6.
241 Dynamic Systems and Control
Lecture 16: Bode’s Sensitivity Integral
Readings: DDV, Chapter 18
Emilio Frazzoli
Aeronautics and Astronautics
Massachusetts Institute of Technology
April 4, 2011
E. Frazzoli (MIT) Lecture 16: Bode Integral April 4, 2011 1/7
Cauchy’s integral theorem
Let Ω ⊂ C be an open, simply connected set.
Let f : Ω → C be a holomorphic function. In other words, the limit
f (s) − f (s0 )
f � (s0 ) = lim
s →s0 s − s0
exists (and is continuous) for all s0 ∈ Ω. Note that a complex function is
holomorphic if and only if it is analytic.
Let γ : [0, 1] → Ω be a differentiable function, such that γ(0) = γ(1).
Then, � 1 �
�
f (γ(t))γ (t) dt = f (z) dz = 0,
0 Γ
where Γ is the closed contour traced by γ(t) as t ranges from 0 to 1.
E. Frazzoli (MIT) Lecture 16: Bode Integral April 4, 2011 2/7
Cauchy’s integral formula
Let Ω, f , γ, and Γ be as in the previous slide.
Furthermore, Let p be a point that is encircled counter-clockwise exactly
once by γ(t) as t ranges from 0 to 1.
Then, �
f (z)
dz = 2πj f (p).
Γ z −p
Proof sketch:
Using Cauchy’s integral theorem, show that the value of the integral does not
depend on the enclosing path. In particular, we can choose a circle C� of
radius � around p. � � 1 2πjt
1 e
Note, for γ(t) = p + �e 2πjt , dz = 2πj� dt = 2πj.
C� z − p
2πjt
0 �e
Then,
�� � �
� f (z) � |f (z) − f (p)|
� dz − 2πj f (p) �≤ |dz| ≤
C� z − p |z − p |
� �
C�
� 2π
maxz∈C� |f (z) − f (p)|
� dt → 0.
0 �
E. Frazzoli (MIT) Lecture 16: Bode Integral April 4, 2011 3/7
Bode’s Sensitivity Integral for open-loop stable systems
Let L(s) be a proper, scalar rational transfer function, of relative degree nr ,
i.e., nr is the difference between the degrees of the denominator and of the
numerator.
Define G (s) = (1 + L(s))−1 , and assume that G has neither poles nor zeros
in the closed right half plane (i.e., both L and G are stable).
Then, � ∞ �
0 if nr > 1,
log |G (jω)| dω =
0 −κ π2 if nr = 1,
where κ = lims→∞ sL(s).
E. Frazzoli (MIT) Lecture 16: Bode Integral April 4, 2011 4/7
Proof sketch
Since
� log |G (s)| is analytic
� on the RHP,� then
D
log |G (s)| ds = Ci
log |G (s)| ds + C∞
log |G (s)| ds = 0, i.e.,
� ∞ �
1
j log |G (jω)| dω = log |1 + L(s)| ds.
0 2 C∞
For large s, log |1 + L(s)| ≈ log |1 + as −nr | ≈ |as −nr |, so on CE ,
� � π/2
1 � a �
log |1 + L(s)| ds ≈ − � nr e −jnr t � · Eje jt dt =
� �
2 CE 0 E
� π/2
aj aj π
− nr −1 e jt dt = − nr −1
E 0 E 2
In other words, for nr > 1, the integral on CE converges to 0, and for nr = 1,
it converges to κ π2 j.
E. Frazzoli (MIT) Lecture 16: Bode Integral April 4, 2011 5/7
Bode’s Sensitivity Integral
Let L(s) be a proper, scalar rational transfer function, of relative degree nr .
Define G (s) = (1 + L(s))−1 , and assume that G has no poles in the closed
right half plane (i.e., G is stable), and has q ≥ 0 zeros in the closed RHP
plane (i.e., L can be unstable), at location z1 , z2 , . . . , zq , with Re(zi ) ≥ 0.
Then,
� ∞ � �q
π i =1 zi � if nr > 1,
log |G (jω)| dω = q
0 −κ π2 + π i=1 zi if nr = 1,
where κ = lims→∞ sL(s).
E. Frazzoli (MIT) Lecture 16: Bode Integral April 4, 2011 6/7
Proof sketch
The function � log |G (s)| is not analytic on the RHP. Define
q s+zi
Ĝ (s) = G (s) i=1 s−z i
.
ˆ (s)| is analytic on the RHP, then
�
Since log |G D
log |Ĝ (s)| ds = 0, and hence
� � q � � �
� � s + zi �
log |G (s)| ds + log |G (s)| ds + log �
� � ds = 0.
Ci C∞ D s − zi �
i=1
Proceeding as in the basic case, and noting that
� � �
� s + zi �
log �
� � ds = 0,
Ci s − zi �
and
� � � � �
� s + zi � � zi �� � zi ��
log � � ds = log 1 + ds − log 1 − � ds = −jπzi ,
� � �
s − zi � s s
� � �
C∞ C∞ C∞
� �
We get the desired result. Notice also that i Re(zi ) = i zi .
E. Frazzoli (MIT) Lecture 16: Bode Integral April 4, 2011 7/7
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