A combined method for stability analysis of linear time invariant control systems based on <scp>Hermite‐Fujiwara</scp> matrix and Cholesky decomposition
Hooman Fatoorehchi, Matthias Ehrhardt
Abstract
Abstract In this paper, we have developed an integrative method for checking the stability of linear time‐invariant (LTI) systems as well as nonlinear continuous‐time ones. In our method, we first apply the iterative Faddeev–Leverrier algorithm to obtain the characteristic polynomial of the LTI system. Subsequently, the associated Hermite‐Fujiwara matrix will be evaluated by a particularly efficient technique for the calculation of the Bézoutian matrices. The positive‐definiteness of the Hermite‐Fujiwara form, as the stability criterion, is next tested by performing the Cholesky decomposition. Our method is extended to assess the local stability of nonlinear continuous‐time systems with the help of the Jacobian matrix concept. The proposed method is demonstrated to approximately be 2.2 times faster than the classical Hurwitz algorithm in average, at least for matrices with dimensions less than 40, according to a performed central processing unit (CPU) time analysis. For the sake of illustration, four numerical examples are given, including dynamical models for a real‐world hydrolysis reactor and a well‐mixed bioreactor.