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Stability PDF
Stability PDF
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
A(t ) xe = I = 0
Consider x& (t ) = A(t ) x (t )
with x (t0 ) = x 0
x (t ) < t t0
0
x(0)
Asymptotically stable
The system is asymptotically stable
if it is stable in the sense of Lyapunov,
and
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,
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
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
y( t ) M g( ) d
0
Therefore, if
g( ) d Q <
0
or
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)
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
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
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
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
2
2
5
2
2
5
(2)
Let ' ( s ) = ( s ) ( s + 1)
s5
s4
s3
s2
-10
10
s1
11
s0
10
Kharitonov's Theorem
Stability testing for interval polynomial
(s, q) = q0 + q1s + . . . + qn s n
with qi Q = qi | qi q qi+
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
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.
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
=
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.
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