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Lect 5

This document summarizes key concepts from a lecture on linear control systems and stability. It discusses internal stability, asymptotic stability, diagonalizability, Jordan forms, input-output stability, poles and zeros, state transformations, uncontrollable and unobservable modes, and examples analyzing the stability of systems using eigenvalues. While cascade compensation can achieve bounded-input bounded-output stability, it may not guarantee asymptotic stability if it does not stabilize all modes, including hidden unstable modes.

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Ashik Mahmud
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42 views

Lect 5

This document summarizes key concepts from a lecture on linear control systems and stability. It discusses internal stability, asymptotic stability, diagonalizability, Jordan forms, input-output stability, poles and zeros, state transformations, uncontrollable and unobservable modes, and examples analyzing the stability of systems using eigenvalues. While cascade compensation can achieve bounded-input bounded-output stability, it may not guarantee asymptotic stability if it does not stabilize all modes, including hidden unstable modes.

Uploaded by

Ashik Mahmud
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 28

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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