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Hurwitz matrix

In mathematics, a square matrix A is called a Hurwitz matrix if all eigenvalues of A have strictly negative real part, that is,

\Re[\lambda_i] < 0\,

for each eigenvalue λi. A is also called a stability matrix, because then the differential equation

\dot x = A x

is stable, that is, x(t)\to 0 as t\to\infty.

If G(s) is a (matrix-valued) transfer function, then G is called Hurwitz if the poles of all elements of G have negative real part. Note that it is not necessary that G(s), for a specific argument s, be a Hurwitz matrix — it need not even be square. The connection is that if A is a Hurwitz matrix, then the dynamical system

\dot x(t)=A x(t) + B u(t)
y(t)=C x(t) + D u(t)\,

has a Hurwitz transfer function.

References

  • Hassan K. Khalil (2002). Nonlinear Systems. Prentice Hall.
01-04-2007 01:18:14
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