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State Space Stability Analysis

This document discusses stability in state space representations of systems. It notes that: 1) For a system described by state space matrices (A, B, C, D), the poles of the transfer function H(s) are the uncancelled eigenvalues of A. 2) For the state space representation to be internally stable, all eigenvalues of A must be stable. 3) An example system is presented that has an unstable state space realization, even though the transfer function itself is stable, demonstrating that internal and input/output stability are different concepts.

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459 views4 pages

State Space Stability Analysis

This document discusses stability in state space representations of systems. It notes that: 1) For a system described by state space matrices (A, B, C, D), the poles of the transfer function H(s) are the uncancelled eigenvalues of A. 2) For the state space representation to be internally stable, all eigenvalues of A must be stable. 3) An example system is presented that has an unstable state space realization, even though the transfer function itself is stable, demonstrating that internal and input/output stability are different concepts.

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Stability in State Space ELEC304-Alper Erdogan 1–1

Lecture 1
Stability in State Space

• Given a state space description


ẋ(t) = Ax(t) + Bu(t)
y(t) = Cx(t) + Du(t)
for a system, the transfer function is given by
Adj(sI − A)
−1
H(s) = C(sI − A) B + D = C +D
det(sI − A)
• Therefore, the poles of H(s) are uncancelled
eigenvalues of A.
• Note that the eigenvalues of A appear as exponents
in the solution of state x(t) (although some of them
may not appear at the output due to pole-zero
cancellations).
• As a result for a given (A, B, C, D) to be stable
(internal stability), all eigenvalues of A should be
stable.
Stability in State Space ELEC304-Alper Erdogan 1–2

Example

• Consider the example


   
−2 0   1 
ẋ(t) = +


x(t) 
 u(t)

0 3 2
 

 
y(t) = 1 0 x(t)
where
– Eigenvalues of A are −2(stable) and 3(unstable).
– Output is equal to the first state, which is
decoupled from the second state: y(t) = x1(t).
• The transfer function of this system:
Adj(sI−A) B
C z
 }| { z }| {
z
 }| {s − 3 0   1 
1 0


0 s+2 2
  

H(s) =
(s − 3)(s
| {z
+ 2)}
det(sI−A)
(s − 3) 1
= =
(s − 3)(s + 2) s + 2
⇒ The transfer function has only a stable pole (-2) !
(after the pole-zero cancellation).
Stability in State Space ELEC304-Alper Erdogan 1–3

• Now lets look at the states

Z
t
x1(t) = x1(0)e + 0 e−2(t−τ )u(τ )dτ (= y(t))
−2t
Z
t
x2(t) = x2(0)e + 2 0 e3(t−τ )u(τ )dτ
3t

So the first state and output are fine, however, x2(t)


will grow unbounded!. As a result,
1
– The transfer function H(s) = s+2 is input/output
stable.
– Its state space realization given above is
unstable.(internally unstable realization of a stable
transfer function).

x1(t) y(t)
+ Integrator 1

u(t) -2

2 + Integrator x2(t)

• We can actually provide many stable state-space


descriptions for the same system, one of which is
Stability in State Space ELEC304-Alper Erdogan 1–4

ẋ(t) = −2x(t) + u(t)


y(t) = x(t)

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