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16CI622 Digital Control Systems

Stability Analysis
O. V. Ramana Murthy

B206, AB2
Electrical and Electronics Engineering
Amrita Vishwa Vidyapeetham, Coimbatore
Asymptotic Stability
 The most commonly used definitions of stability are based on the
magnitude of the system response in the steady state. If the
steady-state response is unbounded, the system is said to be
unstable.
 Asymptotic Stability: A system is said to be asymptotically
stable if its response to any initial conditions decays to zero
asymptotically in the steady state.
lim 𝑦 𝑘 = 0
𝑘→∞

 If the response due to the initial conditions remains bounded but


does not decay to zero, the system is said to be marginally
stable.
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Asymptotic Stability
In the absence of pole-zero cancellation, an LTI digital system is
asymptotically stable if its transfer function poles are in the open
unit disc and marginally stable if the poles are in the closed unit
disc with no repeated poles on the unit circle.
The open unit disc is the region in
the complex plane defined by
𝑧: 𝑧 < 1 𝑟=1

The closed unit disc is the region


in the complex plane defined by
𝑧: 𝑧 ≤ 1
3 Ramana Murthy Unit Disc: A disc with radius 1.
BIBO Stability
The second definition of stability concerns the forced response of the
system for a bounded input.
A system is said to be bounded-input–bounded-output (BIBO) stable if its
response to any bounded input remains bounded.
That is, for any input satisfying
𝑢(𝑘) < 𝑏𝑢 , 𝑘 = 1,2,3, …
0 < 𝑏𝑢 < ∞
The output satisfies

𝑦(𝑘) < 𝑏𝑦 , 𝑘 = 1,2,3, …


0 < 𝑏𝑦 < ∞

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Bounded sequence with bound bu = 3
Asymptotic vs. BIBO Stability
 LTI systems, with no pole-zero cancellation, BIBO and
asymptotic stability are equivalent and can be investigated
using the same tests.

 Hence, the term stability is used in the sequel to denote


either BIBO or asymptotic stability with the assumption of
no unstable pole-zero cancellation.

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Stability of discrete-time systems
 Factorizing D(z) = 0 and finding its roots.

 Jury’s test.

 Routh–Hurwitz criterion .

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Factorizing the characteristic equation
 The direct method to check the stability of a system is to
factorize the characteristic equation, determine its roots, and
check if their magnitudes are all less than 1.

 It is not usually easy to factorize the characteristic equation


by hand. However, using Matlab command “roots”, this is
very easy.

 This type of test tell us whether a system is stable or not. It


does not tell us how the stability is affected if the gain or
some other parameter is changed in the system.

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Example
The block diagram of a closed-loop system is shown in Figure
8.1. Determine whether or not the system is stable. Assume
that T = 1 s.

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Solution
The transfer function of the closed-loop system is
Y ( z) G( z)
 ,
R( z ) 1  G ( z )
1  e Ts 4 
G( z)  Z  
 s s  2
1 2 z (1  e  2T ) 2(1  e  2T )
 (1  z )  2T
  2T
.
( z  1)( z  e ) ( z  e )
For T = 1 sec, G ( z )  1.729 .
z  0.135
The characteristic equation is 1  G ( z )  0  z  1.594  0.

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Solution
The transfer function of the closed-loop system is
Y ( z) G( z)
 ,
R( z ) 1  G ( z )
1  e Ts 4 
G( z)  Z  
 s s  2
1 2 z (1  e  2T ) 2(1  e  2T )
 (1  z )  2T
  2T
.
( z  1)( z  e ) ( z  e )
For T = 1 sec, G ( z )  1.729 .
z  0.135
The characteristic equation is 1  G ( z )  0  z  1.594  0.
The root of the characteristic equation z = -1.594 which is outside the
unit circle, i.e. the system is not stable.
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Example
In the previous example, find the value of T for which the
system is stable.

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Solution 2(1  e 2T )
 From the previous Solution, we got G( z)   2T
.
(z  e )
 The characteristic equation is
1  G ( z )  0  z  3e 2T  2  0.
 Hence, the pole is z  3e 2T  2.
| z || 3e 2T  2 | 1
 For stability, the condition
|z|<1 must be satisfied; 
 1  3e  2T  2  1
Thus the system is stable

as long as T < 0.549
ln(1 / 3)  2T  0
 0.5 ln(1 / 3)  T  0
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Routh-Hurwitz Criterion
 The Routh-Hurwitz criterion determines conditions for left half
plane (LHP) polynomial roots and cannot be directly used to
investigate the stability of discrete-time systems.

 The bilinear transformation transforms the inside of the unit circle


to the LHP. This allows the use of the Routh-Hurwitz criterion for
the investigation of discrete-time system stability.
1+𝑤 1+𝑧
𝑧= ⇔𝑤=
1−𝑤 1−𝑧
 The bilinear Transformation is a special case of conformal mapping
used to convert continuous LTI transfer function into discrete shift
invariant transfer function.

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Routh-Hurwitz Criterion
 For the general z-polynomial,

𝐹 𝑧 = 𝑎𝑛 𝑧 𝑛 + 𝑎𝑛−1 𝑧 𝑛−1 + ⋯ + 𝑎𝑜
1+𝑤
 Using the bilinear transformation 𝑧 =
1−𝑤

1+𝑤 𝑛 1 + 𝑤 𝑛−1
𝐹 𝑤 = 𝑎𝑛 ( ) +𝑎𝑛−1 ( ) + ⋯ + 𝑎𝑜
1−𝑤 1−𝑤

 The Routh-Hurwitz approach becomes progressively more


difficult as the order of the z-polynomial increases. But for low-
order polynomials, it easily gives stability conditions.

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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 2 − 0.25 = 0

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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 2 − 0.25 = 0
Transforming the characteristic equation 𝑧 2 − 0.25 = 0 into
𝑤+1
𝑤 − 𝑑𝑜𝑚𝑎𝑖𝑛 by using the bilinear transformation 𝑧 =
𝑤−1
gives:
0.75𝑤 2 + 2.5𝑤 + 0.75 = 0

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Example
 Routh array can now be developed from the transformed
characteristic equation.
0.75𝑤 2 + 2.5𝑤 + 0.75 = 0

𝑤2 0.75 0.75
𝑤1 2.5 0
𝑤0 0.75

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Example
 Routh array can now be developed from the transformed
characteristic equation.
0.75𝑤 2 + 2.5𝑤 + 0.75 = 0

𝑤2 0.75 0.75
𝑤1 2.5 0
𝑤0 0.75

 Since there are no sign changes in the first column of the


Routh array therefore the system is stable.

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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 3 − 1.2𝑧 2 − 1.375𝑧 − 0.25 = 0

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Example
By using Routh-Hurwitz stability criterion, determine the
stability of the following digital systems whose characteristic
are given as.
𝑧 3 − 1.2𝑧 2 − 1.375𝑧 − 0.25 = 0

Transforming the characteristic equation into 𝑤 − 𝑑𝑜𝑚𝑎𝑖𝑛 by


𝑤+1
using the bilinear transformation 𝑧 = gives:
𝑤−1

−1.875𝑤 3 + 3.875𝑤 2 + 4.875𝑤 + 1.125 = 0

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Example
 Routh array can now be developed from the transformed
characteristic equation.
−1.875𝑤 3 + 3.875𝑤 2 + 4.875𝑤 + 1.125 = 0

𝑤3 -1.875 4.875
𝑤2 3.875 1.125
𝑤1 5.419 0
𝑤0 1125

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Example
 Routh array can now be developed from the transformed
characteristic equation.
−1.875𝑤 3 + 3.875𝑤 2 + 4.875𝑤 + 1.125 = 0
𝑤3 -1.875 4.875
𝑤2 3.875 1.125
𝑤1 5.419 0
𝑤0 1.125
 Since there is one sign change in the first column, the system has
one root in the right-half of the w-plane.
 This, in turn, implies that there will be one root of the
characteristic equation outside of the unit circle in the z-plane.
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Jury’s stability test
It is possible to investigate the stability of z-domain polynomials
directly using the Jury test.
For a polynomial i.e. Characteristic equation
𝐹 𝑧 = 𝑎𝑛 𝑧 𝑛 + 𝑎𝑛−1 𝑧 𝑛−1 + ⋯ + 𝑎𝑜 = 0
the roots of the polynomial are inside the unit circle if and only if
𝟏 . 𝐹 1 >0 𝟑 . 𝑎𝑜 < 𝑎𝑛
𝟐 . (−1)𝑛 𝐹 −1 > 0 𝟒 . 𝑏0 > 𝑏𝑛−1
𝟓 . 𝑐0 > 𝑐𝑛−2

𝒏 + 𝟏 . 𝑟0 > 𝑟2
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Jury’s stability test
The entries of the table are calculated as follows
𝑎𝑜 𝑎𝑛−𝑘
𝑏𝑘 = 𝑎 𝑎𝑘 , 𝒌 = 𝟎, 𝟏, … , 𝒏 − 𝟏
𝑛

𝑏𝑜 𝑏𝑛−𝑘
𝑐𝑘 = , 𝒌 = 𝟎, 𝟏, … , 𝒏 − 𝟐
𝑏𝑛 𝑏𝑘

𝑠𝑜 𝑠3 𝑠𝑜 𝑠2 𝑠𝑜 𝑠1
𝑟𝑜 = 𝑠 𝑠𝑜 , 𝑟1 = 𝑠 𝑠1 , 𝑟2 = 𝑠3 𝑠2
3 3

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Example
Determine the stability of the system having the following
characteristic equation:
F ( z )  z 4  z 3  2 z 2  2 z  0 .5  0 .

F (1)  6.5  0,
( 1) F ( 1)  1  1  2  2  0.5  0,
4

a0  0.5  1  a4

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Example
F ( z )  z 4  z 3  2 z 2  2 z  0 .5  0 .
z0 z1 z2 z3 z4
0 .5 2 2 1 1
1 1 2 2 0 .5
 0.75 0 1  1 .5
 1 .5 1 0  0.75
- 1.6875  1.5 0.75
|b0|=0.75< |b3|=1.5

|c0|=1.6875> |c2|=0.75

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System is unstable!
References
 Section 4.3, Chapter 4, Discrete-time Control Systems, K.
Ogata, 2nd edition.

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