Professional Documents
Culture Documents
EE511 Stability-Cont Time Sys
EE511 Stability-Cont Time Sys
Stability of a Trajectory
x(t ) Ax(t )
where
x(t0 ) x0 , t t0 ( 0)
x(t ), xo
A
nn
is
Ax 0.
Note:
x0
is an equilibrium point.
x2
x2
x1
x1
stable
stable
x2
x1
Not stable
Remark. For the linear system f the above stability is equivalent to:
x(t ) 0 as t .
x2
x2
x1
x1
x(to ) ( ) x(t ) .
x2
x1
x(to ) r
x(t ) 0 as t .
x(t ) Ax(t )
where A
is an n n real matrix.
Then, the zero state is asymptotically stable if and only if the eivenvalues of A have negative real parts, i.e., A is Hurwitz.
Fact. The zero state of f is not stable (in the sense of Lyapunov) if
(at least) one of the eigen-values of A has a positive real part.
Recalling the modal decomposition, we have the following
Fact. Suppose that the eigen-values of A are distinct. Then, the zero
state of f is stable (in the sense of Lyapunov) iff the eigen-values of A
have non-positive real parts.
Note: Asymptotical stability implies stability (in the sense of
Lyapunov).
EE511 Lecture Notes
2013 Fumio Hamano
Example.
where
x Ax
0 1 0
x1
A 0 0 1 , x x2
4 6 4
x3
s 1
det( sI A) 0 s
Then,
0
1 0
s4
s 3 4 s 2 6s 4 ( s 2)( s 1 j )( s 1 j ) 0
s 2, 1 j1
Re s 2, 1 0
The zero state is asymptotically stable.
EE511 Lecture Notes
2013 Fumio Hamano
10
Example.
x Ax, x(t )
where
0 1
A
1
0
Then,
det( sI A)
s 2 1 0 s 1
Re 1 1 0
The zero state is not stable (in the sense of Lyapunov).
The zero state is not asymptotically stable.
11
Remark. The zero state of f may be or may not be stable in the sense
of Lypaunov (even) if A does not have an eigen-value with a positive real
part. See the examples below.
Example.
0 1
A
0
0
s 1 2
det( sI A) det
s 0
0 s
s0
But, Re 0 0
Not asymptotically stable.
Question. Is the zero state stable in the sense of Lyapunov (i.s.L.)?
EE511 Lecture Notes
2013 Fumio Hamano
12
x Ax, x(0) xo
for an arbitrary
xo 2.
x (t )
of
2
s
1
s
1
1
/
s
1
/
s
1
1
( sI A)
2
0
s
0
s
s
0
1
/
s
1 t
At
1
1
( sI A)
e
0
1
x
x
0
1
o2
o2
13
14
Example.
0 1
A
1
0
s 1 2
det( sI A) det
s 1 0
1 s
sj
Re s 0
Not asymptotically stable.
Question. Is the zero state stable (i.s.L.)?
Answer. The zero state is stable i.s.L. since the all eigen-values of A are
distinct and Re s 0 0 , i.e., not positive.
EE511 Lecture Notes
2013 Fumio Hamano
15
Observe:
s
1
1
s 1
1 s 1 s 2 1 s 2 1
1
( sI A)
2
s
s 1 1 s 1
1 s
s 2 1 s 2 1
cos t sin t
At
1
1
( sI A)
e
sin
t
cos
t
x
sin
t
x
cos
t
sin
t
cos
t
o 2 o1
o2
16
x(t ) Ax(t )
for the matrix A given as follows:
0
(1) A
2
0
(3) A
0
1
0 1
; (2) A
;
3
2 3
2
0 1
; (4) A
.
0
1 1
17