Stability

Introduction:
Unstable systems: The signal levels of the output or some internal states may become
too high and cause signal distortion or even damage to the system.
General observations:
o The solution of the continuous-time state-space formulation depends on the
matrix function:
n 1

At
e m (t ) Am
m0
1
0 (t ) 1 1 12 1n 1 1 t e
(t ) n 1 t
1
2
1 2 2 2 2 e
. . . . . .

. . . . . .
n 1 (t ) 1 2 n 1 en t
n n n
o From the above results we can conclude that the system becomes unstable
when one or more eigenvalues have a non-negative real part.
o The solution of the discrete-time state-space formulation depends on the
matrix function:
n 1
m (k ) A m
Ak
e
m 0
1
0 (k ) 1 1 12 1n 1 1k
(k ) 2 n 1 k
1 1 2 2 2 2
. . . . . .

. . . . . .
n 1 (k ) 1 2 n 1 k
n n n n
o From the above results we can conclude that the system becomes unstable
when the magnitude of one or more eigenvalues is larger than or equal 1.
Sources of instability:
o Input: BIBO (assuming zero state).
o Internal states: Asymptotic and marginal (assuming zero input)
Zero-state (Input-output) stability: BIBO
Continuous-time systems:
o BIBO: Every bounded input results a bounded output. The system must be
initially relaxed (zero state).

g (t ) dt M
0
where M is a constant and g (t ) is the impulse response of the system.
o Filter response of a BIBO system, as t :
For u(t) = a, y (t ) a G ( s ) s 0
For u(t) = sin(0 t), y (t ) G ( j 0 ) sin( 0t G ( j 0 )
o A proper rational G(s) is stable iff every pole of G(s) has a negative real part.
o The transfer matrix is given by:
adj ( H ) C adj ( s I A) B
G ( s ) C ( s I A) 1 B D Since H 1 G (s) D
|H | | sI A |
As a result, the poles of G(s) can be calculated from the eigenvalues of A.
Every pole of G(s) is an eigenvalue of A.
Because of possible cancellations, every eigenvalue of A is not
necessarily a pole of G(s).
o If every eigenvalue has a negative real part, then the system is BIBO stable.
o Even if some eigenvalues have a zero or positive real part, the system may
still be BIBO stable:
The matrix C or B is zero, which eliminates all s-terms in G(s).
(Example 5.2, text p. 126)
Pole-zero cancellations: A zero can cancel a pole at the same location.
If this happens to unstable poles, then the system is theoretically BIBO
stable even some eigenvalues have a zero or positive real part.
Since pole-zero cancellation requires the locations of the pole and the
zero involved to match exactly, a condition that is difficult to meet and
even more difficult to maintain, one should pay close attention to the
stability of such systems and consider the practical issues involved in
pole-zero cancellation.
Discrete-time systems:
o BIBO: Every bounded input results a bounded output. The system must be
initially relaxed (zero state).

g (k ) M
k 0
where M is a constant and g (t ) is the impulse response of the system.
o Filter response of a BIBO system, as k :
For u(k) = a, y ( k ) a G ( z ) z 1
j 0 j 0
For u(k) = sin(0 k), y (k ) G (e ) sin( 0 k G (e )

o A proper rational G(z) is stable iff the magnitude of every pole of G(z) < 1.
o The transfer matrix is given by:
adj ( H ) C adj ( z I A) B
G ( z ) C ( z I A) 1 B D Since H 1 G( z ) D
|H | | zI A|
As a result, the poles of G(z) can be calculated from the eigenvalues of A.
Every pole of G(z) is an eigenvalue of A.
Because of possible cancellations, every eigenvalue of A is not
necessarily a pole of G(z).
 o If every eigenvalue has a magnitude < 1, then the system is BIBO stable.
o Even if some eigenvalues have a magnitude > 1, it may still be BIBO stable:
The matrix C or B is zero, which eliminates all z-terms in G(z).
Pole-zero cancellations: If unstable poles are cancelled by zeros, then
the system is theoretically BIBO stable even some |i| > 1.
Since pole-zero cancellation requires exact match of pole/zero
locations, a condition that is difficult to meet and even more difficult
to maintain, the stability of such systems must be watched closely.
Zero-input (internal) stability: Marginal and asymptotic
Basic information:
o Minimal polynomial () (p. 62): It is a monic polynomial. In general, () is
difficult to compute. For Jordan form matrices (upper triangular block):
( ) ( 1 ) n ( 2 ) n ...( i ) n where ni is called the index of i, which
1 2 i

is the largest order of all Jordan blocks associated with i.

 1 1 0 0 0
0 1 0 0
1
A1 0 0 1 1 0 n1 4 n 2 1 A ( 1 ) 4 ( 2 )

0 0 0 1 0
0 0 0 0 2
1 1 0 0 0
0 1 0 0
1
A2 0 0 1 0 0 n1 3 n 2 1 A ( 1 ) 3 ( 2 )

0 0 0 1 0
0 0 0 0 2
1 1 0 0 0
0 0 0 0
1
A3 0 0 1 1 0 n1 2 n 2 1 A ( 1 ) 2 ( 2 )

0 0 0 1 0
0 0 0 0 2
1 1 0 0 0
0 0 0 0
1
A4 0 0 1 0 0 n1 2 n 2 1 A ( 1 ) 2 ( 2 )

0 0 0 1 0
0 0 0 0 2
1 0 0 0 0
0 0 0 0
1
A5 0 0 1 0 0 n1 1 n 2 1 A ( 1 )( 2 )

0 0 0 1 0
0 0 0 0 2
o Marginal stability (stability in the sense of Lyapunov): Every finite initial state
x0 excites a bounded response. Examples: (p. 60)
o Asymptotic stability: Every finite initial state x0 excites a bounded response
that will approach 0 as t .
Continuous-time systems:
o A system is marginally stable iff all eigenvalues of A have zero or negative
real parts and those with zero real parts are simple roots of the minimal
polynomial of A. Examples: (5.4 text p. 130-1)
o A system is asymptotically stable iff all s of A have negative real parts.
o Since every pole of G(s) is an eigenvalue of A, asymptotic stability (zero-
input response) implies BIBO stability (zero-state response).
 o BIBO stability does not in general imply asymptotic stability.
o Marginal stability is relevant only for oscillators. Other physical systems
require either BIBO or asymptotic stability.
Discrete-time systems:
o A system is marginally stable iff all eigenvalues of A have magnitudes less
than or equal to 1 and those with unity magnitude are simple roots of the
minimal polynomial of A.
o A system is asymptotically stable iff all s of A have magnitudes less than 1.
o Since every pole of G(z) is an eigenvalue of A, asymptotic stability (zero-
input response) implies BIBO stability (zero-state response).
o BIBO stability does not in general imply asymptotic stability.
o Marginal stability is relevant only for oscillators. Other physical systems
require either BIBO or asymptotic stability.
Lyapunov theorem
Basic information:
o The Lyapunov theorem provides an alternate means to check the asymptotic
stability of a system, especially for nonlinear systems.
o Lyapunov equation (text p. 70-1):
A(M) = A M + M B = C
o A(M) = M, where s are the eigenvalues of A and they represent all
possible sums of the eigenvalues of A and B.
o A symmetric matrix M is said to be positive definite (denoted by M > 0) if
T
x M x > 0 for nonzero x.
T
o If M > 0, then x M x = 0 iff x = 0.
o M > 0 iff any one of the following conditions holds:
Every eigenvalue of M is positive.
All leading principal minors of M are positive.
T
There exists an nn nonsingular matrix such that M = N N.
Continuous-time systems: Example: (text 5.14, p 141)
o A system is asymptotically stable iff for any given positive definite symmetric
T
matrix N, the Lyapunov equation: A M + M A = -N
has a unique symmetric solution M and M is positive definite.
 0 1 1 0 m11 m12
A N M
0.5 1 0 1 m21 m22

0 .5 m11 m12 m11 m12 0 1 1 0

1 1 m21 m22 m21 m22 0.5 1 0 1

.5 m21 .5 m12 .5 m22 m11 m12 1 0

m11 m21 .5 m22 m12 2 m22 m21 0 1
For (1,1) For (2,2) For (1,2) 1.75 1
M
m12 m21 1 m22 1.5 m11 1.75 1 1.5

Leading principal minors: 1.75 > 0, M 1.625

The system is asymptotically stable.

o If all eigenvalues of A have negative real parts, then the unique solution of the
Lyapunov equation:

T A t
T

N e A t dt
A M + M A = -N is M e
0

Discrete-time systems: Example: (text 5.15, p 141)

o A system is asymptotically stable iff for any given positive definite symmetric
T
matrix N, the Lyapunov equation: M A M A = N
has a unique symmetric solution M and M is positive definite.
0 1 1 0 m11 m12
A N M
0.5 1 0 1 m21 m22

m11 m12 0 .5 m11 m12 0 1 1 0

m21 m22 1 1 m21 m22 0.5 1 0 1
m11 .25 m22 m12 .5 m21 .5 m22 1 0

m21 .5 m12 .5 m22 m11 m21 m12 0 1
For (1,1) For (2,2) For (1,2)

m11 .25 m12 1 m11 2 m12 1 1.5 m21 .5 m22 0

M
2.2 1.6

1.6 4.8
Leading principal minors: 2.2 > 0,
M 8
The system is asymptotically stable.
o If all |s| < 1, then the unique solution of the Lyapunov equation:
AT
m
T M N Am
MA MA=N is
m0