) (3)
for any w , E Q . We mention that Q may have several elements. In
particular, for A € $ I n X nif , w ~ E Q then
, also -w,,eQ.
Next, we present an application of pc( A ) to the study of stability
robustness of the system described in (1).
Theorem 2.1 [5J,[9J, [12J,1131: Given a system (1) where A is
a stable matrix. If F ( x ) is such that 11 F(.)ll < p c ( A ) , then the
system is uniformly exponentially stable. 0
The condition of Theorem 2.1 is tight in the sense that there
always exists an F( x) with (1 F( .) (1 = p c ( A ) for which the system
loses its stability.
0 1992 IEEE