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Stable Polynomial
In the context of the characteristic polynomial of a differential equation or difference equation, a polynomial is said to be stable if either: * all its roots lie in the open left half-plane, or * all its roots lie in the open unit disk. The first condition provides stability for continuous-time linear systems, and the second case relates to stability of discrete-time linear systems. A polynomial with the first property is called at times a Hurwitz polynomial and with the second property a Schur polynomial. Stable polynomials arise in control theory and in mathematical theory of differential and difference equations. A linear, time-invariant system (see LTI system theory) is said to be BIBO 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 determ ...
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Characteristic Equation (calculus)
In mathematics, the characteristic equation (or auxiliary equation) is an algebraic equation of degree upon which depends the solution of a given th-order differential equation or difference equation. The characteristic equation can only be formed when the differential or difference equation is linear and homogeneous, and has constant coefficients. Such a differential equation, with as the dependent variable, superscript denoting ''n''th-derivative, and as constants, :a_y^ + a_y^ + \cdots + a_y' + a_y = 0, will have a characteristic equation of the form :a_r^ + a_r^ + \cdots + a_r + a_ = 0 whose solutions are the roots from which the general solution can be formed. Analogously, a linear difference equation of the form :y_=b_1y_ + \cdots + b_ny_ has characteristic equation :r^n - b_1r^ - \cdots - b_n =0, discussed in more detail at Linear recurrence with constant coefficients#Solution to homogeneous case. The characteristic roots (roots of the characteristic equation) a ...
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Routh–Hurwitz Theorem
In mathematics, the Routh–Hurwitz theorem gives a test to determine whether all root of a function, roots of a given polynomial lie in the left half-plane. Polynomials with this property are called stable polynomial, Hurwitz stable polynomials. The Routh-Hurwitz theorem is important in dynamical systems and control theory, because the characteristic polynomial of the differential equations of a linear stability, stable linear system has roots limited to the left half plane (negative eigenvalues). Thus the theorem provides a test to determine whether a linear dynamical system is stable without solving the system. Derivation of the Routh array, The Routh–Hurwitz theorem was proved in 1895, and it was named after Edward John Routh and Adolf Hurwitz. Notations Let ''f''(''z'') be a polynomial (with complex number, complex coefficients) of degree of a polynomial, degree ''n'' with no roots on the complex plane, imaginary axis (i.e. the line ''Z'' = ''ic'' where ''i'' is ...
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Stability Theory
In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature at a later time as a result of the maximum principle. In partial differential equations one may measure the distances between functions using Lp norms or the sup norm, while in differential geometry one may measure the distance between spaces using the Gromov–Hausdorff distance. In dynamical systems, an orbit is called '' Lyapunov stable'' if the forward orbit of any point is in a small enough neighborhood or it stays in a small (but perhaps, larger) neighborhood. Various criteria have been developed to prove stability or instability of an orbit. Under favorable circumstances, the question may be reduced to a well-studied problem invol ...
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Stability Radius
In mathematics, the stability radius of an object (system, function, matrix, parameter) at a given nominal point is the radius of the largest ball, centered at the nominal point, all of whose elements satisfy pre-determined stability conditions. The picture of this intuitive notion is this: where \hat denotes the nominal point, P denotes the space of all possible values of the object p, and the shaded area, P(s), represents the set of points that satisfy the stability conditions. The radius of the blue circle, shown in red, is the stability radius. Abstract definition The formal definition of this concept varies, depending on the application area. The following abstract definition is quite usefulZlobec S. (2009). Nondifferentiable optimization: Parametric programming. Pp. 2607-2615, in ''Encyclopedia of Optimization,'' Floudas C.A and Pardalos, P.M. editors, Springer.Sniedovich, M. (2010). A bird's view of info-gap decision theory. ''Journal of Risk Finance,'' 11(3), 26 ...
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Stability Criterion
In control theory, and especially stability theory, a stability criterion establishes when a system is stable. A number of stability criteria are in common use: * Circle criterion * Jury stability criterion *Liénard–Chipart criterion * Nyquist stability criterion *Routh–Hurwitz stability criterion *Vakhitov–Kolokolov stability criterion *Barkhausen stability criterion Stability may also be determined by means of root locus analysis. Although the concept of stability is general, there are several narrower definitions through which it may be assessed: * BIBO stability * Linear stability * Lyapunov stability * Orbital stability In mathematical physics and the theory of partial differential equations, the solitary wave solution of the form u(x,t)=e^\phi(x) is said to be orbitally stable if any solution with the initial data sufficiently close to \phi(x) forever remains ... {{sia Stability theory ...
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Kharitonov Region
A Kharitonov region is a concept in mathematics. It arises in the study of the stability of polynomials. Let D be a simply-connected set in the complex plane In mathematics, the complex plane is the plane formed by the complex numbers, with a Cartesian coordinate system such that the -axis, called the real axis, is formed by the real numbers, and the -axis, called the imaginary axis, is formed by the ... and let P be the polynomial family. D is said to be a Kharitonov region if :V_T^n(V_S^n) is a subset of P. Here, V_T^n denotes the set of all vertex polynomials of complex interval polynomials (T^n) and V_S^n denotes the set of all vertex polynomials of real interval polynomials (S^n). See also * Kharitonov's theorem References * Y C Soh and Y K Foo (1991), “Kharitonov Regions: It Suffices to Check a Subset of Vertex Polynomials”, IEEE Trans. on Aut. Cont., 36, 1102 – 1105. Polynomials Stability theory {{algebra-stub ...
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Root Of Unity
In mathematics, a root of unity, occasionally called a de Moivre number, is any complex number that yields 1 when raised to some positive integer power . Roots of unity are used in many branches of mathematics, and are especially important in number theory, the theory of group characters, and the discrete Fourier transform. Roots of unity can be defined in any field. If the characteristic of the field is zero, the roots are complex numbers that are also algebraic integers. For fields with a positive characteristic, the roots belong to a finite field, and, conversely, every nonzero element of a finite field is a root of unity. Any algebraically closed field contains exactly th roots of unity, except when is a multiple of the (positive) characteristic of the field. General definition An ''th root of unity'', where is a positive integer, is a number satisfying the equation :z^n = 1. Unless otherwise specified, the roots of unity may be taken to be complex number ...
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Coefficient
In mathematics, a coefficient is a multiplicative factor in some term of a polynomial, a series, or an expression; it is usually a number, but may be any expression (including variables such as , and ). When the coefficients are themselves variables, they may also be called parameters. For example, the polynomial 2x^2-x+3 has coefficients 2, −1, and 3, and the powers of the variable x in the polynomial ax^2+bx+c have coefficient parameters a, b, and c. The constant coefficient is the coefficient not attached to variables in an expression. For example, the constant coefficients of the expressions above are the number 3 and the parameter ''c'', respectively. The coefficient attached to the highest degree of the variable in a polynomial is referred to as the leading coefficient. For example, in the expressions above, the leading coefficients are 2 and ''a'', respectively. Terminology and definition In mathematics, a coefficient is a multiplicative factor in some term ...
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Real Number
In mathematics, a real number is a number that can be used to measure a ''continuous'' one-dimensional quantity such as a distance, duration or temperature. Here, ''continuous'' means that values can have arbitrarily small variations. Every real number can be almost uniquely represented by an infinite decimal expansion. The real numbers are fundamental in calculus (and more generally in all mathematics), in particular by their role in the classical definitions of limits, continuity and derivatives. The set of real numbers is denoted or \mathbb and is sometimes called "the reals". The adjective ''real'' in this context was introduced in the 17th century by René Descartes to distinguish real numbers, associated with physical reality, from imaginary numbers (such as the square roots of ), which seemed like a theoretical contrivance unrelated to physical reality. The real numbers include the rational numbers, such as the integer and the fraction . The rest of the real ...
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Bistritz Stability Criterion
In signal processing and control theory, the Bistritz criterion is a simple method to determine whether a discrete linear time invariant (LTI) system is stable proposed by Yuval Bistritz.Y. Bistritz (1984 Zero location with respect to the unit circle of discrete-time linear system polynomials Proc. IEEE, 72 (9): 1131–1142.Y. Bistritz (2002 Zero location of polynomials with respect to the unit circle unhampered by nonessential singularities IEEE Trans. CAS I, 49(3): 305–314. Stability of a discrete LTI system requires that its characteristic polynomial :D_n(z) = d_0+d_1 z+d_2 z^2+ \cdots + d_z^ + d_n z^n (obtained from its difference equation, its dynamic matrix, or appearing as the denominator of its transfer function) is a stable polynomial, where D_n(z) is said to be stable if all its roots (zeros) are inside the unit circle, viz. :, z_k, < 1 , k=1,\dots,n, where D_n(z)=d_n \prod_^n (z-z_k) . The test determines whether D_n(z) is stab ...
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Jury Stability Criterion
In signal processing and control theory, the Jury stability criterion is a method of determining the stability of a linear discrete time system by analysis of the coefficients of its characteristic polynomial. It is the discrete time analogue of the Routh–Hurwitz stability criterion. The Jury stability criterion requires that the system poles are located inside the unit circle centered at the origin, while the Routh-Hurwitz stability criterion requires that the poles are in the left half of the complex plane. The Jury criterion is named after Eliahu Ibraham Jury. Method If the characteristic polynomial of the system is given by :f(z) = a_n+a_z^1+a_z^2+\dots+a_1z^ + a_0z^n then the table is constructed as follows:Discrete-time control systems (2nd ed.), pg. 185. Prentice-Hall, Inc. Upper Saddle River, NJ, USA ©1995 That is, the first row is constructed of the polynomial coefficients in order, and the second row is the first row in reverse order and conjugated. The third ...
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Möbius Transformation
In geometry and complex analysis, a Möbius transformation of the complex plane is a rational function of the form f(z) = \frac of one complex variable ''z''; here the coefficients ''a'', ''b'', ''c'', ''d'' are complex numbers satisfying ''ad'' − ''bc'' ≠ 0. Geometrically, a Möbius transformation can be obtained by first performing stereographic projection from the plane to the unit two-sphere, rotating and moving the sphere to a new location and orientation in space, and then performing stereographic projection (from the new position of the sphere) to the plane. These transformations preserve angles, map every straight line to a line or circle, and map every circle to a line or circle. The Möbius transformations are the projective transformations of the complex projective line. They form a group called the Möbius group, which is the projective linear group PGL(2,C). Together with its subgroups, it has numerous applications in mathematics and physics. Möbius tra ...
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