Stability of Linear Time Invariant Systems: Dr. Radhakant Padhi

Lecture – 19
Stability of Linear Time Invariant Systems
Dr. Radhakant Padhi

Asst. Professor
Dept. of Aerospace Engineering
Indian Institute of Science - Bangalore
Stability of Linear Systems
Definition: If a system in equilibrium is disturbed
and the system returns back to the equilibrium
point with time, then the equilibrium point is said to
be stable.
ADVANCED CONTROL SYSTEM DESIGN 2

Dr. Radhakant Padhi, AE Dept., IISc-Bangalore
Stability of Linear Time
Invariant (LTI) Systems
System:
X = A X , X (0) = X 0
Question:
Can we conclude about nature of the solution, without
solving the system model?
Answer: YES!
Definition: Eigenvalues of A : “Poles” of the system!
The nature of the solution is governed only by the

locations of its poles
Summary of Matrix
Transformations
Matrix (A)
Square Non-square
* Semi-diagonal form (Ir,r in
the main diagonal)
Symmetric/ * Singular value Decomposition
Non-symmetric form (P and Q are orthogonal)
Non-symmetric
* Triangular form by
orthogonal similarity
Transformation Has n-independent Doesn’t have n-independent
(Schur’s Theorem) eigenvectors eigenvectors
* Diagonal form by Diagonal form by Jordan form by similarity
orthogonal equivalence similarity Transformation Tranformation
Transformation

Similarity Transformation
Definition: If An×n and Bn×n are nonsingular matrices and Pn×n is
a non-singular matrix such that B = P −1 AP, then
A and B are "similar".
Simplest forms possible:

• Diagonal form
(if there are n linearly independent eigenvectors)
• Jordan form
(if the number of linearly independent eigenvectors are
less then n)

Stability Analysis - Special Case:
Anxn has n linearly independent eigenvectors
A is similar to a diagonal matrix D.

A = PDP −1
A2 = PD 2 P −1 , A3 = PD 3 P −1 , "
D = diag ( λ1 , " , λn )
⎡ p1 " pn ⎤
P=⎢ ⎥
⎣↓ ↓⎦

Special Case:
Solution:
X (t ) = e At X 0
= ( I + At + A2t 2 / 2! + A3t 3 / 3! + ") X 0
= ( PP −1 + PDP −1t + PD 2 P −1t 2 / 2! + ") X 0
= P ( I + Dt + D 2t 2 / 2! + ") P −1 X 0
= P ( e Dt ) P −1 X 0
= P ⎣ diag (1 + λi t + λi t / 2! + ") ⎤⎦ C
⎡ 2 2

Special Case:
n
Solution: X (t ) = ∑ ci eλit pi (Modal form)
i =1
Conclusion
The nature of solution depends only on the
location of poles!
All poles in the LH plane: Stable System

One pole in the RH plane: Unstable System
General Case: Anxn does not have n
linearly independent eigenvectors
A is similar to a block-diagonal Jordan matrix J .
J = diag ( J1 , " , J p )
A = PJP −1
A = PJ P ,
2 2 −1
A = PJ P , "
3 3 −1
J 2 = diag ( J12 , " , J p2 )

J 3 = diag ( J13 , " , J p3 )
#
Solution: X (t ) = e At X 0
= ( I + At + A2t 2 / 2! + A3t 3 / 3! + ") X 0

= ( PP −1 + PJP −1t + PJ 2 P −1t 2 / 2! + ") X 0
= P ( I + Jt + J 2t 2 / 2! + ") P −1 X 0
= P ( e Jt ) P −1 X 0
e = diag e , " , e
Jt
( J1t J pt
)
Let Jˆ be a particular r × r Jordan block with eigenvalue λ
Ĵt = λ t I + Et
⎡0 1 0 " 0⎤ ⎡0 0 1 " 0⎤ ⎡0 0 0 " 1⎤
⎢0 0 1 % # ⎥⎥ ⎢0 0 0 % # ⎥⎥ ⎢0 0 0 % # ⎥⎥
⎢ ⎢ ⎢
E = ⎢0 0 0 % 0 ⎥ , E = ⎢0 0 0 %
2
1 ⎥ , " , E = ⎢0 0 0 %
r −1
0⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
⎢# % % % 1⎥ ⎢# % % % 0⎥ ⎢# % % % 0⎥
⎢⎣0 0 0 " 0 ⎥⎦ ⎢⎣0 0 0 " 0 ⎥⎦ ⎢⎣0 0 0 " 0 ⎥⎦
E =E
r r +1
= " =0
⎡ 1 2 1 r −1 ⎤
⎢1 t 2! t " ( r − 1)! t ⎥
⎢ ⎥
⎢0 1 t % # ⎥
e = eλ t ⎢⎢
Jˆ t
1 2 ⎥
⎥
0 0 % % t
⎢ 2! ⎥
⎢# # % 1 t ⎥
⎢ ⎥
⎢⎣0 " 0 0 1 ⎥⎦
⎡ e J1t C1 ⎤
⎡ p1 " pp ⎤ ⎢ ⎥
X ( t ) = e X 0 = Pe C = ⎢
At Jt
⎥ ⎢ # ⎥
⎣↓ ↓ ⎦⎢ J t ⎥
p
⎣ Cp ⎦
e
Let λ1 be repeated r1 times.

T
Then C1 = ⎡c11 " c1r ⎤
⎣ 1 ⎦
⎡ p1 p2 " pr1 ⎤
P1 = ⎢ ⎥
⎣↓ ↓ ↓⎦
p1 : Eigenvector
p2 ," , pr1 : Generalized Eigenvectors

2 3 r1
(
⎡c1 + c1 t + c1 ( t 2 / 2!) + " + c1 t ( r1 −1) / ( r1 − 1)! ⎤
⎢ 1
)
⎥
e J1 t C1 = eN
λ 1 t
⎢
⎢
c 12 + c13 t + " + c 1r1 t (
( r1 − 2 )
/ ( r1)− 2 ) ! ⎥
⎥
Exponential ⎢ ⎥
#
⎢ ⎥
⎢⎣ c1r ⎥⎦

1
Polynomial
Similar expressions can be obtained for Pe

i
Ji t
ci , i = 2,3,"
Exponential term will eventually dominate the polynomial term!

Stability of Linear Systems
Conclusion
The nature of solution depends only on the

location of poles!
All poles in the LH plane: Stable System

One pole in the RH plane: Unstable System

Stabilizing Control Design
Closed loop system: X = AX + BU
U = − KX
X = ACL X , where ACL = ( A − BK )
¾ Closed loop system is stable if Eigenvalues

of ACL satisfy the stability condition
¾ For stabilizing controller K needs to be

selected in such a way that the eigenvalues
of ACL should be in the left half plane
Controllability of Linear Time Invariant Systems
Dr. Radhakant Padhi

Asst. Professor
Controllability
• A system is said to be controllable at time t0 if
it is possible by means of an unconstrained
control vector to transfer the system from any
initial state X 0 to any other state in a finite
interval of time
• Controllability depends upon the system matrix

A and the control influence matrix B
Condition for Controllability:
(single input case)
System: X = AX + Bu
t
Solution: X (t ) = e At X (0) + ∫ e A( t −τ ) Bu (τ ) dτ
0
Assuming X (t1 ) = 0, t1
0 = eAt1 X (0) + ∫ eA(t1−τ ) Bu(τ ) dτ

0
t1
X (0) = − ∫ e− Aτ Bu (τ ) dτ
0
Condition for Controllability:
(single input case)
n −1
e − Aτ = ∑ α k (τ ) Ak (Sylvester's formula )
k =0
t1 n −1 t1
X (0) = − ∫ e − Aτ Bu (τ ) dτ = −∑ Ak B ∫ α k (τ ) u (τ ) dτ
0 k =0 0
t1
n −1
= − ∑ Ak B β k where β k ∫ α k (τ ) u (τ ) dτ
k =0 0
= − ⎡⎣ B AB " A B ⎤⎦ [ β 0 n −1
β1 " β n −1 ]
T
[ β0 β1 " β n −1 ]
T
This system should have a non-trivial solution for

Controllability
Result: If the rank of CB ⎡⎣ B AB " An −1 B ⎤⎦ is n,
then the system is controllable.
Example:
⎡ x1 ⎤ ⎡− 1 0 ⎤ ⎡ x1 ⎤ ⎡2⎤
⎢ x ⎥ = ⎢ 0 − 2⎥ ⎢ x ⎥ + ⎢1 ⎥ u
⎣ 2⎦ ⎣ ⎦ ⎣ 2⎦ ⎣ ⎦
⎡ ⎡ 2 ⎤ ⎡ −1 0 ⎤ ⎡ 2 ⎤ ⎤ ⎡ 2 −2 ⎤
CB = ⎢ ⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎥=⎢ ⎥
⎣⎣ ⎦ ⎣
1 0 −2 ⎦ ⎣ ⎦⎦ ⎣
1 1 −2 ⎦
rank ( CB ) = 2 ∴ The system is controllable.
Output Controllability
Result: X = AX + BU
Y = CX + DU
X ∈ Rn , U ∈ Rm , Y ∈ R p
If the rank of CB ⎡⎣CB CAB " CAn −1 B D ⎤⎦ is p,

then the system is output controllable.
Note: The presence of DU term in the output equation
always helps to establish output controllability.

Observability of Linear Time Invariant Systems
Dr. Radhakant Padhi

Asst. Professor
Observability
• A system is said to be observable at time
t0 if, with the system in state X(t0) ,it is
possible to determine this state from the
observation of the output over a finite
interval of time
• Observability depends upon the system

matrix A and the output matrix C
Observability
If the rank of OB ⎡⎢C T AT C T (A ) C T ⎤⎥ is n,
n −1
Result: " T
⎣ ⎦
then the system is observable.
Example:
⎡ x 1 ⎤ ⎡ −1 0 ⎤ ⎡ x1 ⎤ ⎡ 2 ⎤ ⎡ x1 ⎤
⎢ x ⎥ = ⎢ 0 −2 ⎥ ⎢ x ⎥ + ⎢1 ⎥ u y = [1 0] ⎢ ⎥
⎣ 2⎦ ⎣ ⎦ ⎣ 2⎦ ⎣ ⎦ ⎣ x2 ⎦
⎡ ⎡1 ⎤ ⎡ −1 0 ⎤ ⎡1 ⎤ ⎤ ⎡1 −1⎤
OB = ⎢ ⎢ ⎥ ⎢ ⎥ ⎢ ⎥ ⎥=⎢ ⎥
⎣⎣ ⎦ ⎣
0 0 −2 ⎦ ⎣ ⎦⎦ ⎣
0 0 0 ⎦
rank ( OB ) = 1 ≠ 2 ∴ The system is NOT observable.
Controllability and Observability
in Transfer Function Domain
z The system is both controllable and
observable if there is no Pole-Zero
cancellation.
z Note: The cancelled pole-zero pair

suppresses part of the information about
the system

Principle of Duality
System S1: X = AX + BU CB = ⎡⎣ B AB A2 B " An −1 B ⎤⎦
Y1 = CX OB = ⎡C T
⎣
T
AC T T2
A C T
" A T n−1
CT ⎤
⎦
System S2: Z = AT Z + C T V CB = ⎡C T AT C T AT C T " AT C T ⎤

2 n−1
⎣ ⎦
Y2 = BT Z OB = ⎡⎣ B AB A2 B " An −1 B ⎤⎦
The principle of duality states that the system S1 is controllable if

and only if system S2 is observable; and vice-versa!
Hence, the problem of observer design for a system is actually a
problem of control design for its dual system.

Stabilizability and Detectability
z Stabilizable system: Uncontrollable
system in which uncontrollable part is
stable
z Detectable system: Unobservable

system in which the unobservable
subsystem is stable

Where do uncontrollable or
unobservable systems arise?
z Redundant state variables
z Physically uncontrollable system
z Too much symmetry

References
z K. Ogata: Modern Control Engineering,

3rd Ed., Prentice Hall, 1999.
z B. Friedland: Control System Design,

McGraw Hill, 1986.


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Lecture – 19

Stability of Linear Time Invariant Systems

Dr. Radhakant Padhi

ADVANCED CONTROL SYSTEM DESIGN 2

Definition: Eigenvalues of A : “Poles” of the system!

The nature of the solution is governed only by the

ADVANCED CONTROL SYSTEM DESIGN 4

Simplest forms possible:

ADVANCED CONTROL SYSTEM DESIGN 5

A is similar to a diagonal matrix D.

ADVANCED CONTROL SYSTEM DESIGN 6

ADVANCED CONTROL SYSTEM DESIGN 7

All poles in the LH plane: Stable System

J 2 = diag ( J12 , " , J p2 )

= ( I + At + A2t 2 / 2! + A3t 3 / 3! + ") X 0

Let Jˆ be a particular r × r Jordan block with eigenvalue λ

Let λ1 be repeated r1 times.

ADVANCED CONTROL SYSTEM DESIGN 13

Similar expressions can be obtained for Pe

ADVANCED CONTROL SYSTEM DESIGN 14

The nature of solution depends only on the

All poles in the LH plane: Stable System

ADVANCED CONTROL SYSTEM DESIGN 15

¾ Closed loop system is stable if Eigenvalues

¾ For stabilizing controller K needs to be

Dr. Radhakant Padhi

• Controllability depends upon the system matrix

0 = eAt1 X (0) + ∫ eA(t1−τ ) Bu(τ ) dτ

ADVANCED CONTROL SYSTEM DESIGN 21

If the rank of CB  ⎡⎣CB CAB " CAn −1 B D ⎤⎦ is p,

ADVANCED CONTROL SYSTEM DESIGN 23

Dr. Radhakant Padhi

• Observability depends upon the system

z Note: The cancelled pole-zero pair

ADVANCED CONTROL SYSTEM DESIGN 27

System S2: Z = AT Z + C T V CB = ⎡C T AT C T AT C T " AT C T ⎤

The principle of duality states that the system S1 is controllable if

ADVANCED CONTROL SYSTEM DESIGN 28

z Detectable system: Unobservable

ADVANCED CONTROL SYSTEM DESIGN 29

z Redundant state variables

z Physically uncontrollable system

z Too much symmetry

ADVANCED CONTROL SYSTEM DESIGN 30

z K. Ogata: Modern Control Engineering,

z B. Friedland: Control System Design,

ADVANCED CONTROL SYSTEM DESIGN 31

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If the rank of CB ⎡⎣CB CAB " CAn −1 B D ⎤⎦ is p,

System S2: Z = AT Z + C T V CB = ⎡C T AT C T AT C T " AT C T ⎤