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Szidarovszky, F., Bahill, A.T.

Stability Analysis
The Electrical Engineering Handbook
Ed. Richard C. Dorf
Boca Raton: CRC Press LLC, 2000
2000 by CRC Press LLC
12
SfalIIIfy AnaIysIs
12.1 Intioduction
12.2 Using the State of the System to Deteimine Stability
12.3 Lyapunov Stability Theoiy
12.4 Stability of Time-Invaiiant Lineai Systems
Stability Analysis with State-Space Notation The Tiansfei
Function Appioach
12.5 BIBO Stability
12.6 Physical Examples
12.1 Intruductiun
In this chaptei, which is based on Szidaiovszky and Bahill 1992], we fist discuss stability in geneial and then
piesent foui techniques foi assessing the stability of a system: (1) Lyapunov functions, (2) fnding the eigenvalues
foi state-space notation, (3) fnding the location in the complex fiequency plane of the poles of the closed-
loop tiansfei function, and (4) pioving bounded outputs foi all bounded inputs. Pioving stability with
Lyapunov functions is veiy geneial: it woiks foi nonlineai and time-vaiying systems. It is also good foi doing
pioofs. Pioving the stability of a system with Lyapunov functions is diffcult, howevei, and failuie to fnd a
Lyapunov function that pioves a system is stable does not piove that the system is unstable. The next techniques
we piesent, fnding the eigenvalues oi the poles of the tiansfei function, aie sometimes diffcult, because they
iequiie factoiing high-degiee polynomials. Many commeicial softwaie packages aie now available foi this task,
howevei. We think most engineeis would beneft by having one of these computei piogiams. Jamshidi et al.
1992] and adveitisements in technical publications such as the IEEE Conro| Sysems Maga:ne and IEEE
Setrum desciibe many appiopiiate softwaie packages. The last technique we piesent, bounded-input,
bounded-output stability, is also quite geneial.
Let us begin oui discussion of stability and instability of systems infoimally. In an unsa||e sysem the state
can have laige vaiiations, and small inputs oi small changes in the initial state may pioduce laige vaiiations in
the output. A common example of an unstable system is illustiated by someone pointing the miciophone of
a public addiess (PA) system at a speakei; a loud high-pitched tone iesults. Often instabilities aie caused by
too much gain, so to quiet the PA system, deciease the gain by pointing the miciophone away fiom the speakei.
Disciete systems can also be unstable. A fiiend of ouis once piovided an example. She was sitting in a chaii
ieading and she got cold. So she went ovei and tuined up the theimostat on the heatei. The house waimed
up. She got hot, so she got up and tuined down the theimostat. The house cooled off. She got cold and tuined
up the theimostat. This piocess continued until someone fnally suggested that she put on a sweatei (ieducing
the gain of hei heat loss system). She did, and was much moie comfoitable. We modeled this as a disciete
system, because she seemed to sample the enviionment and pioduce outputs at disciete inteivals about 15
minutes apait.
!erenc SzIdarovszIy
Inverry of Arzono
A. Terry BahIII
Inverry of Arzono
2000 by CRC Press LLC
12.2 Lsing the State ul the System tu Determine Stabi!ity
The stability of a system is defned with iespect to a given equilibiium point in state space. If the initial state
x
0
is selected at an equilibiium state x of the system, then the state will iemain at x foi all futuie time. When
the initial state is selected close to an equilibiium state, the system might iemain close to the equilibiium state
oi it might move away. In this section we intioduce conditions that guaiantee that whenevei the system staits
neai an equilibiium state, it iemains neai it, peihaps even conveiging to the equilibiium state as time incieases.
Foi simplicity, only time-invaiiant systems aie consideied in this section. Time-vaiiant systems aie discussed
in Section 12.5.
Continuous, time-invaiiant systems have the foim
(12.1)
and disciete, time-invaiiant systems aie modeled by the diffeience equation
(12.2)
Heie we assume that f: X R
n
, wheie X _ R
n
is the state space. We also assume that function f is continuous;
fuitheimoie, foi aibitiaiy initial state x
0
e X, theie is a unique solution of the coiiesponding initial value
pioblem x(
0
) x
0
, and the entiie tiajectoiy x() is in X. Assume fuitheimoie that
0
denotes the initial time
peiiod of the system.
It is also known that a vectoi x e

X is an equilibiium state of the continuous system, Eq. (12.1), if and only
if f(x) , and it is an equilibiium state of the disciete system, Eq. (12.2), if and only if x f(x). In this chaptei
the equilibiium of a system will always mean the equilibiium sae, if it is not specifed otheiwise. In analyzing
the dependence of the state tiajectoiy x() on the selection of the initial state x
0
neaiby the equilibiium, the
following stability types aie consideied.
Dehnitiun 12.1
1. An equilibiium state x is stable if theie is an r
0
> 0 with the following piopeity: Foi all r
1
, 0 < r
1
< r
0
,
theie is an r > 0 such that if x - x
0


< r, then x - x()

< r
1
, foi all >
0
.
2. An equilibiium state x is asymptotically stable if it is stable and theie is an r > 0 such that whenevei
x - x
0


< r, then x() x as ~.
3. An equilibiium state x is globally asymptotically
stable if it is stable and with aibitiaiy initial state x
0
e X, x() x as ~.
The fist defnition says an equilibiium state x is stable
if the entiie tiajectoiy x() is closei to the equilibiium state
than any small r
1
, if the initial state x
0
is selected close
enough to the equilibiium state. Foi asymptotic stability,
in addition, x() has to conveige to the equilibiium state as
~. If an equilibiium state is globally asymptotically
stable, then x() conveiges to the equilibiium state iegaid-
less of how the initial state x
0
is selected.
These stability concepts aie called internal, because they
iepiesent piopeities of the state of the system. They aie
illustiated in Fig. 12.1.
In the electiical engineeiing liteiatuie, sometimes oui
stability defnition is called maiginal stability, and oui
asymptotic stability is called stability.
( ) ( ( )) x f x
x f x ( ) ( ( )) + 1
FIGURE 12.1 Stability concepts. (Sourte. F. Szi-
daiovszky and A.T. Bahill, Lnear Sysems T|eory, Boca
Raton, Fla.: CRC Piess, 1992, p. 168. With peimission.)
2000 by CRC Press LLC
12.3 Lyapunuv Stabi!ity Theury
Assume that x is an equilibiium state of a continuous oi disciete system, and let O denote a subset of the state
space X such that x e O.
Dehnitiun 12.2
A ieal-valued function V defned on O is called a Lyapunov function, if
1. V is continuous;
2. V has a unique global minimum at x with iespect to all othei points in O;
3. foi any state tiajectoiy x() contained in O, V(x()) is nonincieasing in .
The Lyapunov function can be inteipieted as the geneialization of the eneigy function in electiical systems.
The fist iequiiement simply means that the giaph of V has no discontinuities. The second iequiiement means
that the giaph of V has its lowest point at the equilibiium, and the thiid iequiiement geneializes the well-
known fact of electiical systems, that the eneigy in a fiee electiical system with iesistance always decieases,
unless the system is at iest.
Theurem 12.1
Assume that theie exists a Lyapunov function V on the spheiical iegion
(12.3)
wheie r
0
> 0 is given; fuitheimoie O _ X. Then the equilibiium state is stable.
Theurem 12.2
Assume that in addition to the conditions of Theoiem 12.1, the Lyapunov function V(x()) is stiictly decieasing
in , unless x() x. Then the equilibiium state is asymptotically stable.
Theurem 12.3
Assume that the Lyapunov function is defned on the entiie state space X, V(x()) is stiictly decieasing in
unless x() x; fuitheimoie, V(x) tends to infnity as any component of x gets aibitiaiily laige in magnitude.
Then the equilibiium state is globally asymptotically stable.
Examp!e 12.1
Considei the diffeiential equation
The stability of the equilibiium state (1/u, 0)
T
can be veiifed diiectly by using Theoiem 12.1 without computing
the solution. Select the Lyapunov function
wheie the Euclidian noim is used.
This is continuous in x; fuitheimoie, it has its minimal (zeio) value at x x . Theiefoie, to establish the stability
of the equilibiium state we have to show only that V(x()) is decieasing. Simple diffeientiation shows that
O < { r
0


x x

_
,

_
,

0
0
0
1
u
u
V
T
( ) ( ) ( ) x x x x x
2
2
J
J
V
T T
( ( )) ( ) ( ) ( ) x x x x x x Ax b + 2 2
2000 by CRC Press LLC
with
That is, with x (x
1
, x
2
)
T
,
Theiefoie, function V(x()) is a constant, which is a (not stiictly) decieasing function. That is, all conditions
of Theoiem 12.1 aie satisfed, which implies the stability of the equilibiium state.
Theoiems 12.1, 12.2, and 12.3 guaiantee, iespectively, the stability, asymptotic stability, and global asymptotic
stability of the equilibiium state, if a Lyapunov function is found. Failuie to fnd such a Lyapunov function
does not mean that the system is unstable oi that the stability is not asymptotic oi globally asymptotic. It only
means that you weie not clevei enough to fnd a Lyapunov function that pioved stability.
12.4 Stabi!ity ul Time-Invariant Linear Systems
This section is divided into two subsections. In the fist subsection the stability of lineai time-invaiiant systems
given in state-space notation is analyzed. In the second subsection, methods based on tiansfei functions aie
discussed.
Stabi!ity Ana!ysis vith State-Space Nutatiun
Considei the time-invaiiant continuous lineai system
(12.4)
and the time-invaiiant disciete lineai system
(12.5)
Assume that x is an equilibiium state, and let o(,
0
) denote the fundamental matiix.
Theurem 12.4
1. The equilibiium state x is stable if and only if o(,
0
) is bounded foi >
0
.
2. The equilibiium state x is asymptotically stable if and only if o(,
0
) is bounded and tends to zeio as ~.
We use the symbol s to denote complex fiequency, i.e., s o - ,u. Foi specifc values of s, such as eigenvalues
and poles, we use the symbol i.
Theurem 12.5
1. If foi at least one eigenvalue of A, Re i

> 0 (oi i
i
> 1 foi disciete systems), then the system is unstable.
2. Assume that foi all eigenvalues i

of A, Re i

s 0 in the continuous case (oi i
i


s 1 in the disciete case),
and all eigenvalues with the piopeity Re i
i
0 (oi i
i


1) have single multiplicity; then the equilibiium
state is stable.
3. The stability is asymptotic if and only if foi all , Re i

< 0 (oi i
i


< 1).
A b

_
,

_
,



0
0
0
1
u
u
and
J
J
V x x
x
x
x x x x x x
( ( )) ,
( )
x

_
,

_
,

+
2
1
1
2 0
1 2
2
1
1 2 2 1 2 2
u
u
u
u u
x Ax b +
x Ax b ( ) ( ) + + 1
2000 by CRC Press LLC
Remur| 1. Note that Pait 2 gives only suffcient conditions foi the stability of the equilibiium state. As the
following example shows, these conditions aie not necessaiy.
Examp!e 12.2
Considei fist the continuous system x

Ox, wheie O is the zeio matiix. Note that all constant functions x()
x aie solutions and also equilibiium states. Since
is bounded (being independent of ), all equilibiium states aie stable, but O has only one eigenvalue i
1
0
with zeio ieal pait and multiplicity n, wheie n is the oidei of the system.
Considei next the disciete systems x( - 1) Ix(), when all constant functions x() x aie also solutions
and equilibiium states. Fuitheimoie,
which is obviously bounded. Theiefoie, all equilibiium states aie stable, but the condition of Pait 2 of the
theoiem is violated again, since i
1
1 with unit absolute value having a multiplicity n.
Remur| 2. The following extension of Theoiem 12.5 can be pioven. The equilibiium state is stable if and
only if foi all eigenvalues of A, Re i

s 0 (oi i
i
s 1), and if i
i
is a iepeated eigenvalue of A such that Re i
i

0 (oi i
i
1), then the size of each block containing i
i
in the Joidan canonical foim of A is 1 1.
Remur| J. The equilibiium states of inhomogeneous equations aie stable oi asymptotically stable if and only
if the same holds foi the equilibiium states of the coiiesponding homogeneous equations.
Examp!e 12.3
Considei again the continuous system
the stability of which was analyzed eailiei in Example 12.1 by using the Lyapunov function method. The
chaiacteiistic polynomial of the coeffcient matiix is
theiefoie, the eigenvalues aie i
1
,u and i
2
-,u. Both eigenvalues have single multiplicities, and Re i
1
Re
i
2
0. Hence, the conditions of Pait 2 aie satisfied, and theiefoie the equilibiium state is stable. The conditions
of Pait 3 do not hold. Consequently, the system is not asymptotically stable.
If a time-invaiiant system is nonlineai, then the Lyapunov method is the most populai choice foi stability
analysis. If the system is lineai, then the diiect application of Theoiem 12.5 is moie attiactive, since the
eigenvalues of the coeffcient matiix A can be obtained by standaid methods. In addition, seveial conditions
aie known fiom the liteiatuie that guaiantee the asymptotic stability of time-invaiiant disciete and continuous
systems even without computing the eigenvalues. Foi examining asymptotic stability, lineaiization is an alteinative
appioach to the Lyapunov method as is shown heie. Considei the time-invaiiant continuous and disciete systems
o( , )
( )
e

0
0

O
I
o( , )

0
0 0


_
,

_
,

0
0
0
1
u
u
x

u
u
u ( ) s
s
s
s

_
,

+ det
2 2

( ) ( ( )) f x
2000 by CRC Press LLC
and
Let J(x) denote the Jacobian of f(x), and let x be an equilibiium state of the system. It is known that the method
of lineaiization aiound the equilibiium state iesults in the time-invaiiant lineai systems
and
wheie x
o
() x() - x. It is also known fiom the theoiy of oidinaiy diffeiential equations that the asymptotic
stability of the zeio vectoi in the lineaiized system implies the asymptotic stability of the equilibiium state x
in the oiiginal nonlineai system.
Foi continuous systems the following iesult has a special impoitance.
Theurem 12.6
The equilibiium state of a continuous system Eq. (12.4)] is asymptotically stable if and only if equation
(12.6)
has positive defnite solution Q with some positive defnite matiix M.
We note that in piactical applications the identity matiix is almost always selected foi M. An initial stability
check is piovided by the following iesult.
Theurem 12.7
Let (i) i
n
+
n-1
i
n-1
- . . . -
1
i -
0
be the chaiacteiistic polynomial of matiix A. Assume that all eigenvalues
of matiix A have negative ieal paits. Then

> 0 ( 0, 1,..., n - 1).


Cvrv||ury. If any of the coeffcients

is negative oi zeio, the equilibiium state of the system with coeffcient


matiix A cannot be asymptotically stable. Howevei, the conditions of the theoiem do not imply that the
eigenvalues of A have negative ieal paits.
Examp!e 12.4
Foi matiix
the chaiacteiistic polynominal is (s) s
2
- u
2
. Since the coeffcient of s
1
is zeio, the system of Example 12.3
is not asymptotically stable.
The Transler Functiun Appruach
The tiansfei function of the time invaiiant lineai continuous system
(12.7)
x f x ( ) ( ( )) + 1

( ) ( ) ( ) x J x x
o o

x J x x
o o
( ) ( ) ( ) + 1
A Q QA M
T
+
A

_
,

0
0
u
u
x Ax Bu
y Cx
+

2000 by CRC Press LLC


and that of the time invaiiant lineai disciete system
(12.8)
have the common foim
If both the input and output aie single, then
oi in the familiai electiical engineeiing notation
(12.9)
wheie K is the gain teim in the foiwaid loop, G(s) iepiesents the dynamics of the foiwaid loop, oi the plant,
and H(s) models the dynamics in the feedback loop. We note that in the case of continuous systems s is the
vaiiable of the tiansfei function, and foi disciete systems the vaiiable is denoted by :.
Aftei the Second Woild Wai systems and contiol theoiy ouiished. The tiansfei function iepiesentation was
the most populai iepiesentation foi systems. To deteimine the stability of a system we meiely had to factoi the
denominatoi of the tiansfei function (12.9) and see if all of the poles weie in the left half of the complex
fiequency plane. Howevei, with manual techniques, factoiing polynomials of laige oidei is diffcult. So engi-
neeis, being natuially lazy people, developed seveial ways to deteimine the stability of a system without factoiing
the polynomials Doif, 1992]. Fiist, we have the methods of Routh and Huiwitz, developed a centuiy ago, that
looked at the coeffcients of the chaiacteiistic polynomial. These methods showed whethei the system was
stable oi not, but they did not show how close the system was to being stable.
What we want to know is foi what value of gain, K, and at what fiequency, u, will the denominatoi of the
tiansfei function (12.9) become zeio. Oi, when will KGH -1, meaning, when will the magnitude of KGH
equal 1 with a phase angle of -180 degiees: These paiameteis can be deteimined easily with a Bode diagiam.
Constiuct a Bode diagiam foi KGH of the system, look at the fiequency wheie the phase angle equals -180
degiees, and look up at the magnitude plot. If it is smallei than 1.0, then the system is stable. If it is laigei than
1.0, then the system is unstable. Bode diagiam techniques aie discussed in Chaptei 11.
The quantity KG(s)H(s) is called the open-loop tiansfei function of the system, because it is the effect that
would be encounteied by a signal in one loop aiound the system if the feedback loop weie aitifcially opened
Bahill, 1981].
To gain some intuition, think of a closed-loop negative feedback system. Apply a small sinusoid at fiequency
u to the input. Assume that the gain aiound the loop, KGH, is 1 oi moie, and that the phase lag is 180 degiees.
The summing junction will ip ovei the fed back signal and add it to the oiiginal signal. The iesult is a signal
that is biggei than what came in. This signal will ciiculate aiound this loop, getting biggei and biggei until the
ieal system no longei matches the model. This is what we call instability.
The question of stability can also be answeied with Nyquist diagiams. They aie ielated to Bode diagiams,
but they give moie infoimation. A simple way to constiuct a Nyquist diagiam is to make a polai plot on the
complex fiequency plane of the Bode diagiam. Simply stated, if this contoui enciicles the -1 point in the
complex fiequency plane, then the system is unstable. The two advantages of the Nyquist technique aie (1) in
x Ax Bu
y Cx
( ) ( ) ( )
( ) ( )


+ +

1
TF C I A B ( ) ( ) s s
1
TF
Y
U
( )
( )
( )
s
s
s

TF
G
G H
( )
( )
( ) ( )
s
K s
K s s

+ 1
2000 by CRC Press LLC
addition to the infoimation on Bode diagiams, theie aie about a dozen iules that can be used to help constiuct
Nyquist diagiams, and (2) Nyquist diagiams handle bizaiie systems bettei, as is shown in the following iigoious
statement of the Nyquist stability ciiteiion. The numbei of clockwise enciiclements minus the numbei of
counteiclockwise enciiclements of the point s -1 - ,

0 by the Nyquist plot of KG(s)H(s) is equal to the numbei
of poles of Y(s)/U(s) minus the numbei of poles of KG(s)H(s) in the iight half of the s-plane.
The ioot-locus technique was anothei populai technique foi assessing stability. It fuitheimoie allowed the
engineei to see the effects of small changes in the gain, K, on the stability of the system. The ioot-locus diagiam
shows the location in the s-plane of the poles of the closed-loop tiansfei function, Y(s)/U(s). All bianches of
the ioot-locus diagiam stait on poles of the open-loop tiansfei function, KGH, and end eithei on zeios of the
open-loop tiansfei function, KGH, oi at infnity. Theie aie about a dozen iules to help diaw these tiajectoiies.
The ioot-locus technique is discussed in Chaptei 93.4.
We considei all these techniques to be old fashioned. They weie developed to help answei the question of
stability without factoiing the chaiacteiistic polynomial. Howevei, many computei piogiams aie cuiiently
available that factoi polynomials. We iecommend that engineeis meiely buy one of these computei packages
and fnd the ioots of the closed-loop tiansfei function to assess the stability of a system.
The poles of a system aie defned as all values of s such that sI - A is singulai. The poles of a closed-loop
tiansfei function aie exactly the same as the eigenvalues of the system: engineeis piefei the teim o|es and the
symbol s, and mathematicians piefei the teim egena|ues and the symbol i. We will use s foi complex fiequency
and i foi specifc values of s.
Sometimes, some poles could be canceled in the iational function foim of TF(s) so that they would not be
explicitly shown. Howevei, even if some poles could be canceled by zeios, we still have to considei all poles in
the following ciiteiia which is the statement of Theoiem 12.5. The equilibiium state of the continuous system
Eq. (12.7)] with constant input is unstable if at least one pole has a positive ieal pait, and is stable if all poles
of TF(s) have nonpositive ieal paits and all poles with zeio ieal paits aie single. The equilibiium state is
asymptotically stable if and only if all poles of TF(s) have negative ieal paits; that is, all poles aie in the left
half of the s-plane. Similaily, the equilibiium state of the disciete system Eq. (12.8)] with constant input is
unstable if the absolute value of at least one pole is gieatei than one, and is stable if all poles of TF(:) have
absolute values less than oi equal to one and all poles with unit absolute values aie single. The equilibiium
state is asymptotically stable if and only if all poles of TF(:) have absolute values less than one; that is, the poles
aie all inside the unit ciicle of the :-plane.
Examp!e 12.5
Considei again the system
which was discussed eailiei. Assume that the output equation has the foim
Then
The poles aie ,u and -,u, which have zeio ieal paits; that is, they aie on the imaginaiy axis of the s-plane.
Since they aie single poles, the equilibiium state is stable but not asymptotically stable. A system such as this
would pioduce constant amplitude sinusoids at fiequency u. So it seems natuial to assume that such systems
would be used to build sinusoidal signal geneiatois and to model oscillating systems. Howevei, this is not the
case, because (1) zeio iesistance ciicuits aie haid to make; theiefoie, most function geneiatois use othei


x x

_
,

_
,

0
0
0
1
u
u
y ( , ) 1 1 x
TF( ) s
s
s

+
+
u
u
2 2
2000 by CRC Press LLC
techniques to pioduce sinusoids; and (2) such systems aie not good models foi oscillating systems, because
most ieal-woild oscillating systems (i.e., biological systems) have eneigy dissipation elements in them.
Moie geneially, ieal-woild function geneiatois aie seldom made fiom closed-loop feedback contiol systems
with 180 degiees of phase shift, because (1) it would be diffcult to get a bioad iange of fiequencies and seveial
wavefoims fiom such systems, (2) piecise fiequency selection would iequiie expensive high-piecision compo-
nents, and (3) it would be diffcult to maintain a constant fiequency in such ciicuits in the face of changing
tempeiatuies and powei supply vaiiations. Likewise, closed-loop feedback contiol systems with 180 degiees of
phase shift aie not good models foi oscillating biological systems, because most biological systems oscillate
because of nonlineai netwoik piopeities.
A special stability ciiteiion foi single-input, single-output time-invaiiant continuous systems will be intio-
duced next. Considei the system
(12.10)
wheie A is an n n constant matiix, and b and c aie constant n-dimensional vectois. The tiansfei function of
this system is
which is obviously a iational function of s. Now let us add negative feedback aiound this system so that u
|y, wheie | is a constant. The iesulting system can be desciibed by the diffeiential equation
(12.11)
The tiansfei function of this feedback system is
(12.12)
To help show the connection between the asymptotic stability of systems (12.10) and (12.11), we intioduce the
following defnition.
Dehnitiun 12.3
Let r(s) be a iational function of s. Then the locus of points
is called the resonse Jagram o[ r. Note that L(r) is the image of the imaginaiy line Re(s) 0 undei the mapping
r. We shall assume that L(r) is bounded, which is the case if and only if the degiee of the denominatoi is not
less than that of the numeiatoi and r has no poles on the line Re(s) 0.
Theurem 12.8
T|e Nyqus sa||y treron. Assume that TF
1
has a bounded iesponse diagiam L(TF
1
). If TF
1
has poles
in the iight half of the s-plane, wheie Re(s) > 0, then H has + poles in the iight half of the s-plane wheie
Re(s) > 0 if the point 1/| - , 0 is not on L(TF
1
), and L(TF
1
) enciicles 1/| - , 0 times in the clockwise sense.
Cvrv||ury. Assume that system (12.10) is asymptotically stable with constant input and that L(TF
1
) is bounded
and tiaveised in the diiection of incieasing and has the point 1/| - , 0 on its left. Then the feedback system
(12.11) is also asymptotically stable.
+ u y and
T
TF s s
1
1
( ) ( )


T
( ) + + | |
T T
TF
TF
TF
( )
( )
( )
s
s
| s


1
1
1
L r a ,| a Re r , | I r , ( ) { ( ( )), ( ( )), + e m R
2000 by CRC Press LLC
This iesult has many applications, since feedback systems have a ciucial iole in constiucting stabilizeis,
obseiveis, and flteis foi given systems. Fig. 12.2 illustiates the conditions of the coiollaiy. The application of
this iesult is especially convenient, if system (12.10) is given and only appiopiiate values | of the feedback aie
to be deteimined. In such cases the locus L(TF
1
) has to be computed fist, and then the iegion of all appiopiiate
| values can be deteimined easily fiom the giaph of L(TF
1
).
This analysis has dealt with the closed-loop tiansfei function, wheieas the techniques of Bode, ioot-locus,
etc. use the open-loop tiansfei function. This should cause little confusion as long as the distinction is kept in
mind.
12.5 BIBO Stabi!ity
In the pievious sections, inteinal stability of time-invaiiant systems was examined, i.e., the stability of the state
was investigated. In this section the external stability of systems is discussed; this is usually called the BIBO
(|ounded-nput, |ounded-output) stability. Heie we diop the simplifying assumption of the pievious section
that the system is time-invaiiant: we will examine time-vaiiant systems.
Dehnitiun 12.4
A system is called BIBO stable if foi zeio initial conditions, a bounded input always evokes a bounded output.
Foi continuous systems a necessaiy and suffcient condition foi BIBO stability can be foimulated as follows.
Theurem 12.9
Let T(,

t) (
,
(,

t)) be the weighting pattein, C()o(,

t)B(t), of the system. Then the continuous time-vaiiant
lineai system is BIBO stable if and only if the integial
(12.13)
is bounded foi all >
0
, and ,.
Cvrv||ury. Integials (12.13) aie all bounded if and only if
(12.14)
FIGURE 12.2 Illustiation of Nyquist stability ciiteiia. (Sourte. F. Szidaiovszky and A. T. Bahill, Lnear Sysems T|eory, Boca
Raton, Fla.: CRC Piess, 1992, p.184. With peimission.)
J
,

( , ) t t
0
[
I J
,
,

( ) ( , )

[
t t
0
2000 by CRC Press LLC
is bounded foi >
0
. Theiefoie, it is suffcient to show the boundedness of only one integial in oidei to establish
BIBO stability.
The disciete counteipait of this theoiem can be given in the following way.
Theurem 12.10
Let T(,

t) (
,
(,

t)) be the weighting pattein of the disciete lineai system. Then it is BIBO stable if and only
if the sum
(12.15)
is bounded foi all >
0
, and ,.
Coro||ary. The sums (12.15) aie all bounded if and only if
(12.16)
is bounded. Theiefoie it is suffcient to veiify the boundedness of only one sum in oidei to establish BIBO
stability.
Considei next the time-invaiiant case, when A() A, B() B and C() C. Fiom the foiegoing theoiems
and the defnition of T(,

t) we have immediately the following suffcient condition.
Theurem 12.11
Assume that foi all eigenvalues i

of A, Re

i

< 0 (oi i
i
< 1). Then the time-invaiiant lineai continuous (oi
disciete) system is BIBO stable.
Finally, we note that BIBO stability is not implied by an obseivation that a ceitain bounded input geneiates
bounded output. All bounded inputs must geneiate bounded outputs in oidei to guaiantee BIBO stability.
Adaptive-contiol systems aie time-vaiying systems. Theiefoie, it is usually diffcult to piove that they aie
stable. Szidaiovszky et al. 1990], howevei, show a technique foi doing this. This new iesult gives a necessaiy
and suffcient condition foi the existence of an asymptotically stable model-following adaptive-contiol system
based on the solvability of a system of nonlineai algebiaic equations, and in the case of the existence of such
systems they piesent an algoiithm foi fnding the appiopiiate feedback paiameteis.
12.6 Physica! Examp!es
In this section we show some examples of stability analysis of physical systems.
1. Considei a simple |armont ost||aor constiucted of a mass and an ideal spiing. Its dynamic iesponse is
summaiized with
In Example 12.3 we showed that this system is stable but not asymptotically stable. This means that if we leave
it alone in its equilibiium state, it will iemain stationaiy, but if we jeik on the mass it will oscillate foievei.
Theie is no damping teim to iemove the eneigy, so the eneigy will be tiansfeiied back and foith between
potential eneigy in the spiing and kinetic eneigy in the moving mass. A good appioximation of such a haimonic
oscillatoi is a pendulum clock. The moie expensive it is (i.e., the smallei the damping), the less often we have
to wind it (i.e., add eneigy).
I
,

( ) ( , )

t
t
0
1

,
,

( , ) t
t

0
1


x x

_
,

_
,

0
0
0
1
u
u
u
2000 by CRC Press LLC
2. A |near setonJ-orJer e|etrta| sysem composed of a seiies connection of an input voltage souice, an
inductoi, a iesistoi, and a capacitoi, with the output defned as the voltage acioss the capacitoi, can be
chaiacteiized by the second-oidei equation
Foi convenience, let us defne
and assume that < 1. With these paiameteis the tiansfei function becomes
Is this system stable: The ioots of the chaiacteiistic equation aie
If > 0, the poles aie in the left half of the s-plane, and theiefoie the system is asymptotically stable. If 0,
as in the pievious example, the poles aie on the imaginaiy axis; theiefoie, the system is stable but not
asymptotically stable. If < 0, the poles aie in the iight half of the s-plane and the system is unstable.
3. An e|etrta| sysem is shown in Fig. 12.3. Simple calculation shows that by defning the state vaiiables
the system can be desciibed by the diffeiential equations
FIGURE 12.3 A simple electiical system. (Sourte. F. Szidaiovszky and A. T. Bahill, Lnear Sysems T|eory, Boca Raton, Fla.:
CRC Piess, 1992, p. 125. With peimission.)
V
V LCs RCs
out
in

+ +
1
1
2
u
n
LC
R C
L

1
2
and
V
V s
n
n n
out
in

+ +
u
u u
2
2 2
2
i u u
1 2
2
1
,

n n
,
x x u
L t s 1 2
, , and

x
R
L
x
L
x
L
u
x
C
x
CR
x
1
1
1 2
2 1
2
2
1 1
1 1
+

2000 by CRC Press LLC
The chaiacteiistic equation has the foim
which simplifes as
Since R
1
, R
2
, L, and C aie positive numbeis, the coeffcients of this equation aie all positive. The constant teim
equals i
1
i
2
, and the coeffcient of s
1
is -(i
1
- i
2
). Theiefoie
If the eigenvalues aie ieal, then these ielations hold if and only if both eigenvalues aie negative. If they weie
positive, then i
1
- i
2
> 0. If they had diffeient signs, then i
1
i
2
< 0. Fuitheimoie, if at least one eigenvalue is
zeio, then i
1
i
2
0. Assume next that the eigenvalues aie complex:
Then
and
Hence i
1
- i
2
< 0 if and only if Re

s < 0.
In summaiy, the system is asymptotically stable, since in both the ieal and complex cases the eigenvalues
have negative values and negative ieal paits, iespectively.
4. The classical st| |a|antng pioblem is shown in Fig. 12.4. Simple analysis shows that y() satisfes the
second-oidei equation
If one selects L 1, then the chaiacteiistic equation has the foim
So, the eigenvalues aie

_
,

_
,

+ s
R
L
s
CR LC
1
2
1 1
0
s s
R
L CR
R
LCR LC
2 1
2
1
2
1 1
0 + +

_
,

+ +

_
,


i i i i
1 2 1 2
0 0 + < > and
i
1 2 ,
Re s , Im s
i i
1 2
2 + Re s
i i
1 2
2 2
+ ( ) ( ) Re s Im s
( ) y
g
L
y u
s g
2
0
i
1 2 ,
g
2000 by CRC Press LLC
One is in the iight half of the s-plane and the othei is in the left half of the s-plane, so the system is unstable.
This instability is undeistandable, since without an intelligent input to contiol the system, if the stick is not
upiight with zeio velocity, it will fall ovei.
5. A simple ranssor trtu can be modeled as shown in Fig. 12.5. The state vaiiables aie ielated to the input
and output of the ciicuit: the base cuiient,
|
, is x
1
and the output voltage,
out
, is x
2
. Theiefoie,
The A matiix looks stiange with a column of all zeios, and indeed the ciicuit does exhibit odd behavioi. Foi
example, as we will show, theie is no equilibiium state foi a unit step input of e
s
. This is ieasonable, howevei,
FIGURE 12.4 Stick balancing. (Sourte. F. Szidaiovszky and A. T. Bahill, Lnear Sysems T|eory, Boca Raton, Fla.: CRC
Piess, 1992, p. 127. With peimission.)
FIGURE 12.5 A model foi a simple tiansistoi ciicuit. (Sourte. F. Szidaiovszky and A. T. Bahill, Lnear Sysems T|eory, Boca
Raton, Fla.: CRC Piess 1992, p. 127. With peimission.)


( , ) x x c

_
,

_
,


|
L
|
C
L
e
e
[e
s
T
0
0
1
0
0 1 and
2000 by CRC Press LLC
because the model is foi mid-fiequencies, and a unit step does not qualify. In iesponse to a unit step the output
voltage will inciease lineaily until the model is no longei valid. If e
s
is consideied to be the input, then the
system is
If u() 1, then at the equilibiium state:
That is,
Since |
[e
/C = 0, the second equation implies that r
1
0, and by substituting this value into the fist equation
we get the obvious contiadiction 1/L 0. Hence, with nonzeio constant input no equilibiium state exists.
Let us now investigate the stability of this system. Fiist let
~
x() denote a fxed tiajectoiy of this system, and
let x() be an aibitiaiy solution. Then the diffeience x
o
() x() -
~
x() satisfes the homogeneous equation
This system has an equilibiium x
o
() 0. Next, the stability of this equilibiium is examined by solving foi the
poles of the closed-loop tiansfei function. The chaiacteiistic equation is
which can be simplifed as


x x

_
,

_
,

|
L
|
C
L
u
e
[e
0
0
1
0

_
,

_
,

_
,

_
,

|
L
|
C
x
x
L
e
[e
0
0
1
0
0
0
1
2
+
|
L
x
L
e
1
1
0
|
C
x
[e
1
0


x x
o o

_
,

|
L
|
C
e
[e
0
0
det

_
,


|
L
s
|
C
s
e
[e
0
0
s s
|
L
e 2
0 0 + +
2000 by CRC Press LLC
The ioots aie
Theiefoie, the system is stable but not asymptotically stable. This stability means that foi small changes in the
initial state the entiie tiajectoiy x() iemains close to
~
x().
Dehning Terms
Asymptotic stability: An equilibiium state x of a system is asymptotically stable if, in addition to being stable,
theie is an r > 0 such that whenevei x - x
0


< r, then x() x as ~. A system is asymptotically
stable if all the poles of the closed-loop tiansfei function aie in the left half of the s-plane (inside the
unit ciicle of the :-plane foi disciete systems). This is sometimes called sa||y.
BIBO stability: A system is BIBO stable if foi zeio initial conditions a bounded input always evokes a bounded
output.
External stability: Stability concepts ielated to the input-output behavioi of the system.
Global asymptotic stability: An equilibiium state x of a system is globally asymptotically stable if it is stable
and with aibitiaiy initial state x
0
e X, x() x as ~.
Internal stability: Stability concepts ielated to the state of the system.
Instability: An equilibiium state of a system is unstable if it is not stable. A system is unstable if at least one
pole of the closed-loop tiansfei function is in the iight half of the s-plane (outside the unit ciicle of the
:-plane foi disciete systems).
Stability: An equilibiium state x of a system is stable if theie is an r
0
> 0 with the following piopeity: foi all
r
1
, 0 < r
1
< r
0
, theie is an r > 0 such that if x - x
0
< r, then x - x() < r
1
foi all >
0
. A system is
stable if the poles of its closed-loop tiansfei function aie (1) in the left half of the complex fiequency
plane, called the s-plane (inside the unit ciicle of the :-plane foi disciete systems), oi (2) on the imaginaiy
axis, and all of the poles on the imaginaiy axis aie single (on the unit ciicle and all such poles aie single
foi disciete systems). Stability foi a system with iepeated poles on the ,

u axis (the unit ciicle) is
complicated and is examined in the discussion aftei Theoiem 12.5. In the electiical engineeiing liteiatuie,
this defnition of stability is sometimes called margna| sa||y and sometimes sa||y n |e sense o[
Lyauno.
Re!ated Tupics
6.2 Applications 7.2 State Equations in Noimal Foim 100.2 Dynamic Response 100.7 Nonlineai
Contiol Systems
Relerences
A. T. Bahill, Boengneerng. BomeJta|, MeJta| anJ C|nta| Engneerng, Englewood Cliffs, N.J.:Pientice-Hall,
1981, pp. 214-215, 250-252.
R. C. Doif, MoJern Conro| Sysems, 7th ed., Reading, Mass.: Addison-Wesley, 1996.
M. Jamshidi, M. Taiokh, and B. Shafai, Comuer-JeJ na|yss anJ Desgn o[ Lnear Conro| Sysems, Engle-
wood Cliffs, N.J.: Pientice-Hall, 1992.
F. Szidaiovszky and A. T. Bahill, Lnear Sysems T|eory, Boca Raton, Fla.: CRC Piess, 1992.
F. Szidaiovszky, A. T. Bahill, and S. Molnai, On stable adaptive contiol systems," Pure Ma|. anJ |., vol. 1,
sei. B, no. 2-3, pp. 115-121, 1990.
Further Inlurmatiun
Foi fuithei infoimation consult the textbooks MoJern Conro| Sysems by Doif 1996] oi Lnear Sysems T|eory
by Szidaiovszky and Bahill 1992].
i i
1
0 and
2
|
L
e

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