IEEE TRANSACTIONS ON AUTOMATIC CONTROL, AUGUST 1968 41 3

An Off-Axis Circle Criterion for the Stability of

Feedback Systems with a Monotonic Nonlinearity
YO-SUNG CHO AND KUMPATI S. NARENDRA,
SENIOR MEMBER, IEEE Fig. 1. Nonlinear feedback system.

Abstract-An off-axis circle criterion is stated in this paper as a

sufficient condition for the stability of a nonlinear feedback system FGe(t) e(t) = x(t) + (1)
with a single monotonic nonlinearity. The criterion provides a geo- Ge(t) = y ( l ) .
metric
method for determining sector
a (KI<[F&)-F(~~)]/
CyI-y2)<K2)within which the nonlinearity may lie for asymptotic Here G is assumed to be a linear time-invariant operator and F ( . )
a nonlinear operator. The operators are assumed to satisfy the fol-
stability. The relation between the criterion stated and the well-
known Popov criterion and the circle criterion for time-varging sys- lowing conditions.
tems is also discussed. Two examples are included to clarify various G: The operator G is linear and time invariant and is defined by
aspects of the criterion and its relation to existing results.
Ge(t) = ' g ( f - r)e(T)dT -k gl(t)
I. IXTRODUCTION 0

Ever since Popov [l ] stated the conditions for the stability of a where the impulse response function g(t) is in and the LnL,
nonlinear feedback system in the frequency domain, there has been function gl(t), representing the effect of initial conditions, is
considerable interest in deriving similar frequency domain conditions in L.The Laplace transform of g ( t ) is
for systems with other types of nonlinearities. At the present time,
frequency conditions for determining the stability of systems with G(s) = -g(t)e-W for Re [s] > 0.
monotonic and odd monotonic nonlinearities are well established- 0

see Zames [ 2 ] , [3], Brockett andWillems 141, Narendra andNeuman F: The operator F ( . ) is nonlinear and time invariant and satisfies
[5]. These conditions are expressed in terms of the transfer function the following conditions.
G(s) of the linear part of the system and a multiplier Z ( s ) having a
1) F b ) =0, if y = O .
specific form so that G(s)Z(s) is positive real. However, it is seldom
2) KI~[F~~)-F(y2)]/(yl-y~)~K~forallrealnumbersyl
apparent how such a multiplier can be found. In this paper a geo-
metric condition is derived for the existence of an RLor an RC mul- and y2 such that yl f y 2 , and K1 and K2 are real constants satis-
tiplier for the stability of feedback systems with monotonic non- fying the condition - m < K 1<K2 < m . Note that if R 1 2 0 ,
linearities. I t is shown that if any circle can be drawn to intersect the then F ( . ) is a monotonically increasing function.
negative real axis at - l/KI and - 1/Kg on the Nyquist plane so that Assuming that the solution to (1) exists and belongs to Le, the
the Nyquist plot of G(i') lies outside the circle and does not com- problem of interest may now be stated as follows. If the input to the
pletely encircle it, then the nonlinear feedback system is asympto- feedback system x ( t ) belongs to b,determine the conditions on the
tically stable for all real valuedfunctions F ( . ) satisfying K1< linear part G of the system so that
[ F ( r l )-FO.~)]/(r1-y2) <K2, where K1 and K Pare positive constants.
The center of such a circle need not lie on the real axis. 1 ) YO)E Lz
2) lim y(t) I I 40.
11. DEFIVITIOSS "I 00

The general formulation of Zames [Z], [3] will be adopted here.
LZe which is an extension of the L
z space of square integrable func-
tions is defined as follows.
L2: A function n(t) defined in the interval t E [0, m ] belongs to
L if j 0 * x 2 ( t ) d t < 3c. The norm of r(t) in b is denoted by
llxll?= {j-oU"x2(t)dt] 1'2.
La:A function x ( t ) belongs to Laif every finite time truncation of
x ( t ) belongs to LP. If x , @ ) denotes the truncated function, then
x,(t) =r(t)for t < 7 and r E T , where T is the subinterval of the
reals [0, m ), and rr(t)= O elsewhere. An extended norm denoted
by ilxll?cis assigned to each r(t) in Le as follows.
The feedback system whose stability is considered in this paper has
~-
the form shown in Fig. 1. If the operators G and F map 6 , into
itself, then the feedback equations for the system for t>_O may be
formulated as
I I I. PRELIMINXRP
RESCLTS
Let RL be theclass of complex valued functions Z(s) having the
form
s+a,
Z(s) =
n=o
-
s + an
where s is a complex variable and O<cu0<,f30<al<,f31 . * , and let
RC be the class of functions Z ( s ) for which Z-l(s) is in RL.
Theorem 1 and Lemma 1 stated in this section are used for deriv-
ing the circle criterion. Theorem 1 is a minor extension of a multiplier
theorem originally presented in Zames [Z], and later proved using a
Liapunov approach in Brockett and Rillems [4] and Narendra and
Neuman [SI. While all the methods essentially lead to thesame con-
ditions for proving the stability of systemswithmonotonic non-
linearities, Brockett and Willems [4]and Narendra and Neuman [j]
use a differential equation framework which is distinctly different
from the approach used in Zames [2]. The approach used in this
paper is similar to that used in Zames [2], [3].
Lemma 1 provides the specific form of the multiplier Z(s) in RL
or RC that is needed for the proof of the geometric criterion.

ManuscriptreceivedDecember 2. 1966;revised May 1. 1967. November 28. Theorem 1 (Skeleton TheoTem)

1967. andApril 18,. 1968.
Y.S. Cho is wlth Honeywell Inc., Waltham. Mass. In the feedback system of Fig. 1, let G and F satisfy the condi-
K. S. Narendra is with the Dept. of Engineering and AppliedScience, Yale Uni-
versity, New Haven. Conn. tions stated in Section 11. Then if there exists a multiplier Z(s) in RL
 414 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, AUGUST 1968

or RC with the property

the system is stable in the following sense:

where /I 1, and 11 111 denote the n o m s in L, and L1, respectively.
1) x(t) E L?implies y(t) E & Since
2)
1- m
I A4 I -0.
Lentme 1 (Construction of 1Multifiliers) and
Let [a, b ] beanysubinterval of (0, 00). e anyconstant in
(-7r/2, 7r/2), and e > O a constant.
1) If 020, then there exists a function Z ( L ) in RL such that it follows that
I arg { Z(L)1 - e I < e, for all w in [a, b].
2) If B<O, then there exists a function Z(&) in RC with the
property that
+ 2c(l - f) logp.
Now a and p can be chosen small enough and X large enough so that
I arg ( z ( ~ w-) )e I < e, for all o in [a, 61. forany w in [a,b ] , tan-' (w/wO)--w/2<e/3, tan-' (w/wSH)<E/3,
A heuristic explanation of the method of proof may be outlined as fol- and 2c(l -c) log p<e/3. Thereupon, the inequality larg { Z ( & ) } -el
lows. The multiplier Z(&) will be defined by a function having alter- < e is satisfied, and consequently Lemma 1 is true.

nating poles and zeros on the negative real axis. I t will then beshown
that arg { Z ( i u ) } can be expressed as a convolution of a "step func-
tion" and a "smoothing kernel," and this fact will be used to obtain
a bound on larg { Z & ) } -01 using Holders inequality.
Proof of Lemma 1: Let c = 0 / ( ~ / 2 ) . Let a > O and p > 1 be constants
and N a positive integer with the property a <a and ap"+c>b. Let
the multiplier Z(&) be defined by
Then
VI. MAIX RESULTS
The following three theorems are direct consequences of Theorem
1 and Lemma 1 and constitute the main results of this paper.
Theorem 2
Consider the feedback equations (1) (see Fig. 1). If 1) the Nyquist
plot of the linear part of the system G ( i w ) lies entirely to theright of
a straight line passing through the point (- (1 /&)+ 6, 0) where 6 > 0
and if 2) 0 5 [FF(yl)--F(y?)]/(3"-y?)~K2for all y1fy2, then the sys-
tem is as)-mptotically stable, Le.,lim \ y ( t ) \ =O.
t.00

Theorem 3
If 1) the Yyquistplot of G(iw) lies outside acircle passing through
Let be the variable defined by Q=log w ; let Q,= log wn, where
+
(- (1 /K?) 6', 0) and (- (1/KI) - 61, 0) where 61 > O without com-
pletely encircling it andif 2) K11: [F(yl)-FF(yn)]/(3'1-y~)IKnfor all
w n = a p n for n = 1 , 2, . . , N ; le:f(Q) be the function of st defined by yl #yp, then the system is asymptotically stable.
f ( ~ )= tan-' [exp ( G I ] . Theorem 4
1
Then arg { Z ( L ) can be written in the form If 1) the Nyquist plot of G(&) lies entirely inside a circle passing
B through (- (1/&) +
61, 0) and ((1/K1-)61, 0) where 61>0 and if 2)
arg ( ~ ( & ) j= n = O ( J ( Q - 4)- f ( ~- Q,)}. -K1I[FF(yl)-FF(yn)]/(3'1--y2)IK~for all yl#fyp, the systemis
asymptotically stable.
Let u ( Q ) and g(Q) be functions of n defined by Only Theorem 2 is proved here since i t can be shown that Theo-
rems 3 and 4 can be derived using simpletransformations from
I, for Q in [Q,, ],n
, Theorem 2 [ 6 ] , [SI.
0, Q elsewhere
Proof of T l e o r m t 2 (Fig. 2):
and
1) Case A:

Let the transfer function be defined as GI(&) =G(iw)+(l/Ks)

and let the locus of G(&) lie to the right of a straight line passing
+
through (- (1/K?) 6 , O ) and making an angle 8 with the imaginary
axis. The argumentof GI(&) lies in the range
7i 7i
-- - 0
2
< arg (Cl(iw)}< 5 -e.
Hence positive constants el and €2 exist such that

where the left and right equalities hold for frequencies w=u and
w = b. Let E be a positive constant such that E <SI and Q. By Lemma 1
Hence the following bound is obtained on arg { Z(iu)} -e. there exists a multiplier Z ( L ) in RL such that
SHORT PAPERS 415

Fig. 2. Proof of Theorem 2.

Modified Nyquist Plot (-1 and Nyqist Plot f+ of

a&?-rma
Fig. 4. Example 1.

(C)

Fig. 3. Admissible regions for F ( .) for given G ( i w ) .

(a) Theorem 2. (b) Theorem 3. ( c ) Theorem 4.
*ReG(.) -&

( a r g ( Z ( k ) ]- e l <e, fnra<w<b.

Hence the argument of Z(iw)G~(iw)

lies in the range
Nyquist plot of G ( s ) = ~
$(&s+25)
- - + e:
7r
-E < arg {Z(iw)Gl(iw)) < -2 - + 7r
ep E
Fig. 5. Example 2.
2
or

1 arg (Z(io)G~(io)}I < -

2
- 9.
7i
Hence Re Gl(io)Z(iw>_6> O and by Theorem 1 the system is asymp-
totically stable.
2) Case B: O > O > --7i/2.
Using similar arguments as in case A one can construct, again by
Theorem 1 , a multiplier Z(iwj in RC such that
I arg ( Z ( i w ) G ~ ( i w ) )< 2
- Q,
Since Re { Gl(iw)Z(iwj} >6>0, the system is asymptotically stable.
iVhile a proof for Theorem 3 is not given here the approach may
be outlined as follows. If the Syquist plot of G ( L ) lies outside a
circle passing through (- ~ / K I0 ,) and (- 1/ K z ,0 ) (Fig. 3(c)), it can
be shown [6], [SI using simple transformationsthatthe Nyquist
plot of K I / [ ~ + K I G ( L lies
) ] entirely to the right of a straight line
through (-KlK.z/(K?- K I ) ,0 ) . Hence by Theorem 2 the feedback
system can be shown to be asymptotically stable for all monotonic
nonlinear functions F ( . j in the sector
v. S O M E C O M M E N T S O S T H E C I R C L E CRITERION
Some comments can now be made regarding the applicability of
the criterion in practical situations as well as its relation to well-
h o w n existing criteria.
1) The circle criterion stated in Theorems 3 and 4 may be applied
in a practical situation in many ways. In particular, the maximum
range of stability given by the criterion may be determined as fol-
lows. If the lower limit of the monotonic gain KI is specified, the
upper limit IC? of the gain defined by K1< F(y)/y<Kz within which
the nonlinear feedback system isasymptotically stablemaybe
obtained by drawing the circle, which passing through (- l / K l , 0)
touches G(iw) at t w o points. The second intersection of the circle
with the negative real axis yields - ~ / K z .
2) The criterion given by Theorem 3 is a sufficient condition and
by no means necessary for the stability of the nonlinear feedback
system. Since the theorem is proved for the most stringent case, the
actual stability range for a specific G(s) may be K1< F(y)/y<x2,
where R2<K2. I n such cases a multiplier ZRLmay exist so that
G(s)ZRI,(S)is positive real even when G(iw) does not lie to the right
of a straight line, or outside a circle.
3) If the lower limit K 1= 0 , for a given linear system G(iw),gains
K.v, K M , K pand
, K c represent the gains for which the feedback sys-
tem is asymptotically stable with 1) constant gains, Kx=Nyquist
gain: 2) monotonic gains KaIfobtained by the criterion stated in this
paper; 3) first and third quadrant nonlinearities, K p = P o p o ~gain,
and 4) nonlinear time-varying gain K c obtained by the circle cri-
terion [6]-[8].
The methodsfor obtaining these valuesin practical situations are
illustrated in Figs. 4 and 5 for Examples 1 and 2. I t is wellknown that
Kc<KP<KN. In most situations thegain K M is found t o lie between
the Kyquist gain and the Popov gain, Le., K p < K x < K s .
4) The circle criterion for time-varying systems calls for a circle
with its center on the negative real axis while the circle criterion for
monotonic nonlinearities calls for any circle touching G ( L ) at two
points. The two areidentical only in the particular case where G(iw)
is symmetrical about the real axis. In general the monotonic circle
(C.u) criterion yields a much larger sector of stability for monotonic
416 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, AUGUST 1968
nonlinearities than
the circle (CC) criterion doestime-varying
for non-
linearities. The sectors for a specific example are shon-n in Fig. 5 .
VI. EX4MPLE.S
Two examples are given here to demonstrate theapplicability of
the criterion derived in Section V and to compare it with Popov's
criterion and the circle criterion for time-vaqing systems.
Example I
The transfer function of the linear part of the feedback system in
Fig. 1 is given by
s+l
G(s) =
s(s + 0.1)(s2 + 0 . 5 + 9)
The Nyquistplot G ( L ) as well asthe modified Nyquistplot
(Re G versus w Im G) are shown in Fig. 4. The Nyquist gain for the
system is K.v=4.17 while the Popov gain K ~ = 0 . 6 3is obtained by
drawinga straight line tangential at two points tothe modified
Nyquist plot. The straightline tangential toC(iw) a t two points inter-
sects the real axis a t (-1/3.23, 0 ) yielding a K ~ = 3 . 2 3 .Hence the
system is asymptotically stable for all monotonic increasing non-
linear functions in the sector
FbJ - F b 2 )
O< < 3.23.
Yl - y s
Ersmple 2
In thiscase
3(s + 1)
G(s) =
s2(s2 + s + 25)
I t is required to find a sector 1< [FbL)-F(y?)]/bl--y?) <K?within
which the system is asymptotically stable. The Kyquist plot G(&) is
shown in Fig. 5.
1) The Nyquist gain Ks=8.30. Hence for all constant gains K
in the feedback path O<K<8.3, thesystem is as>mptoticallystable.
2) A circle Cc with its center on the negative real axis, passing
through (- 1, 0 ) and touching G(iw), intersects the real axis a second
time a t - 1/2.22. Hence for all nonlinear time-varying gain functions
in the feedback path satisfying 1 < F ( y , t)/y<2.22, the system is roughly stated as follows. In the class of piecewise continuous func-
asymptotically stable.
3) A circle C M ,passing through (- 1 , O ) and touching the Syquist
plot a t two points, intersects the real axis a t - 1/6.66. Hence by the
circle criterion developed in this paper, the feedback system with
monotonic increasing nonlinear functions in the feedback path is subject to the restrictions
stable for all F ( . ) satisfying
1711. CONCLUSION
A simple geometric criterion is derived in this paper as a sufficient
condition for determining the asymptotic stabilityof a feedback sys-
tem with asingle monotonic increasing nonlinear gain function in the
feedback path.
Using the fundamental lemma derived, it is shown that if the
Nyquist plot G(iw) lies entirely to theright of a straight line, an RL
or RC multiplier Z(s) can always be found such that G(s)Z(s) is posi-
tive real. This in turn insures the stabilityof the system for all mono-
tonic feedback gains in some range
By suitable transformations,it canalso be shown that if the Nyquist
plot G(&) of the linear part lies entirely outside a circle intersecting
the negative real axis at (-l/Kl, 0) and (- l/K*, 0), then the non-
linear system is asymptotically stable in the sector
ACKNOWUZDGXEXT
The authors would like to thank thereviewer for suggestin: the
form of the multiplier used in the main lemma.
REFEREXCES
V. hi. Popov. "Absolute stability of nonlinear systems of automatic control,'
Aubmalmn and Rmwfe Control. vol. 22. DD. 857-815. March 1962.
G. Zames. stability of nodin&,
the time-va&g~feedba& systems,"
Proc. A'd'l Electronics Conf.. vol. 20, pp.,725-730., Octobq 1964.
-O ' n the input-output stability of tlme-vawmg nonhnear feedback svs-
tern;" pts. I and 11. I E E E T r a m . Aufomatic Control, vol. AC-11, pp. 258-
238. April 1966, and pp. 46M76, J u p 1966.
R. W. Brockett and J. W . Willems. Frequency domain stability criteria." pts.
I and 11. I E E E Tram. Aulomolrc Confrol. rol. AC-10, ~. ~p.~255-261, July1965.
and pp. 407-413, October 1965.
I(.S. Karendra and C. P. Neumann. "Staplity of a class of dXerentia1 equa-
__
tions with a s h l e monotone nonlinearitv. S I A M J. Cmdrol, vol. 4. DD, 295-
308. May 1966.-
K. S. Narendra and R. M. Goldwyn. 'A geometrical criterion for the stability
of certain nonlinear nonautonomous systems.> I E E E T ~ Q X CircuitS. Theory
(Correspondence). vol. CT-11, pp. 406408, September 1964.
I. W. San$berg. "On the L?-boundedness of solutions of nonlinear functional
equations, Bell Sys. Tech. 1..vol. 43, pp. 1581-1599. July 1964.
-. '-4 frequency-domainconditionforthestabllity of feedbacksystems
containing a sinde time-varying nonlinear element,"BeU Srs. Tech. J . , vol. 43,
PP. 1601-1608. j U l y 1 9 ~ .
hi. A. Aiizerman and F. R. Gantmacher. Absolute SfabiIifyof Regulator Sysfems.
San Francisco. Calif.: Holden-Dav. 1964.
C.
C. T . k e e a n d A . Deroer, "Stability of single-loop nonlinear feedback ws-
terne. Electronic Research Laboratory,University of California. Berkeley,
Calif..Rept. ERL 66-13. May 1966.
Optimal Control of the Linear Regulator with
Constant Disturbances
C. D. JOHNSON
Abstracf-An optimal control problem for a linear regulator with
constant external disturbance is formulated. It is shown that, for a
suitablyselected quadratic-type performance index, the optimal
control is not an explicit function of the external disturbance. More-
over, the optimal control can be synthesized a s a time-invariant
linear function of the state plus the f i s t time integral of a certain
other time-invariant linear function of the state.
IXTRODECTIOX
The optimal regulator problem for linear dynamic systems canbe
tions, find a vector control u(t) which minimizes the functional1
Jb1=
I
zJo
T
+
[(do,Qxx!t)) ( 4 % Ru(t))ldt (1)
d = Ax +
Fu(l), . = d/dt (2)
x ( 0 ) = xo, ilxdl < (3)
x(T) = 0 (4
u(t) E 17, O $ t l T (5)
where x is an n vector, the system state vector; u is an r vector,I I n ; Q
and R are, respectively, nXtz and Y X Pnon-negative definite sym-
metric matrices; A and F are n X n and n X r matrices, respectively;
and C is a convex subset of the r-dimensional Euclidean space. The
terminal time T>O may be a fixed finite number or, alternatively,
one may consider the limiting case T+m.
From the point of view of design rationale, the term (x, Qx) in
(1) is chosen to penalize deviations of the regulated state x@) from
the desired equilibrium condition x ( t ) = 0 whereas the term (u,Ru)
discourages the use of excessively large control effort. One version of
this problem, the special case U=Er, R>O, Q>O, was rigorously
solved in the well-known 1960 paperby Kalman [l]. Since that
time, several other special cases of the optimal regulator problem (1)
Manuscript received September 11 1967. revised December 28. 1967. and April
23. 1968. This research was supported'by tde XationalAeronautics and Space Ad-
ministration under Contract NAS8-18008 with the Convair Division. General DY-
namics Corp.
The author is xcitb the Dept. of Electrical Engineering. Cniversity of Alabama
in Huntsville, Ala. Heisalso Consultant to the ConvairDivision, General Dymmics
corn.
1 (x,y ) denotes the inner productof x and y.