Title :
The continuous-time limit of the discrete-time stability theory
Author :
Nagaoka, Hiroshi ; Monden, Yoshimi ; Arimoto, Suguru
Author_Institution :
Osaka University, Osaka, Japan
Abstract :
This paper elucidates the correspondence between the Schur-Cohn (SC) test and the Routh-Hurwitz (RH) test by showing that the latter is obtained as a limit of the former. The argument is developed in a stochastic framework, where stochastic interpretations of the tests are used. The interpretation of the SC test can be derived from its equivalency to the Levinson-Durbin algorithm, while that of the RH test is newly presented here.
Keywords :
Convergence; Linear systems; Polynomials; Stability; Stochastic processes; Testing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '86.
DOI :
10.1109/ICASSP.1986.1169085
