Stability Analysis
Stability Analysis
Stability Analysis
O. V. Ramana Murthy
B206, AB2
Electrical and Electronics Engineering
Amrita Vishwa Vidyapeetham, Coimbatore
Asymptotic Stability
The most commonly used definitions of stability are based on the
magnitude of the system response in the steady state. If the
steady-state response is unbounded, the system is said to be
unstable.
Asymptotic Stability: A system is said to be asymptotically
stable if its response to any initial conditions decays to zero
asymptotically in the steady state.
lim 𝑦 𝑘 = 0
𝑘→∞
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Bounded sequence with bound bu = 3
Asymptotic vs. BIBO Stability
LTI systems, with no pole-zero cancellation, BIBO and
asymptotic stability are equivalent and can be investigated
using the same tests.
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Stability of discrete-time systems
Factorizing D(z) = 0 and finding its roots.
Jury’s test.
Routh–Hurwitz criterion .
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Factorizing the characteristic equation
The direct method to check the stability of a system is to
factorize the characteristic equation, determine its roots, and
check if their magnitudes are all less than 1.
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Example
The block diagram of a closed-loop system is shown in Figure
8.1. Determine whether or not the system is stable. Assume
that T = 1 s.
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Solution
The transfer function of the closed-loop system is
Y ( z) G( z)
,
R( z ) 1 G ( z )
1 e Ts 4
G( z) Z
s s 2
1 2 z (1 e 2T ) 2(1 e 2T )
(1 z ) 2T
2T
.
( z 1)( z e ) ( z e )
For T = 1 sec, G ( z ) 1.729 .
z 0.135
The characteristic equation is 1 G ( z ) 0 z 1.594 0.
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Solution
The transfer function of the closed-loop system is
Y ( z) G( z)
,
R( z ) 1 G ( z )
1 e Ts 4
G( z) Z
s s 2
1 2 z (1 e 2T ) 2(1 e 2T )
(1 z ) 2T
2T
.
( z 1)( z e ) ( z e )
For T = 1 sec, G ( z ) 1.729 .
z 0.135
The characteristic equation is 1 G ( z ) 0 z 1.594 0.
The root of the characteristic equation z = -1.594 which is outside the
unit circle, i.e. the system is not stable.
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Example
In the previous example, find the value of T for which the
system is stable.
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Solution 2(1 e 2T )
From the previous Solution, we got G( z) 2T
.
(z e )
The characteristic equation is
1 G ( z ) 0 z 3e 2T 2 0.
Hence, the pole is z 3e 2T 2.
| z || 3e 2T 2 | 1
For stability, the condition
|z|<1 must be satisfied;
1 3e 2T 2 1
Thus the system is stable
as long as T < 0.549
ln(1 / 3) 2T 0
0.5 ln(1 / 3) T 0
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Routh-Hurwitz Criterion
The Routh-Hurwitz criterion determines conditions for left half
plane (LHP) polynomial roots and cannot be directly used to
investigate the stability of discrete-time systems.
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Routh-Hurwitz Criterion
For the general z-polynomial,
𝐹 𝑧 = 𝑎𝑛 𝑧 𝑛 + 𝑎𝑛−1 𝑧 𝑛−1 + ⋯ + 𝑎𝑜
1+𝑤
Using the bilinear transformation 𝑧 =
1−𝑤
1+𝑤 𝑛 1 + 𝑤 𝑛−1
𝐹 𝑤 = 𝑎𝑛 ( ) +𝑎𝑛−1 ( ) + ⋯ + 𝑎𝑜
1−𝑤 1−𝑤
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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 2 − 0.25 = 0
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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 2 − 0.25 = 0
Transforming the characteristic equation 𝑧 2 − 0.25 = 0 into
𝑤+1
𝑤 − 𝑑𝑜𝑚𝑎𝑖𝑛 by using the bilinear transformation 𝑧 =
𝑤−1
gives:
0.75𝑤 2 + 2.5𝑤 + 0.75 = 0
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Example
Routh array can now be developed from the transformed
characteristic equation.
0.75𝑤 2 + 2.5𝑤 + 0.75 = 0
𝑤2 0.75 0.75
𝑤1 2.5 0
𝑤0 0.75
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Example
Routh array can now be developed from the transformed
characteristic equation.
0.75𝑤 2 + 2.5𝑤 + 0.75 = 0
𝑤2 0.75 0.75
𝑤1 2.5 0
𝑤0 0.75
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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 3 − 1.2𝑧 2 − 1.375𝑧 − 0.25 = 0
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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 3 − 1.2𝑧 2 − 1.375𝑧 − 0.25 = 0
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Example
Routh array can now be developed from the transformed
characteristic equation.
−1.875𝑤 3 + 3.875𝑤 2 + 4.875𝑤 + 1.125 = 0
𝑤3 -1.875 4.875
𝑤2 3.875 1.125
𝑤1 5.419 0
𝑤0 1125
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Example
Routh array can now be developed from the transformed
characteristic equation.
−1.875𝑤 3 + 3.875𝑤 2 + 4.875𝑤 + 1.125 = 0
𝑤3 -1.875 4.875
𝑤2 3.875 1.125
𝑤1 5.419 0
𝑤0 1.125
Since there is one sign change in the first column, the system has
one root in the right-half of the w-plane.
This, in turn, implies that there will be one root of the
characteristic equation outside of the unit circle in the z-plane.
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Jury’s stability test
It is possible to investigate the stability of z-domain polynomials
directly using the Jury test.
For a polynomial i.e. Characteristic equation
𝐹 𝑧 = 𝑎𝑛 𝑧 𝑛 + 𝑎𝑛−1 𝑧 𝑛−1 + ⋯ + 𝑎𝑜 = 0
the roots of the polynomial are inside the unit circle if and only if
𝟏 . 𝐹 1 >0 𝟑 . 𝑎𝑜 < 𝑎𝑛
𝟐 . (−1)𝑛 𝐹 −1 > 0 𝟒 . 𝑏0 > 𝑏𝑛−1
𝟓 . 𝑐0 > 𝑐𝑛−2
⋮
𝒏 + 𝟏 . 𝑟0 > 𝑟2
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Jury’s stability test
The entries of the table are calculated as follows
𝑎𝑜 𝑎𝑛−𝑘
𝑏𝑘 = 𝑎 𝑎𝑘 , 𝒌 = 𝟎, 𝟏, … , 𝒏 − 𝟏
𝑛
𝑏𝑜 𝑏𝑛−𝑘
𝑐𝑘 = , 𝒌 = 𝟎, 𝟏, … , 𝒏 − 𝟐
𝑏𝑛 𝑏𝑘
𝑠𝑜 𝑠3 𝑠𝑜 𝑠2 𝑠𝑜 𝑠1
𝑟𝑜 = 𝑠 𝑠𝑜 , 𝑟1 = 𝑠 𝑠1 , 𝑟2 = 𝑠3 𝑠2
3 3
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Example
Determine the stability of the system having the following
characteristic equation:
F ( z ) z 4 z 3 2 z 2 2 z 0 .5 0 .
F (1) 6.5 0,
( 1) F ( 1) 1 1 2 2 0.5 0,
4
a0 0.5 1 a4
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Example
F ( z ) z 4 z 3 2 z 2 2 z 0 .5 0 .
z0 z1 z2 z3 z4
0 .5 2 2 1 1
1 1 2 2 0 .5
0.75 0 1 1 .5
1 .5 1 0 0.75
- 1.6875 1.5 0.75
|b0|=0.75< |b3|=1.5
|c0|=1.6875> |c2|=0.75
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System is unstable!
References
Section 4.3, Chapter 4, Discrete-time Control Systems, K.
Ogata, 2nd edition.
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