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Stable polynomial

From Wikipedia, the free encyclopedia
Characteristic polynomial whose associated linear system is stable

In the context of thecharacteristic polynomial of adifferential equation ordifference equation, apolynomial is said to bestable if either:

The first condition providesstability forcontinuous-time linear systems, and the second case relates to stabilityofdiscrete-time linear systems. A polynomial with the first property is called at times aHurwitz-stable polynomial and with the second property a Schur-stable polynomial. Stable polynomials arise incontrol theory and in mathematical theoryof differential and difference equations. A linear,time-invariant system (seeLTI system theory) is said to beBIBO stable if every bounded input produces bounded output. A linear system is BIBO stable if its characteristic polynomial is stable. The denominator is required to be Hurwitz stable if the system is in continuous-time and Schur stable if it is in discrete-time. In practice, stability is determined by applying any one of severalstability criteria.

Properties

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Q(z)=(z1)dP(z+1z1){\displaystyle Q(z)=(z-1)^{d}P\left({{z+1} \over {z-1}}\right)}
obtained after theMöbius transformationzz+1z1{\displaystyle z\mapsto {{z+1} \over {z-1}}} which maps the left half-plane to the open unit disc:P is Schur stable if and only ifQ is Hurwitz stable andP(1)0{\displaystyle P(1)\neq 0}. For higher degree polynomials the extra computation involved in this mapping can be avoided by testing the Schur stability by the Schur-Cohn test, theJury test or theBistritz test.
an>an1>>a0>0,{\displaystyle a_{n}>a_{n-1}>\cdots >a_{0}>0,}
is Schur stable.
  • Product rule: Two polynomialsf andg are stable (of the same type)if and only if the productfg is stable.
  • Hadamard product: The Hadamard (coefficient-wise) product of two Hurwitz stable polynomials is again Hurwitz stable.[1]

Examples

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zk=cos(2πk5)+isin(2πk5),k=1,,4.{\displaystyle z_{k}=\cos \left({{2\pi k} \over 5}\right)+i\sin \left({{2\pi k} \over 5}\right),\,k=1,\ldots ,4\,.}
Note here that
cos(2π/5)=514>0.{\displaystyle \cos({{2\pi }/5})={{{\sqrt {5}}-1} \over 4}>0.}
It is a "boundary case" for Schur stability because its roots lie on theunit circle. The example also shows that the necessary (positivity) conditions stated above for Hurwitz stability are not sufficient.

Stable matrices

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Just as stable polynomials are crucial for assessing the stability of systems described by polynomials, stability matrices play a vital role in evaluating the stability ofsystems represented by matrices.

Hurwitz matrix

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Main article:Hurwitz-stable matrix

Asquare matrixA is called aHurwitz matrix if everyeigenvalue ofA has strictly negativereal part.

Schur matrix

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Schur matrices is an analogue of the Hurwitz matrices for discrete-time systems. A matrixA is a Schur (stable) matrix if its eigenvalues are located in theopen unit disk in thecomplex plane.

See also

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References

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  1. ^Garloff, Jürgen; Wagner, David G. (1996)."Hadamard Products of Stable Polynomials Are Stable".Journal of Mathematical Analysis and Applications.202 (3):797–809.doi:10.1006/jmaa.1996.0348.

External links

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