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Global Asymptotic Stability

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Control

Consider some linear control system. If x(t)0 as t, x0Rnx(t)\to 0\text{ as }t\to \infty,\quad \ \forall x_{0}\in\mathbb{R}^{n}then we say the system is globally asymptotically stable.

For some LTIC system x˙(t)=Ax(t)+Bu(t)x(0)=x0\begin{align*} \dot{x}(t)&=Ax(t)+Bu(t)\\ x(0)&=x_{0} \end{align*}with control u(t)=Fx(t)u(t)=Fx(t) where FMm×nF\in M_{m\times n} we have that A+BFA+BF is Hurwitz if and only if A+BFA+BF is globally asymptotically stable i.e. Re(eig(A+BF))<0    x(t)0 as t, x0Rn\mathrm{Re}(eig(A+BF))<0\iff x(t)\to0\text{ as }t\to\to \infty, \ \forall x_{0}\in\mathbb{R}^{n}

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