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Stability, Detectability &

Stabilizability
Professor of Electrical Engineering
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Stability Definitions
Stability: in the sense of Lyapunov(i.s. L).
Asymptotic (Internal) Stability: Zero-input
response.
Input-Output Stability or Bounded-Input-
Bounded-Output (BIBO) Stability: Zero-
state response.
Equilibrium State
0
Solve
c
c
=equilibrium state
For nonlinear systems, multiple states
Stability of equilibrium state: depends on
behavior after a perturbation from the
equilibrium.
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Stability of Equilibrium
How sensitive is the system to small
perturbations in its equilibrium?
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Unstable
Stable
Asymptotically
stable
Stability
Definition: For any there exists a
constant such that implies
Can stay arbitrarily close to equilibrium by
starting sufficiently close to it.
Unstable: not stable (cannot stay arbitrarily
close to the equilibrium.
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Stable System
6
B
c
= x: x t < e =open ball of radius e
B
6
= x: x t < o =open ball of radius o
B
c
B
6
x u
Asymptotically Stable
Definition: Stable equilibrium and it is
possible to choose such that
implies
t
Converges to equilibrium by starting
sufficiently close to it.
Globally asymptotically stable: converges
to equilibrium from any initial state.
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Exponential Stability
Definition: There exist positive constants
such that implies
-xt
Global exponential stability: property holds
for any initial state .
Length of state vector decays faster than an
exponential function.
For linear systems, decay is always
exponential.
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Exponential Stability
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0 5 10 15
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
x t
t
Linear Time-invariant Systems
zI zI 0
For a nonsingular state matrix
c
if and only if
c
Only one equilibrium point at the origin.
For a singular state matrix
c
,
c
Rank deficit=number of linearly independent
c
Infinitely many equilibrium points on
c
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Stability for LTI Systesm
At
]
]-1 x
i
t
n
i
]=1
n
d
=1
zI
At
]
]-1 x
i
t
n
i
]=1
n
d
=1
Response is bounded for distinct eigenvalues on
the imaginary axis (stable).
Response is unbounded for repeated
eigenvalues on the imaginary axis (unstable).
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Asymptotic (Internal) Stability for
LTI Systems
Theorem: LTI system is asymptotically stable if
the zero-input response converges to zero for any
initial state.
zI
At
]
]-1 x
i
t
n
i
]=1
n
d
=1
LTI system is asymptotically stable if and only if
all eigenvalues are in the open LHP.
LTI: asymptotic stability implies global
exponential stability.
State Trajectories
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x
2
x
1
-1.5 -1 -0.5 0 0.5 1
-2
-1
0
1
2
3
Asymptotically stable
Stable
Example
Is the system asymptotically stable?
>>A=[3,-2,0;8,-3,-4;0,4,-9];
>>eig(A)
ans =
-1.0000
-3.0000
-5.0000
Yes. All poles in the open LHP.
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Example
Is the system stable?
>>A=[-5,5,-5;-20,20,-20;-20,20,-20];
>>eig(A)
ans=
0
-5
0
No. Repeated pole on the imaginary axis.
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Input-output (BIBO) Stability
Definition For any bounded input, the output is
bounded.
u
Definition can be generalized to time-varying
MIMO systems using ||.|| (norm) in place of |.|
Definition can be generalized to distributed
parameter systems.
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Theorem 1: BIBO Stability
A SISO LTI system is BIBO stable if and only
if its impulse response satisfies

0
Remarks
Condition can be generalized to time-varying
MIMO systems using ||.|| (norm) in place of |.|
Condition can be generalized to distributed
parameter systems.
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Proof Theorem 1 BIBO Stability
Sufficiency (if)
u
t
0

0
u

0
Necessity (only if): Assume BIBO stable with condition
violated and let
t
0

0
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Theorem 2: BIBO Stability
LTI SISO system is BIBO stable if and only if all its
transfer function poles are in the open LFP.
Proof (Necessity)

0
A:

0
]
]-1 x
i
:
n
i
]=1
n
d
=1

0
]
]-1 x
i
:

0
n
i
]=1
n
d
=1
The integral of
]-1 x
i
t
diverges for any transfer
function pole is in the closed RHP .
Proof: Sufficiency
At
]
]-1 x
i
t
n
i
]=1
n
d
=1
,
u
zS
A:
t
0
]
]-1 x
i
:
t
0
n
i
]=1
n
d
=1
zS u ]
]-1 x
i
:

0
n
i
]=1
n
d
=1
After pole-zero cancellation, poles =remaining

LHP poles (not all

) BIBO stability.
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Kalman Decomposition
Any system can be
decomposed into four
subsystems as shown
in the figure:
Unobservable Mode

Uncontrollable Mode

U(s)
Y(s)
Controllable
Observable
Y(s)
Uncontrollable
Observable
Us)
Controllable
Unobservable
Uncontrollable
Unobservable
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Relationship Between Internal
Stability BIBO Stability
BIBO stability is equivalent to open LHP poles
Internal stability implies BIBO stability (since
poles are a subset of the eigenvalues).
Some eigenvalues may cancel in the transfer
function and are not poles.
BIBO stability does not , in general, imply internal
stability
With no cancellation, {poles}={eigenvalues}
BIBO stability is equivalent to internal stability
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Definitions
Detectable: all unstable
modes are observable
(i.e. all unobservable
modes are stable).
Stabilizable: all unstable
modes are controllable
(i.e. all uncontrollable
modes are stable).

x
2
x
1
Observable
Subspace

Unobservable
Subspace
(stable)

y

x
2
x
1
Controllable
Subspace

Uncontrollable
Subspace
(stable)

u
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Important Relations
Internally stable systems are stabilizable
and detectable (no unstable modes).
Observable systems are detectable (no
unstable unobservable modes).
Controllable systems are stabilizable(no
unstable uncontrollable modes).
For minimal realizations, BIBO stability
and internal stability are equivalent
{poles}={eigenvalues}.
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Example
Controllable (phase var. form) but not observable.
BIBO stable but not internally stable.
Stabilizablebut not detectable.
( )( )
| |
(

= =
(

=
(

=
<
+
=

=
+

=
1 1
1 1
1 1
1
0
0 1
1 0
on cancellati without :
0 1
1
1
1
1
1 1
1
) (
2
O C B A
Form le Controllab
stable BIBO
s s
s
s s
s
s G
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Example (continued)
Observable (observer form) but not controllable.
BIBO stable but not internally stable.
Detectable but not stabilizable.
( )( )
| |
(

= =
(

=
(

=
<
+
=

=
+

=
1 1
1 1
0 1
1
1
0 1
1 0
on cancellati without :
0 1
1
1
1
1
1 1
1
) (
2
C C B A
Form Observable
stable BIBO
s s
s
s s
s
s G