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Exponential stability


In control theory, a continuous linear time-invariant system (LTI) is exponentially stable if and only if the system has eigenvalues (i.e., the poles of input-to-output systems) with strictly negative real parts. (i.e., in the left half of the complex plane). A discrete-time input-to-output LTI system is exponentially stable if and only if the poles of its transfer function lie strictly within the unit circle centered on the origin of the complex plane. Exponential stability is a form of asymptotic stability. Systems that are not LTI are exponentially stable if their convergence is bounded by exponential decay.

An exponentially stable LTI system is one that will not "blow up" (i.e., give an unbounded output) when given a finite input or non-zero initial condition. Moreover, if the system is given a fixed, finite input (i.e., a step), then any resulting oscillations in the output will decay at an exponential rate, and the output will tend asymptotically to a new final, steady-state value. If the system is instead given a Dirac delta impulse as input, then induced oscillations will die away and the system will return to its previous value. If oscillations do not die away, or the system does not return to its original output when an impulse is applied, the system is instead marginally stable.

The graph on the right shows the impulse response of two similar systems. The green curve is the response of the system with impulse response , while the blue represents the system . Although one response is oscillatory, both return to the original value of 0 over time.


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