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EE511 Linear System Analysis

Stability in the Sense of Lyapunov for


Continuous-Time Systems
By F. Hamano, EE Dept, CSULB
EE511 Lecture Notes
2013 Fumio Hamano

Stability of a Trajectory

A slight change of the initial state results in a trajectory close to the


original one.
In particular
Stability of an equilibrium point (which is a trajectory)
[Stability in the sense of Lyapunov]
EE511 Lecture Notes
2013 Fumio Hamano

Stability in the Sense of Lyapunov


Consider a time-invariant linear system f without input described by

x(t ) Ax(t )

where

x(t0 ) x0 , t t0 ( 0)

x(t ), xo
A

nn

(i.e., n n real matrix)

EE511 Lecture Notes


2013 Fumio Hamano

Definition. An equilibrium point (or state) in the state space


defined as a point x satisfying

is

Ax 0.
Note:

x0

is an equilibrium point.

The zero state (or an equilibrium state) of f


is said to be stable (in the sense of
Lyapunov) if any initial state near the zero
state results in a state trajectory near 0.

x2

x2

x1

x1

stable

stable

EE511 Lecture Notes


2013 Fumio Hamano

x2

x1

Not stable

Remark. For the linear system f the above stability is equivalent to:

Bounded initial state bounded state trajectory.,


i.e., no state trajectory diverges to infinity.
EE511 Lecture Notes
2013 Fumio Hamano

A more stronger (and more important) stability is given below.


Definition . The zero state of f is asymptotically stable if the state
trajectory converges to the zero state, i.e., if

x(t ) 0 as t .
x2

x2

x1

EE511 Lecture Notes


2013 Fumio Hamano

x1

The above descriptions of stability and asymptotic stability are


equivalent to the following standard definitions of stablity in the
sense of Lyapunov and asymptotic stability, which are applicable to
more general systems also.
Definition. The zero state is said to be stable (in the sense of Lyapunov)
if, for any 0 , there is a positive number ( ) such that

x(to ) ( ) x(t ) .

x2

EE511 Lecture Notes


2013 Fumio Hamano

x1

Definition. The zero state is said to be asymptotically stable if


(i) it is stable, and
(ii) for some r 0 ,

x(to ) r

x(t ) 0 as t .

EE511 Lecture Notes


2013 Fumio Hamano

Fact. Consider f described by

x(t ) Ax(t )
where A

is an n n real matrix.

Then, the zero state is asymptotically stable if and only if the eivenvalues of A have negative real parts, i.e., A is Hurwitz.
Fact. The zero state of f is not stable (in the sense of Lyapunov) if
(at least) one of the eigen-values of A has a positive real part.
Recalling the modal decomposition, we have the following
Fact. Suppose that the eigen-values of A are distinct. Then, the zero
state of f is stable (in the sense of Lyapunov) iff the eigen-values of A
have non-positive real parts.
Note: Asymptotical stability implies stability (in the sense of
Lyapunov).
EE511 Lecture Notes
2013 Fumio Hamano

Example.
where

x Ax
0 1 0
x1
A 0 0 1 , x x2


4 6 4
x3

s 1
det( sI A) 0 s

Then,

0
1 0
s4

s 3 4 s 2 6s 4 ( s 2)( s 1 j )( s 1 j ) 0
s 2, 1 j1
Re s 2, 1 0
The zero state is asymptotically stable.
EE511 Lecture Notes
2013 Fumio Hamano

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Example.

x Ax, x(t )

where

0 1
A

1
0

Then,

det( sI A)

s 2 1 0 s 1

Re 1 1 0
The zero state is not stable (in the sense of Lyapunov).
The zero state is not asymptotically stable.

EE511 Lecture Notes


2013 Fumio Hamano

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Remark. The zero state of f may be or may not be stable in the sense
of Lypaunov (even) if A does not have an eigen-value with a positive real
part. See the examples below.
Example.

0 1
A

0
0

s 1 2
det( sI A) det
s 0

0 s
s0
But, Re 0 0
Not asymptotically stable.
Question. Is the zero state stable in the sense of Lyapunov (i.s.L.)?
EE511 Lecture Notes
2013 Fumio Hamano

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To answer the above question, we will find the solution

x Ax, x(0) xo
for an arbitrary
xo 2.

x (t )

of

2
s

1
s
1

1
/
s
1
/
s

1
1
( sI A)
2

0
s
0
s
s
0
1
/
s

1 t
At
1
1
( sI A)
e

0
1

1 t xo1 xo1 txo 2


At
x (t ) e xo

x
x
0
1

o2
o2

EE511 Lecture Notes


2013 Fumio Hamano

13

For xo 2 0, x1 (t ) xo1 txo 2 as t ,


and so x(t ) as t .
Instability (i.s.L.)

EE511 Lecture Notes


2013 Fumio Hamano

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Example.

0 1
A

1
0

s 1 2
det( sI A) det
s 1 0

1 s
sj
Re s 0
Not asymptotically stable.
Question. Is the zero state stable (i.s.L.)?
Answer. The zero state is stable i.s.L. since the all eigen-values of A are
distinct and Re s 0 0 , i.e., not positive.
EE511 Lecture Notes
2013 Fumio Hamano

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Observe:

s
1

1
s 1
1 s 1 s 2 1 s 2 1
1
( sI A)
2

s
s 1 1 s 1
1 s
s 2 1 s 2 1
cos t sin t
At
1
1
( sI A)
e

sin
t
cos
t

cos t sin t xo1 xo1 cos t xo 2 sin t


At
x (t ) e xo

x
sin
t

x
cos
t

sin
t
cos
t

o 2 o1
o2

The zero state is stable (i.s.L.) since x (t ) .

EE511 Lecture Notes


2013 Fumio Hamano

16

Exersise. (Homework) Examine the stability i.s.L. and asymptotic stability


of the system described by

x(t ) Ax(t )
for the matrix A given as follows:

0
(1) A
2
0
(3) A
0

1
0 1
; (2) A
;

3
2 3
2
0 1
; (4) A
.

0
1 1

EE511 Lecture Notes


2013 Fumio Hamano

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