I/O Stability ME689 Lecture Notes  by B.

Yao

Input-Output (I/O) Stability

-Stability of a System

Outline:

¾ Introduction

• White Boxes and Black Boxes

• Input-Output Description

¾ Formalization of the Input-Output View

• Signals and Signal Spaces

• The Notions of Gain and Phase
• The Notion of Passivity
• The BIBO Stability Concept

¾ I/O Stability Theorems

• The Small Gain Theorem

• The Passivity Theorem
• Positive Real Functions and Kalman-Yakubovich Lemma
For LTI System

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I/O Stability ME689 Lecture Notes  by B.Yao

1. Introduction

Systems can be modeled from two points of view: the internal (or state-space) approach and the
external (or input-output) approach. The state-space approach takes the white box view of a system,
and is based on a detailed description of the inner structure of the system. In the input-output approach,
a system is considered to be a black box that transforms inputs to outputs. As a consequence, the
system is modeled as an operator. The operator can be represented by either a verbal description of the
input-output relationship, or a table look-up, or an abstract mathematical mapping that maps an input
signal (or a function) in the input signal space (or a functional space) to an output signal (or a function)
in the output signal space.

2. Formalization of I/O View

2.1 Signals and Signal Spaces

2.1.1 Single-Input Single-Output (SISO) Systems

In SISO systems, the input and output signals can be described by real valued time functions, e.g., an
input signal is denoted by a time-function u in R, i.e.,
u = {u(t ), t ΠR}
Note that to specify an input signal u, it is necessary to give its value at any time, not values at a
point or an interval.

The input and output signal spaces can be described by normed spaces; certain norms have to be
defined to measure the size of a signal. For example,

• The super norm or L• -norm

u •
= sup u(t ) (I.1)
t ≥0
Application examples of using the super norm are the problem of finding maximum absolute
tracking error and the problem of control saturation.

• L2 -norm
1

= ÊÚ u 2 (t )dt ˆ
• 2
u (I.2)
2 Ë 0 ¯
If we are interested in the energy of a signal, L2 -norm is a suitable norm to choose.

• L p -norm
1

= ÊÚ u (t ) dt ˆ
• p p
u , 1£ p < • (I.3)
p Ë 0 ¯

Corresponding to different norms, different norm spaces are defined:

• L• -space
the set of all bounded functions, i.e., the set of all functions with a finite L• norm.
{
L• = x : x •
£ M for some M > 0 } (I.4)

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I/O Stability ME689 Lecture Notes  by B.Yao

• L p -space
the set of all functions with a finite L p -norm., i.e.,
Ï 1 ¸
Ô Ê • p ˆ Ô
£ M or Ú u (t )dt £ M for some M > 0˝
p
Lp = Ì x : x (I.5)
p Ë 0 ¯
ÔÓ Ô˛

In general, these normed spaces may be too restrictive and may not include certain physically
meaningful signals. For example, the L2 -space does not include the common sinusoid signals
(why?). To be practically meaningful, the following extended space is defined to avoid this
restrictiveness:

Definition[Extended Space]

If X is a normed linear subspace of Y, then the extended space X e is the set

X e = { x ŒY : xT Œ X for any fixed T ≥ 0} , (I.6)
where xT represents the truncation of x at T defined as
Ï x (t ) 0£t £T
xT (t ) = Ì (I.7)
Ó0 t >T
The extended L1 space is denoted as L1e , the extended L2 space as L2 e , " .

Example:
u (t ) = sin w t fi u Œ L2 e but u œ L2
y (t ) = t fi y Œ L•e but y œ L•

2.1.2 Multi-Input Multi-Output (MIMO) Systems

Multi inputs and multi outputs can be represented by vectors of time functions. For example, m
inputs can be represented by a m-dimension of time functions u, i.e.,
u : [0 • ] Æ R m
with
È u1 (t ) ˘
Í ˙
u (t ) = Í # ˙ Œ R m (I.8)
ÍÎ um (t ) ˙˚

Norms corresponding to (I.1)-(I.3) are defined as

• The super norm

u •
= sup u (t ) (I.9)
t ≥0

where u(t ) represents the norm of u (t ) in R m space1.

1
The superior ∞ -norm of u (t ) in R m is u(t ) ∞
= max ui (t ) .
i

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I/O Stability ME689 Lecture Notes  by B.Yao

• The L2 -norm
• • T
Ú0 Ú0 u
2
u 2
= u(t ) 2 dt = (t )u (t )dt (I.10)

• The L p -norm
1

= ÊÚ u(t ) dt ˆ , 1 £ p < •
• p p
u (I.11)
p Ë 0 ¯
where u(t ) represents the norm of u (t ) in R m space2.

The corresponding norm spaces are represented by Lm• , Lm2 and Lmp respectively. The extended
spaces are Lm•e , Lm2 e and Lmpe respectively.

2.1.3 Useful Facts

The following lemmas state some useful facts about L p -spaces.

Lemma I.1 [Ref.1] (Holder’s Inequality)

If p, q Œ[1, •] , and + = 1 , then, f Œ L p , g Œ Lq imply that fg Œ L1 , and
1 1
p q
fg 1 £ f p
g q
(I.12)
i.e.,
1 1
f (t ) g (t ) dt £ ÊÚ f (t ) dt ˆ g (t ) dt ˆ
• • pÊ • q
Ú0 ËÚ0
p q
(I.13)
Ë 0 ¯ ¯
Note:
When p = q = 2 , the Holder’s inequality becomes the Cauchy-Schwartz inequality, i.e.,
1 1
f (t ) g (t ) dt £ ÊÚ f (t ) dt ˆ ÊÚ g (t ) dt ˆ
• • 2 • 2
Ú0
2 2
(I.14)
Ë 0 ¯ Ë 0 ¯

An extension of the Lemma I.1 to L pe –space can be stated as

Lemma I.2
If p, q Œ[1, • ] , and
1 1
+ = 1 , then, f ΠL pe , g ΠLqe imply that fg ΠL1e , and
p q
( fg )T 1
£ fT p
gT q
, "T ≥ 0 (I.15)
or
1 1
f (t ) g (t ) dt £ ÊÚ f (t ) dt ˆ g (t ) dt ˆ
T T pÊ T q
Ú0 ËÚ0
p q
"T ≥ 0 (I.16)
Ë 0 ¯ ¯

1
 m pp
2
The p-norm of
m
u (t ) in R is u (t ) =  ∑ u i (t )  .
 i =1 
p

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I/O Stability ME689 Lecture Notes  by B.Yao

Lemma I.3 [Ref.1] (Minkowski Inequality)

For p Œ[1, • ] , f , g Œ L p imply that f + g Œ L p , and
f +g p
£ f p
+ g p
(I.17)

Note:

(a) A Banach space is a normed space which is complete in the metric defined by its norm; this
means that every Cauchy sequence is required to converge. It can be shown that L p -space is a
Banach space.

(b) Power Signals: [Ref.5]

The average power of a signal u over a time span T is
1 T 2
T Ú0
u (t )dt (I.18)
The signal u will be called a power signal if the limit of (I.18) exists as T Æ • , and then the
square root of the average power will be denoted by pow(u ) :
1
Ê 1 T ˆ 2
pow(u ) = Á lim Ú0
2
u (t )dt ˜ (I.19)
Ë T Æ• T ¯

(c) The sizes of common L p spaces are graphically illustrated below [Ref.5]

L2 pow

L∞
Note:
L1 « L• Ã L2

L1

Example: (verify by yourself)

1
f (t ) = fi f (t ) Œ L2 « L• , but f (t ) œ L1 , f (t ) Œ L1e
1+ t

Ï0 if t£0
Ô
Ô1
f (t ) = Ì 0 < t <1 fi f (t ) Œ L1 , but f (t ) œ L• , f (t ) œ L2
Ô t
ÔÓ0 t >1

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I/O Stability ME689 Lecture Notes  by B.Yao

2.2 Gain of A System

2.2.1 Definitions
From an I/O point of view, a system is simply an operator S such that maps a input signal u into an
output signal y. Thus, it can be represented by

S : X ie Æ X oe with y = Su (I.20)

where the extended norm space X ie represents the input signal space (i.e., u ΠX ie ) and X oe is the
output signal space. The gain of a linear system can thus be introduced through the induced norm of a
linear operator defined below:

Definition [Ref.2] [Gain of A Linear System]

The gain g ( S ) of a linear system S is defined as
Su
g ( S ) = sup (I.21)
uŒX e u
u π0
where u is the input signal to the system. In other words, the gain g ( S ) is the smallest value
such that
Su £ g ( S ) u , "u Œ X e (I.22)

Nonlinear systems may have static offsets (i.e., Su π 0 when u = 0 ). To accommodate this particular
phenomenon, a bias term is added in the above definition of gains:

Definition [Gain of A Nonlinear System]

The gain g ( S ) of a nonlinear system S is defined to be the smallest value such that
Su £ g ( S ) u + b , "u Œ X e (I.23)
for some non-negative constant b .

Definition [ Finite Gain Input-Output Stability]

A nonlinear system S is called finite-gain Lp input-output stable if the gain g ( S ) defined in
(I.23) is bounded (or finite), in which the Lp norm is used for input and output signals.

Note:
When p=∞, the above finite gain Lp stability, i.e., L∞ stability, results in bounded-input
bounded-output (BIBO) stability. The converse is in general not true. For example, the static
mapping y=u2 is BIBO stable but does not have a finite gain.

2.2.2 Linear Time Invariant Systems

An LTI system with a TF G(s) can be described in input/output forms by

Y ( s ) = G ( s )U ( s ) in s-domain
t
y (t ) = ( g * u )(t ) = Ú g (t - t )u (t )dt in time-domain (I.24)
0

where g (t ) = L-1 {G ( s )} is the unit impulse response.

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I/O Stability ME689 Lecture Notes  by B.Yao

Theorem I.1 [Ref.1] Let G(s) be a strictly proper rational function of s.

(a) The system is stable (i.e., G(s) is analytic in Re[ s ] ≥ 0 or has all poles in LHP) if and only if
g ΠL1 .
(b) Suppose that the system is asymptotically stable, then,
(i) g decays exponentially, i.e., g (t ) £ Me -a t for some M ,a > 0 .
(ii) u Œ L1 fi y Œ L1 « L• , y Œ L1 , y is continuous except on a set of measure zero, and
y (t ) Æ 0 as t Æ • .
(iii) u Œ L2 fi y Œ L2 « L• , y Œ L2 , y is continuous except on a set of measure zero, and
y (t ) Æ 0 as t Æ • .
(iv) For p Œ[1, • ] , u Œ L p fi y , y Œ L p and y is continuos except on a set of measure zero.
∆
We introduce two norms for G(s):

• -Norm
G( s) •
:= sup G ( jw ) (I.25)
w
2-Norm
1
Ê 1 • ˆ 2
Ú G ( jw ) dw ˜
2
G( s) 2 = Á (I.26)
Ë 2p -• ¯
Note that if G(s) is stable, then by Parseval’s theorem,
1 1
Ê 1 ˆ
= ÊÚ g (t ) dt ˆ
• 2 • 2
Ú-• G ( jw ) dw ˜¯
2 2
G( s) 2 = Á = g (I.27)
Ë 2p Ë 0 ¯ 2

Theorem I.2 Assume that G(s) is stable and strictly proper. Then, its typical input and output
relationship can be summarized by the following two tables.

Table I.1: Output Norms and pow For Two Typical Inputs
u (t ) = d ( t ) u (t ) = sin(w t )
y G( s) •
2 2
y •
g •
ª G ( jw )
pow( y ) 0 1
G ( jw )
2

Table I.2: System Gains g ( S )

u u pow(u )
2 •

y G( s) • •
2 •
y G( s) g •
• 2 1
pow( y ) 0 £ G( s) •
G( s) •

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I/O Stability ME689 Lecture Notes  by B.Yao

Lemma I.4 [Ref.1] For p Œ[1, • ] , if g Œ L1 and u Œ L p , then

y p
= g *u p
£ g 1
u p
(I.28)

Proof: By causality, g (t - t ) = 0 , "t > t . Thus, "p Œ[1, • ) ,

t •
y (t ) = g * u(t ) = Ú0 g (t - t )u(t )dt = Ú0 g (t - t )u(t )dt
• • 1 1
£ Ú g (t - t ) u (t ) dt = Ú g (t - t ) p u(t ) g (t - t ) q dt
0 0  
 

ŒLp ŒLq

1 1
where + = 1 . Note that the first term is in L p and the second term is in Lq . Hence, by
p q
Holder’s inequality
1 1
• È • q dt ˘
y (t ) £ È Ú g (t - t ) u(t ) dt ˘
p q q
Í Ú0 t
p
g ( t - ) ˙
ÍÎ 0 ˙˚ Î ˚
1
È • g (t - t ) u (t ) p dt ˘ p
ÍÎ Ú0
1
£ g q
1 ˙˚
Thus,
1
Ï • • p ¸ p
Ô È ˘ p Ô
y (t ) p £ g 1 q Ì Ú Ú g (t - t ) u(t ) dt
1 p
dt ˝
Í ˙
ÔÓ Î ˚
0 0
Ô˛
Using Tonelli’s theorem to change the order of integration, we obtain

{Ú }
1
•È •
g (t - t ) dt ˘ u (t ) dt
p
ÍÎ Ú0
1 p
y (t ) £ g q
p 1 0 ˙˚

{Ú }
1
1 • p 1 1
g 1 u (t ) dt
p
£ g 1
q £ g 1
q g 1
p u p
= g 1
u p
0

which proves the lemma for p Œ[1, • ) . For p = • , we can take u •

out of the integral and
the result follows.
Q.E.D.

Theorem I.3 If G(s) is strictly proper and stable, then, the LTI system is finite gain L p input-output
stable for p Œ[1, • ] with g ( s ) £ g 1 . #

Proof: Follows directly from Theorem I.1 (a) and Lemma I.4. Q.E.D.

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I/O Stability ME689 Lecture Notes  by B.Yao

2.3 The Notion of Phase

The phase angle ϕ between two vectors v1 and v2 in R n space is
v1T v2 v1 v2
cosj = = (I.29)
v1 2 v2 2
v1 2 v2 2

Similarly, we can define an inner product on the signal space Lm2 as

•
x1 x2 = Ú x1T (t ) x2 (t )dt "x1 , x2 Œ Lm2 (I.30)
0
It is obvious that the induced norm by the inner product is the L2 -norm defined early.
The phase j (u ) of the system S for a given input u can thus be defined as
yu Su u
cosj (u ) = = (I.31)
u2 y 2
u 2 Su 2
Note that unlike the gain g ( S ) , the phase j depends on the input signal.

2.4 Passivity
The notion of passivity is introduced as an abstract formulation of the idea of energy dissipation. It is
observed that a physical system consisting of passive elements only (e.g. resistors, capacitors, and
inductors in electrical systems, mass, spring, and damper in mechanical systems) can only store and
dissipate energy. As a result, the output of the system to any input will “follow” (or “conform to”) the
input since the system does not have active energy to fight against the input. This phenomenon is
mathematically captured by the requirement that the inner product of the input signal u and the output
signal y is non-negative, i.e.,
y u ≥0 "u Œ L2 e (I.32)
È p p˘
which is equivalent to saying that the phase j (u ) in (I.31) is between Í - , ˙ , i.e.,
Î 2 2˚
p p
- £ j (u) £ "u Œ L2 e (I.33)
2 2
The notion of passivity can thus be formally defined as follows

Definition [Passivity Systems]

A system with input u and output y is passive iff there exists a constant b ≥ 0 independent of
the control input u(t), t>0, such that
y u ≥ -b "u Œ L2 e (I.34)
In addition, the system is input strictly passive (ISP) if there exists e > 0 independent of u such
that
y u ≥e u 2 -b
2
"u ΠL2 e (I.35)
and output strictly passive (OSP) if there exists e > 0 independent of u such that
y u ≥e y 2 -b
2
"u ΠL2 e (I.36)

Note that in the above definition, a bias term - b is added to the inequality (I.32) to represent the
effect of non-zero initial conditions (or non-zero initial energy).

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I/O Stability ME689 Lecture Notes  by B.Yao

Note:
The passivity condition (I.34) is equivalent to
yT uT ≥ - b "T ≥ 0 "u Œ L2 e
or
T
Ú0 y (t )u(t )dt ≥ - b "T ≥ 0 "u Œ L2 e (I.37)
Similarly, (I.35) and (I.36) are equivalent to
yT uT ≥ e uT -b
2
2
"T ≥ 0 "u Œ L2e (I.38)
and
yT uT ≥ e yT -b
2
2
"T ≥ 0 "u Œ L2e (I.39)
respectively since the physical system is causal.

Example I.1: A Mass System is Passive but neither ISP nor OSP

Consider a mechanical system consisting of a pure mass m shown below

u=F 1 y=v

ms

The input to the system is the applied force F and the output is the velocity v of the mass. Then,
"u ΠL2e
T T
yT uT = Ú v (t ) F (t )dt = Ú v (t ) ◊ mv(t )dt
0 0
(I.40)
1 2T 1 2 1 1
= mv = mv (T ) - mv 2 (0) ≥ - mv 2 (0)
2 0 2 2 2
which indicates that the system is passive. To see that the system is neither ISP nor OSP, choose
1 t 1
u (t ) = F (t ) = sin t fi y (t ) = v (t ) = v (0) + Ú F (t )dt = v (0) + (1 - cos t )
m 0 m
From (I.40), "T ≥ 0 , yT uT is bounded. Since uT 2 2 = FT 2 2 Æ • and yT 2 2 = vT 2 2 Æ • as
T Æ • , there does not exist an e > 0 such that (I.35) or (I.36) is satisfied. Thus, the system is
neither ISP nor OSP. The physical explanation is that an inertia only stores energy but does not
dissipate energy.

Example I.2: A Damper is Passive, ISP and OSP

A damper is described by:

u=v(t) y=F(t) y (t ) = F (t ) = bv (t ) = bu(t )

b
Thus
T T 1
yT uT = Ú y (t )u(t )dt = b Ú u 2 (t )dt = b uT
2 2
yT 2 2
=
0 0 b
which indicates that the system is ISP and OSP. The physical explanation is that a damper dissipates
energy.

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I/O Stability ME689 Lecture Notes  by B.Yao

Lemma I.5 [Passivity & Lyapunov Formulation]

Consider a system with input u and output y. Suppose there exists a positive semi-definite function
V ( x, t ) ≥ 0 such that
V = y T (t )u (t ) - g (t ) (I.41)
Then, the system is passive if g ≥ 0 . In addition, the system is ISP if g 1 ≥ e u 2
2
, "u ΠL2 e , for
some e > 0 , and OSP if g 1 ≥ e y 2
2
, "u for some e > 0 .

Note:
(I.41) is an abstraction of the energy-conservation equation of the form
[Stored Energy (kinetic + potential)] = [ External Power Input ] + [ Internal Power Generation ]
d (I.42)
dt
Thus, the system with the form (I.41) is normally referred to as a system in a power form.

Proof: From (I.41):

( )
T T
yT uT = Ú V + g (t ) dt = V (T ) - V (0) + Ú g (t )dt
0 0
T
(0) + Ú g (t )dt
≥ -VN
0
b

g 1≥e u , then the system is ISP. If g 1 ≥ e y 2 ,

2
Thus, if g (t ) ≥ 0 , the system is passive. If 2
2

then the system is OSP. Q.E.D.

2.5 Input-Output Stability

From an I/O point of view, a system is stable if a bounded input will result in a bounded output,
which is described by the following formal definition:

Definition [Input-Output L Stability]

A system S : Lme Æ Lqe is I/O L stable if there exists a class K function a , defined on [0, • ] ,
and a non-negative constant b such that
( Su )T L
(
£ a uT L )+b "T ≥ 0 "u Œ Lme (I.44)
where ∑ L represents one of the norms defined for a function or a signal.

It is finite-gain L stable if there exist non-negative constants g and b independent of u such

that
( Su )T L
£ g uT L
+b "T ≥ 0 "u Œ Lme (I.45)

3. I/O Stability Theorems

Having defined the notions of BIBO stability and passivity, some useful criteria can be developed to
judge the I/O stability and passivity of a complex system based on the I/O stability and passivity of
its subsystems. Specially, consider the following feedback system S which is an inter-connection of
two subsystems S1 and S2 .

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I/O Stability ME689 Lecture Notes  by B.Yao

u y
+ e S1

y2 u2 + n
S2

Fig. I.1 Feedback Connection of S1 and S2

We would like to judge the I/O stability of S based on the I/O stability of S1 and S2 .

Theorem I.4 [The Small Gain Theorem (SGT)]

Consider the system shown in Fig. I.1. Suppose that S1 and S2 are finite-gain L p I/O stable,
i.e., there exist g 1 , g 2 ≥ 0 and constants b1 and b 2 such that "T ≥ 0 ,
yT p
= ( S1e)T £ g 1 eT p
+ b1 "e ΠL pe
p

y2T p
= ( S2u2 )T £ g 2 u2 T p
+ b2 "u2 ΠL pe (I.46)
p
If
g 1g 2 < 1 (I.47)
then the closed-loop system is finite-gain L p stable with the gain from the input u to the output
y less than g 1 (1 - g 1 g 2 ) . In fact,

yT p
£
1
1 - g 1g 2
(g 1 uT p
+ g 1g 2 nT p
+ g 1b 2 + b1 ) (I.48)

Note:
(a) The small gain theorem (SGT) is useful when we analyze the robustness of a control design to
unmodeled dynamics; the stable nominal closed-loop system can be considered as the subsystem
S1 and the unmodeled dynamics can be represented by the subsystem S2 .
(b) The SGT is in general quite conservative since the condition (I.47) is quite stringent. For
example, suppose that S1 and S2 are stable LTI systems with TF G1 ( s ) and G2 ( s ) respectively.
Then, their L2 gains are g 1 = G1 ( s ) •
and g 2 = G2 ( s ) •
respectively. In order to satisfy the
condition (I.43), it is necessary that the Nyquist plot of the open-loop TF G1 ( s )G2 ( s ) lies within
the unit circle. This is quite conservative compare to the Nyquist Stability Criterion which only
requires that the Nyquist plot does not encircle the ( -1,0) point.

Proof: Note that

e = u - y2 fi eT £ uT + y2T
u2 = y + n fi u2T £ yT + nT (I.49)
Substituting (I.49) into (I.46), we have

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I/O Stability ME689 Lecture Notes  by B.Yao

(
yT £ g 1 uT + y2T )+b 1

(
£ g 1 uT + g 1 g 2 u2T p )
+ b 2 + b1 (I.50)

(
£ g 1 uT + g 1g 2 yT + nT + g 1b 2 + b1 )
which leads to (I.48) if (I.47) is satisfied. Q.E.D.

3.2. Passivity Theorems

3.2.1 General Passivity Theorems

Lemma I.6 [ Parallel Connection]

Consider the parallel connection of the subsystem S1 and S2 shown below

S1 y1

u y
+
y2
S2

System S

Fig. I.2 Parallel Connection of S1 and S2

Assume that S1 and S2 are passive. Then, the resulting system S is passive. In addition,
(i) if any one of S1 and S2 is ISP, then S is ISP.
(ii) if any one of S1 and S2 is OSP, then S is OSP.

Proof: Noting that

yT uT = y1T uT + y2T uT
the proof of the lemma is straightforward. Q.E.D.

Lemma I.7 [Feedback Connection]

Consider the feedback connection of the subsystem S1 and S2 in Fig. I.1 with n=0. If S1 and S2
are passive, then S is passive. In addition,
(i) if S1 is OSP or S2 is ISP, then S is OSP.
(ii) if S1 is ISP and S2 is OSP, then S is ISP

Proof: Noting that

yT uT = yT eT + y2T = yT eT + y2T yT (I.51)
the proof of the passivity of S and OSP of S in (i) are obvious. The following is to prove (ii).
Assume that S1 is ISP and S2 is OSP. Then, there exist e1 > 0 , e 2 > 0 , b1 , and b 2 such that
yT eT ≥ e1 eT - b1
2
2

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I/O Stability ME689 Lecture Notes  by B.Yao

y2T yT ≥ e 2 y2T - b2
2
2
(I.52)
Let e = min {e1 , e 2 } , and b = b1 + b 2 ≥ 0 . From (I.51),

yT uT ≥ e eT ( 2
2
+ y2 T
2
2 ) - b ≥ e2 ( e T 2 + y2 T 2 )
2
-b

e e
(e )
2
-b -b
2
≥ T + y2 T 2
= uT 2
2 2
This shows that S is ISP. Q.E.D.

Note: If the two subsystems S1 and S2 are in the power form (I.41) with the associated energy function
and the dissipative function being (V1 , g1 ) and (V2 , g 2 ) respectively, then S in either the parallel
connection in Fig. I.2 or the feedback connection Fig. I.1 can be described in the power form
with V = V1 + V2 and g = g1 + g 2 .

Theorem I.5 [Passivity Theorem]

If a system S is OSP, then, the system S is I/O L2 stable.

Proof: Since S is OSP, there exists e > 0 and b ≥ 0 such that

yT uT = ( Su )T uT ≥ e yT -b
2
2
"T ≥ 0 (I.53)
Noting yT uT £ yT 2
uT 2
, we have
e -b £0
2
yT 2 - yT 2
uT 2
(I.54)
which leads to
+ 4eb
2
uT + uT
yT £ 2 2
"u (I.55)
2
2e
This shows that yT 2 is bounded if uT 2
is bounded, and proves the theorem. Q.E.D.

3.2.2 Passivity In LTI Systems

An important practical feature of the passivity formulation is that it is easy to characterize passive
LTI systems in terms of the positive realness of its TF. This allows linear blocks to be
straightforwardly incorporated or added in a nonlinear control problem formulated in terms of passive
maps

Definition [Ref 1] [Positive Real (PR) and Strictly Positive Real (SPR)]
A rational transfer function G(s) with real coefficients is positive real (PR) if
Re (G ( s )) ≥ 0 " Re( s ) > 0
and is strictly positive real (SPR) if G ( s - e ) is positive real for some positive e .

Theorem I.6 [Ref 1] [Conditions For PR]

A rational TF G(s) with real coefficients is PR iff
(i) G(s) has no poles in the right half plane (RHP).

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I/O Stability ME689 Lecture Notes  by B.Yao

(ii) If G(s) has poles on the jw -axis, they are simple poles with positive residues.
(iii) For all w for which s = jw is not a pole of G(s), one has
Re (G ( jw )) ≥ 0 (I.56)

Theorem I.7 [Ref 1] [Condition For SPR]

N ( s)
Let G ( s ) = be a rational TF with real coefficients and n* be the relative degree of G(s)
D( s )
(i.e., n * = deg D( s ) - deg N ( s ) ) with n* £ 1 . Then G(s) is SPR iff
(i) G(s) has no poles in the closed RHP (i.e., all poles are in LHP only).
(ii) Re {G ( jw )} > 0 , "w Œ[ -•, • ] .
(iii) (a) When n * = 1 , lim w 2 Re {G ( jw )} > 0 .
w Æ•
G ( jw )
(b) When n * = -1 , lim >0.
w Æ• jw
Example:
1
(1) G ( s ) = , or s is PR but not SPR.
s
1
(2) G ( s ) = , or s + l , l > 0 is SPR.
s+l
s+3
(3) G ( s ) = is PR but not SPR since it violates (iii) (a) of Theorem I.7.
( s + 1)( s + 2)
In fact, you can verify that
6
Re {G ( jw )} = > 0 , "w
( )
2
2 - w 2 + 9w 2
but "e > 0 ,
(3 - e ) ( 2 - 3e + e 2 ) - ew 2
Re {G ( jw - e )} = < 0 , for large w .
(2 - 3e + e ) + w 2 (3 - 2e )
2
-w 2
2 2

Thus "e > 0 , G ( s - e ) will not be PR, and G(s) is not SPR.

Corollary I.1 [Ref 1]

1
(i) G(s) is PR (SPR) iff is PR (SPR).
G( s)
(ii) If G(s) is PR, then, the Nyquist plot of G ( jw ) lies entirely in the closed RHP. Equivalently,
the phase shift of the system in response to sinusoidal inputs is always within ±90o .

(iii) If G(s) is PR, the zeros and poles of G(s) lie in closed LHP. If G(s) is SPR, the zeros and
poles of G(s) lie in LHP (i.e., G(s) is asymptotic stable and strictly minimum phase).

(iv) If n* > 1 , then G(s) is not PR. In other words, if G(s) is PR, then n* £ 1 .

(v) (Parallel Connection) If G1 ( s ) and G2 ( s ) are PR (SPR), so is G ( s ) = G1 ( s ) + G2 ( s ) .

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I/O Stability ME689 Lecture Notes  by B.Yao

G1 ( s )
(vi) (Feedback Connection) ) If G1 ( s ) and G2 ( s ) are PR (SPR), so is G ( s ) = .
1 + G1 ( s )G2 ( s )

Example:
s -1
G ( s) = is not PR.
s + as + b
2

s +1
G ( s) = 2 is not PR.
s -s+b
1
G ( s) = 2 is not PR.
s + as + b
s +1
G ( s) = 2 is SPR.
s + as + b

Theorem I.8 [Ref 2] [PR and Passivity]

Assume that G ( s ) is stable (i.e., all poles in LHP). Then,
(i) The system G(s) is passive iff G(s) is PR..
(ii) The system G(s) is ISP iff there exists e > 0 such that
Re (G ( jw )) ≥ e > 0 , "w (I.57)
(iii) The system G(s) is OSP iff there exists e > 0 such that
Re (G ( jw )) ≥ e G ( jw ) , "w
2
(I.58)

Proof: Since G(s) is stable, it follows from Parseval’s theorem that

• 1 •
y u = Ú y (t )u (t )dt = Ú Y ( jw )U * ( jw )dw
0 2p -•

1 •
2p Ú-•
= G ( jw )U ( jw )U ( - jw )dw (I.59)

1 •
= Ú Re {G ( jw )} U ( jw ) dw
2
p 0
where Y and U are Laplace transforms of y and u, respectively. It is thus straightforward to
prove the theorem. The details can be worked out if you would like to know the complete
proof. Q.E.D.

The following example shows that in general there is no direct connection between SPR and ISP (or
OSP).

Example:
G1 ( s ) = s + 2 is SPR, and it is also ISP, but not OSP.
1
G2 ( s ) = is SPR, and it is OSP, but not ISP.
s+2
s2 + 1
G3 ( s ) = is PR, but not SPR, and it is OSP but not ISP.
( s + 1)2
However, if G(s) is proper, then G(s) being SPR implies OSP. The proof is omitted.

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I/O Stability ME689 Lecture Notes  by B.Yao

The following theorems make the connections between PR concepts and Lyapunov stability
formulation in state space.

Theorem I.9 [Ref2] [SPR and Lyapunov Formulation —Kalman-Yakubovich (KY) Lemma]
Let the LTI system
x = Ax + Bu
(I.60)
y = Cx
be controllable and observable. Then, the TF G ( s ) = C ( sI - A) -1 B is SPR iff there exit
symmetric positive definite (s.p.d.) matrices P and Q such that

AT P + PA = -Q (I.61)
and
BT P = C (I.62)

Theorem I.10 [Ref 1] [PR & Lyapunov —Kalman-Yakubovich-Popov (KYP) Lemma]

Given a square matrix A with all eigenvalues in the closed LHP, a vector B such that (A,B) is
controllable, a vector C and scalar d ≥ 0 . The TF defined by
G ( s ) = d + C ( sI - A)-1 B (I.63)
is PR iff there exist an s.p.d. matrix P and a vector q such that

AT P + PA = - qqT
and
BT P - C = ± ( )
2d qT (I.64)

In many applications of SPR concepts to adaptive systems, the TF G(s) involves stable pole-zero
cancellations, which implies that the system associated with (A,B,C) is uncontrollable or
unobservable, and the above KY or KYP lemma cannot be applied since they require the
controllability of the pair (A,B). In these situations, the following MKY lemma should be used
instead.

Theorem I.11 [Ref 1] [Meyer-Kalman-Yakubovich (MKY) Lemma]

Given a stable matrix A, vectors B, C and a scalar d ≥ 0 . If
G ( s ) = d + C ( sI - A)-1 B
is SPR, then, for any given s.p.d. matrix L>0, there exists a scalar g > 0 , a vector q and an
s.p.d. matrix P such that
AT P + PA = - qqT - g L
and
BT P - C = ± ( )
2d qT (I.65)

Note:
The above PR and SPR concepts for a TF G(s) can be extended to MIMO systems with a TF matrix
G(s). For details, see [Ref 1].

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I/O Stability ME689 Lecture Notes  by B.Yao

References
[Ref1] Ioannou P. A. and Sun Jing (1996), Robust Adaptive Control, Prentice-Hall.
[Ref2] Astrom K. J. and Wittenmark B. (1995) Adaptive Control, Second edition, Addison-Wesley.
[Ref3] Slotine, J.J.E. and Li, Weiping (1991), Applied Nonlinear Control, Prentice-Hall.
[Ref4] Khalil, H. K. (1996), Nonlinear Systems, Prentice-Hall.

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