38 CHAPTER 2. MATHEMATICAL MODELS IN CONTROL
where
eAt=X∞
k=0tk
k!AkwithA^0 the identityn◊nmatrix andx 0 =x(0).Now
eAt=Xmk=1h
Bn 1 +Bn 2 t+∑∑∑+Bnαktαk−^1i
eλkt (2.32)where theλks are eigenvalues ofA,theαksarecoefficients of the minimum
polynomial ofA,andtheBns are constant matrices determined solely byA.
Thus,
∞
∞eAt
∞
∞ ≤
Xmk=1Xαki=1ti−^1∞
∞eλkt∞
∞kBnik=
Xmk=1Xαki=1ti−^1 eRe(λk)tkBnikwhereRe(λk)denotes the real part ofλk.
Thus, ifRe(λk)< 0 for allk,then
lim
t→∞
kx(t)k≤lim
t→∞
kx 0 k
∞
∞eAt∞
∞=0
so that the origin is asymptotically stable.
Conversely, suppose the origin is asymptotically stable. ThenRe(λk)< 0
for allk, for if there exists someλksuch thatRe(λk)> 0 ,thenweseefrom
Equation 2.32 thatlimt→∞kx(t)k=∞so that the origin is unstable.
Such a matrix, or its characteristic polynomial, is said to bestable.
Example 2.2The solution of a second-order constant-coefficient differential
equation of the form
d^2 y
dt^2
+ady
dt+by=0is stable if the real parts of the roots
s 1 = −1
2
≥
a−p
a^2 − 4 b¥
s 2 = −1
2
≥
a+p
a^2 − 4 b¥
of the characteristic polynomials^2 +as+blie in the left-halfs-plane. In practice,
the characteristic polynomial is oftenfound by taking the Laplace transform to
get the transfer function
L(y)=y^0 (0) + (a+s)y(0)
s^2 +as+bThe roots ofs^2 +as+bare called the poles of the rational functionL(y).
If bounded inputs provide bounded outputs, this is called BIBO stability. If
a linear system is asymptotically stable, then the associated controlled system
is BIBO stable.