Derivation of the Routh array

Summary

The Routh array is a tabular method permitting one to establish the stability of a system using only the coefficients of the characteristic polynomial. Central to the field of control systems design, the Routh–Hurwitz theorem and Routh array emerge by using the Euclidean algorithm and Sturm's theorem in evaluating Cauchy indices.

The Cauchy index edit

Given the system:

 

Assuming no roots of   lie on the imaginary axis, and letting

  = The number of roots of   with negative real parts, and
  = The number of roots of   with positive real parts

then we have

 

Expressing   in polar form, we have

 

where

 

and

 

from (2) note that

 

where

 

Now if the ith root of   has a positive real part, then (using the notation y=(RE[y],IM[y]))

 

and

 

and

 

Similarly, if the ith root of   has a negative real part,

 

and

 

and

 

From (9) to (11) we find that   when the ith root of   has a positive real part, and from (12) to (14) we find that   when the ith root of   has a negative real part. Thus,

 

So, if we define

 

then we have the relationship

 

and combining (3) and (17) gives us

  and  

Therefore, given an equation of   of degree   we need only evaluate this function   to determine  , the number of roots with negative real parts and  , the number of roots with positive real parts.

 
Figure 1
  versus  

In accordance with (6) and Figure 1, the graph of   vs  , varying   over an interval (a,b) where   and   are integer multiples of  , this variation causing the function   to have increased by  , indicates that in the course of travelling from point a to point b,   has "jumped" from   to   one more time than it has jumped from   to  . Similarly, if we vary   over an interval (a,b) this variation causing   to have decreased by  , where again   is a multiple of   at both   and  , implies that   has jumped from   to   one more time than it has jumped from   to   as   was varied over the said interval.

Thus,   is   times the difference between the number of points at which   jumps from   to   and the number of points at which   jumps from   to   as   ranges over the interval   provided that at  ,   is defined.

 
Figure 2
  versus  

In the case where the starting point is on an incongruity (i.e.  , i = 0, 1, 2, ...) the ending point will be on an incongruity as well, by equation (17) (since   is an integer and   is an integer,   will be an integer). In this case, we can achieve this same index (difference in positive and negative jumps) by shifting the axes of the tangent function by  , through adding   to  . Thus, our index is now fully defined for any combination of coefficients in   by evaluating   over the interval (a,b) =   when our starting (and thus ending) point is not an incongruity, and by evaluating

 

over said interval when our starting point is at an incongruity. This difference,  , of negative and positive jumping incongruities encountered while traversing   from   to   is called the Cauchy Index of the tangent of the phase angle, the phase angle being   or  , depending as   is an integer multiple of   or not.

The Routh criterion edit

To derive Routh's criterion, first we'll use a different notation to differentiate between the even and odd terms of  :

 

Now we have:

 

Therefore, if   is even,

 

and if   is odd:

 

Now observe that if   is an odd integer, then by (3)   is odd. If   is an odd integer, then   is odd as well. Similarly, this same argument shows that when   is even,   will be even. Equation (15) shows that if   is even,   is an integer multiple of  . Therefore,   is defined for   even, and is thus the proper index to use when n is even, and similarly   is defined for   odd, making it the proper index in this latter case.

Thus, from (6) and (23), for   even:

 

and from (19) and (24), for   odd:

 

Lo and behold we are evaluating the same Cauchy index for both:  

Sturm's theorem edit

Sturm gives us a method for evaluating  . His theorem states as follows:

Given a sequence of polynomials   where:

1) If   then  ,  , and  

2)   for  

and we define   as the number of changes of sign in the sequence   for a fixed value of  , then:

 

A sequence satisfying these requirements is obtained using the Euclidean algorithm, which is as follows:

Starting with   and  , and denoting the remainder of   by   and similarly denoting the remainder of   by  , and so on, we obtain the relationships:

 

or in general

 

where the last non-zero remainder,   will therefore be the highest common factor of  . It can be observed that the sequence so constructed will satisfy the conditions of Sturm's theorem, and thus an algorithm for determining the stated index has been developed.

It is in applying Sturm's theorem (28) to (29), through the use of the Euclidean algorithm above that the Routh matrix is formed.

We get

 

and identifying the coefficients of this remainder by  ,  ,  ,  , and so forth, makes our formed remainder

 

where

 

Continuing with the Euclidean algorithm on these new coefficients gives us

 

where we again denote the coefficients of the remainder   by  ,  ,  ,  , making our formed remainder

 

and giving us

 

The rows of the Routh array are determined exactly by this algorithm when applied to the coefficients of (20). An observation worthy of note is that in the regular case the polynomials   and   have as the highest common factor   and thus there will be   polynomials in the chain  .

Note now, that in determining the signs of the members of the sequence of polynomials   that at   the dominating power of   will be the first term of each of these polynomials, and thus only these coefficients corresponding to the highest powers of   in  , and  , which are  ,  ,  ,  , ... determine the signs of  ,  , ...,   at  .

So we get   that is,   is the number of changes of sign in the sequence  ,  ,  , ... which is the number of sign changes in the sequence  ,  ,  ,  , ... and  ; that is   is the number of changes of sign in the sequence  ,  ,  , ... which is the number of sign changes in the sequence  ,  ,  ,  , ...

Since our chain  ,  ,  ,  , ... will have   members it is clear that   since within   if going from   to   a sign change has not occurred, within   going from   to   one has, and likewise for all   transitions (there will be no terms equal to zero) giving us   total sign changes.

As   and  , and from (18)  , we have that   and have derived Routh's theorem -

The number of roots of a real polynomial   which lie in the right half plane   is equal to the number of changes of sign in the first column of the Routh scheme.

And for the stable case where   then   by which we have Routh's famous criterion:

In order for all the roots of the polynomial   to have negative real parts, it is necessary and sufficient that all of the elements in the first column of the Routh scheme be different from zero and of the same sign.

References edit

  • Hurwitz, A., "On the Conditions under which an Equation has only Roots with Negative Real Parts", Rpt. in Selected Papers on Mathematical Trends in Control Theory, Ed. R. T. Ballman et al. New York: Dover 1964
  • Routh, E. J., A Treatise on the Stability of a Given State of Motion. London: Macmillan, 1877. Rpt. in Stability of Motion, Ed. A. T. Fuller. London: Taylor & Francis, 1975
  • Felix Gantmacher (J.L. Brenner translator) (1959) Applications of the Theory of Matrices, pp 177–80, New York: Interscience.