劳斯阵列是劳斯–赫尔维茨稳定性判据 中,用来判断系统是否稳定的方式,是透过系统的特征多项式 系数所建立的阵列。劳斯阵列和劳斯–赫尔维茨理论 是古典控制理论的核心,结合了欧几里得算法 和施图姆定理 来计算柯西指标 。
给定系统
f
(
x
)
=
a
0
x
n
+
a
1
x
n
−
1
+
⋯
+
a
n
(
1
)
=
(
x
−
r
1
)
(
x
−
r
2
)
⋯
(
x
−
r
n
)
(
2
)
{\displaystyle {\begin{aligned}f(x)&{}=a_{0}x^{n}+a_{1}x^{n-1}+\cdots +a_{n}&{}\quad (1)\\&{}=(x-r_{1})(x-r_{2})\cdots (x-r_{n})&{}\quad (2)\\\end{aligned}}}
假设
f
(
x
)
=
0
{\displaystyle f(x)=0}
的根都不在虚轴上,并且令
N
{\displaystyle N}
= 是
f
(
x
)
=
0
{\displaystyle f(x)=0}
的根的实部为负数的个数,
P
{\displaystyle P}
= 是
f
(
x
)
=
0
{\displaystyle f(x)=0}
的根的实部为正数的个数,
因此可得
N
+
P
=
n
(
3
)
{\displaystyle N+P=n\quad (3)}
将
f
(
x
)
{\displaystyle f(x)}
以极座标型式表示,可得
f
(
x
)
=
ρ
(
x
)
e
j
θ
(
x
)
(
4
)
{\displaystyle f(x)=\rho (x)e^{j\theta (x)}\quad (4)}
其中
ρ
(
x
)
=
R
e
2
[
f
(
x
)
]
+
I
m
2
[
f
(
x
)
]
(
5
)
{\displaystyle \rho (x)={\sqrt {{\mathfrak {Re}}^{2}[f(x)]+{\mathfrak {Im}}^{2}[f(x)]}}\quad (5)}
且
θ
(
x
)
=
tan
−
1
(
I
m
[
f
(
x
)
]
/
R
e
[
f
(
x
)
]
)
(
6
)
{\displaystyle \theta (x)=\tan ^{-1}{\big (}{\mathfrak {Im}}[f(x)]/{\mathfrak {Re}}[f(x)]{\big )}\quad (6)}
根据(2)会发现
θ
(
x
)
=
θ
r
1
(
x
)
+
θ
r
2
(
x
)
+
⋯
+
θ
r
n
(
x
)
(
7
)
{\displaystyle \theta (x)=\theta _{r_{1}}(x)+\theta _{r_{2}}(x)+\cdots +\theta _{r_{n}}(x)\quad (7)}
其中
θ
r
i
(
x
)
=
∠
(
x
−
r
i
)
(
8
)
{\displaystyle \theta _{r_{i}}(x)=\angle (x-r_{i})\quad (8)}
若
f
(
x
)
=
0
{\displaystyle f(x)=0}
的第i个根的实部为正,则(用y=(RE[y],IM[y])的表示法 )
θ
r
i
(
x
)
|
x
=
−
j
∞
=
∠
(
x
−
r
i
)
|
x
=
−
j
∞
=
∠
(
0
−
R
e
[
r
i
]
,
−
∞
−
I
m
[
r
i
]
)
=
∠
(
−
|
R
e
[
r
i
]
|
,
−
∞
)
=
π
+
lim
ϕ
→
∞
tan
−
1
ϕ
=
3
π
2
(
9
)
{\displaystyle {\begin{aligned}\theta _{r_{i}}(x){\big |}_{x=-j\infty }&=\angle (x-r_{i}){\big |}_{x=-j\infty }\\&=\angle (0-{\mathfrak {Re}}[r_{i}],-\infty -{\mathfrak {Im}}[r_{i}])\\&=\angle (-|{\mathfrak {Re}}[r_{i}]|,-\infty )\\&=\pi +\lim _{\phi \to \infty }\tan ^{-1}\phi ={\frac {3\pi }{2}}\quad (9)\\\end{aligned}}}
且
θ
r
i
(
x
)
|
x
=
j
0
=
∠
(
−
|
R
e
[
r
i
]
|
,
0
)
=
π
−
tan
−
1
0
=
π
(
10
)
{\displaystyle \theta _{r_{i}}(x){\big |}_{x=j0}=\angle (-|{\mathfrak {Re}}[r_{i}]|,0)=\pi -\tan ^{-1}0=\pi \quad (10)}
且
θ
r
i
(
x
)
|
x
=
j
∞
=
∠
(
−
|
R
e
[
r
i
]
|
,
∞
)
=
π
−
lim
ϕ
→
∞
tan
−
1
ϕ
=
π
2
(
11
)
{\displaystyle \theta _{r_{i}}(x){\big |}_{x=j\infty }=\angle (-|{\mathfrak {Re}}[r_{i}]|,\infty )=\pi -\lim _{\phi \to \infty }\tan ^{-1}\phi ={\frac {\pi }{2}}\quad (11)}
同样地,若
f
(
x
)
=
0
{\displaystyle f(x)=0}
的第i个根的实部为负,
θ
r
i
(
x
)
|
x
=
−
j
∞
=
∠
(
x
−
r
i
)
|
x
=
−
j
∞
=
∠
(
0
−
R
e
[
r
i
]
,
−
∞
−
I
m
[
r
i
]
)
=
∠
(
|
R
e
[
r
i
]
|
,
−
∞
)
=
0
−
lim
ϕ
→
∞
tan
1
ϕ
=
−
π
2
(
2
)
{\displaystyle {\begin{aligned}\theta _{r_{i}}(x){\big |}_{x=-j\infty }&=\angle (x-r_{i}){\big |}_{x=-j\infty }\\&=\angle (0-{\mathfrak {Re}}[r_{i}],-\infty -{\mathfrak {Im}}[r_{i}])\\&=\angle (|{\mathfrak {Re}}[r_{i}]|,-\infty )\\&=0-\lim _{\phi \to \infty }\tan ^{1}\phi =-{\frac {\pi }{2}}\quad (2)\\\end{aligned}}}
且
θ
r
i
(
x
)
|
x
=
j
0
=
∠
(
|
R
e
[
r
i
]
|
,
0
)
=
tan
−
1
0
=
0
(
13
)
{\displaystyle \theta _{r_{i}}(x){\big |}_{x=j0}=\angle (|{\mathfrak {Re}}[r_{i}]|,0)=\tan ^{-1}0=0\,\quad (13)}
且
θ
r
i
(
x
)
|
x
=
j
∞
=
∠
(
|
R
e
[
r
i
]
|
,
∞
)
=
lim
ϕ
→
∞
tan
−
1
ϕ
=
π
2
(
14
)
{\displaystyle \theta _{r_{i}}(x){\big |}_{x=j\infty }=\angle (|{\mathfrak {Re}}[r_{i}]|,\infty )=\lim _{\phi \to \infty }\tan ^{-1}\phi ={\frac {\pi }{2}}\,\quad (14)}
由(9)至(11)式可知,若
f
(
x
)
{\displaystyle f(x)}
的第i个根实部为正,则
θ
r
i
(
x
)
|
x
=
−
j
∞
x
=
j
∞
=
−
π
{\displaystyle \theta _{r_{i}}(x){\Big |}_{x=-j\infty }^{x=j\infty }=-\pi }
,由(12)至(14)式可知,若
f
(
x
)
{\displaystyle f(x)}
的第i个根实部为负,则
θ
r
i
(
x
)
|
x
=
−
j
∞
x
=
j
∞
=
π
{\displaystyle \theta _{r_{i}}(x){\Big |}_{x=-j\infty }^{x=j\infty }=\pi }
。因此
θ
r
i
(
x
)
|
x
=
−
j
∞
x
=
j
∞
=
∠
(
x
−
r
1
)
|
x
=
−
j
∞
x
=
j
∞
+
∠
(
x
−
r
2
)
|
x
=
−
j
∞
x
=
j
∞
+
⋯
+
∠
(
x
−
r
n
)
|
x
=
−
j
∞
x
=
j
∞
=
π
N
−
π
P
(
15
)
{\displaystyle \theta _{r_{i}}(x){\Big |}_{x=-j\infty }^{x=j\infty }=\angle (x-r_{1}){\Big |}_{x=-j\infty }^{x=j\infty }+\angle (x-r_{2}){\Big |}_{x=-j\infty }^{x=j\infty }+\cdots +\angle (x-r_{n}){\Big |}_{x=-j\infty }^{x=j\infty }=\pi N-\pi P\quad (15)}
若定义
Δ
=
1
π
θ
(
x
)
|
−
j
∞
j
∞
(
16
)
{\displaystyle \Delta ={\frac {1}{\pi }}\theta (x){\Big |}_{-j\infty }^{j\infty }\quad (16)}
则可以得到以下的关系
N
−
P
=
Δ
(
17
)
{\displaystyle N-P=\Delta \quad (17)}
结合(3)式及(17)式可得
N
=
n
+
Δ
2
{\displaystyle N={\frac {n+\Delta }{2}}}
且
P
=
n
−
Δ
2
(
18
)
{\displaystyle P={\frac {n-\Delta }{2}}\quad (18)}
因此,给定
n
{\displaystyle n}
次的方程
f
(
x
)
{\displaystyle f(x)}
,只需要计算
Δ
{\displaystyle \Delta }
,就可以得到根的实部为负的个数
N
{\displaystyle N}
,以及根的实部为正的个数
P
{\displaystyle P}
。
图1
tan
(
θ
)
{\displaystyle \tan(\theta )}
相对
θ
{\displaystyle \theta }
的图
配合(6)式及图1,
tan
(
θ
)
{\displaystyle \tan(\theta )}
相对
θ
{\displaystyle \theta }
的图,将
x
{\displaystyle x}
在区间(a,b)之间变化,其中
θ
a
=
θ
(
x
)
|
x
=
j
a
{\displaystyle \theta _{a}=\theta (x)|_{x=ja}}
,而
θ
b
=
θ
(
x
)
|
x
=
j
b
{\displaystyle \theta _{b}=\theta (x)|_{x=jb}}
,都是
π
{\displaystyle \pi }
的整数倍,若此变化会使函数
θ
(
x
)
{\displaystyle \theta (x)}
增加
π
{\displaystyle \pi }
,表示在从点a到点b的过程中,
tan
θ
(
x
)
=
I
m
[
f
(
x
)
]
/
R
e
[
f
(
x
)
]
{\displaystyle \tan \theta (x)={\mathfrak {Im}}[f(x)]/{\mathfrak {Re}}[f(x)]}
从
+
∞
{\displaystyle +\infty }
“跳到”
−
∞
{\displaystyle -\infty }
的次数比从
−
∞
{\displaystyle -\infty }
“跳到”
+
∞
{\displaystyle +\infty }
的次数多一次。相反的,此变化会使函数
θ
(
x
)
{\displaystyle \theta (x)}
减少
π
{\displaystyle \pi }
,表示在从点a到点b的过程中,
tan
(
θ
)
{\displaystyle \tan(\theta )}
从
+
∞
{\displaystyle +\infty }
“跳到”
−
∞
{\displaystyle -\infty }
的次数比从
−
∞
{\displaystyle -\infty }
“跳到”
+
∞
{\displaystyle +\infty }
的次数少一次。
因此,
θ
(
x
)
|
−
j
∞
j
∞
{\displaystyle \theta (x){\Big |}_{-j\infty }^{j\infty }}
是
I
m
[
f
(
x
)
]
/
R
e
[
f
(
x
)
]
{\displaystyle {\mathfrak {Im}}[f(x)]/{\mathfrak {Re}}[f(x)]}
从
−
∞
{\displaystyle -\infty }
跳到
+
∞
{\displaystyle +\infty }
的次数,减掉同函数从
+
∞
{\displaystyle +\infty }
跳到
−
∞
{\displaystyle -\infty }
的次数,两者差的
π
{\displaystyle \pi }
倍。假设在
x
=
±
j
∞
{\displaystyle x=\pm j\infty }
处,
tan
[
θ
(
x
)
]
{\displaystyle \tan[\theta (x)]}
有定义
图2
−
cot
(
θ
)
{\displaystyle -\cot(\theta )}
相对
θ
{\displaystyle \theta }
的图
若起始点是在不连续点(
θ
a
=
π
/
2
±
i
π
{\displaystyle \theta _{a}=\pi /2\pm i\pi }
, i = 0, 1, 2, ...),则因为公式(17)(
N
{\displaystyle N}
和
P
{\displaystyle P}
都是整数,因此
Δ
{\displaystyle \Delta }
也是整数),其结束点也会在不连续点。此时可以调整指标函数(正跳跃和负跳跃的差值)的计算方式,将正切函数的X轴移动
π
/
2
{\displaystyle \pi /2}
,也就是在
θ
{\displaystyle \theta }
上加
π
/
2
{\displaystyle \pi /2}
。此时的指标函数在各种
f
(
x
)
{\displaystyle f(x)}
的系数组合下都有定义,就是在起始点(及结束点)连续的区间(a,b) =
(
+
j
∞
,
−
j
∞
)
{\displaystyle (+j\infty ,-j\infty )}
内计算
tan
[
θ
]
=
I
m
[
f
(
x
)
]
/
R
e
[
f
(
x
)
]
{\displaystyle \tan[\theta ]={\mathfrak {Im}}[f(x)]/{\mathfrak {Re}}[f(x)]}
,再在起始点连续的区间,计算
tan
[
θ
′
(
x
)
]
=
tan
[
θ
+
π
/
2
]
=
−
cot
[
θ
(
x
)
]
=
−
R
e
[
f
(
x
)
]
/
I
m
[
f
(
x
)
]
(
19
)
{\displaystyle \tan[\theta '(x)]=\tan[\theta +\pi /2]=-\cot[\theta (x)]=-{\mathfrak {Re}}[f(x)]/{\mathfrak {Im}}[f(x)]\quad (19)}
差值
Δ
{\displaystyle \Delta }
是
x
{\displaystyle x}
从正跳跃和负跳跃的差值,若计算从
−
j
∞
{\displaystyle -j\infty }
到
+
j
∞
{\displaystyle +j\infty }
所产生的差值,即为相角正切的柯西指标 ,其相角为
θ
(
x
)
{\displaystyle \theta (x)}
或
θ
′
(
x
)
{\displaystyle \theta '(x)}
,视
θ
a
{\displaystyle \theta _{a}}
是否是
π
{\displaystyle \pi }
的整数倍而定。
为了要推导劳斯准则,会将
f
(
x
)
{\displaystyle f(x)}
的奇次方项和偶次方项分开来列:
f
(
x
)
=
a
0
x
n
+
b
0
x
n
−
1
+
a
1
x
n
−
2
+
b
1
x
n
−
3
+
⋯
(
20
)
{\displaystyle f(x)=a_{0}x^{n}+b_{0}x^{n-1}+a_{1}x^{n-2}+b_{1}x^{n-3}+\cdots \quad (20)}
因此可得到
f
(
j
ω
)
=
a
0
(
j
ω
)
n
+
b
0
(
j
ω
)
n
−
1
+
a
1
(
j
ω
)
n
−
2
+
b
1
(
j
ω
)
n
−
3
+
⋯
(
21
)
=
a
0
(
j
ω
)
n
+
a
1
(
j
ω
)
n
−
2
+
a
2
(
j
ω
)
n
−
4
+
⋯
(
22
)
+
b
0
(
j
ω
)
n
−
1
+
b
1
(
j
ω
)
n
−
3
+
b
2
(
j
ω
)
n
−
5
+
⋯
{\displaystyle {\begin{aligned}f(j\omega )&=a_{0}(j\omega )^{n}+b_{0}(j\omega )^{n-1}+a_{1}(j\omega )^{n-2}+b_{1}(j\omega )^{n-3}+\cdots &{}\quad (21)\\&=a_{0}(j\omega )^{n}+a_{1}(j\omega )^{n-2}+a_{2}(j\omega )^{n-4}+\cdots &{}\quad (22)\\&+b_{0}(j\omega )^{n-1}+b_{1}(j\omega )^{n-3}+b_{2}(j\omega )^{n-5}+\cdots \\\end{aligned}}}
若
n
{\displaystyle n}
为偶数:
f
(
j
ω
)
=
(
−
1
)
n
/
2
[
a
0
ω
n
−
a
1
ω
n
−
2
+
a
2
ω
n
−
4
−
⋯
]
(
23
)
+
j
(
−
1
)
(
n
/
2
)
−
1
[
b
0
ω
n
−
1
−
b
1
ω
n
−
3
+
b
2
ω
n
−
5
−
⋯
]
{\displaystyle {\begin{aligned}f(j\omega )&=(-1)^{n/2}{\big [}a_{0}\omega ^{n}-a_{1}\omega ^{n-2}+a_{2}\omega ^{n-4}-\cdots {\big ]}&{}\quad (23)\\&+j(-1)^{(n/2)-1}{\big [}b_{0}\omega ^{n-1}-b_{1}\omega ^{n-3}+b_{2}\omega ^{n-5}-\cdots {\big ]}&{}\\\end{aligned}}}
若
n
{\displaystyle n}
为奇数:
f
(
j
ω
)
=
j
(
−
1
)
(
n
−
1
)
/
2
[
a
0
ω
n
−
a
1
ω
n
−
2
+
a
2
ω
n
−
4
−
⋯
]
(
24
)
+
(
−
1
)
(
n
−
1
)
/
2
[
b
0
ω
n
−
1
−
b
1
ω
n
−
3
+
b
2
ω
n
−
5
−
⋯
]
{\displaystyle {\begin{aligned}f(j\omega )&=j(-1)^{(n-1)/2}{\big [}a_{0}\omega ^{n}-a_{1}\omega ^{n-2}+a_{2}\omega ^{n-4}-\cdots {\big ]}&{}\quad (24)\\&+(-1)^{(n-1)/2}{\big [}b_{0}\omega ^{n-1}-b_{1}\omega ^{n-3}+b_{2}\omega ^{n-5}-\cdots {\big ]}&{}\\\end{aligned}}}
可以看出若
n
{\displaystyle n}
为奇数,根据(3)式,
N
+
P
{\displaystyle N+P}
为奇数。若
N
+
P
{\displaystyle N+P}
为奇数,
N
−
P
{\displaystyle N-P}
也是奇数。同样的,若
n
{\displaystyle n}
是偶数,
N
−
P
{\displaystyle N-P}
也是偶数。(15)式可以看出若
N
−
P
{\displaystyle N-P}
是偶数,
θ
{\displaystyle \theta }
是
π
{\displaystyle \pi }
的整数倍。因此在
n
{\displaystyle n}
为偶数时,
tan
(
θ
)
{\displaystyle \tan(\theta )}
有定义,是n为偶数时使用的正确指标,在而在
n
{\displaystyle n}
为奇数时,
tan
(
θ
′
)
=
tan
(
θ
+
π
)
=
−
cot
(
θ
)
{\displaystyle \tan(\theta ')=\tan(\theta +\pi )=-\cot(\theta )}
有定义,也是n为奇数时使用的正确指标。
因此,根据(6)式及(23)式,
n
{\displaystyle n}
为偶数时:
Δ
=
I
−
∞
+
∞
−
I
m
[
f
(
x
)
]
R
e
[
f
(
x
)
]
=
I
−
∞
+
∞
b
0
ω
n
−
1
−
b
1
ω
n
−
3
+
⋯
a
0
ω
n
−
a
1
ω
n
−
2
+
…
(
25
)
{\displaystyle \Delta =I_{-\infty }^{+\infty }{\frac {-{\mathfrak {Im}}[f(x)]}{{\mathfrak {Re}}[f(x)]}}=I_{-\infty }^{+\infty }{\frac {b_{0}\omega ^{n-1}-b_{1}\omega ^{n-3}+\cdots }{a_{0}\omega ^{n}-a_{1}\omega ^{n-2}+\ldots }}\quad (25)}
因此,根据(19)式及(24)式,
n
{\displaystyle n}
为奇数时:
Δ
=
I
−
∞
+
∞
R
e
[
f
(
x
)
]
I
m
[
f
(
x
)
]
=
I
−
∞
+
∞
b
0
ω
n
−
1
−
b
1
ω
n
−
3
+
…
a
0
ω
n
−
a
1
ω
n
−
2
+
…
(
26
)
{\displaystyle \Delta =I_{-\infty }^{+\infty }{\frac {{\mathfrak {Re}}[f(x)]}{{\mathfrak {Im}}[f(x)]}}=I_{-\infty }^{+\infty }{\frac {b_{0}\omega ^{n-1}-b_{1}\omega ^{n-3}+\ldots }{a_{0}\omega ^{n}-a_{1}\omega ^{n-2}+\ldots }}\quad (26)}
因此可以计算相同的柯西指标:
Δ
=
I
−
∞
+
∞
b
0
ω
n
−
1
−
b
1
ω
n
−
3
+
…
a
0
ω
n
−
a
1
ω
n
−
2
+
…
(
27
)
{\displaystyle \Delta =I_{-\infty }^{+\infty }{\frac {b_{0}\omega ^{n-1}-b_{1}\omega ^{n-3}+\ldots }{a_{0}\omega ^{n}-a_{1}\omega ^{n-2}+\ldots }}\quad (27)}
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.