Stability

EE-601
Linear System Theory

Prof. Bidyadhar Subudhi

School of Electrical Sciences
Indian Institute of Technology Goa
 Contents
• Introduction
• Input-output stability of LTI systems
• Internal stability
• Lyapunov theorem
• Stability of LTV systems

1
Asymptotically Stability
• Consider 𝑥 = 𝐴𝑥 x 0 = 𝑥0
• The system is said to be asymptotically stable if all the states
approach to zero with time i.e.
• 𝑥 𝑡 → 0 𝑎𝑠 𝑡 → ∞

• Diagonalize the system(simplifies task to look all components

of system one at a time)

𝑥 𝑡 = 𝑃𝑧 𝑡 → 𝑧 = 𝑧 𝑡

2
 Asymptotically Stability
•  is the diagonal matrix of eigenvalues of A
1 0 . 0
0 2 . .
• =
. 0 . 0
0 0 . 𝑛

Individual subsystems are 𝑧𝑖 = 𝑖 𝑧𝑖 𝑡

Solution: 𝑧𝑖 (𝑡)=𝑒 𝑖 𝑧𝑖 (0)

If eigenvalues of the system have negative real parts (i.e. they are in
LHP), individual states go to zero asymptotically with time
𝑧𝑖 𝑡 → 0 𝑖𝑚𝑝𝑙𝑖𝑒𝑠 𝑧(𝑡) → 0 Because 𝑥 𝑡 = 𝑃𝑧 𝑡 → 𝑥(𝑡) → 0

Thus, System is AS if its eigenvalues are in LHP

3
 BIBO Stability
• A SISO system is BIBO stable if and only if g(t) is absolutely
integrable in [0, ), or

0
g(t) dt ≤ M <  for some constant M≥ 0

Condition that guarantees BIBO stability: All the transfer

function poles be in LHP.

4
 AS and BIBO Stability
• What is the difference between AS & BIBO Def??
• Does one implies other?
• Consider 𝑥 = 𝐴𝑥 + 𝐵𝑢
𝑦 = 𝐶𝑥 + 𝐷𝑢
1
• Ĝ 𝑠 = C(𝑠𝐼 − 𝐴)−1 𝐵 +𝐷 = 𝐶 𝐴𝑑𝑗 𝑠𝐼 − 𝐴 𝐵 + 𝐷
det(𝑠𝐼−𝐴)

• Eigenvalues of system 𝑠𝐼 − 𝐴 = 0
• 𝑠𝐼 − 𝐴 appears in denominator of TF
Remarks:
• In absence of P-Z cancellations, TF poles are identical to system
eigenvalues
• Hence, BIBO stability and AS are equivalent
5
 Stable and unstable equilibrium positions
A ball resting in equilibrium on a sheet of metal
bent into various shapes with cross sections
Neglect frictional forces, a small perturbation
from the equilibrium leads to:
1. Oscillatory motion about equilibrium irrespective
of the magnitude of the initial perturbation.
equilibrium position is globally stable.
2. The new position is also an equilibrium, and the
ball will remain in it. equilibrium position is stable.
3. The ball moving away without returning to the
equilibrium. equilibrium position is unstable.
4. Oscillatory motion about the equilibrium, unless
the initial perturbation is so large that the ball is
forced to oscillate about the new equilibrium
position. equilibrium position is locally stable.
With Friction:
• Oscillatory motion steadily decreases until the ball returns to the equilibrium positions
as in items 1 and 4
• Such equilibrium positions: asymptotically stable.
• Assume (as in item #4), there is some “small” region for allowed initial perturbations for
which subsequent motions converge to the equilibrium position.
• However (item 1), any initial perturbation yields a motion that converges to the
equilibrium position, then we have global asymptotic stability(asymptotic stability in the
large) 6
 Basic Definitions of Stability

Consider a class of dynamical systems x(t )  f t , x(t ) , x(t0 )  x0

x(t )  R n is the state vector and f : R x Rn →R is a vector-valued function

f i (t , x1 , x2 ,....xn ) : R  R n  R, i = 1,2,….,n.

If the fi’s do not depend explicitly on t,


x(t )  f t , x(t )   f ( x(t )) is called autonomous

An equilibrium point or state is a constant vector, say xe, such that

f(t, xe) =0 for all t

7
 Stability of Linear Systems
𝑉 = 𝑉(𝑥) is a positive semidefinite (p.s.d)

1. 𝑉 is continuously differentiable, that is 𝑉 𝜖 𝐶1

2. 𝑉(0) = 0.
3. 𝑉(𝑥) ≥ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 𝜖 𝑆.

𝑉 = 𝑉(𝑥)is positive definite (p.d.)

1 .
1. 𝑉 𝜖 𝐶
2. 𝑉(0) = 0.
3. 𝑉(𝑥) > 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥 𝜖 𝑆 {0}.

8
 Stability of Linear System
• Consider the quadratic form 𝑉(𝑥) = 𝑥 𝑇 𝑃𝑥
P is a real symmetric n x n matrix
𝑑𝑉 𝑥(𝑡) •
= 𝑉 (𝑡)
• 𝑑𝑡 •
= 𝑥 𝑇 (𝑡)𝑃𝑥(𝑡) + 𝑥 𝑇 (𝑡) + 𝑃𝑥 (𝑡)
• •
𝑥 = 𝐴𝑥 𝑉 = 𝑥 𝑇 𝐴𝑇 𝑃𝑥 + 𝑥 𝑇 𝑃𝐴𝑥
Substituting and into the above
equation yields •𝑇
𝑥 = 𝑥 𝑇 𝐴𝑇

= 𝑥 𝑇 (𝐴𝑇 𝑃 + 𝑥 𝑇 𝑃𝐴)𝑥
•
Let 𝑄= −(𝐴𝑇 𝑃 + 𝑃𝐴) then 𝑉 = −𝑥 𝑇 𝑄𝑥

9
 A. M. Lyapunov, 1892

The system x  Ax, x(t0 )  x0
is asymptotically stable if and only if for any given real symmetric positive
definite (r.s.p.d.) matrix Q the solution P to the continuous Lyapunov matrix
equation, AT P  PA  Q is also (real symmetric) positive definite.

Proof (⇒) We prove necessity, for asymptotic stability, by contradiction

We have x T Qx  0 for all x0
Assume that A is an asymptotically stable matrix. For some nonzero x 0
x T0 Px 0  0

 
 d T
From V   x T Qx x (t ) Px(t)   x T Qx(t)  0
dt
⇒ V x (t )   x T (t ) Px(t) decreases on the trajectories of the system

x (t )  Ax (t ) as t→∞

A is asymptotically stable lim x(t)  0.

t 
Hence lim x T (t ) Px(t)  lim x T (t ) Px(t)  0.
t  x(t) 0 10
 This completes the proof of the first part of the theorem that states
that asymptotic stability of A implies that for any r.s.p.d matrix Q the
solution P to the equation
AT P  PA'  Q
is r.s.p.d.
sufficiency by contradiction
assume
x T Px  0 and - x T Qx  0 for all x  0,
A is not asymptotically stable

This means that the solution to x (t )  Ax(t), x  0, x(t)  e A  t - t 0 x 0

is bounded away from the origin x = 0. Thus, there is a constant b > 0 such
that
x T (t )Qx(t)  b  0 for all t>t0
11
 Integrating
dt

d T

x Px(t)   x T Qx(t) yields
t

x (t ) Px(t)  x (t 0 )Px(t 0 )    x T ( s )Qx(s) ds.
T T
t0

 x T (t )Qx(t)  b  0 for all t > t0

We obtain for t > t0 T T

t

t0
 
x (t ) Px(t)  x (t 0 )Px(t 0 )    x T ( s)Qx(s) ds.
 x T (t0 ) Px(t 0 )  b(t  t0 ).

above implies that for a sufficiently large t x T (t ) Px(t)  0,

which contradicts the assumption that x T (t ) Px(t)  0
This means that A must be asymptotically stable (proof is complete)

12
 Example
0 1
A  ,
  1  2
and Q = I2. We solve the Lyapunov equation AT P + P A = - Q for P. Assume
P to have the form
 p1 p2 
P   PT
 p2 p3 

0  1   p1 p2   p1 p2   0 1
AT P  PA     
1  2  p2 p3   p2 p3   1  2

  2 p2  p3  p1  2 p2 

 p3  p1  2 p2  2 p2  4 p3 

1 0 
 Q   
0  1 3 1 
Solving the corresponding linear equations yields P   2 2
 1 2 1 
2
The solution matrix P is positive definite. Hence, the matrix A must have its
eigenvalues in the open left-half plane. Indeed, the eigenvalues of A are both
located at −1.
13
 Definition (Lyapunov function)
A pdf V(x) whose time derivative evaluated on the solutions of the
𝒙 = 𝑨𝒙 is negative definite (or negative semidefinite) is called a
Lyapunov function for this system.
Lyapunov’s theorem gives us a necessary and sufficient condition for
asymptotic stability of LTI dynamical systems.
To check if a given matrix A is AS or not, it is enough to take an arbitrary
r.s.p.d. matrix Q, solve 𝐴𝑇 𝑃 + 𝑃𝐴 = −𝑄 for real symmetric P, and check if
the obtained P is pd, or not.
If P > 0, then A is AS.
If P is not pd, then A cannot be AS.
Because Q can be an arbitrary r.s.p.d. matrix, Q = In (n × n identity matrix)
is a good choice.

14
 Example
−1 3
Let A =
0 −1

Which is asymptotically stable. Let

1 0
𝑃= = 𝐼2 > 0
0 1

2 −3
Then 𝑄 = − 𝐴𝑇 𝑃 + 𝑃𝐴 = ,
−3 2

Which is indefinite. Thus, unless Q turns out to be definite, nothing

can be inferred about asymptotic stability from the Lyapunov
theorem if we start with P and then calculate Q
15
Stability of LTV Systems
• Consider a SISO LTV system described by
𝑡
𝑦 𝑡 = 𝑔 𝑡,  𝑢  𝑑
𝑡0
The system is said to be BIBO if every bounded input excites a
bounded output
𝑡
𝑦 𝑡 = 𝑡0
g(t,τ) d  M   for all t and t0 with t≥ t0

• For the multivariable case,

𝑡
𝑦 𝑡 = G(t,τ) d  M  
𝑡0
The system is said to be BIBO if
𝑡
𝑦 𝑡 = 𝑡 G(t,τ) d  M   for all t0 with t≥ t0
0

19
Contd.,
• The impulse response of the matrix of
𝑥 = 𝐴𝑥 + 𝐵𝑢, 𝑦 = 𝐶𝑥 + 𝐷𝑢
• Impulse response matrix:
𝐺 𝑡,  = 𝐶 𝑡  𝑡,  B  + D(t)δ(𝑡−)
𝑡
• Zero state response: 𝑦 𝑡 = 𝑡0
G(t,τ)𝑢  d
• The system is BIBO stable if and only if there exist constants M1
and M2 such that
D(t)  M1  
𝑡
𝑦 𝑡 = G(t,τ) d  M2  
𝑡0
• The zero-input response is marginally stable if and only if
 𝑡, 0  M 
• The equation 𝑥 = 𝐴𝑥 is asymptotically stable if the response
excited by every finite initial state is bounded and approaches
zero as t . 20