Introduction to Model Order Reduction

I.4 - System Properties

Stability, Passivity

RAVI RAJ

LOVELY PROFESSIONAL UNIVERSITY

1
 Outline

• Review of Laplace Domain Transfer Function

• Stability of State-Space Models
• Passivity of State-Space Models
‑ Positive-Realness
‑ Bounded-Realness

2
 An Aside on Transfer
Functions – Laplace Transform
dx(t )
Consider an ODE:  Ax(t )  bu  t 
dt

Bilateral Laplace Transform: X  s    x  t est dt

dx  t   st
Key Transform Property: sX  s    dt
e dt

Rewrite the ODE in transformed variables
sX  s   AX  s   bU  s  Y  s   cT X  s 
 Y  s   c  sI  A  bU  s 
T 1

     
H  s   Transfer Function
3
 An Aside on Transfer
Functions – Meaning of H(s)
For Stable Systems, H(jw) is the frequency response
j t
If u (t )  e Sinusoid

then y (t )  H  j  e j t Sinusoid with shifted

phase and amplitude
H  j 


4
 An Aside on Transfer
Functions – EigenAnalysis
Transfer Function H  s   c  sI  A  b
T 1

1
     1 0 0    
Apply A   w1 w2 wN   0  0   w1 w2 wN 
Eigendecomposition   
  
 0 0
 
N      
W

H  s   c W  sI    W b
T 1 1

 1 
s  0 0 
 1
 ci bi N
c  0
 T
 0  b  H  s  
i 1 s  i
 
 0 1 
0
 s  N 
5
 Outline

• Review of Laplace Domain Transfer Function

• Stability of State-Space Models
• Passivity of State-Space Models
‑ Positive-Realness
‑ Bounded-Realness

6
 Stability of State-Space Models
• Consider a state-space model in isolation (it is not part of
a larger system)
dx
 Ax  Bu y  Cx  Du
dt

Input Model Output

• For well-behaved (e.g., bounded) inputs, when will the

outputs be well-behaved (e.g. bounded) as well?

7
 Stability of State-Space Models
• From systems theory, the model will be bounded-
input/bounded-output (BIBO) stable if the transfer function has
no poles in the open left half-plane.
1
• Recall H ( s )  D  C ( sI  A) B
• The poles of H (s )occur where ( sI  A) is singular
• Equivalently, for non-singular A , H (s )has a partial-fraction
expansion N
c b
H  s   i i

i 1 s  i
where the k (poles) are the eigenvalues of A . For
stability, these eigenvalues must not have positive real part;
otherwise the impulse response will contain a growing
8
exponential
 Descriptor Systems

• What about H ( s )  D  C ( sE  A) 1 B ?

• For E  I , the poles come from the eigenvalue

problem Ax  x

• For non-singular E, we can transform to this form. For

( sE  A)
singular E, the poles occur when is singular.
The poles are determined by the generalized
Ax  Ex
eigenvalue problem

9
 Outline

• Review of Laplace Domain Transfer Function

• Stability of State-Space Models
• Passivity of State-Space Models
‑ Positive-Realness
‑ Bounded-Realness

10
 Passivity

 Passive systems do not generate energy. We

cannot extract out more energy than is stored. A
passive system does not provide energy that is not
in its storage elements.

t
Energy   i ( )v( ) d  0


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 Need to preserve passivity of passive interconnect

Analog or digital IP PCB, package, IC

blocks interconnects
- +
+ -

D Q

C Picture by
J. Phillips Z(f) Picture by
M. Chou

Would like to capture the Note: passive!

results of the accurate
interconnect field solver
analysis into a small model
for the impedance at some
ports.
Hence, need to guarantee
passivity of the model
otherwise can generate
energy and the
simulation will
explode!!
 Interconnected Systems

 In reality, reduced models are only useful when

connected together with models of other
components in a composite simulation
 Consider a state-space model connected to
external circuitry (possibly with feedback!)

ROM

 Can we assure that the simulation of the composite

system will be well-behaved? At least preclude non-
physical behavior of the reduced model?
13
 Interconnecting Passive Systems

 The interconnection of stable models is not necessarily

stable.
 BUT the interconnection of passive models is a passive
model (and hence also stable).

-+
+-
DQ
C

-+ -+
+- +-
DQ DQ
C C

-+
+-
DQ
C
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 Outline

• Review of Laplace Domain Transfer Function

• Stability of State-Space Models
• Passivity of State-Space Models
‑ Positive-Realness
‑ Bounded-Realness

15
 Positive Realness & Passivity

• For systems with immittance (impedance or

admittance) matrix representation, positive-realness
of the transfer function is equivalent to passivity

I1in I in
2
out  
v 1 ROM v2out



v1in ( s )  I1out ( s )
 in   H ( s)  out 
 v2 ( s )   I 2 ( s )

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 Passivity condition on transfer function

 For systems with immittance matrix representation,

passivity is equivalent to positive-realness of the
transfer function

y ( s )  H ( s )u ( s )
H ( s ) is analytic for Re (s)  0 (no unstable poles)

H ( s )  H ( s ) for Re (s)  0 (impulse response is real)

H ( s )  H ( s ) H  0, for Re (s)  0 (no negative resistors)

 Passivity condition on transfer function

 For systems with immittance matrix representation,

passivity is equivalent to positive-realness of the
transfer function

y ( s )  H ( s )u ( s )
H ( s ) is analytic for Re (s)  0 (no unstable poles)

H ( s )  H ( s ) for Re (s)  0 (impulse response is real)

H( s)  H( s)  
H ( j  )  H ( j ) 0,for
H H
for(s)all0
0 Re (no negative resistors)

It means its real part is a positive for any frequency.

Note: it is a global property!!!! FOR ANY FREQUENCY
Positive real transfer function in the complex plane for
different frequencies

Im
Transfer Function H ( j )

Re
Active Passive region
region Re{H ( j )}  0, for all frequencies 
 Sufficient conditions for passivity

sEx  x  Bu
y  Cx
 Sufficient conditions for passivity:

1) C  B T

2) x Ex  0, for all x
T

i.e. E is negative semidefinite

 Note that these are NOT necessary conditions

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 Sufficient conditions for passivity

sx  Ax  Bu
y  Cx
 Sufficient conditions for passivity:

1) C  B T

2) x Ax  0, for all x
T

i.e. A is negative semidefinite

 Note that these are NOT necessary conditions

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 Example Finite Difference System from
on Poisson Equation (heat problem)
Heat In
T0  0
Tend
dx  t  x
 A x  t   b  t x t
T

dt NxN
 u
Nx1
 y (t )  Nx
c
1
scalar scalar
input output
2 1 0  0 0  0 
 1 2        
    
A A  0    0 b    c   
     
   2 1 0  0 
 0 1 1  
 0 1 
 
1 


We already know the Finite Difference matrices is positive

semidefinite. Hence A or E=A-1 are negative semidefinite.
 Sufficient conditions for passivity

sEx  Ax  Bu
y  Cx
 Sufficient conditions for passivity:
1) C  B T
2) x Ex  0, for all x
T i.e. E is positive
semidefinite
3) x Ax  0, for all x
T
i.e. A is negative
semidefinite

 Note that these are NOT necessary conditions

(common misconception)
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 Example.
hState-Space Model from MNA of R, L, C circuits

When using MNA For immittance systems

in MNA form
E is Positive A is Negative B  CT
Semidefinite Semidefinite
 1 1 
C   v1   R    v1 (t )  1 0
 v  R
 0 d  1 1  v (t ) 0 0  I in1 
      
2
1  2     
 C  dt v3   R R  v3 (t )  0 1  I in2 
      1    
 L   Li   i (t
 L  0) 0
 1 1 
 v1 (t ) 
I1in I 2in
v1out (t ) 1 0 0 0 v2 (t )
 out     v (t )   
v (t ) 0 0 1 0
 2    3
  v1out IL v2out
i
L  (t )
 
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 Necessary and Sufficient Condition for Passivity
The Positive Real (KYP) Lemma

A stable system (A,B,C,D) is positive real if and only if there exists

X=XH0 such that the linear matrix inequality is satisfied

 AT X  XA  XB  CT 
 0
 B X C DD 
T T

If D=0 the system is positive real if

 A T X  XA  0
BT X  C
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 Positive-Real Lemma (other form)
• Lur’e equations :

XA  AT X  QT Q
C  BT X  W T Q
W T W  D  DT

• The system is positive-real if and only if X positive

is
semidefinite
• A dual set of equations can be written for a Y
with
A  AT , B  C T , C  BT , D  DT

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• A similar set of equations exists for bounded-real models
 Outline

• Review of Laplace Domain Transfer Function

• Stability of State-Space Models
• Passivity of State-Space Models
‑ Positive-Realness
‑ Bounded-Realness

27
 Bounded Realness & Passivity

• For systems with scattering matrix representation,

bounded-realness of the transfer function is
equivalent to passivity

in in
a
1 a 2

aout ROM a out

1 2

a1out ( s ) a1in ( s )
 out   H ( s )  in 
 a2 ( s )   a2 ( s ) 
28
 Passivity condition on transfer function

 For systems with scattering matrix representation,

passivity is equivalent to bounded-realness of the
transfer function

y ( s )  H ( s )u ( s )
H ( s ) is analytic for Re (s)  0 (no unstable poles)

H( s)  H( s) (impulse response is real)

I  H ( s ) H H ( s )  0, for Re (s)  0 (no negative resistors)

 Passivity condition on transfer function

 For systems with scattering matrix representation,

passivity is equivalent to bounded-realness of the
transfer function

y ( s )  H ( s )u ( s )
H ( s ) is analytic for Re (s)  0 (no unstable poles)

H( s)  H( s) (impulse response is real)

H s ) ) HH( s()j 0,
I  H ( j HH
) for for(s)all 0
0 Re (no negative resistors)

It means ||H(s)||2 < 1 is bounded for any frequency.

Note: it is a global property!!!! FOR ANY FREQUENCY
Bounded real transfer function in the complex plane
for different frequencies

Im

+j

Transfer Function H ( j )

1 Re
-1 Passive region
|| H ( j ) ||2  1, for all frequencies 

-j
Active
region
 Summary. System Properties

• Review of Laplace Domain Transfer Function

• Stability of State-Space Models
• Passivity of State-Space Models
‑ Positive-Realness
‑ Bounded-Realness

32