822 AC-32,

IEEE
AUTOMATIC
VOL.
CONTROL,
TRANSACTIONS
ON NO. 9, SEPTEMBER
1987

When r = 3, we obtain Director of Mathematical Sciences, U . S . Army Research Office,and Dr.

R. E. Yates, Director ofthe Guidance and Control Directorate, U.S.
S ( k + 1)=S(k)[31,+S*(k)l[z,+3S’(k)l-’,S(O)=A (18a) A m y Missile R&D Command.
lim S ( k )= sign ( A ). ( 18b) REFERENCES
k--m
J . D. Roberts. “Linear modelreduction and solutionofthealgebraic Riccati
When r = 4, we have equation by use of the sign function.” Cambridge Univ., CUEDIBConuollTR13
Rep.. 1971; also in Int. J . Contr.. vol. 32, pp. 677-687, 1980.
~ ( k + 1 ) = [ 1 , + 6 S * ( k ) + S ~ ( k ) 1 [ 4 S ( k ) + 4 S ~ (S(O)=A
k)l-’, (19a) E. D. Denman and A. N. Beavers. “The manix sign-function and computationsin
systems,” Appl. Math. Comput.. vol. 2.pp. 63-94, 1976.
lim S ( k ) =sign ( A ) . (19b) W . D. Hoskins and D. J . Walton, “A fast method of computing the square rootof
k--m a matrix.“ IEEE Trans. Automat. Contr.. vol. AC-23. pp. 494495. 1978.
W . D. Hoskins and D. J . Walton. “A fast, more stable method for computing the
When r = 5, we have P th mots of positive definitematrices,” Linear Algebra Appl., vol. 26, pp. 139-
S(k+ 1) = S(k)[51,+ lOS2(k) + S4(k)l 163. 1979.
L. S . Shieh, Y.T.Tsay, and R. E. Yates,“Someproperties of matrixsign
. [I,+10S2(k)+5Sl(k)]-’, S(O)=A (20a) functionsderived from continuedfractions.” Proc. IEE-D, vol. 130, pp. 111-
118,1983.
lim S(k) = sign ( A ) . (2W L. S. Shieh. Y. T. Tsay, and R. E. Y a m , “Computation of the principal nth roots
k-cc
of complex matrices,” IEEE Trans. Automat. Contr.. vol. AC-30, pp. 606-
608.1985.
Note that the algorithm in (17) is the commonly used matrix sign Y. T. Tsay. L. S . Shieh. and J . S. H. Tsai, “A fast method for computing the
algorithm [I]. principal nth roots of complex matrices,“ Linear Algebra Appl.. vol. 76. pp.
205-221.1986.
rv. ILLUSTRATIVE
EXAMPLE N. I. Higham. “Kewton’smethodfor
the
matrix square
mot,” Math.
Computation, vol. 46, pp. 537-549, 1986.

q
G. J . Bierman, “Computational aspects of the matrix sign function solution to the
Consider a stiff matrix A [8]and its principal square root &
as i ARE.” in Proc. 23rd ConJ Decision Contr.. 1984. pp. 514-519.

:;
1. D. Gardiner and A. 1. h u b , “ A generalization of the matrix sign function
0 0 solution for algebraic Riccati equations.” in Proc. 24th Conf. Decision Contr.,
1985,pp.1233-1235.
A=[ , L. S. Shieh, C. T. Wang. and Y. T. Tsay, “Fast suboptimal state-space self-tuner
forlinearstochasticmultivariablesystems.’’ Proc. ZEE-D, vol. i30, pp. 143-
- -11 - 100 100 154, 1983.
L. S. Shieh and Y. T. Tsay, “Algebra-geometric approach for the model reduction

[
1
- 0.909090
-0.045509
-0.108960
0
0.1
-0.045506
0.10888
-4.5509
10.987
0
0

whereu(A) = (0.01, 1, 100 f j l 0 0 ) a n d u ( f i ) = {O.l, 1, 10.987

j4.5509).
Thealgorithmsin(la),(lb),(lc),(2)withr =
4.5509
10.987

2,(7),(8),(9),and(lO)
:I of large-scale multivariable systems,” Proc. IEE-D, vol. 131. pp. 23-36, 1981.
L. S. Shieh, H. M. Dib. and R. E. Yates, “Separation of matrix eigenvalues and
structural decompositionof large-scale systems.” Proc. IEE-D,vol. 133, pp. 90-
96.1986.
[I41L. S. Shieh. 1. S. H.Tsai, and S. R. Lian,“Determiningcontinuous-timestate
equations from discrete-time state equations via the principal 4th m t method,”
IEEE Trans. Automat. Contr.. vol. AC-31, pp. 454457. 1986.
[I51 A. George, G. W. Stewart, and R. Voigt, ”A special volume of linear algebra and
its applications on parallel computing.” Linear Algebra Appl., vol. 77, pp. 1-
345.1986.
are employed to com Ute the principal square root of A . Define an error [I61 L. S. Shieh. Y. T. Tsay.and C. T. Wang,“Matrixsectorfunctions
P
e(@(P IID(k) - A I/), where the matrix D(k) is the computed square
root of A at the kth iteration. The computations were performed on a
and their
applications to systems theory.“ Proc. IEE-D. vol. 131. pp. 171-181, 1984.

VAX 111750 computer with k up to 25 iterations. The algorithm in (la)

converges at k = 8 with e(k) = 0.2816 x l O - I 3 , then monotonously
diverges at k = 9 with e(k) = 0.1268 x 10-l2. Also, at k = 25, the
error slowly increases to e(k) = 0.3585 x IO-*. The algorithm in (lb)
converges at k = 8 with e(k) = 0.8905 X and diverges at k = 9
with e(k) = 0.4142 X Moveover, at k = 16, the error rapidly A Simple Proof of Kharitonov’s Theorem
grows to e(k) = 0.1295 X lo-’. Hence, the algorithms in (la) and (Ib)
are numerically unstable. The algorithm in (IC) converges at k = 9 with K. S . YEUNG AND S . S . WANG
e(k) = 0.2220 X and the error remains unchanged after k 2 9.
Therefore, the algorithm in (IC) is numerically stable. The algorithm in Abstract-An alternative proof of Kharitonov’s theorem onthe
(2)having r = 2 converges at k = 4 with e(k) = 2.192, then rapidly stability of linear time-invariant continuous systems under parameter
diverges after, k = 5 with e(k) = 0.5629 x l o + ” . Thus, the algorithm variations is presented.
in (2)is numerically unstable. The proposed algorithms in (7), (8), (9),
and (10) with r = 2, 3, 4, and 5 , respectively, converge at k = 6 , 5 , 4, I. INTRODUCTION
and 3 with e(k) = 0.5439 X 0.3640 x l o - ” , 0.1251 x 10-l2,
and 0.9772 X respectively, and each error remains invariant after In 1978, Russian researcher Kharitonov presented a theorem on the
the algorithm converges. Therefore, the proposed algorithms do converge stability of linear continuous systems under parameter variations [I].
rapidly and are numerically stable. Note that the high converge rate Containing a simple, necessary and sufficient condition, the theoremis by
algorithms may not necessarily give the faster computational time. The far the most useful and powerful check on linear continuous system
computational time often depends upon the convergence speed and the stability [I]-[3]. Nevertheless, the theorem is little well-known to the
computational complexity of the algorithm. The computational time due English reader [2]. and its proof is not simple.The purpose of this
to the computational complexity can be improved by using advanced correspondence is to provide an alternative proof of the theorem, which is
computer technologies such as the parallel computational techniques, etc. much simpler and more insightful.
P51.
Manuscript received December I , 1986: revised March 2. 1987. April 9, 1987, and
ACKNOWLEDGMENT May 4, 1987.
The authors are with the Department of Electrical Engineering. The University of
The authors wish to acknowledge the valuable remarks and suggestions Texas at Arlington, Arlington. TX 76019.
made by reviewers and the fruitful discussions with Dr. J. Chandra, IEEE Log Number 8715594.

0018-9286/87/0900-0822$01.000 1987 IEEE

IEEE TRANSACTIONS ON AUTOMATIC CONTROL. VOL. AC-32, NO. 9. SEPTEMBER 1987 823
XI. KHARITONOV'STHEOREM

Given the family of characteristic polynomials

P(s; ao, a 2 , ' " ; a l , a3, ...) = u , s " + a , ~ , s n ~ ' + . . . + a O (1)

where a, are the perturbed values which are bounded by

a,sa,su,,O < u , , i=O, 1, 2, ..., n . (2)

The entire family of polynomials in (1) will be stable if and only if the
following four polynomials are stable:

P ( s , E , , O ~ ) = ( ~ ~ + ~ , S + ~ ~ S ' + ~ ~ S...
'+~~S'++~S'+

P ( s , E,, O ~ ) = U ~ + + ~ , S + U ~ S ' + ~ ~ ? S ~ + ~ ~ S ~ + ~ S S ' + . . .

P ( s , Ez, O ~ ) = ~ ~ + + , S + + ~ S ' + ( I ~ S ~ + ~ ~ S ~ + ~ ~ S ' + . . .

P(s, EZ, O ~ ) = a ~ + a , s + r f 2 ~ ~ + ~ 3 ~ ' + .a' j. ~ ~ + a(3)

i~~+

where E l , E2, 01,and 0 2 denote the sets { 00,g2, Cr,g6, . . . }, {go,02,

g4, Q6, . . . }, {a,, aj, dj, gz, . .. }{al, 4 , gj, +?, . . . }, respectively.
III. PROOF

The proof for necessity is obvious. since the coefficient values in (3)
are chosen from the given bounds (2).
The proof for sufficiency is based on three lemmas.
Lemma I: With reference to (1) and (2). let E* denote a set of
arbitrary but fixed even coefficients { a t . a:, a:, . . . ) which are taken
from the bounds (2). If the two polynomials P(s, E*: 0,)and P(s, E*,
4 ) are stable, then the family of polynomials P(s, E*. 0) will be stable
[0denotes all possible sets of odd coefficients bounded by (31.
To prove the above, we invoke the separation property of a Hurwitz
(stable) polynomial [4]. which states that for a polynomial P(s) with all
positive coefficients to be Hunvitz, it is necessary and sufficient that its
even and odd parts (i.e., P(s) + P( -s) and P(s) - P ( -s),
respectively) have simple zeros restricted to the imaginary axis where
they mutually separate each other. Equivalently, the separation property
requires that the polar plot of P( jw), 0 5 w < 00.will cut the real and
imaginary axes alternately a total of n times in the finite plane. where n is
the degree of P(s). Hence,the two polynomials P ( j w , E * , 0,)and
P( jw, E*, 02)willcutthe real and imaginary axes of the polar plot
alternately a total of n times. Variation of odd coefficients means shifting
the plots vertically by different amounts for different w' from one
polynomial to the other (see Fig. 1). since
Re p ( j w , E*, O ) = a *0 - a f w
-
Z + a * w J - . ..
Fig. 1 . Variation of odd coefficients in P( j w , E*, 0)amounts to shifting each point of
the polar plot venically by different amounts between P(Jw,E*. 0,)and P(jw, E*,
021.
Using Lemma 2, the stability of P(s, E l , 0)and P(s, E:, 0 )will imply
stability of the family P(s, E , 0).
Lemma 3 constitutes the sufficiency proof of Kharitonov's theorem.
REFERENCES
[I] Kharitonov, -'Asymptotic stability of an equilibnum position of a family of linear
differential equations," Differential. L'ruvnen., vol. 14. no. 11. pp. 2086-2088.
1978.
(21 B. R. Barmish. "Invariance of rhc atricr Hurwitzproperty for polynomialswith
perturbed coefficients." IEEE Trans. Automat. Contr., vol. AC-29. no. IO. pp.
935-936. 1983.
[3] S . Bialasand J. Garloff. "Stability of polynomials under coefficient perturba-
tion." IEEE Trans. Automat. Conrr., vol. AC-30, no. 3, pp. 310-312. 1985.
141 E . A . Guillemin. The:ifulhernorics of Circuit Anulysis. Cambridge, MA
M.I.T. Press.1965. pp. 399,401.

=fixed for a given w (4)

Irn P ( j w , E*, O ) = a l w - u 3 w 3 + a 5 w j -... (5)
On Preserving the Robustness of an Optimal Control
System with Observers
1111P ( j w , E*, 0 2 ) s I m P ( j w , E*, 0 ) s I m P ( j w , , E*, Q). (6)
CHIA-CHI TSUI
Hence, by continuity, any member from the family P ( j w , E * . 0) will
cut the axes at least n times. Since it cannot cut the axes more than n
Abstract-A new, simple, and general method is proposed in this note
times [because of the degree constraints in (4)and ( 5 ) ] , it must cut them
to preserve the robustness of the LQ control system which involves state
in an alternate fashion. Therefore, according to the separation property,
estimators. The method is to minimize the estimator gain to the system
all members of P( jw, E * , 0) will be stable.
input by selecting the estimator poles, while the existing method is to
Lemma 2: Let O* denote an arbitrary set of fixed odd coefficients maximize theestimator gain to the system output by introducing
taken from the bounds (2). If the two polynomials P(s, E l , 0*)and P(s,
additional noisein the system input noise description. An example
E2, 0*)are stable. then the entirefamily of polynomials P(s, E , 0*)will
demonstrates that the stability margin of the feedback system with the
be stable [ E denotes all sets of even coefficients from the bounds ( 2 ) ] .
estimator designed by this method is even better than that of a system
The proof is similar to that of L e m a 1.
without the estimators.
Lemma 3: If P(s, E , , OJ, P(s, E,, 02). P(s, E., 01), and P(s, E2.
03 are stable. then the family of polynomials P(s, E, 0)in (1) will be
stable. $lanuscript received July 3. 1986: revised November 14. 1986 and February 23. 1987.
This paper is based on a pnor submission of January 27. 1986.
The proof is based on applications of Lemmas 1 and 2. First. let E* =
The author is with theDepartment of Electrical
and ComputerEngineering.
E, in Lemma 1, then the family of polynomials P(s,E , , 0)will be stable. Konheastern University. Boston. MA 021 15.
Similarly, if we let E* = E?, we see that P(s, E', 0) will be stable. IEEE Log Sumber 8715595.

0018-9286/87/0900-0823$01.00 , E 1987 IEEE