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The Hurwitz criterion
A polynomial
 |
(5.3) |
with k complex conjugate pairs of roots and
real roots can
always be represented as
 |
(5.4) |
If all roots of the polynomial of
are in the left-half
plane then for
all constants
and
in
Eq. (5.4) are positive. From this follows that all
coefficients
of the polynomial
, which are products and
sums of positive numbers, are also positive. This result is
formulated in the so-called Stodola criterion:
For the polynomial to have all roots with negative real parts it is
necessary that
 |
(5.5) |
These conditions are also sufficient for
and
as can be
easily verified by calculating the roots. However, for
this is no longer the case.
Example 5.3.1
The polynomial with positive coefficients
fulfills the Stodola criterion, but not all the roots

,

have negative real parts.
A polynomial for which all roots
have
negative real parts is called Hurwitzian.
Therefore,
according to the stability conditions introduced in
section 5.2 a linear system is only
asymptotically stable, if its characteristic polynomial is Hurwitzian. The Hurwitz criterion for the coefficients of
a Hurwitz polynomial is as follows:
A polynomial
is Hurwitzian, if and
only if for
all determinants
until
are positive.
The following schema of the coefficients can be used to build the
Hurwitz determinants:
The Hurwitz determinants
are characterised by the
diagonal coefficients
,
(
) and by the increasing indices
from left to right. Coefficients with indices larger than
are set to zero. For applying this criterion all determinants
until
have to be calculated. Calculation of the last determinant
is trivial.
While for a 2nd-order system the conditions of the determinants are
automatically fulfilled as soon as the coefficients
are positive, for a 3rd-order system one obtains the
Hurwitz conditions
It goes without saying that the determinant conditions will be only
applied if the easily checkable conditions of Eq. (5.5)
are fulfilled. The Hurwitz criterion is not
only practical for the stability analysis of a system with given
coefficients
, but also of a system with free parameters.
This is the task when the range of parameters must be determined for
which the system is asymptotically stable. Therefore the following
example is given.
Example 5.3.2
Figure
5.3 shows a control loop, for
which the range of

must be determined such that the closed
loop is asymptotically stable.
Figure 5.3:
Stability analysis of a simple control loop
 |
The
time constants

and

of both lag elements are known and positive.
With the
transfer function of the
open
loop
one obtains for the
closed-loop transfer function
and by substituting
The
characteristic equation
of the
closed loop is
According to the
Stodola and
Hurwitz criteria the following conditions must be met for
asymptotic stability:
- a)
- Coefficients
,
,
and
must be positive.
From this the lower limit
follows.
- b)
- Furthermore
must be valid.
With the coefficients given above it follows that
and for the upper limit of
The closed loop is asymptotically stable for the range
Next: Routh criterion
Up: Algebraic stability criteria
Previous: Algebraic stability criteria
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Christian Schmid 2005-05-09