Type a command or search the notes. Tab cycles completions. Up and down recall history when blank. Escape dismisses, then leaves the prompt.
MATH
[1251]

Definitions from Stability of systems

All definitions from Stability of systems.

Back to Stability of systems

Discrete-time system

A discrete-time system describes values xnx_n at times n=0,1,2,…n=0,1,2,\ldots through a recurrence

xn+1=f(n,xn,xn−1,…).x_{n+1}=f(n,x_n,x_{n-1},\ldots).

A first-order system uses xn+1=f(n,xn)x_{n+1}=f(n,x_n) and needs one initial value; a second-order system uses xn+1=f(n,xn,xn−1)x_{n+1}=f(n,x_n,x_{n-1}) and needs two.

Discrete linear system

A homogeneous second-order discrete linear system has the form

axn+1+bxn+cxn−1=0,n≥1.a x_{n+1}+b x_n+c x_{n-1}=0, \qquad n\ge1.

Here a,b,c∈Ca,b,c\in\mathbb C, a≠0a\ne0 and the coefficients are constant, so a characteristic-root calculation can replace the recurrence by an algebraic equation.

Discrete stability

For the linear systems considered here, a system is stable when every solution satisfies ∣xn∣→0|x_n|\to0 as n→∞n\to\infty and unstable when some solution is unbounded.

Here stable means asymptotically stable. A system whose solutions stay bounded but do not all decay is a boundary case, neither stable nor unstable under this convention.

Informally, “stable” sometimes means only “bounded”. The stricter convention stops a unit-modulus mode from being mistaken for a decaying one.

Continuous-time system

A continuous-time system describes a function x(t)x(t) through a differential equation with t∈Rt\in\mathbb R. For a,b,c∈Ca,b,c\in\mathbb C with a≠0a\ne0, consider the second-order homogeneous equation

ax′′(t)+bx′(t)+cx(t)=0.a x''(t)+b x'(t)+cx(t)=0.

The exponential trial function x(t)=Kertx(t)=Ke^{rt} leads to the algebraic equation

ar2+br+c=0.ar^2+br+c=0.

Continuous stability

For the linear systems considered here, a continuous system is stable when every solution decays to zero as t→∞t\to\infty and unstable when some solution is unbounded.

As in the discrete case, this is asymptotic stability; bounded non-decaying solutions form a boundary case.

On this page