Internal Stability

A diagonalizable system $A$ is internally stable, or state space stable, if and only if for every state $\mathbf{x}$, the system’s natural response (i.e. with no input) results in a bounded state trajectory.

$$ \forall \mathbf{x}(t), \space \mathbf{\dot{x}}=A\mathbf{x}, \space \exists L \in \R\space \vert \space \forall t \in \R ^{\geq 0}, ||\mathbf{x}(t)|| \leq L \\

\hspace{21pt} \forall \mathbf{x}[i], \space \mathbf{x}[i+1]=A\mathbf{x}, \space \exists L \in \R\space \vert \space \forall i \in \Z ^{\geq 0}, ||\mathbf{x}[i]|| \leq L $$

In linear, time-invariant systems, an internally stable system will have all state trajectories converge at $\mathbf{0}$. There are 3 major classifications of internal stability,

  1. Stable. System decays to an equilibrium.
  2. Marginally Stable. Neither decay nor unbounded end behavior.
  3. Unstable. System’s end behavior is unbounded.

Characterization

The internal stability of a system $A$ is entirely characterized by its eigenvalues.

$$ \mathbf{x}(t) = e^{At} \mathbf{x}(0) = \sum _{k=1} ^{\ell} \mathbf{c}k e^{\lambda_k t} \hspace{15pt} \text{ and } \hspace{15pt}\mathbf{x}[i] = A^{i} \mathbf{x}[0] = \sum{k=1} ^{\ell} \mathbf{c}_k \lambda ^{i}_k $$

Continuous Time

Since the eigenvalues are exponents, the end behavior of $||\mathbf{x}(t)||$ depends on the sign of $\text{Re}\space \{\lambda _i\}$.

$$ \lambda_i = \sigma _i \pm j \omega_i\rightarrow e^{\lambda_i t}=e^{\sigma_i t} (\cos (\omega_i t) \pm j\sin(\omega_i t)) \\ $$

The $\pm$ accounts for the fact that complex roots to a real system come in conjugate pairs (i.e. if $z$ is a root, so is $z^*$). Given this formulation, we can describe the stability of the system in terms of $\sigma _i$.

$$ \begin{cases} \text{All } \sigma _i < 0 \hspace{83pt} \rightarrow \text{Stable} \\ \text{Any } \sigma _i > 0 \hspace{78pt}\rightarrow \text{Unstable} \\ \text{All } \sigma _i \leq 0 \text{ and some } \sigma _k = 0 \hspace{10pt} \rightarrow \text{Marginally Stable or Unstable} \end{cases} $$

image.png

Discrete Time

Since the eigenvalues are the bases, the end behavior of $||\mathbf{x}(t)||$ depends on the size of $\text{Re} \{\lambda _k\}$