A Simplied Proof of Hurwitz Criterion of Stability

and Generation of a Family of Stable Polynomial via

Root Locus Method
Prof. N. N. Puri
ECE Department, Rutgers University
1 Problem Statement
Given:
An nth order characteristic polynomial:
P
n
(s) = a
0
s
n
+a
1
s
n1
+ +a
n1
s +a
n
, a
i
> 0 (1)
Problem:
Find the conditions under which all the roots of polynomial (1) have real
parts negative. We shall refer to (1) as a Hurwitz polynomial or a stable
polynomial.
This is an age old problem whose answer was provided by now famous Routh-Hurwitz
Criterion.
Most textbooks do not present the proof of Hurwitz Criterion for they consider it
dicult for the undergraduate (or even the graduate) students. In what follows, we present
a very simple proof.
2 Statement of the Routh-Hurwitz Criterion
Let all the coecients of (1) be positive (a
i
> 0, i = 1, , n). From these coecients form
an n n Hurwitz matrix:
H
n
=
_

_
a
1
a
3
a
5
a
7
0
a
0
a
2
a
4
a
6
0
0 a
1
a
3
a
5
0
0 a
0
a
2
a
4
0
0 0 a
1
a
3
0
0 0 a
0
a
2
0
0 0 0 a
1
0
0 0 0 a
0
0
0 0 0 0 0
_

_
(2)
1
Let all the diagonal minors (determinants) of H
n
be:

1
= a
1
;
2
=

a
1
a
3
a
0
a
2

;
3
=

a
1
a
3
a
5
a
0
a
2
a
4
0 a
1
a
3

; (3)
3 Hurwitz Theorem
In order that all the roots of the characteristic polynomial P(s) = a
0
s
n
+ a
1
s
n1
+ +
a
n1
s + a
n
with all the coecients a
i
> 0 have the real part negative, it is necessary and
sucient that:
All the even determinants:
2
,
4
, be positive (4)
OR
All the odd determinants:
1
,
3
, be positive (5)
Note: It can be easily shown that when all a
i
s are positive and all odd indices determinants,

1
,
3
, are positive, then all even indices determinants
2
,
4
, are automatically
positive and vice versa.
4 Preliminary Results Before Proof of the Hurwitz
Theorem
In order to prove the Hurwitz Theorem we shall make use of the A.V. Michialovs Theorem.
Michialov Theorem
Let
P
n
(s) = a
0
s
n
+a
1
s
n1
+a
2
s
n2
+ +a
n
=
n

i=1
(s z
i
)
or
P
n
(s)|
s=j
= P
n
(j) =
n

i=1
|(j z
i
)|

_
n

i=1

z
i
()
_
= |P
n
(j)|

p
() (6)
Where z
i
are the roots of P
n
(s).

p
()|
=
=
= change in the argument
p
() as varies from to .

z
i
()|
=
=
=
_
+ if z
i
lies in L.H.S.
if z
i
lies in R.H.S.
If all the roots z
i
of P
n
(s) lie in L.H.S., then

p
()|
=
=
= n (n being the order of P
n
(s)) (7)
This leads us to formulate the Michialov Criterion of Stability:
2
Figure 1: Figure 1
For a stable P
n
(s), it is necessary and sucient that the argument
p
() of the
vector P
n
(j) increases monotonically from 0 to n, as increases monotonically
from to +.
Simply stated, the locus of P
n
(j) of a stable polynomial P
n
(s) traverses n quadrants in
the P
n
(j) plane as varies from 0 to and then goes o to innity in the nth quadrant.
Figure 2 shows that the locus of a 7th order stable polynomial. Note that it starts at

1
(= 0) with a positive value and travels through 7 quadrants successively and then goes
o to . Also note that mirror image of the locus about real axis occurs for negative
values of .

1
= 0 <
2
<
3
<
4
<
5
<
6
<
7
< (8)
3
Figure 2: Figure 2
Thus
R
n
() = a
0
(
2

2
2
)(
2

2
4
)(
2

2
6
)
X
n
() = a
1
(
2

2
3
)(
2

2
5
)(
2

2
7
) (9)
0,
3
,
5
,
7
, , represent zeros of X
n
() (even function of )

2
,
4
,
6
, , represent zeros of R
n
() (odd function of )
Note that both R
n
() and X
n
() have simple, real roots. Thus, for an nth order
polynomial (n even for simplicity).
R
n
() = a
0
n/2

i=1
(
2

2
2i
) = (a
0

n
a
2

n2
+a
4

n4
+a
n
)
X
n
() = a
1

n/2

j=1
(
2

2
2i+1
) = (a
1

n2
a
3

n4
+ a
n1
)
P
n
(j) = R
n
() +jX
n
() (10)
0 <
2
<
3
< <
n
Due to the alternating property of roots of R
n
() and X
n
(), when R
n
() is decreasing,
X
n
() is increasing, and vice versa. Thus let
4
Figure 3: Figure 3
X
n
(
2i
)
R

n
(
2i
)
= A
2i
> 0, where R

n
(
2i
) =
d
d
R
n
()

=
2i
, i = 1, 2, ,
n
2
(11)
We are now in a position to utilize the results of this section to prove Hurwitz Theorem
as presented in section 3 by (4) or (5).
5 Proof of Hurwitz Theorem
Let us consider f(), an odd function of . From (10) and (11), using partial fractions,
f() =
X
n
()
R
n
()
=
X
n
()
a
0

n/2
i=1
(
2

2
2i
)
=
n/2

i=1
_
X
n
(
2i
)
R

n
(
2i
(
2i
))
+
X
n
(2
2i
)
R

n
(2
2i
( +
2i
))
_
=
n/2

i=1
A
2i
_
1

2i
+
1
+
2i
_
(12)
Now consider the function f(z) which is an odd function of z and expand it in powers
of z
1
:
f(z) =
n/2

i=1
A
2i
_
1
(z
2i
)
+
1
(z +
2i
)
_
=
c
1
z
+
c
3
z
3
+ =
n1

i=0
c
2k+1
z
2k+1
(13)
The coecients c
2k+1
are completed via contour integration of (13), yielding
c
2k+1
=
1
2j
_
c
f(z)z
2k
dz, where contour c includes all poles of f(z).
5
From Residue theorem
c
2k+1
=
n/2

i=1
A
2i
_
(
2i
)
2k
+ (
2i
)
2k
_
> 0, k = 0, 1, , n 1 (14)
This contains all the necessary and sucient information about the stability of P(s).
Genius of both Hurwitz and Routh lies in translating these conditions to the parameters,
a
0
, a
1
, , a
n
. In fact the coecients c
2k+1
(k = 0, 1, , n/2) from a positive denite
matrix which is related to matrix H
n
.
To extract the properties of c
2k+1
(k = 0, 1, , n/2), let us consider a function
2
(z),
and f(z):

2
(z) = (x
0
+zx
1
+ +z
n1
x
n1
)
2
=
n1

p=0
n1

q=0
x
p
x
q
z
p+q
(15)
f(z) =
n1

k=0
c
2k+1
z
2k+1
=
n/2

i=1
A
2i
_
1
z
i
+
1
z +
i
_
(16)
Let us evaluate a scalar function V ,
V =
1
2j
_
c
f(z)
2
(z)dz, c containing all the poles of f(z) (17)
From (15) and (17)
V =
1
2j
_
c
f(z)c
2k+1
_
_
n1

p=0
n1

q=0
z
p+q
z
2k1
_
_
dz =
n1

p=0
n1

q=0
c
p,q
x
p
x
q
(18)
where c
p,q
=
_
0 when p +q = even,
c
p+q+1
when p +q = odd
Also
V =
1
2j
_
c
n/2

i=1
A
2i
_
1
z
i
+
1
z +
i
_

2
(z)dz =
n/2

i=1
A
2i
_

2
(
i
) +
2
(
i
)
_
(19)
Equation (19) implies that V is a positive denite function, which implies that matrix
C associated with V in (18) is a positive denite matrix given by
V = x
T
C x, C =
_

_
c
1
c
3
c
n1
c
3

c
3
c
5

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
c
n1
c
2n1
_

_
a positive denite matrix (20)
Let us relate this matrix C to coecients a
0
, a
1
, , a
n
:
From (10), (12) and (13):
f() =
X
n
()
R
n
()
=
c
1

+
c
3

3
+ +
c
2n1

n1
=
a
1

n1
a
3

n3
+a
5

n5

a
0

n
a
2

n2
+a
4

n4
+a
n
(21)
6
Cross multiplication and collecting terms of similar powers of ,
c
1
a
0
= a
1
(22)
c
3
a
0
c
1
a
2
= a
3
c
5
a
0
c
3
a
2
+c
1
a
4
= a
5
.
.
.
.
.
.
c
n1
a
0
c
n3
a
2
+ c
1
a
n2
= a
n1
.
.
.
.
.
.
c
2m1
a
0
c
2m3
a
2
+c
2m5
a
4
+ (1)
m
a
2m
= 0, m =
n
2
+ 1,
a
n+1
= a
n+2
= = a
2n
= 0
all c
2k+1
> 0
Equation (22) can be written in matrix form:
_

_
a
1
a
3
a
5
a
7
0
a
0
a
2
a
4
a
6
0
0 a
1
a
3
a
5
0
0 a
0
a
2
a
4
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 0 0 a
n
_

_
=
_

_
c
1
c
3
c
5
c
7
c
2n1
1 0 0 0 0
0 c
1
c
3
c
5
0
0 1 0 0 0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
1 0 0 0 0 0
_

_
_

_
a
0
a
2
a
4
a
6
a
n
0 a
0
a
2
a
4
a
n2
0 0 a
0
a
2
a
n4
0 0 0 a
0
a
n6
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 0 0 a
0
_

_
(23)
Since the determinant of product of matrices is equal to the product of individual
determinant:
_

_
a
1
a
3
a
5
a
7
0
a
0
a
2
a
4
a
6
0
0 a
1
a
3
a
5
0
0 a
0
a
2
a
4
0
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
0 0 0 0 0 a
n
_

_
= a
n
0
_

_
c
1
0 c
3
0 c
2n1
0 c
3
0 c
5
c
2n3
c
3
0 c
5
0 c
2n5
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
c
2n1
0 0 0 0 0
_

_
(24)
Since the matrix C is positive denite, the determinants of H
n
and all its diagonal
minors are positive. This completes the proof of the Hurwitz Criterion.
7
6 Generation of a Family of Stable Polynomials via
Root Locus Method (Order Reduction Algorithm)
Consider an nth order stable polynomial:
P
n
(s) = a
0
s
n
+a
1
s
n1
+ +a
n
Starting with this polynomial, we shall generate a family of stable polynomial P
i
(s)
(i = n 1, n 2, , 1), such that:
P
i
(s) = a
0
(i)s
i
+a
1
(i)s
i1
+ +a
i
(i) = R
i
(s) + X
i
(s) (25)
a
k
(i)|
i=n
= a
k
, k = 0, 1, , n
R
i
(s) = Even degree part of P
i
(s)
X
i
(s) = Odd degree part of P
i
(s)
Let P
i
(s) be the starting polynomial. We shall generate P
i1
(s) as following:
Case 1, i = even integer: Let
P
i
(s) =
_
a
0
(i)s
i
+a
2
(i)s
i2
+ +a
i
(i)
_
+s
_
a
1
(i)s
i2
+a
3
(i)s
i4
+ +a
i1
(i)
_
= R
i
(s) + X
i
(s)
=
i
2
+1

k=0
a
2k
(i)s
i2k
+
i
2

k=1
a
2k1
(i)s
i2k+1
where R
i
(s) is even degree and X
i
(s) is odd degree.
Consider the Root Locus of the following feedback system with variable k
i
, where
k
i
0:
- -

k
i
G
i
(s) =
sk
i
X
i
(s)
R
i
(s)+X
i
(s)
=
sk
i
X
i
(s)
P
i
(s)
+

6
k
i
0
-
Then the closed loop characteristic polynomial is:
P
i
(k
i
, s) = P
i
(s) +k
i
sX
i
(s) (26)
and Root Locus Equation is:
P
i
(k
i
, s) = P
i
(s) + k
i
sX
i
(s) = 0
or
sX
i
(s)
P
i
(s)
=
1
k
i
= G
i
(s) (27)
8
The root locus starts (k
i
= 0) at the poles of G
i
(s) (the roots of P
i
(s)), which are in
the stable half of the s plane. Note that only the even part of P
i
(k
i
, s) changes with
k
i
, the odd part being the same as P
i
(s). Thus none of the roots of P
i
(k
i
, s) can cross
the imaginary axis in the s plane. As k
i
tends to , the branches terminate on the
zeros of G
i
(s) (roots of sX
i
(s)) which are simple roots of multiplicity one. However
a very interesting thing happens. At
k
i
=
a
0
(i)
a
1
(i)
= k

i
(28)
One of the roots of P
i
(k
i
, s) moves to in the s plane. All the other roots of
P
i
(k
i
, s) are still in the left hand side of the s plane. As k
i
is increasing beyond
k

i
, the real root reappears but this time in the R.H.S. of the s plane, making the
polynomial P
i
(k
i
, s) unstable.
Thus the order of the polynomial P
i
(s) can be reduced by one provided k
i
is chosen
as k

i
=
a
0
(i)
a
1
(i)
. This yields as lower order stable polynomial.
P
i1
(s) = P
i
(k
i
, s)|
k
i
=k

i
=
_
R
i
(s)
a
0
(i)
a
1
(i)
sX
i
(s)
_
+X
i
(s) (29)
Figure 5 shows that the typical Root Locus for i = 4 (even)
-
6
?
6
-

The presence of the roots of R

4
(s) act as a barrier wall which is not crossed by
Root Locus branches.
Case 2, i = odd integer
Feedback System P
i
(k
i
, s) when i = odd integers is modied as:
- -

k
i
G
i
(s) =
sk
i
R
i
(s)
R
i
(s)+X
i
(s)
=
sk
i
R
i
(s)
P
i
(s)
+

6
k
i
0
-
9
P
i
(s) =
i
2

k=1
a
2k1
(i)s
i2k+1
+
i
2

k=0
a
2k
(i)s
i2k
(30)
P
i1
(s) = P
i
(k
i
, s)|
k
i
=k

i
= R
i
(s) +
_
X
i
(s)
a
0
(i)
a
1
(i)
sR
i
(s)
_
(31)
where k

i
=
a
0
(i)
a
1
(i)
Figure 7 shows the typical Root Locus plot for i=5 (odd integer)
-
6
?
6
-

6
?
The main point to be noted the introduction of algorithm (29) (for i even) or (31) (for
i odd) transforms an ith order polynomial to (i 1)th order. Its (i 1) roots still lie
on the left hand side of s plane. The last ith root moves to for k
i
=
a
0
(i)
a
1
(i)
> 0.
From equation (29)
i = even integer
P
i1
(s) =
_

_
i
2

k=0
a
2k
(i)s
i2k

a
0
(i)
a
1
(i)
i
2

k=1
a
2k1
(i)s
i2k
_

_ +X
i
(s)
or
P
i1
(s) =
i
2

k=0
_
a
2k
(i)
a
0
(i)
a
1
(i)
a
2k1
(i)s
i2k
_
s
i2k
+
i
2

k=0
a
2k1
(i)s
i2k+1
Thus
a
2k
(i 1) = a
2k
(i)
a
0
(i)
a
1
(i)
a
2k+1
(i), k = 1, 2, ,
i
2
a
2k1
(i 1) = a
2k1
(i), k = 1, 2, ,
i
2
(32)
Similarly from (31)
10
i = odd integer
a
2k
(i 1) = a
2k1
(i) k = 1, 2, ,
i + 1
2
a
2k1
(i 1) = a
2k
(i)
a
0
(i)
a
1
(i)
a
2k+1
(i), k = 1, 2, ,
i
2
(33)
7 Generation of a Family of Hurwitz Polynomials via
Root Locus Method (Order Augmentation Algo-
rithm)
Consider an nth-order Hurwitz Polynomial:
Case 1: n is even
P
n
(s) = R
n
(s) + X
n
(s), (n = 2, 4, 6, ) (34)
R
n
(s) = a
0
(n)s
n
+a
2
(n)s
n2
+a
4
(n)s
n4
+ +a
n
(n)
X
n
(s) = a
1
(n)s
n1
+a
3
(n)s
n3
+a
5
(n)s
n5
+ +a
n1
(n)s
Assume P
n
(s) is Hurwitz, we are required to generate a new Hurwitz polynomial
P
n+1
(s) of one degree higher, using the polynomial P
n
(s).
Let us analyze the Root Locus for the following closed loop system:
- -
KnRn(s)
sPn(s)
=
Kn(a
0
(n)s
n
+a
2
(n)s
n2
++an(n))
s(a
0
(n)s
n
+a
1
(n)s
n1
++an(n))

6
-
The closed loop characteristic polynomial for this system is:
P
n+1
(K
n
, s) = sP
n
(s) + K
n
R
n
(s) (35)
For small values of K
n
, all the roots of P
n+1
(K
n
, s) are in L.H.S. just as the polynomial
P
n
(s). Since the imaginary part of P
n+1
(K
n
, s) is the same as P
n
(s), thus for n even
P
n
(s) = a
0
(n)s
n
+a
1
(n)s
n1
+ +a
n
(n)
P
n+1
(K
n
, s) = s
_
a
0
(n)s
n
+a
1
(n)s
n1
+ +a
n
(n)
_
+K
n
_
a
0
(n)s
n
+a
2
(n)s
n1
+ +a
n
(n)
_
(36)
Let
P
n+1
(s) = a
0
(n + 1)s
n+1
+a
1
(n + 1)s
n
+ +a
n+1
(n + 1)
K
n
=
a
n+1
(n + 1)
a
n
11
Thus the coecients of the new augmentation polynomial P
n+1
(s) are obtained from
P
n
(s) as:
a
2j
(n + 1) = a
2j
(n)
a
2j+1
= a
2j
(n) +K
n
a
2j
(n)
K
n
=
a
n+1
(n + 1)
a
n
, j = 0, 1, , n/2
Conditions of stability in terms of (n + 1)th polynomial are:
_
a
2j+1
(n) = a
2j
(n + 1)
a
n+1
(n+1)
a
n
(n)
a
2j
(n) > 0
a
2j
(n) > 0
_
j = 1, 2, , n/2
Case 2: When n is an odd integer
P
n
(s) = X
n
(s) +R
n
(s)
=
_
a
0
(n)s
n
+a
1
(n)s
n1
+ +a
n
(n)
_
+
_
a
1
(n)s
n1
+a
3
(n)s
n3
+ +a
n1
(n)
_
- -
K
n
R
n
(s)
sP
n
(s)
=
a
1
(n)s
n1
+a
3
(n)s
n3
++a
n
(n)
s(a
0
(n)s
n
+a
1
(n)s
n1
++a
n
(n))

6
-
P
n+1
(K
n
, s) = sP
n
(s) + K
n
R
n
(s)
= a
0
(n)s
n+1
+a
1
(n)s
n
+a
2
(n)s
n1
+a
3
(n)s
n2
+ +a
n
(n)s
+K
n
a
1
(n)s
n1
+K
n
a
3
(n)s
n3
+ +K
n
a
n
(n)
Let K
n
a
n
(n) = a
n+1
(n + 1) or K
n
=
a
n+1
(n+1)
a
n
(n)
P
n+1
(K
n
, s)|
K
n
=
a
n+1
(n+1)
an(n)
= P
n+1
(s)
Where
P
n+1
(s) = a
0
(n + 1)s
n+1
+a
1
(n + 1)s
n
+ +a
n+1
(n + 1)
The coecients of the new polynomial P
n+1
(s) are
a
0
(n + 1) = a
0
(n)
a
2j
(n + 1) = a
2j
(n) +
a
n+1
(n + 1)
a
n
(n)
a
2j1
(n)
a
2j+1
(n + 1) = a
2j+1
(n) j = 1, 2, ,
n + 1
2
The conditions of stability, in terms of (n + 1)th polynomial are:
_
a
2j
(n) = a
2j
(n + 1)
a
n+1
(n+1)
a
n
(n)
a
2j1
(n) > 0
a
2j+1
(n) > 0
_
j = 1, 2, ,
n + 1
2
12
References
[1] Aizerman, M.A. , Theory of Automatic Control, Pergamon Press, pp. 184185,
1963.
[2] Gantmacher, F.R. , The Theory of Matrix, Vol. II, Chelsea Publishing Company,
N.Y., 1960.
[3] Holz, Olga Hermite Biehler, Routh Hurwitz and Total Positivity, Linear Algebra
and Its Applications, pp. 105110, Vol. 372, 2003.
[4] Puri, N.N. and Weygandt, C.N. , Second Method of Liapunov and Rouths Canonical
Form, Journal of Franklin Institute, pp. 365384, Vol. 276, No. 5, Nov. 1963.
[5] Hurwitz, A. ,

Uber die Bedingungen, unter Welchen eine Gleichung nur Wurzeln mit
negativen reellen Teilen besitzt, Math. Ann., pp. 273284, Vol. 46, 1985.
13