柯西指標
給定系統
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}}}
假設
f
(
x
)
=
0
{\displaystyle f(x)=0}
的根都不在虛軸上,並且令
N
{\displaystyle N}
= 是
f
(
x
)
=
0
{\displaystyle f(x)=0}
的根的實部為負數的個數,
P
{\displaystyle P}
= 是
f
(
x
)
=
0
{\displaystyle f(x)=0}
的根的實部為正數的個數,
因此可得
N
+
P
=
n
(
3
)
{\displaystyle N+P=n\quad (3)}
將
f
(
x
)
{\displaystyle f(x)}
以極座標型式表示,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)}
根據(2)會發現
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個根的實部為正,則(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)}
同樣地,若
f
(
x
)
=
0
{\displaystyle f(x)=0}
的第i個根的實部為負,
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個根實部為正,則
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個根實部為負,則
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)}
若定義
Δ
=
1
π
θ
(
x
)
|
−
j
∞
j
∞
(
16
)
{\displaystyle \Delta ={\frac {1}{\pi }}\theta (x){\Big |}_{-j\infty }^{j\infty }\quad (16)}
則可以得到以下的關係
N
−
P
=
Δ
(
17
)
{\displaystyle N-P=\Delta \quad (17)}
結合(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,給定
n
{\displaystyle n}
次的方程
f
(
x
)
{\displaystyle f(x)}
,只需要計算
Δ
{\displaystyle \Delta }
,就可以得到根的實部為負的個數
N
{\displaystyle N}
,以及根的實部為正的個數
P
{\displaystyle P}
。
圖1
tan
(
θ
)
{\displaystyle \tan(\theta )}
相對
θ
{\displaystyle \theta }
的圖
配合(6)式及圖1,
tan
(
θ
)
{\displaystyle \tan(\theta )}
相對
θ
{\displaystyle \theta }
的圖,將
x
{\displaystyle x}
在區間(a,b)之間變化,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 }
的整數倍,若此變化會使函數
θ
(
x
)
{\displaystyle \theta (x)}
增加
π
{\displaystyle \pi }
,表示在從點a到點b的過程中,
tan
θ
(
x
)
=
I
m
[
f
(
x
)
]
/
R
e
[
f
(
x
)
]
{\displaystyle \tan \theta (x)={\mathfrak {Im}}[f(x)]/{\mathfrak {Re}}[f(x)]}
從
+
∞
{\displaystyle +\infty }
「跳到」
−
∞
{\displaystyle -\infty }
的次數比從
−
∞
{\displaystyle -\infty }
「跳到」
+
∞
{\displaystyle +\infty }
的次數多一次。相反的,此變化會使函數
θ
(
x
)
{\displaystyle \theta (x)}
減少
π
{\displaystyle \pi }
,表示在從點a到點b的過程中,
tan
(
θ
)
{\displaystyle \tan(\theta )}
從
+
∞
{\displaystyle +\infty }
「跳到」
−
∞
{\displaystyle -\infty }
的次數比從
−
∞
{\displaystyle -\infty }
「跳到」
+
∞
{\displaystyle +\infty }
的次數少一次。
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)]}
從
−
∞
{\displaystyle -\infty }
跳到
+
∞
{\displaystyle +\infty }
的次數,減掉同函數從
+
∞
{\displaystyle +\infty }
跳到
−
∞
{\displaystyle -\infty }
的次數,兩者差的
π
{\displaystyle \pi }
倍。假設在
x
=
±
j
∞
{\displaystyle x=\pm j\infty }
處,
tan
[
θ
(
x
)
]
{\displaystyle \tan[\theta (x)]}
有定義
圖2
−
cot
(
θ
)
{\displaystyle -\cot(\theta )}
相對
θ
{\displaystyle \theta }
的圖
若起始點是在不連續點(
θ
a
=
π
/
2
±
i
π
{\displaystyle \theta _{a}=\pi /2\pm i\pi }
, i = 0, 1, 2, ...),則因為公式(17)(
N
{\displaystyle N}
和
P
{\displaystyle P}
都是整數,因此
Δ
{\displaystyle \Delta }
也是整數),其結束點也會在不連續點。此時可以調整指標函數(正跳躍和負跳躍的差值)的計算方式,將正切函數的X軸移動
π
/
2
{\displaystyle \pi /2}
,也就是在
θ
{\displaystyle \theta }
上加
π
/
2
{\displaystyle \pi /2}
。此時的指標函數在各種
f
(
x
)
{\displaystyle f(x)}
的系數組合下都有定義,就是在起始點(及結束點)連續的區間(a,b) =
(
+
j
∞
,
−
j
∞
)
{\displaystyle (+j\infty ,-j\infty )}
內計算
tan
[
θ
]
=
I
m
[
f
(
x
)
]
/
R
e
[
f
(
x
)
]
{\displaystyle \tan[\theta ]={\mathfrak {Im}}[f(x)]/{\mathfrak {Re}}[f(x)]}
,再在起始點連續的區間,計算
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}
從正跳躍和負跳躍的差值,若計算從
−
j
∞
{\displaystyle -j\infty }
到
+
j
∞
{\displaystyle +j\infty }
所產生的差值,即為相角正切的柯西指標 ,其相角為
θ
(
x
)
{\displaystyle \theta (x)}
或
θ
′
(
x
)
{\displaystyle \theta '(x)}
,視
θ
a
{\displaystyle \theta _{a}}
是否是
π
{\displaystyle \pi }
的整數倍而定。
勞斯準則
參考資料
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.