Lect 5

Linear Control Systems
Lecture # 5
Stability and Matlab
p. 1/2
Internal Stability
Internal stability deals with the boundedness and
asymptotic behavior (as t ) of the solutions of
x = Ax
The solution of x = Ax is given by

x(t) = eAt x(0)
Definition: The system

x = Ax is stable if

eAt , t 0, > 0
and asymptotically (or exponentially) stable if

At
e et , t 0, > 0, > 0
p. 2/2
If A is diagonalizable
eAt =
n
X
ei t vi wiT
i=1
The behavior depends on Re [i ]

t
Re [i ] < 0 e i et , > 0
t
Re [i ] = 0 e i = 1
Re [i ] > 0 ei t is unbounded
p. 3/2
In general
eAt =
mi
r X
X
i=1 k=1
Wik
tk1
(k 1)!
ei t
Re [i ] > 0 tk1 ei t is unbounded

k1 t
Re [i ] < 0 t
e i et , > 0, > 0
Re [i ] = 0 and k = 1 ei t is bounded
Re [i ] = 0 and k 2 tk1 ei t is unbounded
p. 4/2
When will the dimension of the Jordan block Ji be higher

than one?
(A i I)vi = 0
Let qi be the algebraic multiplicity of i . If
qi = nullity(A i I) = n rank(A i I)
then there are qi linearly independent eigenvectors

associated with the eigenvalue i
If this is true for every eigenvalue that has multiplicity higher
than one, then we can find n linearly independent
eigenvectors and A is diagonalizable
p. 5/2
If
nullity(A i I) = n rank(A i I) < qi
for any eigenvalue with multiplicity higher than one, then A

is not diagonalizable
nullity(A i I) is equivalent to the geometric multiplicity
of the eigenvalue i .
We need
qi nullity(A i I)
number of generalized eigenvectors
p. 6/2
Theorem: The system x = Ax is

Stable if and only if
Re [i ] 0,
for i = 1, 2, . . . , n
and for every eigenvalue with Re [i ] = 0 and algebraic

multiplicity qi 2,
rank(A i I) = n qi
Asymptotically (or exponentially) stable if

Re [i ] < 0,
for i = 1, 2, . . . , n
p. 7/2
Example: Study the stability of x = Ax, where
1 0
3
1
0 2 1
A=
0
0 3 1
0
0
0 3
Eigenvalues :
1, 2, 3, 3
The system is asymptotically stable
p. 8/2
Example: Study the stability of x
1 0
0 1
A=
0 0
0 0
Eigenvalues :
= Ax, where
3 1
1 0
0 0
0 0
1, 1, 0, 0
The system is unstable
p. 9/2
Example: Consider the series and parallel connections of

two identical systems, each represented by
"
#
" #
h
i
0 1
0
x =
x+
u, y = 1 0 x
1 0
1
or
H(s) =
As =
0
1
0
1
1 0
0 0
0 0
0 1
0
0
1
0
1
s2 + 1
,
A
=
Eigenvalues :
0
1
0
0
j, j
1 0
0 0
0 0
0 1
0
0
1
0
p. 10/2
Series Case:
1 = j, q1 = 2, n q1 = 2
As 1 I =
j 1
0
0
1 j 0
0
0
0 j 1
1
0 1 j
rank(As 1 I) = 3
0 1 0 0
0 j 0 0
0 0 0 1
1 0 0 j
The system is unstable
p. 11/2
Parallel Case:
1 = j, q1 = 2, n q1 = 2
Ap 1 I =
j 1
0
0
1 j 0
0
0
0 j 1
0
0 1 j
rank(Ap 1 I) = 2
0 1 0 0
0 j 0 0
0 0 0 1
0 0 0 j
The system is stable
p. 12/2
What is the effect of state transformations on stability?

A x = P z P 1 AP
Av = v
P 1 Av = P 1 v
(P 1 AP )(P 1 v) = P 1 v
A and P 1 AP have the same eigenvalues. If vi is an
eigenvector of A, then P 1 vi is an eigenvector of P 1 AP
rank P
AP I = rank P
(A I)P = rank (A I)
Internal stability is invariant under state transformations
p. 13/2
Input-Output Stability
Definition: The linear system y(s) = H(s)
u(s) is
Bounded-Input Bounded-Output (BIBO) stable if for every
bounded input u(t), the output y(t) is bounded
Equivalently, for every ku > 0 there is ky > 0 such that
ku(t)k ku , t 0 ky(t)k ky , t 0
By taking the inverse Laplace transform

y(t) =
H(t )u( ) d
where H(t) = L1 {H(s)} is the impulse response matrix
p. 14/2
Theorem: The system y(s) = H(s)

u(s) is BIBO stable if
and only if
Z
kH(t)k dt <
0
Proof of sufficiency:
ky(t)k =
Z t

H(t
)u(
)
d

0
Z t
kH(t )k ku( )k d
0
Z
kH(t )k d ku
0
Z
def
kH()k d ku = ky
0
p. 15/2
Proof on Necessity: Use a contradiction argument (in the

SISO case). Given ku > 0, suppose there is ky > 0 such
that
|u(t)| ku , t 0 |y(t)| ky , t 0
but 0 |h(t)| dt is not finite

There is t1 (dependent on ky /ku ) such that
Z
t1
|h(t1 )| d >
0
ky
ku
p. 16/2
Let
ku ,
u(t) =
0
k
u
when h(t1 t) > 0

when h(t1 t) = 0
when h(t1 t) < 0
|u(t)| ku ,
for 0 t t1
Z t1
Z t1
y(t1 ) =
h(t1 )u( ) d =
ku |h(t1 )| d > ky
0
Contradcition
p. 17/2
Example: Time delay element

y(t) = u(t T )
H(s) = esT
h(t) = L1 {H(s)} = (t T )
|u(t)| ku |y(t)| ku
Or
Z
(t T ) dt = 1
0
p. 18/2
When
H(s) = C(sI A)1 B + D
the elements hij (s) of H(s) are proper rational functions of

s
nij (s)
hij (s) =
dij (s)
where nij (s) are dij (s) are polynomials with
deg(nij ) deg(dij )
p. 19/2
Since
1
(sI A)
1
det(sI A)
Adjoint(sI A)
the poles of hij (s) are roots of

det(sI A) = 0
that is, eigenvalues of A

Not all eigenvalues of A will appear as poles of some
elements of H(s) because some eigenvalues could be
cancelled
p. 20/2
Given a strictly proper rational function H(s), let

h(t) = L1 {H(s)}. When will
Z
|h(t)| dt <
0
H(s) can be expressed as the sum of terms of the form

K
(s p)
L1
K
(s p)
=K
t1
( 1)!
ept
Theorem: H(s) is BIBO stable if and only if all poles of

every element of H(s) have negative real parts
p. 21/2
What is the relationship between asymptotic and BIBO

stability?
The system x = Ax is asymptotically stable if all the
eigenvalues of A have negative real parts.
The system H(s) = C(sI A)1 B + D is BIBO stable if
all poles of all elements of H(s) have negative real parts
The poles of H(s) are eigenvalues of A
Asymptotic stability BIBO stability
What about the opposite implication?

Some eigenvalues of A may not appear as poles of H(s).
If such eigenvalues have nonnegative real parts, then we
could have a situation where the system is BIBO stable but
not asymptotically stable
p. 22/2
Example: Suppose A is diagonalizable

eAt =
n
X
ei t vi wiT
i=1
n
At X
=L e
=
(sI A)
i=1
H(s) = C(sI A)
B+D =
n
X
i=1
1
s i
1
s i
vi wiT
Cvi wiT B + D
If Cvi = 0 or wiT B = 0, the eigenvalue i cancels out of

H(s)
p. 23/2
{A, B, C, D} x = P z {, P 1 B, CP, D}
x = Ax + Bu
z = z + (P 1 B := B)u
y = Cx + Du
+ Du
y = (CP := C)z
...
w1T
..
1
=: .
, P = [v1 , , vn ], P
T
n
wn
CP = [Cv1 , , cvn ] =: [
c1 , , cn ]
b1
..
..
1
P B = . =: .
TB
wn
bn
w1T B
p. 24/2
Uncontrollable Mode and Unobservable Mode
H(s) = C(sI A)
B=
n
X
i=1
1
s i
ci
bi
p. 25/2
Example: Suppose we want to stabilize an unstable

system described by
Gp (s) =
1
s1
Consider a cascade compensator

Gc (s) =
so that
Gp (s)Gc (s) =
s1
s+1
1
s1
s1
s+1
1
s+1
The system is BIBO stable. Is it asymptotically stable?
p. 26/2
Find a state model of the system

u
- s1
s+1
Gp (s) =
Gc (s) =
1
s1
s1
s+1
v
-
1
s1
y
-
x 1 = x1 + v, y = x1
x 2 = x2 + u, v = 2x2 + u
x 1 = x1 2x2 + u
"
#
" #
1 2
1
x =
x+
u
0 1
1
p. 27/2
A=
"
1 2
0 1
Eigenvalues : 1, 1
The system is not asymptotically stable. The eigenvalue

+1 is called a hidden mode. Unstable hidden modes are
not acceptable because they can be excited by initial
conditions or disturbances
For example
x1 (0) = , x2 (0) = 0, u(t) 0 x2 (t) 0
x1 (t) = et
p. 28/2

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Linear Control Systems

The solution of x = Ax is given by

Definition: The system

and asymptotically (or exponentially) stable if

The behavior depends on Re [i ]

Re [i ] > 0 tk1 ei t is unbounded

Re [i ] = 0 and k 2 tk1 ei t is unbounded

When will the dimension of the Jordan block Ji be higher

then there are qi linearly independent eigenvectors

for any eigenvalue with multiplicity higher than one, then A

Theorem: The system x = Ax is

and for every eigenvalue with Re [i ] = 0 and algebraic

Asymptotically (or exponentially) stable if

Example: Study the stability of x = Ax, where

The system is asymptotically stable

Example: Study the stability of x

The system is unstable

Example: Consider the series and parallel connections of

The system is unstable

The system is stable

What is the effect of state transformations on stability?

Internal stability is invariant under state transformations

By taking the inverse Laplace transform

where H(t) = L1 {H(s)} is the impulse response matrix

Theorem: The system y(s) = H(s)

Proof on Necessity: Use a contradiction argument (in the

but 0 |h(t)| dt is not finite

when h(t1 t) > 0

Example: Time delay element

the elements hij (s) of H(s) are proper rational functions of

the poles of hij (s) are roots of

that is, eigenvalues of A

Given a strictly proper rational function H(s), let

H(s) can be expressed as the sum of terms of the form

Theorem: H(s) is BIBO stable if and only if all poles of

What is the relationship between asymptotic and BIBO

What about the opposite implication?

Example: Suppose A is diagonalizable

If Cvi = 0 or wiT B = 0, the eigenvalue i cancels out of

Uncontrollable Mode and Unobservable Mode

Example: Suppose we want to stabilize an unstable

Consider a cascade compensator

The system is BIBO stable. Is it asymptotically stable?

Find a state model of the system

The system is not asymptotically stable. The eigenvalue

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