Documente Academic
Documente Profesional
Documente Cultură
I. Introduction
an an
bn_ 2 = an_ 2 - --an_ 3 bn_ 4 = an_ 4 -- --an_ 5
an- 1 an- i
Then p(s) is Hurwitz (i.e., p(s) has all its zeros in the open left half-plane) if
and only if each element of the first column is positive, i.e., an > 0, a,_ 1 > 0,
bn-2 > 0, ..., mo > 0, no > 0.
hn an an - 2 an- 4 """ a4 a2 ao
all-- 2 an - x an - 3 an- 5 """ a3 al
h._ 2 bn - 2 bn - 4 bn_ 6 "" b2 bo
an - 4 Cn - 4 Cn - 6 Cn - 8 """ CO
h. _. dn - 4 dn - 6 d._ 8 "'" do
g2 s ko
h2 12 lo
g0 mo
ho no
g-2 0
1. (If we had assumed n was odd there would be a 9 . - 1 ( s 2 ) to the left of the
first row, and a h,_ ~(s2) to the left of the second row.) The remainder of the
notation in Table 1 is explained in Section 4.
3. Preliminary l e m m a s
We first start with a definition which makes precise the notion of net phase
change. Let C denote the complex plane.
= arg(p(s2) ) -- arg(p(sO).
Imag
C s - plane
Real
Proof. ( =~ ) Since p(s) ?.s an nth degree polynomial, it has precisely n zeros. By
assumption, precisely M are on the jo~-axis, while the remaining zeros lie in
the open right half-plane, or open left half-plane. In addition, since each zero
jcoi has multiplicity m i, this implies that p(k)(jooi) = 0 for k = 0, ..., m i -- 1 and
ptm')(jogi) r 0. Thus, (i) is proved. To prove (ii), note that each simple real
open right half-plane zero contributes -re/2 radians of phase to the net
argument as s traverses C, while each simple real open left half-plane zero
contributes re/2 radians of phase. Due to indentations on the right of the
ira-axis zeros, each complex conjugate zero pair contributes e i t h e r + T z or
- zc radians of phase depending on whether the pair resides in the closed left
half-plane or open right half-plane, respectively. Since there are a total of L
zeros in the open left-half plane counting multiplicities, R zeros in open right
half-plane counting multiplicities, and M zeros on the ja~ axis counting
multiplicities this means
argnet(p(-)) = 2 (L - R + M).
c
where {Szi: i = 1,..., n - M} denotes the remaining zeros of p(s). Since the
curve C is indented to the right at the jco-axis zeros, we can define
argnetc(P ( 9)). By computation its value is
The following two lemmas are the main results of the section. They
characterize the effect of one step of the Routh-Hurwitz procedure when the
leading term is even (Lemma 3.3), and when the leading term is odd (Lemma
3.4).
Suppose that p(s) has L zeros in the open left half-plane counting multiplici-
ties, M jco-axis zeros counting multiplicities, and R ( = n - L - M ) zeros in the
open right half-plane counting multiplicities. For any real 2, define
Then:
(i) ja) i is a je)-axis zero of p(s) with multiplicity ml if and only if jo9 i is a
jo)-axis zero of N(s, 2) with multiplicity m i f o r all 2 ~ .
(ii) Given any closed, bounded interval I c R, there exists a curve C as in
Figure 1 such that N(s, 2) ~ 0 for all s e C, and f o r all 2 e I. Thus
argnetc(N(., 2)) is well defined for 2 e I.
106 ANAGNOSTAND DESOER
Define the interval I by I ,= [ - l a./a._ 11, [a./a._ 1 I]. Choose the curve C so that
a r g n e t c ( N ( -, 2)) is well defined for 2 e I. (This can be done by part (ii).) Then:
~N(s,
dk 2o)l~=j~,= p~(/aJ,) + 2o( ~dk {s~g.-=(s~)}) s~ jta,i
+
( ~d~sk {sg._=(s2) }) ~j~, = 0 for k = 0,...,mi -- 1.
PROOF OF THE ROUTH-HuRWITZ STABILITYCRITERION 107
for all 2 e I. This proves (iii) for the case where p(s) has no j~o-axis zeros.
(iv) N o t e that by the definition of I that - a,/a,_ 1 ~ I. O r d e r the zeros of
~oO,- 2 ( - c02) as before, and use arguments identical to that of (iii) to obtain
argnet(p(. )) - argnet(N(., - a , / a , _ 1))
[o, joo] [o, joo]
Since we are taking the limit as c~ ---} ~ , we only need to consider the leading
term of each polynomial. Performing this operation, and using the properties
of arg, we obtain in succession
= arg (a,(jrn)") - arg (a,_ 1(jog)"- l)
r ---}oD go--* oo
Thus, if a,/a,_ 1 > 0, the net a r g u m e n t difference is re/2, and if a,/a._ 1 < O,
then the net a r g u m e n t difference is -re/2. This proves (iv) for the case where
p(s) has no jog-axis zeros.
If p(s) has jo>axis zeros, then (i) shows that N(s, 2) has the same j~o-axis
zeros with the same multiplicities. This means that the only difference in
a r g u m e n t can come from the non-j~o-axis zeros. If we extract thej~o-axis zeros
by Pl(S) = p(s)/I-I~/2 (S 2 "~ f-D2), then pl(s) has no jco-axis zeros, so we can
apply the arguments above. F o r example, to prove (iii) we k n o w from above
that
[argnet(Ni(., 2)) -- argnet(pl(-))1 < re,
[0, joo] [0, j ~ ]
In the case that n is odd (rather than even as in the statement of Lemma
3.3), we have the corresponding results to Lemma 3.3
Lemma 3.4. Consider the polynomial p(s) = a o -4- als + a2s 2 + ... +
a,_ Is"- 1 + a,s" where ag ~ g~, i = O, i , . . . , n and a, > O, and ao ~ O. Assume n
is odd. Let h, _ l(s z) and s9. _ l(s z) be the even and odd parts of p(s), respectively,
i.e.,
gn_l(S2) := a I --[-a3 s2 -k ... q- an_ 2Sn- 3 -[- ansn-l,
h,_ l(s 2) .'= a 0 + azs 2 + + a,_ 3s"- 3 + a. _ is"- 1.
Assume a,_ 1 ~ O. Suppose that p(s) has L zeros in the open left half-plane
counting multiplicities, M fio-axis zeros counting multiplicities, and R
( = n - L - M ) zeros in the open right half-plane counting multiplicities. For
any real 2, define
No(s, 2) .'= p(s) + 2sh,_ l(s 2)
= s o , _ l ( s 2) + 2sh._l(s 2) + h,_l(s2).
Then, statements (i)-(v) of Lemma 3.3 hold, with No(s, 2) replacing N(s, 2).
Proof. The proofs of (i) and (ii) are identical to the analogous results of
Lemma 3.3, and are thus omitted. The proofs of (iii)-(v) are also nearly
identical to their counterparts in Lemma 3.3. The key point is to note that
jo~2h,_~(-co 2) contributes only to the imaginary part of No(it0, 2 ). This
means that points a and b of Figure 3 are fixed points, i.e., if co1 satisfies
N0~o,7.),7.r
~~'~-~"~'a Imag l
Real
p(jco)= N(jco,0)
where the leading terms of h._ w(S2) and 0n- w(s2), respectively, are canceled. If
this procedure cannot be performed (i.e., the leading term of 9._w(s 2) or
h._ w(s2) is zero), then a zero is in the first column of the Routh table. The
standard procedure given in elementary textbooks is to replace the zero by
e > 0, and proceed. See Section 5 for some of the implications of this.
Remark 4.1. In the case that n is odd, the proof of the Routh-Hurwitz
theorem is nearly identical. Simply write p(s) = sg._ l(s 2) + h,_ l(s2), where
so,_ i(s 2) and h,_ i(s 2) are the odd and even parts of p(s), respectively. Apply
Lemmas 3.4 and 3.3 appropriately in a manner similar to that in the proof of
the even case. The details are left to the reader.
PROOF OF THE ROUTH-HURWlTZ STABILITY CRITERION 111
Remark 5.2. If a zero does appear in the first column during the Routh
procedure, care must be exercised in ascertaining the zero positions of the
original polynomial. By adding an e > 0 to a column, the position of the zeros
of the original polynomial are being perturbed (since the zeros of a polyno-
mial are continuous functions of their coefficients provided a, remains
bounded away from zero). Attempting to deduce properties of the zeros of the
original polynomial based on the properties of the perturbed polynomial can
often lead to erroneous conclusions as the following example shows.
If a > 0 and b > 0, then there are two sign changes in the first column since
e > 0. This leads to the "conclusion" that there are two zeros in closed right
half-plane. Note that adding an e > 0 merely pushes the jo-axis zeros of the
p(s) off the jo-axis. Much more insidious examples can be constructed that
make it very difficult to tell the position of the zeros of the original
polynomial. (See, for example Example 4, p. 184 of [2]). However, we do have
the following proposition.
Proposition 5.3. Suppose that during construction of the Routh table a zero in
the first column is encountered. Then
(i) I f there are one or more nonzero elements in the same row, then p(s) has
at least one zero in the open right half-plane.
(ii) I f the row is zero, then (a) p(s) has at least one pair of jco-axis zeros, or
(b) p(s) contains a factor of the form (s + go)(S - go)for some ao E ~ or
(c) p(s) contains a factor of the form (s + ao + floJ) (s + c% - floJ)
(s - ao + floJ) (s - ~o - floj) for some ~o, floe ~.
Proof. (i) Since there is a zero in the first column in the Routh table, the
Routh-Hurwitz theorem (Theorem 2.1) shows that p(s) has at least one zero
in the closed right half-plane. Without loss of generality, assume that the zero
is in the second element of the first column, i.e., sg,_ 2(s2) has a leading
coefficient of at most order n - 3. (Since the row is nonzero by supposition,
sg._ 2(s2) is at least of order 1.) Suppose that the only zeros of p(s) in the
closed right half-plane are rio-axis zeros, say M counting multiplicities. Then
extract the rio-axis zero pairs from p(s) by
M/2 M/2 M/2
Pl(s)"=P(S)/ 1-[ (s2 + co~) = hn(s2)/I-[ (s2 + co/2) + sg~-2(sg)/1-I (s2 + c0/2)9
i=1 i=1 i=l
or
g,_w(s 2) and hn_w+2(s2) have real coefficients, this means that g._w(s 2) or
h,_w + 2(s 2) have zeros of the type stated in the proposition. Working our way
back up the Routh table, note that p(s) can be written as linear combinations
ofg,_w(S 2) and hn_w+2(S2) o r gn_w+2(s2) and h,_w+ 2(s2). (Use (4.1) and (4.2)
and the Routh table, Table 1.) Thus, p(s) also has the stated property. []
Acknowledgments
The authors would like to thank R. J. Minnichelli and an anonymous
reviewer for their meticulous reading and comments on a first version of this
work.
This latter term has an achievable positive minimum, since the locus Zs(Is) is
closed and bounded, and never crosses the imaginary axis. Call the minimum
distance Rj.
So now consider z(I):= {zi(2), i = 1. . . . , n - M , i S J, 2 ~ I } c C, the
locus of all off-imaginary axis zeros of N(s, 2)(except for zs(2)) as 2 varies over
I. Since I is closed and bounded, the locus is a closed and bounded set.
Therefore, mint ~ ~1. . . . . M~(Iz ( I ) - joJi]) is a finite, positive constant, say R.
Let R * = min(Rj, R ) > 0. Using this value of R*, we can then make the
radius of the indentation about each jo~-axis zero jab equal to R*/2, say. This
allows construction of the desired contour C, which proves (ii). []
References
[1] Doff, R. C., Modern Control Systems, 3rd edn., Addison-Wesley, Reading, MA, 1980.
[2] Gantmacher, F. R., The Theory of Matrices, Vol. 2, Chelsea, New York, 1959.
114 ANAGNOSTAND DESOER
[3] Hermite, C., Sur le nombre des racines d'une ~quation alg6brique comprise entre des limites
donn6es, d. Reine Angew. Math., 51, 39-51, 1856.
I-4] Hurwitz, A., On the conditions under which an equation has only roots with negative real
parts, Math. Ann., 46, 273-284, 1895. Also in Selected Papers on Mathematical Trends in
Control Theory, Dover, New York, 1964, pp. 70-82.
I-5] Kuo, B. C., Automatic Control Systems, 4th edn., Prentice-Hall Englewood Cliffs, NJ, 1982.
[6] Mansour, M., A Simple Proof of the Routh-Hurwitz Criterion, Report #88-04, Institute of
Automatic Control & Industrial Electronics, Swiss Federal Institute of Technology,
December, 1988.
I7] Routh, E. J., A Treatise on the Stability of a Given State of Motion, London, Macmillan,
1877.