Math Problem Statement

solve it classic form step by step

Prove that if an LTI system in state-space form is asymptotically stable, then it is also BIBO (Bounded Input, Bounded Output) stable. Assume the inputs and initial states are bounded with limits a and b, respectively, and show that the output is also bounded, depending on a and b.

Solution

To solve the given problem in a clear, step-by-step classical form, we will prove that a Linear Time-Invariant (LTI) system in state-space form, if asymptotically stable, is also BIBO (Bounded Input, Bounded Output) stable.

Step 1: Understanding Asymptotic Stability

An LTI system in state-space form is given by: x˙(t)=Ax(t)+Bu(t),y(t)=Cx(t)+Du(t)\dot{x}(t) = Ax(t) + Bu(t), \quad y(t) = Cx(t) + Du(t) Here:

  • x(t)x(t) is the state vector,
  • u(t)u(t) is the input,
  • y(t)y(t) is the output,
  • AA, BB, CC, and DD are constant matrices.

Asymptotic Stability means that all eigenvalues of the matrix AA have negative real parts. This ensures that the homogeneous solution (response to initial conditions) of the system decays to zero as tt \to \infty.

Step 2: BIBO Stability Definition

An LTI system is BIBO stable if every bounded input u(t)u(t) results in a bounded output y(t)y(t). This implies: u(t)a    y(t)b,\| u(t) \| \leq a \implies \| y(t) \| \leq b, where aa and bb are finite bounds.

We need to show that asymptotic stability guarantees BIBO stability.


Step 3: Bounded Output for Bounded Input

To analyze the system, we examine the state x(t)x(t) and the output y(t)y(t): x(t)=eAtx(0)+0teA(tτ)Bu(τ)dτx(t) = e^{At}x(0) + \int_{0}^{t} e^{A(t-\tau)}Bu(\tau) \, d\tau y(t)=Cx(t)+Du(t)y(t) = Cx(t) + Du(t)

1. Contribution of Initial State

The term eAtx(0)e^{At}x(0) in x(t)x(t) decays to zero as tt \to \infty due to the asymptotic stability of AA. Therefore, the effect of the initial state is bounded for all tt.

2. Contribution of Input u(t)u(t)

For bounded input u(t)u(t), we need to show that 0teA(tτ)Bu(τ)dτ\int_{0}^{t} e^{A(t-\tau)}Bu(\tau) \, d\tau remains bounded.

  • Since AA is asymptotically stable, eAte^{At} is exponentially decaying, meaning there exists a constant M>0M > 0 such that: eAtMeαt,for some α>0.\|e^{At}\| \leq M e^{-\alpha t}, \quad \text{for some } \alpha > 0.
  • The integral term becomes: 0teA(tτ)Bu(τ)dτ.\int_{0}^{t} e^{A(t-\tau)}Bu(\tau) \, d\tau. Since u(t)u(t) is bounded (u(t)a\|u(t)\| \leq a), and eA(tτ)e^{A(t-\tau)} is bounded, the overall contribution of this term is also bounded.

3. Boundedness of Output y(t)y(t)

Finally, substituting into y(t)y(t): y(t)=C(eAtx(0)+0teA(tτ)Bu(τ)dτ)+Du(t).y(t) = C\left(e^{At}x(0) + \int_{0}^{t} e^{A(t-\tau)}Bu(\tau) \, d\tau\right) + Du(t). Each term on the right-hand side is bounded:

  • CeAtx(0)Ce^{At}x(0) is bounded since eAtx(0)e^{At}x(0) decays exponentially.
  • C0teA(tτ)Bu(τ)dτC \int_{0}^{t} e^{A(t-\tau)}Bu(\tau) \, d\tau is bounded because u(t)u(t) is bounded and eA(tτ)e^{A(t-\tau)} is exponentially decaying.
  • Du(t)Du(t) is bounded because u(t)u(t) is bounded.

Therefore, y(t)y(t) is bounded for all bounded u(t)u(t).


Step 4: Conclusion

We have shown that if an LTI system is asymptotically stable, then its output y(t)y(t) remains bounded for all bounded inputs u(t)u(t). Hence, the system is BIBO stable.


Summary

  • Asymptotic stability ensures the exponential decay of eAte^{At}, which bounds the state response x(t)x(t).
  • For bounded input u(t)u(t), the boundedness of x(t)x(t) leads to bounded output y(t)y(t).

Do you have any questions, or would you like me to elaborate on any specific step?


5 Relative Questions

  1. What is the difference between BIBO stability and asymptotic stability?
  2. How does the eigenvalue condition for AA relate to stability in practical systems?
  3. Can a system be BIBO stable but not asymptotically stable? Why or why not?
  4. How does the boundedness of u(t)u(t) influence the stability of y(t)y(t)?
  5. What role does the matrix CC play in determining the output y(t)y(t)?

Tip

When proving stability, always start with the system definitions and use mathematical bounds systematically to ensure clarity and rigor.

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Math Problem Analysis

Mathematical Concepts

Linear Time-Invariant (LTI) systems
State-space representation
Asymptotic stability
Bounded Input Bounded Output (BIBO) stability

Formulas

State-space equations: \dot{x}(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t)
Exponential matrix solution: x(t) = e^{At}x(0) + \int_{0}^{t} e^{A(t-\tau)}Bu(\tau)d\tau

Theorems

Asymptotic stability: Eigenvalues of A have negative real parts
BIBO stability: For bounded input u(t), the output y(t) is bounded

Suitable Grade Level

Undergraduate