CONTROL THEORY

IEEE Press
445 Hoes Lane, P.O. Box 1331
Piscataway, NJ 08855-1331

IEEE Press Editorial Board

Robert J. Herrick, Editor in Chief
M.Akay
J. B. Anderson
P. M. Anderson
J. E. Brewer

M.Eden
M. E. El-Hawary
R. F. Hoyt
S. V. Kartalopoulos
D. Kirk

M.S.Newman
M. Padgett
W.D.Reeve
G. Zobrist

Kenneth Moore, DirectorofIEEE Press

Catherine Faduska, SeniorAcquisitions Editor
Robert H. Bedford, AssistantAcquisitions Editor
Anthony VenGraitis, ProjectEditor
Marilyn G. Catis, Marketing Manager
IEEE Control Systems Society, Sponsor
CSS Liaison to IEEE Press, Bruce M. Krogh
Cover design: William T. Donnelly, WT Design

Books of Related Interest from IEEE Press

PERSPECTWES IN CONTROL ENGINEERING: Technologies, Applications, and New Directions

Edited by Tariq Samad
2001 Hardcover
536 pp IEEE Order No. PC5798 ISBN 0-7803-5356-0

PHYSIOLOGICAL CONTROL SYSTEMS: Analysis,Simulation, and Estimation

A volume in the IEEE Press Book series on Biomedical Engineering
Michael C. K. Khoo
2000 Hardcover
344 pp IEEE Order No. PC5680 ISBN 0-7803-3408-6

THE CONTROL HANDBOOK

A CRC Handbook published in cooperation with IEEE Press
Edited by William S. Levine
1996 Hardcover
1566 pp IEEE Order No. PC5649 ISBN 0-8493-8570-9

ROBUSTVISIONFOR VISION-BASED CONTROL OF MOTION

A volume in the SPIE/IEEE Series on Imaging Science & Engineering
Edited by Markus Vincze and Gregory D. Hager
2000 Hardcover
264 pp IEEE Order No. PC5403 ISBN 0-7803-5378-1

CONTROL THEORY
Twenty-Five Seminal Papers (1932-1981)

Edited by

Tamer Basar
University ofIllinoisat Urbana-Champaign

Editorial Board
Brian D. O. Anderson
Karl J. Astrom
John Baillieul
TamerBasar (Chair)
Bruce A. Francis
Alberto Isidori
Petar V. Kokotovic
Huibert Kwakemaak
William J. Levine
Lennart Ljung
David Q. Mayne
Jan C. Willems

IEEE Control Systems Society, Sponsor

A Selected Reprint Volume

IEEE
PRESS

The Institute of Electrical and ElectronicsEngineers, Inc., New York

This book and other books may be purchased at a discount

from the publisher when ordered in bulk quantities. Contact:
IEEE Press Marketing
Attn: Special Sales
445 Hoes Lane, P.O. Box 1331
Piscataway, NJ 08855-1331
Fax: +1 732 981 9334
For more information on IEEE Press products, visit the
IEEE Online Catalog and Store: http://www.ieee.org/store.

2001 by the Institute of Electrical and Electronics Engineers, Inc.,

3 Park Avenue, 17th Floor, New York, NY 10016-5997.

All rights reserved. No part of this book may be reproduced in anyform,

nor may it be storedin a retrieval systemor transmitted in anyform,
withoutwrittenpermission from the publisher.
Printed in the United States of America.
10

ISBN 0-7803-6021-4

IEEE Order No. PC5870

Library of Congress Cataloging-in-Publication Data

Control theory: twenty-five seminal papers (1931-1981) / edited by Tamer Basar,
p.
em.
"IEEE Control Systems Society, sponsor."
"A selected reprint volume."
ISBN 0-7803-6021-4
1. Automatic control. 2. Control theory. I. Basar, Tamer. II. IEEE Control Systems
Society.
TJ213.7.C662000
629.8--dc21
00-058171
CIP

Contents

Preface

vii

Regeneration Theory

Nyquist, H. (Bell Syst. Tech. J., Vol. 11, 1932, pp. 126-147.)

Stabilized Feedback Amplifiers

25
Black, H. S. (Bell Syst. Tech. J., Vol. 13, 1934, pp. 1-18.)
Relations Between Attenuation and Phase in Feedback Amplifier Design
Bode, H. W. (Bell Syst. Tech. J., Vol. 19,1940, pp. 421-454.)
The Linear Filter for a Single Time Series

45

81

Wiener, N. (Chapter III from Extrapolation, Interpolation, and Smoothing ofStationary Time Series,
The M.I.T. Press, Cambridge, MA, 1949, pp. 81-103.)

Control System Synthesis by Root Locus Method

107

Evans, W. R. (Trans. Amer. Inst. Electric. Engineers, Vol. 69, 1950, pp. 66-69.)

The Structure of Dynamic Programming Processes

113
Bellman, R. (Chapter 3 from DynamicProgramming, Princeton University Press, Princeton, NJ,
1957, pp. 81-89.)

Optimal Regulation Processes

125

Pontryagin, L. S. (Uspekhi Mat. Nauk, USSR, Vol. 14,1959, pp. 3-20. (English translation: Amer.
Math. Society Trans., Series 2, Vol. 18, 1961, pp. 321-339.

Contributions to the Theory of Optimal Control

147

Kalman, R. E. (Bol. Soc. Mat. Mexicana, Vol. 5,1960, pp. 102-119.)

A New Approach to Linear Filtering and Prediction Problems

167

Kalman, R. E. [Trans. ASME (J. Basic Engineering), Vol. 82D, March 1960, pp. 35-45.]

Dual Control Theory, Parts I and II

181
Feldbaum, A. A. [Automation and Remote Control, Vol. 21, April 1961, pp. 874-880, and May 1961,
pp. 1033-1039. (Russian originals dated September 1960, pp. 1240-1249, and November 1960,
pp. 1453-1464.)]

Absolute Stability of Nonlinear Systems of Automatic Control

197

Popov, V. M. [Automation and Remote Control, Vol. 22, February 1962, pp. 857-875. (Russian original
dated August 1961, pp. 961-979.)]

A Steepest-Ascent Method for Solving Optimum Programming Problems

219

Bryson, A. E., and Denham, W. F. [Trans. ASME (J. Appl. Mechanics), June 1962, pp. 247-257.]

CONTENTS

vi

The Solution of Certain Matrix Inequalities in Automatic Control Theory

233
Yakubovich, V. A. (DANDokladyAkademiiNauk SSSR), Vol. 143, 1962, pp. 1304-1307. (English
translation: SovietMathematics (by AmericanMath. Society), 1962, pp. 620-623.)
Mathematical Description of Linear Dynamical Systems
Kalman, R. E. (SIAM J. Control, Vol. 1, 1963, pp. 152-192.)

239

On the Input-Output Stability of Time-Varying Nonlinear Feedback Systems-Part I: Conditions derived using
concepts of loop gain, conicity, and positivity; Part II: Conditions involving circles in the frequency plane
and sector nonlinearities
283
Zames, G. (IEEETrans. Automat. Contr., Vol. AC-ll, 1966, pp. 228-238 and 465-476.)
309
An Invariance Principle in the Theory of Stability
Lasalle, J. P. (in Differential Equations and Dynamical Systems, J. Hale and J. P. LaSalle, Eds.,
Academic Press, New York, 1967, pp. 277-286.)
Decoupling and Pole Assignment in Linear Multivariable Systems: A Geometric Approach
Wonham, W. M., and Morse, A. S. (SIAM J. Control, Vol. 8,1970, pp. 1-18.)
341
System Theory on Group Manifolds and Coset Spaces
Brockett, R. W. (SIAM J. Control, Vol. 10, 1972, pp. 265-284.)
363
Controllability of Nonlinear Systems
Sussmann, H. J., and Jurdjevic, V. (J. Diff. Eqns., Vol. 12, 1972, pp. 95-116.)
389
Dissipative Dynamical Systems-Part I: General Theory
Willems, J. C. (Arch. Ratl. Mech. and Analysis, Vol. 45, 1972, pp. 321-351.)
On Self-Tuning Regulators
423
Astrom, K. J., and Wittenmark, B. (Automatica, Vol. 9,1973, pp. 185-199.)
Nonlinear Controllability and Observability
441
Hermann, R., and Krener, A. J. (IEEETrans. Automat. Contr., Vol. AC-22, 1977, pp. 728-740.)
Analysis of Recursive Stochastic Algorithms
457
Ljung, L. (IEEETrans. Automat. Contr., Vol. AC-22, 1977, pp. 551-575.)
485
Discrete Time Multivariable Adaptive Control
Goodwin, G. C., Ramadge, P. J., and Caines, P. E. (IEEETrans. Automat. Contr., Vol. AC-25, 1980,
pp.449-456.)
Feedback and Optimal Sensitivity: Model Reference Transformations, Multiplicative Seminorms,
and Approximate Inverses
495
Zames, G. (IEEETrans. Automat. Contr., Vol. AC-26, 1981, pp. 301-320.)
Index

517

About the Editor

523

321

Preface

CONTROL is in one sense a fairly young discipline. Even though

it would be possible to push its historical origins back by about
two millennia to the days of the Babylonians, in modem terms
the real creation of the field has been in the twentieth century.
It is in this century that CONTROL became a scientificdiscipline,
with an intellectual core shaped by revolutionary ideas, novel
concepts, and a wealth of analytical and computational tools.
As a young and intellectually stimulating discipline, it attracted
someof thebrightestmindsto itsranks and, withits theorydriven
by real applications, it provided versatile tools for generations
of practicing engineers.
Prior to the twentieth century, there were of course also several key contributions. Perhaps the first time the study of control
systems attracted serious scientificattention was toward the end
of the eighteenth century, following James Watts's invention
of the governor in 1788, which was designed to regulate the
speed of the rotary steam engine. A related work on governors
by Huygens! actuallypredated that of Wattsby about a century;
Huygensinventedthe centrifugalgovernoras a meansof regulating a clock, which was adapted for windmills and water wheels
in the Netherlandsas early as the seventeenthcentury.Feedback
played an important role in all these inventions,and soon it was
realized and widely acknowledged that it is a concept that lies
at the foundation of any successful control design. However, to
make effective use of feedback, there was a need for a careful
mathematicalstudy of its impact on control design. James Clerk
Maxwell was the first to realize this need and to respond to it by
developingin his now famous paperv'considered by many to be
the starting point of the scientific approach to control research,
mathematicalmodelsfor variousgovernormechanismsbasedon
linear differentialequations. He worked out in his paper a complete theoryof stabilityfor constantcoefficientlineardifferential
equations up to fourth order, and obtained some conditions for
stability of fifth-order systems.Around the same time, and independently of Maxwell,a Russian engineer, Vyshnegradskii, had
recognized the importance of control in industrial applications,
IC. Huygens, "Horologii oscillatorii," Part 5, Paris, 1673.
2J. C. Maxwell, "Ongovemors," Proc.RoyalSoc.London, 16, 1868,pp. 270283.

vii

and the need for developing a sound theory.' Where Maxwell

left off was then picked up by Edward John Routh," and independently by Adolf Hurwitz.l who came up with what is known
today as the Routh-Hurwitz stabilitycriteria,solvingcompletely
the problem of stability of constant coefficient linear differential equations of any finite order. At about the same time, and
as the nineteenth century was coming to a close, another trendsetting developmenttook place, again in the area of stability, but
this time for nonlinear dynamical systems. Motivated by problems that arise in astronomy in connection with the motion of
the planets, a topic studied earlier by Henry Poincare," among
others, AleksandrMikhailovichLyapunovdevelopedin his doctoral thesis in Russia a new approach for testing the stability of
the equilibrium of a system described by nonlinear ordinary
differential equations, known today as the Second Method of
Lyapunov.
Hence, there was quite a bit of accumulatedactivityin control
at the beginning of the twentieth century. But what this century,
and particularly its second half, deliveredwas somethingdifferent in terms of both content and sheer volume of diverse contributions.The incessant growth caused by an explosion of new
fresh ideas, and driven by numerous applicationsfrom different
domains, brought this activity to unprecedented levels. As we
are coming to the close of this century,we thought that it would
be useful to reflect back and ask the questions: What have been
the major results of this century in control? What have been the
greatest hits in control? How has control theory evolved since
the times of Maxwell, Routh, Hurwitz, and Lyapunov (among
others)? There is of course no unique way of answeringall these
questions, but one possible way is to collect under one cover,
3J. Vyshnegradskii, "Sur la theorie generale des regulateurs (On the general
theory of control)," Compt. Rend. Acad. Sci. Paris, 83,1876, pp. 318-321.
4E.J. Routh, A Treatise on theStabilityof a GivenStateofMotion, Macmillan
(London), 1877.
5 A. Hurwitz, "Uber the Bedingungen unter welschen eine Gleichung nur
Wurzeln mit negativen reelen Teilen besitzt (On the conditions under which an
equation has only roots with negative real parts)," Mathematische Annalen,46,
1895, pp. 273-284.
6H. Poincare, Les MethodesNouvellesde la Mechanique Celeste (The New
Methods of the Cellestial Mechanics), Vol. 1, Gauthier-Villars (Paris), 1892.

viii

PREFACE

and as a representative of the major research developments and

accomplishments in control in this century, some key papers that
have made major impact on the field, along with some introductory material for each.
These considerations have led to the present volume, which
contains twenty-five carefully selected seminal papers covering
the period 1932-1981, and begins with Harry Nyquist's famous
"Regeneration Theory" paper, which introduced the so-called
Nyquist criterion (still a versatile tool for control engineers) and
laid the foundations of a frequency-domain approach to stability analysis of linear control systems. The volume ends with the
1981 paper by George Zames, which marks the beginning of
the "robustness" era in control-an era that we are leaving to
the coming generations to evaluate (perhaps by the middle of the
twenty-first century), along with other exciting developments the
control field has experienced for the past two decades, and will
undoubtedly continue to do so in the next century.
This volume was prepared under the auspices of the IEEE
Control Systems Society, by an Editorial Board consisting of
twelve members, namely:

Brian D.O. Anderson, Karl J. Astrom, John Baillieul, Tamer

Basar (Chair), Bruce A. Francis, Alberto Isidori, Petar ~
Kokotovic, Huibert Kwakernaak, William J. Levine, Lennart
Ljung, David Q. Mayne, and Jan C. Willems.
Based on nominations received in response to solicitations that
appeared in the IEEE Control Systems Magazine, and in the
E-LETTER on Systems, Control, and Signal Processing (based
in the Netherlands), and nominations generated by the Board
members, and after several rounds of voting, the Board unanimously agreed on the selection of the twenty-five papers included in this volume. The preambles to each paper were written
by the Board members (in some cases jointly), with the primary
author(s) in each case identified by his (their) initials.
The twenty-five papers included in this volume cover a broad
spectrum of major developments in control theory in the twentieth century, but still the volume should not be viewed as providing an exhaustive coverage of all topical areas of control, as
this has not been a criterion set by the Editorial Board in their
selection of the papers. The focus here has been the papers
selected rather than the areas of research in control. Still, we believe that the selected papers clearly outline the path which the
control discipline has followed during its rapid growth from the
1930s through the 1980s. To help the reader in this journey, in
the preambles to individual papers we have discussed developments in areas neighboring the topic of a particular paper, so as
to place its contributions and impact in proper perspective, and to
maintain continuity in the flow of ideas from one topic to another.
What is the path we can trace from the chronologically ordered papers in the volume? First comes the basic feedback theory, as represented by the first three papers, by Nyquist, Black,
and Bode, which was the outcome of research conducted at
the Bell Laboratories in the 1930s driven by the need to develop electronic feedback amplifiers for long telephone lines.
To this was added later, as a practical tool, the root locus method
of Evans. In the 1940s, Wiener's work on prediction, filtering,
and smoothing for time series, impacted control in many ways,

fostering further developments not only in filtering theory but

also in control design. The "Sputnik effect" and the ensuing
space research propelled the development of a mathematically
advanced optimal control theory in the late 1950s and early
1960s, with dynamic programming, maximum principle, and
the LQ regulator design (with its associated concepts of controllability and observability) as its centerpieces, as represented
in the works of Bellman, Pontryagin, and Kalman included in
this volume. Also developed during this period were computational techniques to make dynamic programming and maximum principle practicable, as represented by the paper of Bryson
and Denham. During the same period, efforts were intensified
to develop an applicable stability theory of nonlinear feedback
systems in the absolute stability framework, represented by the
papers of Popov, Yakubovich, and Zames and, as extensions and
refinements of Lyapunov concepts, in the papers by LaSalle and
Willems. The need to operate in the presence of noise and other
disturbances was also recognized in the early 1960s, as shown in
papers by Kalman and Feldbaum. Then came the establishment
of the precise relationship between input-output descriptions and
state-space representations of linear systems, with its multifold
ramifications, as presented in the 1963 paper by Kalman, and
the establishment of a geometric theory for linear systems, in the
paper by Wonham and Morse, with the introduction of the novel
concept of controlled invariance, which found applications in
much broader domains (than linear systems) later. We see in
the 1970s the emergence of a nonlinear system theory, with associated richer concepts of controllability and observability, as
shown in the papers by Brockett, Sussmann and Jurdjevic, and
Hermann and Krener. Adaptive control is another area where a
comprehensive theory started emerging in the 1970s, where the
important notion of "self-tuning" was introduced (in the paper
by Astrom and Wittenmark), and methodologies were developed
for establishing the convergence of adaptive control algorithms,
as well as recursive stochastic algorithms, as presented in the
papers by Goodwin, Ramadge and Caines, and Ljung. Robust
control is yet another topic that gained steam in the late 1970s,
with the 1981 paper by Zames (the last paper in this volume)
marking the beginning of some intense activity in this domain.
Of course, there were many other accomplishments in control
during this period, than those represented by the twenty-five papers selected, and it is hoped that the preambles to the papers
will convey to the reader this richness in the field.
I hope that the reader will enjoy this journey, and will develop a real sense of the evolution of the control field during
the fifty-year period, 1932-1981, through the milestone accomplishments embodied in these twenty-five seminal papers and
further discussed in the introductory material provided by our
Editorial Board. It is our hope that the volume will be a valuable resource in the twenty-first century (and beyond) especially
for young control researchers and engineers, and will be instrumental in the realization of an even more explosive century for
control theory and its applications.
Tamer Basar
University ofIllinois at Urbana-Champaign