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E-mail: tn@kth.se

Initial value theorem

If and only if the linear time invariant system producing x(t) is stable then

t→0 s→∞

If and only if the linear time invariant system producing x(t) is stable then

t→∞ s→0

Stable

Consider a system ẋ(t) = f (x, t) as t ≥ 0 and suppose that x0 is an equilibrium and that the system

has a unique solution for each initial condition in the domain of interest. The equilibrium x0 is stable

if and only if

Proof

Consider a system ẋ(t) = f (x) as t ≥ 0. Assume that x(t) is piece-wise continuous and that all left and

right side limits are well defined. Let limγ→0 denote the limit along the positive real axis from above

and limγ→∞ along the positive real axis from below. (The proof is valid for generalized functions too,

even though I am avoiding the 0+ , 0− issue of [1] by indicating the direction of the limit with signs in

front of the variables). The Laplace transform of the time derivative of x(t) is

Z υ Z b Z b

d d −st 0 b 0

L− x(t) ≡ lim lim x(t)e dt = partial integration: f g = [f g]a − fg

dt υ→∞ →0 − dt a a

Z υ

−st υ

x(t)(−s)e−st dt

= lim lim x(t)e −

− lim lim

υ→∞ →0 υ→∞ →0 −

Z υ

= 0 − lim x(−) + s lim lim x(t)e−st dt = − lim x(−) + sX(s).

→0 υ→∞ →0 − →0

| {z }

L− (x(t))

Here lim→0 x(−) denotes the pre-initial value (see [1]). If we now take the limit when s → ∞ of the

two underlined terms then we get

Z υ "Z #

Z υ

d −st d 0 d −st

lim lim lim x(t)e dt = lim lim lim x(t) |{z}

e dt + x(t)e dt

s→∞ υ→∞ →0 − dt υ→∞ →0 s→∞ − dt dt

=1

= lim [x(t)]− + 0 = lim x() − lim x(−)

→0 →0 →0

1

and

h i

lim − lim x(−) + sX(s) = − lim x(−) + lim sX(s)

s→∞ →0 →0 s→∞

hence

→0 s→∞ →0 →0

⇔

lim x(t) = lim sX(s)

t→0 s→∞

If we instead take the limit when s → 0 of the two underlined terms then we get

Z υ Z υ

d

lim lim lim −st

x(t)e dt = lim lim dx(t) = lim lim [x(t)]υ−

s→0 υ→∞ →0 − dt υ→∞ →0 − υ→∞ →0

υ→∞ →0

and

h i

lim − lim x(−) + sX(s) = − lim x(−) + lim sX(s)

s→0 →0 →0 s→0

hence

→0 s→0 υ→∞ →0

⇔

lim x(t) = lim sX(s)

t→∞ s→0

In order for the relationships to hold the Laplace transform L− (x(t)) must exist, i.e. the integral

must converge or similarly both the upper and lower limits of

Z υ

L− (x(t)) = lim lim x(t)e−st dt

υ→∞ →0 −

must be finite. That is x(t) must be of exponential type, i.e. |x(t)| < eM t for all large t. Then the

integral converges for all <(s) > M . Let us take two examples where we get convergence problems

and thus derive the demand that the system must be stable.

If we assume x(t) = Aeαt , where A and α are real-valued constants, i.e. a single real pole, and

insert it then

1 (α−s)t υ

Z υ Z υ

αt αt −st (α−s)t

L− Ae = lim lim Ae e dt = A lim lim e dt = A lim lim e

υ→∞ →0 − υ→∞ →0 − υ→∞ →0 α − s

−

A lim e(α−s)υ − lim e−(α−s) = A .

=

α − s |υ→∞ {z } →0

| {z }

s−α

=0 iff <(s)≥α =1

In the final value theorem we take the limit when s → 0, and the Laplace transform above must exist

even in that case, so a necessary condition is α ≤ 0, i.e. that the poles of the system is in the left

hand halfplane and it is stable.

If we instead assume x(t) = eαt (A cos βt + B sin βt), where A,B, α and β are real-valued constants,

2

i.e. a pair of complex conjugated poles p = α ± iβ, then we get

Z υ

L− eαt (A cos βt + B sin βt) = lim lim (A cos βt + B sin βt)eαt e−st dt

υ→∞ →0 −

Z υ Z υ

(α−s)t (α−s)t

= lim lim A e cos βt dt + B e sin βt dt

υ→∞ →0 − −

1

= {Beta p.175} = lim lim e(α−s)t

υ→∞ →0 (α − s)2 + β 2

υ

| {z }

(Bα+Aβ−Bs) sin βt+(Aα−Bβ−As) cos βt

−

(Bα + Aβ − Bs) lim e(α−s)υ sin βυ − lim e−(α−s) sin(−β)

=

(α − s)2 + β 2 υ→∞

| {z } →0

| {z }

=0 iff <(s)>α =0

(Aα − Bβ − As)

lim e(α−s)υ cos βυ − lim e−(α−s) cos(−β)

+ 2 2

(α − s) + β υ→∞

| {z } →0

| {z }

=0 iff <(s)>α =1

A(α − s) − Bβ A(s − α) + Bβ

= − = .

(α − s)2 + β 2 (s − α)2 + β 2

In the final value theorem we take the limit when s → 0, and the Laplace transform above must exist

even in that case, so a necessary condition is α < 0, i.e. that the poles of the system is strictly in the

left hand halfplane and it is asymptotically stable. In general the solution to a linear time invariant

homogeneous ODE can be expressed as

Z Z

λt 1 λt 1 dP (t) λt

P (t)e dt = P (t)e − e dt (2)

λ λ dt

the critical condition will also in the general case be <(λ) ≤ 0 or <(λ) < 0, i.e. all poles except one,

which may be in the origin, should be in the open left halfplane. We have thus shown that a sufficient

and necessary condition for the final value theorem is that the system is stable.

References

[1] Kent H. Lundberg, Haynes R. Miller, and David L. Trumper. Initial conditions, generalized

functions, and the laplace transform troubles at the origin. Control Systems Magazine, IEEE,

27:22–35, 2007.

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