29.

October 2010, TOA

NORMS AND
NORMED SPACES

This note states some basic results which are useful in stability theory for
providing a measure of the size of various quantities. For more details see
Desoer and Vidyasagar [1] and Vidyasagar [2].

Normed Spaces

A normed space is a vector space V with a given norm. A norm on a vector

space V is a rule which, given any x ∈V , specifies a real number x , such that

(a) x >0 if x ≠ 0, and 0 = 0;

(b) ax = a ⋅ x for any x ∈V and any scalar a ;
(c) x + y ≤ x + y for any x , y ∈V (the triangle inequality) ;

A normed vector space is called real or complex according to weather the

underlying vector space V is real or complex. Subsequent only norms defined
on ℜ n are considered.

Examples of norms which satisfy the axioms of the norm are

n
x 1 =$ ∑ xi (1)
i =1
1/ P
⎛ n P⎞
x =$ ⎜ ∑ xi ⎟ , where 1 ≤ P < ∞ (2)
P
⎝ i=1 ⎠
x ∞
=$ max xi (3)
i

x 2
is the usual Euclidean norm of x .

An important result is that all norms are equivalent in the sense that there exist
positive numbers κ 1 and κ 2 such that

κ1 x a ≤ x b ≤κ 2 x a, ∀x ∈ℜ n (4)

This means that any norm can be used to show boundedness or convergence.
Hence, often the symbol ⋅ is used without specifying exactly which norm is
meant.

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 29. October 2010, TOA

Function Norms

In continuous-time systems, the inputs and outputs are functions of time t, and t
is usually restricted to t ≥ 0 . Consider functions mapping ℜ + to ℜ . They are
assumed to be piecewise continuous.
For any fixed p ∈[1, ∞) , f : ℜ + → ℜ belongs to LP if ∫0 f (t ) dt < ∞ . The
∞ p

associated norm is
1/ p
= ⎛⎜⎝ ∫ f (t ) dt ⎞⎟⎠
∞ p
f p
(5)
0

and f : ℜ + → ℜ belongs to L∞ if supt ≥0 f (t ) < ∞ , and the norm is

f ∞
= sup f (t ) (6)
t ≥0

Remark 1: Considering functions from ℜ + into ℜ n , all above definitions hold,

except that f (t ) is interpreted as the chosen norm of the vector f (t ) ∈ℜ n .

Remark 2: Associated with the normed space Lp is an extended space Lpe with
Lp ⊂ Lpe . In addition to the class of functions in Lp this extended space also
includes truncated functions of the form:

⎧ f (t ) t≤T
f T (t ) = ⎨ (7)
⎩0 t>T
such that f T p
< ∞ ; ∀T .

Induced Matrix Norms

For a matrix A ∈ℜ n× n a norm can be defined by

Ax
A p
=$ sup p
∀x ∈ℜ n (8)
x ≠0 x p

The norm is called the induced (matrix) norm of A corresponding to the vector
norm x p .
For the induced norm it can be shown that

AB p
≤ A p
B p, ∀ A, B ∈ℜ n×n (9)
Ax p
≤ A p
x p, ∀ A ∈ℜ n×n , x ∈ℜ n (10)

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 29. October 2010, TOA

For p = 2 the induced norm can be given as A 2 = max λ i ( A T A) .

i

Gain of Linear Operators

Let H be a causal operator H : f → g . The Lp gain of H is denoted H p

and is
defined as the smallest value of γ such that

g p
= Hf p
≤γ f p
+β ∀ f ∈ Lp (11)

Consider the convolution-type operator H : f → g given by

∞
g (t ) = ∫ h(t − τ ) f (τ ) dτ , ∀ t ∈ℜ (12)
−∞

Then for p = 2 the L2 gain is given by

H = max h$( jω ) (13)

2 ω ∈ℜ

where h$ ( s) is the Laplace transform of the impulse response of H .

For p = ∞ the L∞ is given by

∞
H ∞
= ∫ h(t ) dt (14)
0
------
Having defined the Lp spaces the following lemma is useful in analyzing the
input-output properties of systems with exponentially stable transfer functions.

Lemma 1: (Desoer and Vidyasagar [1])

Let the transfer function H ( s) be exponentially stable and strictly proper.

Then f ∈ L2 implies that g = H ∗ f ∈ L2 I L∞ , g& ∈ L2 , g is continuous, and
g → 0 as t → ∞ . If, in addition, f → 0 as t → ∞ , then g& → 0 .

References

[1] Desoer, C., and Vidyasagar, M., “Feedback Systems: Input-Output Properties”,
Academic Press: New York, 1975.
[2] Vidyasagar, M., “Nonlinear Systems Analysis”, Prentice-Hall: Englewood Cliffs, N.J.,
1993.

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