Small-gain theorem

Feedback connection between systems S₁ and S₂.

In nonlinear systems, the formalism of input-output stability is an important tool in studying the stability of interconnected systems since the gain of a system directly relates to how the norm of a signal increases or decreases as it passes through the system. The small-gain theorem gives a sufficient condition for finite-gain ${\mathcal {L}}$ stability of the feedback connection. The small gain theorem was proved by George Zames in 1966. It can be seen as a generalization of the Nyquist criterion to non-linear time-varying MIMO systems (systems with multiple inputs and multiple outputs).

Theorem. Assume two stable systems $S_{1}$ and $S_{2}$ are connected in a feedback loop, then the closed loop system is input-output stable if $\|S_{1}\|\cdot \|S_{2}\|<1$ and both $S_{1}$ and $S_{2}$ are stable by themselves. (This norm is typically the ${\mathcal {H}}_{\infty }$-norm, the size of the largest singular value of the transfer function over all frequencies. Any induced Norm will also lead to the same results).

References

• H. K. Khalil, Nonlinear Systems, third edition, Prentice Hall, Upper Saddle River, New Jersey, 2002;
• C. A. Desoer, M. Vidyasagar, Feedback Systems: Input-Output Properties, second edition, SIAM, 2009.

See also

• Input-to-state stability