Stability is an important concept in linear systems —we all want to fly in airplanes with
stable control systems! Although many of us have an intuitive feel for the idea of
“stability,” we need a working definition that will allow us to classify systems as either
stable or unstable.
Working with a partner, draft a definition of stability.
The definition should be specific enough that you can test whether a system with impulse
response g(t) (or equivalently, transfer function G(s)) is stable or not.
Note: There are dozens, and maybe hundreds, of definitions of stability. There is no
“wrong” answer!
When you are finished, press “1” on your PRS remote.
Definition of Stability
Solution
Gu(t) y(t)
The LTI system G is Bounded Input / Bounded Output
(BIBO) stable if every bounded input u(t) produces a bounded output y(t).
Basically, this definition says that every “nice” input produces a “nice” output.
BIBO Stability I
Consider the systems F, G, and H, with impulse responses given by
f(t) = _(t)e−2t g(t) = _(t) h(t) = _(t)et
Which of the systems are BIBO stable?
1. F, G, and H
2. F and G
3. F only
4. G and H
5. H only
6. none of the above
BIBO Stability I
Consider the systems F, G, and H, with impulse responses given by f(t) = _(t)e−2t
g(t) = _(t) h(t) = _(t)et
Which of the systems are BIBO stable?
1. F, G, and H
2. F and G
3. ~ F only
4. G and H
5. H only
6. none of the above
The correct answer is:
BIBO Stability II
Consider the system G with impulse response given by g(t) = 1 1 + t _(t)
Is the system G BIBO stable?
1. Yes
2. No
3. Don’t know
BIBO Stability II
Consider the system G with impulse response given by g(t) =1 1 + t_(t)
Is the system G BIBO stable?
1. Yes
2. ~ No
3. Don’t know
The correct answer is:
BIBO Stability III
Consider the system G with impulse response given by g(t) = 1 p t _(t)
Is the system G BIBO stable?
1. Yes
2. No
3. Don’t know
BIBO Stability III
Consider the system G with impulse response given by g(t) = 1 pt _(t)
Is the system G BIBO stable?
1. Yes
2. ~ No
3. Don’t know
The correct answer is:
Definition 1:
a) System is asymptotically stable if for all x0 we have
(6)
b) System is (simply) stable if for all x0 there exists C such that for all t
(7)
c) System is weakly unstable if it is not stable and if for all x0 there exist C and n such that for all t
(8)
d) System is strongly unstable if it is neither stable nor weakly unstable.
Theorem 1:
• The system is asymptotically stable if all eigenvalues λi satisfy Reλi < 0
• The system is stable, if all eigenvalues λi satisfy
- either Reλi < 0
- or Reλi = 0 and the corresponding Jordan block is of dimension 1
• The system is weakly unstable if all eigenvalues λi satisfy Reλi ≤ 0 and if there is at least one
eigenvalue λi with Reλi = 0 and Jordan block with dimension higher than 1.
• The system is strongly unstable if there is at least one eigenvalue λi with Reλi > 0.
Theorem 2:
• The system is asymptotically stable if all eigenvalues λi satisfy |λi| < 1
• The system is stable, if all eigenvalues λi satisfy
- either |λi| < 1
- or |λi| = 1 and the corresponding Jordan block is of dimension 1
• The system is weakly unstable if all eigenvalues λi satisfy |λi| ≤ 0 and if there is at least one
eigenvalue λi with |λi| = 1 and Jordan block with dimension higher than 1.
• The system is strongly unstable if there is at least one eigenvalue λi with |λi| > 1
Remarks:
1. If the initial conditions x0 coincide with an eigenvector of A, the trajectory x(t) lies on the
straight line through x0 and the origin.
2. A system that has no eigenvalue with Reλi = 0 (continuous time) resp. |λi| = 1 (discrete time) is
called hyperbolic. Hyperbolic systems are robust against parameter changes, and non-
hyperbolic systems are fragile.
3. There are two kinds of multiplicities of an eigenvalue λi:
- The algebraic multiplicity is the number of times it appears on the diagonal of J. This is
equal to the sum of the dimensions of all Jordan blocks with λi.
- The geometric multiplicity is the number of linearly independent eigenvectors with
eigenvalue λi. This is equal to the number of Jordan blocks with eigenvalue λi.