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Stable
Consider a system ẋ(t) = f (x, t) as t ≥ 0 and suppose that x0 is an equilibrium and that the system
has a unique solution for each initial condition in the domain of interest. The equilibrium x0 is stable
if and only if
Proof
Consider a system ẋ(t) = f (x) as t ≥ 0. Assume that x(t) is piece-wise continuous and that all left and
right side limits are well defined. Let limγ→0 denote the limit along the positive real axis from above
and limγ→∞ along the positive real axis from below. (The proof is valid for generalized functions too,
even though I am avoiding the 0+ , 0− issue of [1] by indicating the direction of the limit with signs in
front of the variables). The Laplace transform of the time derivative of x(t) is
Z υ Z b Z b
d d −st 0 b 0
L− x(t) ≡ lim lim x(t)e dt = partial integration: f g = [f g]a − fg
dt υ→∞ →0 − dt a a
Z υ
−st υ
x(t)(−s)e−st dt
= lim lim x(t)e −
− lim lim
υ→∞ →0 υ→∞ →0 −
Z υ
= 0 − lim x(−) + s lim lim x(t)e−st dt = − lim x(−) + sX(s).
→0 υ→∞ →0 − →0
| {z }
L− (x(t))
Here lim→0 x(−) denotes the pre-initial value (see [1]). If we now take the limit when s → ∞ of the
two underlined terms then we get
Z υ "Z #
Z υ
d −st d 0 d −st
lim lim lim x(t)e dt = lim lim lim x(t) |{z}
e dt + x(t)e dt
s→∞ υ→∞ →0 − dt υ→∞ →0 s→∞ − dt dt
=1
= lim [x(t)]− + 0 = lim x() − lim x(−)
→0 →0 →0
1
and
h i
lim − lim x(−) + sX(s) = − lim x(−) + lim sX(s)
s→∞ →0 →0 s→∞
hence
and
h i
lim − lim x(−) + sX(s) = − lim x(−) + lim sX(s)
s→0 →0 →0 s→0
hence
must be finite. That is x(t) must be of exponential type, i.e. |x(t)| < eM t for all large t. Then the
integral converges for all <(s) > M . Let us take two examples where we get convergence problems
and thus derive the demand that the system must be stable.
If we assume x(t) = Aeαt , where A and α are real-valued constants, i.e. a single real pole, and
insert it then
1 (α−s)t υ
Z υ Z υ
αt αt −st (α−s)t
L− Ae = lim lim Ae e dt = A lim lim e dt = A lim lim e
υ→∞ →0 − υ→∞ →0 − υ→∞ →0 α − s
−
A lim e(α−s)υ − lim e−(α−s) = A .
=
α − s |υ→∞ {z } →0
| {z }
s−α
=0 iff <(s)≥α =1
In the final value theorem we take the limit when s → 0, and the Laplace transform above must exist
even in that case, so a necessary condition is α ≤ 0, i.e. that the poles of the system is in the left
hand halfplane and it is stable.
If we instead assume x(t) = eαt (A cos βt + B sin βt), where A,B, α and β are real-valued constants,
2
i.e. a pair of complex conjugated poles p = α ± iβ, then we get
Z υ
L− eαt (A cos βt + B sin βt) = lim lim (A cos βt + B sin βt)eαt e−st dt
υ→∞ →0 −
Z υ Z υ
(α−s)t (α−s)t
= lim lim A e cos βt dt + B e sin βt dt
υ→∞ →0 − −
1
= {Beta p.175} = lim lim e(α−s)t
υ→∞ →0 (α − s)2 + β 2
υ
In the final value theorem we take the limit when s → 0, and the Laplace transform above must exist
even in that case, so a necessary condition is α < 0, i.e. that the poles of the system is strictly in the
left hand halfplane and it is asymptotically stable. In general the solution to a linear time invariant
homogeneous ODE can be expressed as
the critical condition will also in the general case be <(λ) ≤ 0 or <(λ) < 0, i.e. all poles except one,
which may be in the origin, should be in the open left halfplane. We have thus shown that a sufficient
and necessary condition for the final value theorem is that the system is stable.
References
[1] Kent H. Lundberg, Haynes R. Miller, and David L. Trumper. Initial conditions, generalized
functions, and the laplace transform troubles at the origin. Control Systems Magazine, IEEE,
27:22–35, 2007.