University at Albany / Electrical and Computer Engineering

IECE 494/560 Modern Control Theory

Spring 2024
Homework 4 - Due: Midnight, Friday, March 29th
1. Determine the stability (marginal or asymptotic) stability of the following systems
   
0 0 0 0 1 0
(a) ẋ(t) = 0 0 0  x(t) (b) ẋ(t) = 0 0 0  x(t)
0 0 −1 0 0 −1

2. Consider the following system

   
−1 10 −2
ẋ(t) = x(t) + u(t)
0 1 0
 
y = −2 3 x(t) − 2u(t).
Is it BIBO stable?
3. Is the following homogeneous equation for t0 ≥ 0 marginally stable? Asymptotically
stable?  
−1 0
ẋ(t) = x(t).
−e−3t 0

4. Consider a system ẋ(t) = f (x(t)). Suppose that

d
(x(t)⊤ Px(t)) ≤ −x(t)⊤ Qx(t),
dt
where P and Q are symmetric positive definite matrices. Prove that, under this
condition, the system is exponentially stable, in the sense that solutions satisfy
∥x(t)∥2 ≤ ce−µt ∥x(0)∥2 for some c, µ > 0. Note that this statement is true whether
the system is linear or not. Also here

Hint: use the inequality λmin (M)∥x∥22 ≤ x⊤ Mx ≤ λmax ∥x∥22 , where λmin (M )
and λmax (M ) are, respectively, the largest and the smallest eigenvalues of the matrix
M . You may also use the fact that if a function v(t) satisfies v̇ ≤ −av, then
v(t) ≤ e−at v(0).
5. Show that, if all eigenvalues of a matrix A have real parts strictly less than some
−µ < 0, then for every Q = Q⊤ > 0, the equation P A + A⊤ P + 2µP = −Q has a
unique solution P = P ⊤ > 0. Show that in this case the solutions of the LTI system
ẋ(t) = Ax(t) satisfy ∥x(t)∥2 ≤ ce−µt ∥x(0)∥2 for some c > 0. (The number µ is called
a stability margin.)