Stability of Feedback Control

Systems

Concept of Stability
Equilibrium point
stable: system does not go far from the
equilibrium point with small disturbance.
(a). stable equilibrium point
(b). conditional stable equilibrium point
(c). unstable equilibrium point
N

UE

CS

SE

Stability Analysis
(a). Free motion type stability
small disturbance
large disturbance
(b). Force motion type stability
bounded-input bounded-output (BIBO)
stability
A stable system is a dynamic system with a
bounded response to a bounded input
stability in the sense of Lyapunov
asymptotic stability

Stability of Linear Systems

Zero-input stability
Equilibrium state xe : x(t) = xe for all t t0
(1) xe = 0
(2) xe is an eigenvector corresponding to a
zero eigenvalue, i.e.

A(t ) xe = I = 0
Consider x& (t ) = A(t ) x (t )

with x (t0 ) = x 0

Stability in the sense of Lyapunov

Equilibrium state xe = 0 of
the system x& (t ) = A(t ) x (t )
is stable if for any

x (t0 ) < (t0 , ) .

implies

x (t ) < t t0
0
x(0)

Asymptotically stable
The system is asymptotically stable
if it is stable in the sense of Lyapunov,
and

(t0 ) > 0, x (t0 ) < (t0 )

with lim x (t ) = 0.
t

0
x(0)

Remark 1
Consider x& (t ) = Ax (t ) with x (t0 ) = x 0
(1). The system is stable in the sense of Lyapunov
iff Re{ i } 0 , and the eigenvalue with zero real parts
are distinct.
(2). The system is asymptotically stable iff Re{i} < 0, for all t.
(3). For time invariant linear systems, asymptotical stability
implies exponential stability.
*** For time varying systems, the system can be unstable even
if Re{i} < 0, for all t.

Zero-State Stability
x& (t ) = A(t ) x (t ) + B(t )u(t )
y(t ) = C(t ) x (t ) + D(t )u(t )

with x(t0) = 0,

where A(t), B(t), C(t) and D(t) are continuous

and bounded.

Bounded-input Bounded-Output
(BIBO) Stable
For all bounded input u(t) t t0 , the output y(t),
is bounded for t t0 .
Theorem:
The system is BIBO stable iff there exist a finite
constant c such that
t

G ( t , ) 1 d c t t 0
t0

where

G(t,) = C()(t,)B()
n

and

G(t, ) 1 = max | gij (t, )|

j

i =1

Bounded-input Bounded-Output
(BIBO) Stable
From the convolution integral relating u(t), y(t) and G(t)

y( t ) = u( t )g( )d

or

y( t ) = u( t )g ( )d
0

and

y( t ) u( t ) g( ) d
0

If u(t) is bounded, i.e., u( t ) M , then

y( t ) M g( ) d
0

Therefore, if

g( ) d Q <
0

or

Then y(t) will be bounded.

M g( ) d N <
0

Remark 2
BIBO stability of the linear time invariant system
(A, B, C, D) does not always guarantee
asymptotic stability. e.g., If any canceled pole
has a positive real part but all the remaining
poles have negative real parts the system is
BIBO stable but not asymptotically stable.

Asymptotically stable
det( sI A) = 0

BIBO stable
Cadj (sI A) B + D det(sI A)
G( s ) =
det(sI A)

Routh-Hurwitz Stability Criterion

The closed loop linear time invariant system is
stable
The roots of the closed loop characteristic
equation are all in the open left-half plane (have
negative real parts).
Hurwitz polynomial: A polynomial with real
coefficients and all its roots have negative real
parts.

Routh-Hurwitz Stability Criterion

The number of roots of the characteristic
polynomial with positive real parts is equal to
the number of changes in sign of the first
column of the Routh array.
For a given characteristic equation

an s n + an 1s n 1 + ...... + a1s1 + a0 = 0
then, the Routh Array is defined as follows

sn
s n-1
s n-2
s n-3
.
s0

an
a n-1
b n-1
c n-1
.
h n-1

a n-2
a n-3
b n-3
c n-3
.

a n-4
a n-5
b n-5
c n-5
.

......
......
......
......

where
bn 1

an 1an 2 an an 3
1
an
=
=
an 1
an 1 an 1

bn 3 =

.......

1
an 1

an
an 1

an 4
an 5

an 2
an 3

Constructing the Routh Array

1 . The result will not be altered if a certain row is
divided/multiplied by a positive real.
2. No element in the first column is zero:
The Routh array can be constructed by definition shown
above.
3. Zeros in the first column while some other elements of the
row containing a zero in the first column are non-zero:
The zero can be replaced with a small positive number,
say , which is allowed to approach zero after completing
the array.

Constructing the Routh Array

Let a modified be p ( s ) = p ( s ) ( s + ), > 0,
then construct the Routh array for the modified
polynomial.
4. Zero in the first column, and the other elements of the
row containing the zero are also zero:
This case occurs when the polynomial contains
singularities that are symmetrically located about the
origin in the s-plane, e.g. {( s+3), (s-3)}. In this case
an auxiliary polynomial, which excludes the
symmetrical zeros, is used.

Example
( s ) = s 6 + 5 s 5 + 11s 4 + 25 s 3 + 36 s 2 + 30 s + 36
s6
s5
s4
s3
s2
s1
s0

1
5
6
0
1
5
6

11
25
30
0
6

36
30
36

36

6s 4 + 30 s 2 + 36 is a factor of polynomial (s).

Let ( s) = ' ( s) ( s 2 + 3)( s 2 + 2)

and ' ( s) = s 2 + 5s + 6 .

By checking the roots of (s) it is obtained that there are four roots
on the imaginary axis and the others are in the LHP.

Example
( s ) = s 5 + s 4 + 10 s 3 + 72 s 2 + 152 s + 240
s5

10

152

s4

72

240

s3

-62

-88

s2

70.6

240

s1

122.6

s0

240

Two RHP roots

Example
(s) = s 3 + 2 s 2 + 4 s + k . Find the range of k
such that the polynomial is Hurwitz.
s3
s2
s1

1
2

8 k
2

4
k

s0
k
Conditions for polynomial to be Hurwitz:
8>k>0
For k = 8, there are two roots on imaginary axis.
For k = 0, there are one root at the origin.

Example
( s) = s4 + s3 + 2s2 + 2s + 5

(1)

s4
s3
s2
s1

1
1
0

s4
s3
s2
s1
s0

1
1
0+
-5/0+
5

Two RHP roots

2
2
5

2
2
5

(2)
Let ' ( s ) = ( s ) ( s + 1)
s5

s4

s3

s2

-10

10

s1

11

s0

10

Two RHP roots

Kharitonov's Theorem
Stability testing for interval polynomial

(s, q) = q0 + q1s + . . . + qn s n

with qi Q = qi | qi q qi+

All polynomial in are Hurwitz if and only if the

following four polynomial Ki(s) are Hurwitz.

K1 ( s) = q0 + q1 s + q2+ s 2 + q3+ s 3 + . . .
K2 (s) = q0+ + q1 s + q2 s 2 + q3+ s 3 + . . .
K3 (s) = q0+ + q1+ s + q2 s 2 + q3 s 3 + . . .
K 4 (s) = q0 + q1+ s + q2+ s 2 + q3 s 3 + . . .

Lyapunov Function
A scalar function V(x, t) is called a Lyapunov function if for all
t t 0 and all vectors x in the neighbourhood of the origin, it satisfies

the following conditions.

1. V(0, t) = 0
2. V ( x , t ),

V ( x, t )
V ( x, t )
, i = 1, . . . , n , all exist and
and
t
xi

are continuous.
3. V ( x , t ) > ( x ) > 0 , for all x 0 and t t 0 , where () is
a non-decreasing function of x and ( 0 ) = 0 , that is, V(x, t) is
bounded below by a non-zero function.

Lyapunov Stability Analysis

Theorem: (Sufficient condition)
The equilibrium state xe = 0, of the system
x& ( t ) = f ( x , t ), f ( 0, t ) = 0 is asymptotically stable if a Lyapunov
function V(x, t) can be found such that V& ( x , t ) < 0 for all x 0
and t t 0

Theorem: (Sufficient condition)

The equilibrium state xe = 0, of the system
x& ( t ) = f ( x , t ), f ( 0, t ) = 0 is unstable if a Lyapunov
function V(x, t) can be found such that V& ( x , t ) > 0 for all
x 0 and t t 0

Example
0

1
x& =

t + 3

1
x ( t ) . Determine the stability of the above
15

system choosing V ( x , t ) =

1 2
[ x1 + ( t + 3) x 22 ] .
2

Solution:
n

V
V
(
x
,
t
)
&
V ( x, t ) =
+
x& i
t
i =1 x i

1 2
x2 + x1 x&1 + (t + 3) x2 x&2
2
1
= (30t + 89 ) x22 < 0
2
=

This indicates that the origin is asymptotically stable.

Stability Theorem
The linear system x& ( t ) = A( t ) x ( t ) where A(t) is continuous
and bounded for t t 0 , is uniformly asymptotically stable,
iff given a positive definite real matrix Q(t), there exists a
symmetric positive definite real matrix P(t)
which satisfies
P& ( t ) + AT ( t ) P( t ) + P( t ) A( t ) = Q( t ), t t 0

Proof of Theorem
Let V ( x , t ) = x T ( t ) P( t ) x ( t ) .
V& ( x ,t ) = x& T ( t )P( t )x( t ) + xT ( t )P( t )x&( t ) + x( t )T P& ( t )x( t )

= x T ( t )( AT ( t ) P( t ) + P( t ) A( t ) + P& ( t )) x ( t )
= x T ( t )Q( t ) x ( t )
V& ( x , t ) is a negative definite quadratic form and the system

is asymptotically stable.

Note: For linear time invariant system x& ( t ) = Ax ( t ) ,

the corresponding equation to be used is
AT P + PA + Q = 0

Example [P] = lyap( A, Q)

x&1
0 1 x1

Check system stability of = 1 1

x2
x& 2
Choose Q = I
0 1 p11
1 1 p21

p11

p21

p11

p12
p11

+
p22
p21

p12
= 2
p22
1
2
3
=
> 0,
2

p12 0 1
1 0
1 1 = 0 1
p22

2
1

5
det( P ) =
> 0,
4

P is positive definite

Therefore, the system is asymptotically stable.