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Eigenvalues, Zeros and Poles
(1) Definition: Roots of the characteristic polynomial of a system are called eigenvalues of the system. characteristic polynomial eigenvalues nxn nx1
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Transfer function of the system (1):
In general is a matrix is then the transfer function from the input to the output After cancelling the common terms in nominator and denominator, one gets Definition: Poles of (or the system (1)) are the roots of Zeros of (or the system (1)) are the roots of Result: Poles of a system are a subset of system eigenvalues.
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Generalization of the notion ...........
Stability Zero input stability: (2) Definition: (Equilibrium) A constant solution of the system (2) is called an equilibrium of the system How to find ? Solve ! What is for linear systems? If A is invertible then is zero. Otherwise, there are infinitely many equilibria. Solve Definition (Norm): Let V be a vector space (a space with appropriate addition and multiplication by scalars operations). Norm of a vector is defined as a positive valued function that satisfies. Generalization of the notion
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Definition: (Lyapunov stability)
Let be an equilibrium of the system The equilibrium is called Lyapunov stable if for every arbitrary small , there exists a such that Definition: (Asymptotic stability) Let be a Lyapunov stable equilibrium of the system Then is asymptotically stable if there exists a such that
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The zero equilibrium of the system is Lyapunov stable if and only if
Theorem: The zero equilibrium of the system is Lyapunov stable if and only if Proof: Solution: Norm property Let be Lyapunov stable but not bounded. Then there exist a which is not bounded. Choose i. Then, This result is contraditory. Therefore,
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Theorem: The zero equilibrium of the system is Lyapunov stable if and only if Proof: Similar to the previous proof. For the system , let the eigenvalues of the system be Then, Theorem: 1) is Lyapunov stable and eigenvalues with have multiplicity one. 2) is asymptotically stable
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Definition: (BIBO sability) The system is bounded input bounded output (BIBO) stable if and only if output of the system is bounded for all bounded inputs. Theorem: is BIBO stable All poles of have negative real part. Theorem: is asymptotically stable is BIBO stable.
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Example: Find the equilibria and analyze the stability for the following system!
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Example: Find the transfer function for the following system! Is the system Lyapunov stable? asymptotically stable? BIBO stable?
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