I/O Stability Lecture Notes by B.

Yao

1
Input-Output (I/O) Stability
-Stability of a System
Outline:

Introduction
- White Box and Black Box Approaches
- Input-Output Description

Formalization of the Input-Output View
- Signals and Signal Spaces
- The Notions of Gain and Phase
- The Notion of Passivity
- The BIBO Stability Concept

I/O Stability Theorems
- The Small Gain Theorem
- The Passivity Theorem
- Positive Real Functions and Kalman-Yakubovich Lemma
For LTI System
I/O Stability Lecture Notes by B.Yao

2
1. Introduction

Systems can be modeled from two points of view: the internal (or state-space)
approach and the external (or input-output) approach. The state-space approach takes
the white box view of a system, and is based on a detailed description of the inner
structure of the system. In the input-output approach, a system is considered to be a
black box that transforms inputs to outputs. As a consequence, the system is modeled
as an operator. The operator can be represented by either a verbal description of the
input-output relationship, or a table look-up, or an abstract mathematical mapping that
maps an input signal (or a function) in the input signal space (or a functional space) to
an output signal (or a function) in the output signal space.

2. Formalization of I/O View

2.1 Signals and Signal Spaces
2.1.1 Single-Input Single-Output (SISO) Systems

In SISO systems, the input and output signals can be described by real valued time
functions, e.g., an input signal is denoted by a time-function u in R, i.e.,

{ }
( ), u u t t R = e

Note that to specify an input signal u, it is necessary to give its value at any time, not
values at a point or an interval.
I/O Stability Lecture Notes by B.Yao

3

The input and output signal spaces can be described by normed spaces; certain norms
have to be defined to measure the size of a signal. For example,

- The super norm or L

-norm

0
sup ( )
t
u u t

>
= (I.1)

Application examples of using the super norm are the problem of finding
maximum absolute tracking error and the problem of dealing with control
saturation.

-
2
L -norm
( )
1
2
2
2
0
( ) u u t dt

=
}
(I.2)

If we are interested in the energy of a signal,
2
L -norm is a suitable norm to
choose.

-
p
L -norm
( )
1
0
( )
p
p
p
u u t dt

=
}
, 1 p s < (I.3)
I/O Stability Lecture Notes by B.Yao

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Corresponding to different norms, different norm spaces are defined:

- L

-space
the set of all bounded functions, i.e., the set of all functions with a
finiteL

norm.

{ }
: for some 0 L x x M M

= s > (I.4)

-
p
L -space
the set of all functions with a finite
p
L -norm., i.e.,

( )
1
0
: or ( ) for some 0
p
p
p
p
L x x M x t dt M M

= s s >
`

)
}
(I.5)



In general, these normed spaces may be too restrictive and may not include certain
physically meaningful signals. For example, the
2
L -space does not include the
common sinusoid signals (why?). To be practically meaningful, the following
extended space is defined to avoid this restrictiveness:

I/O Stability Lecture Notes by B.Yao

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Definition [Extended Space]

If X is a normed linear subspace of Y, then the extended space
e
X is the set


{ }
: for any fixed 0
e T
X x Y x X T = e e > , (I.6)

where
T
x represents the truncation of x at T defined as


( ) 0
( )
0
T
x t t T
x t
t T
s s

=

>

(I.7)

The extended
1
L space is denoted as
1e
L , the extended
2
L space as
2e
L , .

Example:


2 2
( ) sin but
( ) but
e
e
u t t u L u L
y t t y L y L
e

= e e
= e e



I/O Stability Lecture Notes by B.Yao

6
2.1.2 Multi-Input-Multi-Output (MIMO) Systems

Multiple inputs and multiple outputs can be represented by vectors of time functions.
For example, m inputs can be represented by a m-dimension of time functions u, i.e.,

| |
: 0
m
u R
with
1
( )
( )
( )
m
m
u t
u t R
u t
(
(
= e
(
(

(I.8)

Norms corresponding to (I.1)-(I.3) are defined as

- The super norm

0
sup ( )
t
u u t

>
= (I.9)

where, for avoiding confusion, ( ) u t is used to represent the norm of ( ) u t in
m
R space
1
.

1
The super -norm of ( ) u t in
m
R is ( ) max ( )
i
i
u t u t

= .
I/O Stability Lecture Notes by B.Yao

7

- The
2
L -norm

2
2 2
0 0
( ) ( ) ( )
T
u u t dt u t u t dt

= =
} }
(I.10)

- The
p
L -norm

( )
1
0
( )
p
p
p
u u t dt

=
}
, 1 p s < (I.11)

where ( ) u t represents the norm of ( ) u t in
m
R space
2
.

The corresponding norm spaces are represented by
m
L

,
2
m
L and
m
p
L respectively. The
extended spaces are
m
e
L

,
2
m
e
L and
m
pe
L respectively.



2
The p-norm of ( ) u t in
m
R is
1
1
( ) ( )
m
p
p
i
p
i
u t u t
=
| |
=
|
\ .

.
I/O Stability Lecture Notes by B.Yao

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2.1.3 Useful Math Facts

The following lemmas state some useful facts about
p
L -spaces.

Lemma I.1 [Page 144 of REF1] (Holders Inequality)
If
| |
, 1, p qe , and
1 1
1
p q
+ = , then,
p
f L e ,
q
g L e imply that
1
fg L e , and
1 p q
fg f g s (I.12)
i.e.,
( ) ( )
1 1
0 0 0
( ) ( ) ( ) ( )
p q
p q
f t g t dt f t dt g t dt

s
} } }
(I.13)

Note:

When 2 p q = = , the Holders inequality becomes the Cauchy-Schwartz inequality,
i.e.,

( ) ( )
1 1
2 2
2 2
0 0 0
( ) ( ) ( ) ( ) f t g t dt f t dt g t dt

s
} } }
(I.14)

I/O Stability Lecture Notes by B.Yao

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An extension of the Lemma I.1 to
pe
L space can be stated as

Lemma I.2
If
| |
, 1, p qe , and
1 1
1
p q
+ = , then,
pe
f L e ,
qe
g L e imply that
1e
fg L e , and

( )
1
T T
p q T
fg f g s , 0 T > (I.15)
or
( ) ( )
1 1
0 0 0
( ) ( ) ( ) ( )
T T T p q
p q
f t g t dt f t dt g t dt s
} } }
0 T > (I.16)


Lemma I.3 [Page 144 of REF1] (Minkowski Inequality)

For
| |
1, pe , ,
p
f g L e imply that
p
f g L + e , and

p p p
f g f g + s + (I.17)


I/O Stability Lecture Notes by B.Yao

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Note:

(a) A Banach space is a normed space which is complete in the metric defined by its
norm; this means that every Cauchy sequence is required to converge. It can be
shown that
p
L -space is a Banach space. [Pages 76-82 of REF1]

(b) Power Signals: [REF5]

The average power of a signaluover a time span T is


2
0
1
( )
T
u t dt
T
}
(I.18)

The signal uwill be called a power signal if the limit of (I.18) exists asT , and
then the square root of the average power will be denoted bypow( ) u :


1
2
2
0
1
pow( ) lim ( )
T
T
u u t dt
T

| |
=
|
\ .
}
(I.19)

I/O Stability Lecture Notes by B.Yao

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(c) The sizes of common
p
L spaces are graphically illustrated below [REF5]





Note:

1 2
L L L

c






Example: (verify by yourself)
1
( )
1
f t
t
=
+

2
( ) f t L L

e , but
1
( ) f t L e ,
1
( )
e
f t L e

0 if 0
1
( ) 0 1
0 1
t
f t t
t
t
s

= < <

>

1
( ) f t L e , but ( ) f t L

e ,
2
( ) f t L e
2
L
1
L
pow
L

I/O Stability Lecture Notes by B.Yao

12
2.2 Gain of A System

2.2.1 Definitions

From an I/O point of view, a system is simply an operator S such that maps a input
signal u into an output signal y. Thus, it can be represented by

:
ie oe
S X X with y Su = (I.20)

where the extended norm space
ie
X represents the input signal space (i.e.,
ie
u X e ) and
oe
X is the output signal space. The gain of a linear system can thus be introduced
through the induced norm of a linear operator defined below:

Definition [Gain of A Linear System]
The gain ( ) S of a linear system S is defined as

, 0
( ) sup
e
u X u
Su
S
u

e =
= (I.21)

where u is the input signal to the system. In other words, the gain ( ) S is the
smallest value such that

( ) Su S u s ,
e
u X e (I.22)

I/O Stability Lecture Notes by B.Yao

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For a linear system described by a matrix
{ }
m n
ij
A a R

= e , the gain ( ) S is the
induced norm of the matrix given by

max
i ij
j
A a

=

(row sum) for super norm,
1
max
j ij
i
A a =

(column sum) for 1-norm, and
( )
( )
2
T
M M
A A A A o = = (maximum singular value) for 2-norm.


Nonlinear systems may have static offsets (i.e., 0 Su = when 0 u = ). To accommodate
this particular phenomenon, a bias term is added in the above definition of gains:

Definition [Page 147 of REF1] [Gain of A Nonlinear System]

The gain ( ) S of a nonlinear system S is defined to be the smallest value such that

( ) Su S u | s + ,
e
u X e (I.23)

for some non-negative constant| .


I/O Stability Lecture Notes by B.Yao

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Definition [Page 197 of REF7] [Finite Gain Input-Output Stability]

A nonlinear system S is called finite-gain L
p
input-output stable if the gain ( ) S
defined in (I.23) is bounded (or finite), in which the L
p
norm is used for input and
output signals.

Note:

When p=, the above finite gain L

stability results in bounded-input bounded-

output (BIBO) stability. The converse is in general not true. For example, the static
mapping y=u
2
is BIBO stable but does not have a finite gain.

The above definitions are valid for all systems including acausal systems. Physical
dynamic systems are always causal, which is captured by the following definition
which further simplifies the analysis:

Definition [Page 146 of REF1] [Causal Nonlinear Operators]
A mapping :
n m
pe pe
S L L is said to be causal if for every input u and every T>0, it
follows that

( ) ( )
, 0,
n
T pe
T T
Su Su T u L = > e

In other words, the truncation of the output to u(.) up to time T is the same as the
output to u
T
(.) up to time T.
I/O Stability Lecture Notes by B.Yao

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2.2.2 Linear Time Invariant Systems

An LTI system with a TF matrix G(s) can be described in input/output forms by

( ) ( ) ( ) Y s G s U s = in s-domain

0
( ) ( * )( ) ( ) ( )
t
y t g u t g t u d t t t = =
}
in time-domain (I.24)

where
{ }
1
( ) ( ) g t L G s

= is the matrix of unit impulse responses. The unit impulse

response matrix of a strictly proper stable ( ) G s has the following properties:

(a) ( ) , 0
t
m
g t g e t
o
s > for some constants 0
m
g > and 0 o >

(b) ( ) (0 ) ( ) , 0
t
md
g t g t g e t
o
o

+ s >

for some constants 0

md
g > , where
( ) g t represents the induced norm of the matrix ( )
m m
g t R

e .

I/O Stability Lecture Notes by B.Yao

16
Lemma I.4 For
| |
1, pe (note that p includes 1 and ), if
1
g L e and
p
u L e ,
then
1
*
p p p
y g u g u = s (I.28)

Proof:

( )
1, p e , let q be
1 1
1
p q
+ = . Then,
0
1 1
0 0
( ) * ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
t
t t
p q
y t g u t g t u d
g t u d g t u g t d
t t t
t t t t t t t
= =
s =
}
} }


Applying Holders inequality (Lemma I.2):
1
1
0 0
1
1
1
0
( ) ( ) ( ) ( )
( ) ( )
q q
t t p
p
q
t p
p
q
y t g t u d g t d
g g t u d
t t t t t
t t t
(
(
s
(
(


(
s
(

} }
}

Thus, 0, T >
I/O Stability Lecture Notes by B.Yao

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1
1
0 0
1
0 0
1
0
1
0
1
0 0
( ) ( )
( ) ( )
( ) ( )
( ) ( )
( ) ( )

p
p
T t p
p p
q
T
p
p
T t
p
q
p
T T
p
q
p
T T
p
q
p
T
p
q
g
y g g t u d dt
g g t u d dt
g g t u dt d
g g t dt u d
g g t dt u d
t
t
t t t
t t t
t t t
t t t
t t t

s
(
s
(

=
(
=
(

(
=
(

s
} }
} }
} }
} }
} }

1 1
0
( )
p q
T
p p p
q
p
g u d g u t t
+
s s
}

So,
1 1
p p p
p p p p
y g u y g u s s
which proves the lemma for
( )
1, pe . With the same change of order of the
integration as above, the case for 1 p = can be proved easily. For p = we can take
u

out of the integral and the result follows. Q.E.D.

I/O Stability Lecture Notes by B.Yao

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THEOREM I.1 [Page 59 of REF2]
Let ( )
m m
G s R

e be a strictly proper rational transfer function matrix of s.

(a) The system is stable (i.e. G(s) is analytic in Re[ ] 0 s > or has all poles in LHP)
iff
1
( ) g t L e .

(b) Suppose that the system is asymptotically stable (or exponentially stable), then,

(i)
1 1
m m m
u L y L L

e e ,
1
m
y L e

, y is absolutely continuous and

( ) 0 y t as t ;

(ii)
2 2
m m m
u L y L L

e e ,
2
m
y L e

, y is continuous, and ( ) 0 y t as
t ;

(iii)
m m
u L y L

e e ,
m
y L

, y is uniformly continuous;

(iv)
m
u L

e and if ( ) u t u

as t , then, in addition to (iii),

( ) (0) y t G u

as t , and the convergence is exponential;

(v) For (1, ) pe , ,
m m
p p
u L y y L e e

. A
I/O Stability Lecture Notes by B.Yao

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Sketch of Proof:
As G(s) is strictly proper rational TF,
1
( ) and ( ) g t g t L e

. Thus, from Lemma I.4,

[1, ], p e
m m
p p
u L y L e e , and
m
p
y L e

.

As
1
m
y L e

, ( ) ( ) y t y . Since
1
m
y L e , ( ) 0 y = . Also, the fact that
1
m
u L e and
m
g L

e leads to
m
y L

e . Thus, (i) is true as the absolutely continuous of ( ) y t can be

proved by definition.
The fact that
2
,
m
y y L e

means that
1
T
y y L e

. Noting
2 2
0
2 ( ) (0)
t
T
y ydt y t y =
}

,
1
T
y y L e

leads to the results that

2
( )
m
y t L

e and ( ) y t is continuous and converges

as t . Since
2
m
y L e , it must be ( ) 0as y t t , which proves (ii).
A


THEOREM I.2

If G(s) is strictly proper and stable, then, the LTI system is finite gain
p
L input-
output stable for [1, ] pe with
1
( ) S g s . #

Proof:
Follows directly from Theorem I.1 (a) and Lemma I.4. Q.E.D.
I/O Stability Lecture Notes by B.Yao

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We introduce two norms for G(s):

-Norm

( ) : sup ( ) G s G j
e
e

= (I.25)
2-Norm
1
2
2
2
1
( ) ( )
2
G s G j d e e
t

| |
=
|
\ .
}
(I.26)

Note that if G(s) is stable, then by Parsevals theorem,


( )
1
1
2
2
2 2
2 2
0
1
( ) ( ) ( )
2
G s G j d g t dt g e e
t

| |
= = =
|
\ .
} }


THEOREM I.3

Assume that G(s) is stable and strictly proper. Then, its typical input and output
relationship can be summarized by the following two tables.

I/O Stability Lecture Notes by B.Yao

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Table I.1: Output Norms and Pow For Two Typical Inputs

( ) ( ) u t t o = ( ) sin( ) u t t e =
2
y
2
( ) G s
y

( ) G je ~

pow( ) y

0
1
( )
2
G je

Table I.2: System Gains ( ) S


2
u u

pow( ) u
2
y ( ) G s

2
( ) G s
1
g
pow( ) y
0
( ) G s

s ( ) G s

I/O Stability Lecture Notes by B.Yao

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2.3 The Notion of Phase
The phase angle between two vectors
1
v and
2
v in
n
R space is

1 2
1 2
1 2 1 2
2 2 2 2
cos
T
v v
v v
v v v v
= = (I.29)

Similarly, we can define an inner product on the signal space
2
m
L as

1 2 1 2
0
( ) ( )
T
x x x t x t dt

=
}

1 2 2
,
m
x x L e (I.30)

It is obvious that the induced norm by the inner product is the
2
L -norm defined early.
The phase ( ) u of the system S for a given input u may thus be defined as

2 2 2 2
cos ( )
y u Su u
u
u y u Su
= = (I.31)

Note that unlike the gain ( ) S , the above definition of phase depends on the input
signal.
I/O Stability Lecture Notes by B.Yao

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2.4 Passivity

The notion of passivity is introduced as an abstract formulation of the idea of energy
dissipation. It is observed that a physical system consisting of passive elements only
(e.g. resistors, capacitors, and inductors in electrical systems, mass, spring, and
damper in mechanical systems) can only store and dissipate energy. As a result, the
output of the system to any input will follow (or conform to) the input since the
system does not have active energy to fight against the input. This phenomenon is
mathematically captured by the requirement that the inner product of the input signal u
and the output signal y is non-negative, i.e.,

0 y u >
2e
u L e (I.32)

which is equivalent to saying that the phase ( ) u in (I.31) is between ,
2 2
t t
(

(

, i.e.,

( )
2 2
u
t t
s s
2e
u L e (I.33)

The notion of passivity can thus be formally defined as follows

I/O Stability Lecture Notes by B.Yao

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Definition [Page 154 of REF1] [Passivity Systems]

A system with input u and output y is passive if there exists a constant 0 | >
independent of the control input u(t), t>0, such that

y u | >
2e
u L e (I.34)

In addition, the system is input strictly passive (ISP) if there exists 0 c >
independent of u such that

2
2
y u u c | >
2e
u L e (I.35)

and output strictly passive (OSP) if there exists 0 c > independent of u such that


2
2
y u y c | >
2e
u L e (I.36)

Note:
In the above definition, a bias term | is added to the inequality (I.32) to
represent the effect of non-zero initial conditions (or non-zero initial energy).

Note:
The passivity condition (I.34) is equivalent to
T T
y u | > 0 T >
2e
u L e
or
I/O Stability Lecture Notes by B.Yao

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0
( ) ( )
T
y t u t dt | >
}
0 T >
2e
u L e
Similarly, (I.35) and (I.36) are equivalent to
2
2
T T T
y u u c | > 0 T >
2e
u L e
and
2
2
T T T
y u y c | > 0 T >
2e
u L e
respectively since the physical system is causal.

Example I.1: A Mass System is Passive but neither ISP nor OSP

Consider a mechanical system consisting of a pure mass m shown below

The input to the system is the applied force F and the output is the velocity v of the
mass. Then,
2e
u L e

2 2 2 2
0 0
1 1 1 1
( ) ( ) ( ) ( ) ( ) (0) (0)
0 2 2 2 2
T T
T T
T
y u v t F t dt v t mv t dt mv mv T mv mv = = = = >
} }


which indicates that the system is passive. To see that the system is neither ISP nor
OSP, choose
1
ms
u=F y=v

I/O Stability Lecture Notes by B.Yao

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( ) ( ) sin u t F t t = =

0
1 1
( ) ( ) (0) ( ) (0) (1 cos )
t
y t v t v F d v t
m m
t t = = + = +
}

From (I.40), 0 T > ,
T T
y u is bounded. Since
2 2
2 2
T T
u F = and
2 2
2 2
T T
y v = asT , there does not exist an 0 c > such that (I.35) or
(I.36) is satisfied. Thus, the system is neither ISP nor OSP. The physical explanation
is that an inertia element only stores energy but does not dissipate energy.

Example I.2: A Damper is Passive, ISP and OSP

A damper is described by:

( ) ( ) ( ) ( ) y t F t bv t bu t = = =
Thus
2 2
2
2 2
0 0
1
( ) ( ) ( )
T T
T T T T
y u y t u t dt b u t dt b u y
b
= = = =
} }

which indicates that the system is ISP and OSP. The physical explanation is that a
damper dissipates energy.
Lemma I.5 [Passivity & Lyapunov Formulation]

Consider a system with input u and output y. Suppose that there exists a positive
semi-definite function ( , ) 0 V x t > such that
u=v(t) y=F(t)
b
I/O Stability Lecture Notes by B.Yao

27

( ) ( ) ( )
T
V y t u t g t =

(I.41)

Then, the system is passive if 0 g > . In addition, the system is

(i) ISP if
2
1 2
g u c > ,
2e
u L e , for some 0 c >

(ii) OSP if
2
1 2
g y c > , u for some 0 c > .

Note:
(I.41) is an abstraction of the energy-conservation equation of the form

| |
| | | |
Stored Energy (kinetic potential)
External Power Input Internal Power Generation
d
dt
+
= +


Thus, the system with the form (I.41) is normally referred to as a system in a power
form.

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28
Proof:
From (I.41):
( )

0 0
0
( ) ( ) (0) ( )
(0) ( )
T T
T T
T
y u V g t dt V T V g t dt
V g t dt
|
= + = +
> +
} }
}

Thus, if ( ) 0 g t > , the system is passive. If
2
1 2
g u c > , then the system is ISP.
If
2
1 2
g y c > , then the system is OSP. Q.E.D.

I/O Stability Lecture Notes by B.Yao

29
2.5 Input-Output Stability

From an I/O point of view, a system is stable if a bounded input will result in a
bounded output, which is described by the following formal definition:

Definition [Page 197 of REF7] [Input-Output L Stability]

A system :
m q
e e
S L L is I/O L stable if there exists a class K function o, defined
on [0, ) , and a non-negative constant | such that

( )
( )
T
L T
L
Su u o | s + 0 T >
m
e
u L e (I.44)

where
L
- represents one of the norms defined for a function or a signal.

It is finite-gain L stable if there exist non-negative constants and | independent
of u such that

( )
T
L T
L
Su u | s + 0 T >
m
e
u L e (I.45)

I/O Stability Lecture Notes by B.Yao

30
3. I/O Stability Theorems

Having defined the notions of BIBO stability and passivity, some useful criteria can
be developed to judge the I/O stability and passivity of a complex system based on the
I/O stability and passivity of its subsystems. Specially, consider the following
feedback system S which is an inter-connection of two subsystems
1
S and
2
S :


Fig. I.1 Feedback Connection of
1
S and
2
S

We would like to judge the I/O stability of S based on the I/O stability of
1
S and
2
S .


-
1
S
y
e
u
2
y
2
S +
n
2
u
I/O Stability Lecture Notes by B.Yao

31
THEOREM I.4 [The Small Gain Theorem (SGT)]

Consider the system shown in Fig. I.1. Suppose that
1
S and
2
S are finite-gain
p
L
I/O stable, i.e., there exist
1
,
2
0 > and constants
1
| and
2
| such that 0 T > ,

( )
1 1 1 T T
p p T
p
y S e e | = s +
pe
e L e
( )
2 2 2 2 2 2 T T
p p T
p
y S u u | = s +
2 pe
u L e (I.46)

if
1 2
1 < (I.47)

then the closed-loop system is finite-gain
p
L stable with the gain from the input u
to the output y less than
( )
1 1 2
1 . In fact,


( ) 1 1 2 1 2 1
1 2
1
1
T T T
p p p
y u n | |

s + + +

(I.48)

Note:
(a) The small gain theorem (SGT) is useful when we analyze the robustness of a
control design to unmodeled dynamics; the stable nominal closed-loop system can
be considered as the subsystem
1
S and the unmodeled dynamics can be
represented by the subsystem
2
S .
I/O Stability Lecture Notes by B.Yao

32

(b) The SGT is in general quite conservative since the condition (I.47) is quite
stringent. For example, suppose that
1
S and
2
S are stable LTI systems with TF
1
( ) G s and
2
( ) G s respectively. Then, their
2
L gains are
1 1
( ) G s

= and
2 2
( ) G s

= respectively. In order to satisfy the condition (I.43), it is necessary
that the Nyquist plot of the open-loop TF
1 2
( ) ( ) G s G s lies within the unit circle.
This is quite conservative compare to the Nyquist Stability Criterion which only
requires that the Nyquist plot does not encircle the
( )
1,0 point.


Proof:
Note that
2
e u y =
2 T T T
e u y s +
2
u y n = +
2T T T
u y n s + (I.49)
Substituting (I.49) into (I.46), we have
( )
( )
( )
1 2 1
1 1 2 2 2 1
1 1 2 1 2 1


T T T
T T
p
T T T
y u y
u u
u y n
|
| |
| |
s + +
s + + +
s + + + +
(I.50)
which leads to (I.48) if (I.47) is satisfied. Q.E.D.
I/O Stability Lecture Notes by B.Yao

33
3.2. Passivity Theorems

3.2.1 General Passivity Theorems

Lemma I.6 [Parallel Connection]
Consider the parallel connection of the subsystem
1
S and
2
S shown below








System S

Fig. I.2 Parallel Connection of
1
S and
2
S

Assume that
1
S and
2
S are passive. Then, the resulting system S is passive. In
addition,

(i) if any one of
1
S and
2
S is ISP, then S is ISP.

(ii) if both
1
S and
2
S are OSP, then S is OSP.
Proof:
1
S
2
S
u
y
2
y
1
y
+
I/O Stability Lecture Notes by B.Yao

34
Noting that
1 2 T T T T T T
y u y u y u = +
the proof of the lemma is straightforward. Q.E.D.


Lemma I.7 [Feedback Connection]

Consider the feedback connection of the subsystem
1
S and
2
S in Fig. I.1 with n=0.
If
1
S and
2
S are passive, then S is passive. In addition,

(i) if
1
S is OSP or
2
S is ISP, then S is OSP.

(ii) if
1
S is ISP and
2
S is OSP, then S is ISP

Note:
If the two subsystems
1
S and
2
S are in the power form (I.41) with the associated
energy function and the dissipative function being
( )
1 1
, V g and
( )
2 2
, V g
respectively, then S in either the parallel connection in Fig. I.2 or the feedback
connection Fig. I.1 can be described in the power form with
1 2
V V V = + and
1 2
g g g = + .

I/O Stability Lecture Notes by B.Yao

35
Proof:

Noting that
2 2 T T T T T T T T T
y u y e y y e y y = + = + (I.51)
the proof of the passivity of S and OSP of S in (i) are obvious. The following is to
prove (ii).

Assume that
1
S is ISP and
2
S is OSP. Then, there exist
1
0 c > ,
2
0 c > ,
1
| , and
2
| such that
2
1 1
2
T T T
y e e c | >

2
2 2 2 2
2
T T T
y y y c | > (I.52)

Let
{ }
1 2
min , c c c = , and
1 2
0 | | | = + > . From (I.51),

( )
( )
( )
2
2 2
2 2
2 2 2 2
2
2
2
2 2
2

2 2
T T T T T T
T T T
y u e y e y
e y u
c
c | |
c c
| |
> + > +
> + =


This shows that S is ISP. Q.E.D.

I/O Stability Lecture Notes by B.Yao

36
THEOREM I.5 [Passivity Theorem]

If a system S is OSP, then, the system S is I/O finite-gain
2
L stable.


Proof:
Since S is OSP, there exists 0 c > and 0 | > such that

( )
2
2
T T T T
T
y u Su u y c | = > 0 T > (I.53)

Noting
2 2
T T T T
y u y u s , we have

2
2 2 2
0
T T T
y y u c | s (I.54)

which leads to

2
2 2
2
2
4
2
T T
T
T
u u
u
y
c|
c|
c c
+ +
+
s s u (I.55)

which proves the theorem. Q.E.D.
I/O Stability Lecture Notes by B.Yao

37
3.2.2 Passivity of LTI Systems

An important practical feature of the passivity formulation is that it is easy to
characterize passive LTI systems in terms of the positive realness of its TF. This
allows linear blocks to be straightforwardly incorporated or added in a nonlinear
control problem formulated in terms of passive maps

Definition [Positive Real (PR) and Strictly Positive Real (SPR)]

A rational transfer function G(s) with real coefficients is positive real (PR) if

( )
Re ( ) 0 G s > Re( ) 0 s >

and is strictly positive real (SPR) if ( ) G s c is positive real for some positivec .


THEOREM I.6 [Page 127 of REF3] [Conditions For PR]

A rational TF G(s) with real coefficients is PR iff

(i) G(s) has no poles in the right half plane (RHP).
(ii) If G(s) has poles on theje-axis, they are simple poles with positive residues.
(iii) For all e for which s je = is not a pole of G(s), one has
( )
Re ( ) 0 G je >

I/O Stability Lecture Notes by B.Yao

38
THEOREM I.7 [Page 127 of REF3] [Condition for SPR]

Let
( )
( )
( )
N s
G s
D s
= be a rational TF with real coefficients and n
-
be the relative
degree of G(s) (i.e., deg ( ) deg ( ) n D s N s
-
= ) with 1 n
-
s . Then G(s) is SPR
iff

(i) G(s) has no poles in the closed RHP (i.e., all poles are in LHP only).

(ii)
{ }
Re ( ) 0 G je > ,
| |
, e e .

(iii) (a) When 1 n
-
= ,
{ }
2
lim Re ( ) 0 G j
e
e e

> .
(b) When 1 n
-
= ,
( )
lim 0
G j
j
e
e
e

> .
I/O Stability Lecture Notes by B.Yao

39
Example:

(1)
1
( ) G s
s
= , or s is PR but not SPR.

(2)
1
( ) G s
s
=
+
, or s + , 0 > is SPR.

(3)
3
( )
( 1)( 2)
s
G s
s s
+
=
+ +
is PR but not SPR since it violates (iii) (a) of
Theorem I.7. In fact, you can verify that
{ }
( )
2
2 2
6
Re ( ) 0
2 9
G je
e e
= >
+
, e
but 0 c > ,
{ }
( )
( )
( )
( )
2 2
2
2
2 2 2
3 2 3
Re ( ) 0
2 3 3 2
G j
c c c ce
e c
c c e e c
+
= <
+ +
,
for large e. Thus 0 c > , ( ) G s c will not be PR, and G(s) is not SPR.

I/O Stability Lecture Notes by B.Yao

40
Corollary I.1
(i) G(s) is PR (SPR) iff
1
( ) G s
is PR (SPR).

(ii) If G(s) is PR, then, the Nyquist plot of ( ) G je lies entirely in the closed RHP.
Equivalently, the phase shift of the system in response to sinusoidal inputs is
always within 90
o
.

(iii) If G(s) is PR, the zeros and poles of G(s) lie in closed LHP. If G(s) is SPR, the
zeros and poles of G(s) lie in LHP (i.e., G(s) is asymptotic stable and strictly
minimum phase).

(iv) If 1 n
-
> , then G(s) is not PR. In other words, if G(s) is PR, then 1 n
-
s .

(v) (Parallel Connection) If
1
( ) G s and
2
( ) G s are PR (SPR), so is
1 2
( ) ( ) ( ) G s G s G s = + .

(vi) (Feedback Connection) If
1
( ) G s and
2
( ) G s are PR (SPR), so is
1
1 2
( )
( )
1 ( ) ( )
G s
G s
G s G s
=
+
.

I/O Stability Lecture Notes by B.Yao

41
Example:

2
1
( )
s
G s
s as b

=
+ +
is not PR.

2
1
( )
s
G s
s s b
+
=
+
is not PR.

2
1
( ) G s
s as b
=
+ +
is not PR.

2
1
( )
s
G s
s as b
+
=
+ +
is SPR for 1, 0 a b > > , as
{ }
( )
2
2
2 2 2
( 1)
Re ( ) 0,
b a
G j
b a
e
e e
e e
+
= >
+
.

I/O Stability Lecture Notes by B.Yao

42
THEOREM I.8 [PR and Passivity]

Assume that ( ) G s is stable (i.e., all poles in LHP). Then,

(i) The system G(s) is passive iff G(s) is PR.

(ii) The system G(s) is ISP iff there exists 0 c > such that

( )
Re ( ) 0 G je c > > , e (I.57)

(iii) The system G(s) is OSP iff there exists 0 c > such that

( )
2
Re ( ) ( ) G j G j e c e > , e (I.58)

Proof:
Since G(s) is stable, it follows from Parsevals theorem that
I/O Stability Lecture Notes by B.Yao

43
{ }
0
2 2
0
1
( ) ( ) ( ) ( )
2
1
( ) ( ) ( )
2
1 1
( ) ( ) Re ( ) ( )
2
y u y t u t dt Y j U j d
G j U j U j d
G j U j d G j U j d
e e e
t
e e e e
t
e e e e e e
t t

-

= =
=
= =
} }
}
} }
(I.59)
where Y and U are Laplace transforms of y and u, respectively.

(i)
Assume that G(s) is PR, then,
{ }
Re ( ) 0, G je e > . From (I.59), it is clear that
0 y u > and the system is passive.

:
Assume that G(s) is passive, then 0 | - > independent of u, s.t.
, y u u | > (TI.8.1)
Suppose G(s) is not PR, i.e.,
0
e - such that
{ }
0
Re ( ) 0 G je < .
By continuity,
1 2
e e - = s.t.
| |
0 1 2
, e e e e and
{ }
Re ( ) 0 G j c e s < for some
0 c > and
| |
1 2
, e e e e . Let a control input
{ }
1
( ) ( ) u t L U je

= be

I/O Stability Lecture Notes by B.Yao

44
| | | |
1 2 2 1
, ,
( )
0 else
k
U j
e e e e e
e
e
=

Then, for this input, the output satisfies (I.59):
{ } { }
2 2
1 1
2
2
2
2 1
1
Re ( ) Re ( )
( )

k
y u G j k d G j d
k c
e e
e e
e e e e
t t
e e
t
= =

s
} }

Thus, if k is chosen such that
2
2 1
( )
k
c
t|
e e
>

then y u | < and a contradiction is obtained. This proves that G(s) is PR.

(ii) Notice that G(s) is ISP iff 0 c - > and 0 | > , s.t.
2 2
2
0
1
( ) , y u u U j d u c | c e e |
t

> =
}

From (I.59), the above is equivalent to
{ }
( )
2
0
1
Re ( ) ( ) , G j U j d u e c e e |
t

>
}

Following the same argument as in the proof (i), the above is true iff
{ }
Re ( ) G je c >
I/O Stability Lecture Notes by B.Yao

45
which proves the theorem.

(iii)
The same proof as in (ii) by noting
2 2 2 2
2
0 0
1 1
( ) ( ) ( ) y Y j d G j U j d e e e e e
t t

= =
} }

#
I/O Stability Lecture Notes by B.Yao

46
Example:
( )
( )
( )
( )
{ }
( )
( )
2 2
2
2 2
2
2 2
2
2 2
2 2
2
2
2
2
2
1 1
( ) , ( ) 1 2
( 1)
1

1 1
( ) 1 4
1
1
1
Re ( ) 0
1
s
G s G j j
s
G j
G j
e
e e e
e
e e
e e e
e
e
e
e
e
+
(
= =

+
+

= + =
+
+

= >
+

G(s) is PR but not SPR (why?)
since there are a pair of zeros on jeaxis at
1,2
z j = . Obviously, for 1 e = ,
{ }
Re ( ) 0 G je = and thus by Theorem I.8, G(s) is not ISP.
Since
{ }
2
Re ( ) ( ) G j G j e e = , from (iii) of Theorem I.8, G(s) is OSP.

The following example shows that in general there is no direct connection between
SPR and ISP (or OSP).

I/O Stability Lecture Notes by B.Yao

47
Example:

1
( ) 2 G s s = + is SPR, and it is also ISP, but not OSP.

2
1
( )
s 2
G s =
+
is SPR, and it is OSP, but not ISP.

( )
2
3
2
1
( )
1
s
G s
s
+
=
+
is PR, but not SPR, and it is OSP but not ISP.

However, if G(s) is proper, then G(s) being SPR implies OSP. The proof is omitted.

I/O Stability Lecture Notes by B.Yao

48
The following theorems make the connections between PR concepts and Lyapunov
stability formulation in state space.

THEOREM I.9 [PR and Lyapunov -- Kalman-Yakubovich (KY) Lemma]
[Page 240 of REF7]
Let
1
( ) ( ) G s C sI A B D

= + be a p p transfer matrix where (A,B) is

controllable and (A,C) is observable. Then, G(s) is positive real iff there exist
matrices 0
T
P P = > , , and L Wsuch that

T T
A P PA L L + = (I.60)

T T
B P C W L = (I.61)

T T
W W D D = + (I.62)

THEOREM I.10 [SPR & Lyapunov--Kalman-Yakubovich-Popov (KYP) Lemma]
[Page 240 of REF7]
Let
1
( ) ( ) G s C sI A B D

= + be a p p transfer matrix where (A,B) is

controllable and (A,C) is observable. Then, G(s) is strictly positive real iff there
exist matrices 0
T
P P = > , , L andW, and a positive constant c such that

T T
A P PA L L P c + = (I.63)

T T
B P C W L = (I.64)

T T
W W D D = + (I.65)
I/O Stability Lecture Notes by B.Yao

49
In many applications of SPR concepts to adaptive systems, the TF G(s) involves stable
pole-zero cancellations, which implies that the system associated with (A,B,C) is
uncontrollable or unobservable, and the above KY or KYP lemma cannot be applied
since they require the controllability of the pair (A,B). In these situations, the following
MKY lemma should be used instead.

THOREM I.11 [Page 129 of REF3] [Meyer-Kalman-Yakubovich (MKY) Lemma]

Given a stable matrix A, vectors B, C and a scalar 0 d > . If

1
( ) ( ) G s d C sI A B

= +

is SPR, then, for any given s.p.d. matrix L>0, there exists a scalar 0 > , a vector q
and an s.p.d. matrix P such that

T T
A P PA qq L + =
and

( )
2
T T
B P C d q = (I.65)

Note:
The above PR and SPR concepts for a TF G(s) can be extended to MIMO systems
with a TF matrix G(s). For details, see [REF7].
I/O Stability Lecture Notes by B.Yao

50
References

[REF1] Shankar Sastry (1999), Nonlinear Systems: Analysis, Stability, and Control,
Springer-Verlag, New York, Inc.

[REF2] C. A. Desoer and M. Vidyasagar (1975), Feedback Systems: Input-Output
Properties, Academic Press, New York, Inc.

[REF3] Ioannou, P.A., and Sun, J ing (1996), Robust Adaptive Control, Prentice-Hall.

[REF4] Slotine, J .J .E. and Li, Weiping (1991), Applied Nonlinear Control, Prentice-
Hall.

[REF5] J . C. Doyle, B. A. Francis, and A. R. Tannenbaum (1992), Feedback Control
Theory, Macmillan Publishing Co.

[REF6] Astrom K. J . and Wittenmark B. (1995) Adaptive Control, Second edition,
Addison-Wesley.

[REF7] Khalil, H. K. (2002), Nonlinear Systems, Third edition, Prentice-Hall.