http://lpsa.swarthmore.edu/Nyquist/NyquistStability.

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Contents

Statement of the Problem

The Nyquist Path (no poles on j axis)

The Nyquist Path (with poles on j axis)

Counting Encirclements

Stability Margins

Statement of the Problem

Given a single loop feedback system

we would like to be able to determine whether or not the closed loop system,
T(s), is stable. This is equivalent to asking whether the denominator of the
transfer function (which is the characteristic equation of the system)

has any zeros in the right half of the s-plane (recall that the natural response
of a transfer function with poles in the right half plane grows exponentially
with time).
If we perform a mapping (as explained on the previous page) of the
function "1+L(s)" with a path in "s" that encircle the entire right half plane

and we count the encirclements of the origin in the "1+L(s)" domain in the
clockwise direction we get the number N=Z-P (where Z is the number of
zeros, and P is the number of poles). What we want, though, is Z, the
number of zeros in the right half plane. But since we know L(s), we can
easily find P, the numbers of poles of "1+L(s)." This is because any pole of
L(s) is also a pole of "1+L(s)." So now we know N (from the mapping) and
we know P (from L(s)), so we can easily determine Z.
Before continuing we make one small change. Instead of mapping from
"s" to "1+L(s)" and counting encirclements of the origin, we map from "s" to
"L(s)" and count encirclements of the point -1+j0 in the complex plane. This
is because the origin in "1+L(s)" corresponds to the "-1+j0" point in "L(s)" (if
L(s)=-1, then 1+L(s)=0).
Key Concept: Statement of the Problem
To determine the stability of a system we:

Start with a system whose characteristic equation is given by "1+L(s)=0."

Make a mapping from the "s" domain to the "L(s)" domain where the path of "s"
encloses the entire right half plane.

From the mapping we find the number N, which is the number of encirclements of
the -1+j0 point in "L(s)."
Note: This is equivalent to the number of encirclements of the origin in "1+L(s)."

We can factor L(s) to determine the number of poles that are in the right half plane.

Since we know N and P, we can determine Z, the number of zeros of "1+L(s)" in the
right half plane (which is the same as the number of poles of T(s)).

If Z>0, the system is unstable.

The Nyquist Path (with no poles on the j axis).

In the previous section, we specified that the path of s should enclose the
entire right half plane. To start, we assume that the function L(s) has no

poles on the j axis. We define the path as starting at the origin, moving up
the imaginary axis to j, following a semicircle (in the clockwise direction),
and then moving up the -j axis and ending at the origin. This is shown
below.

Let's examine this procedure with a couple of examples (followed by a

video of the two examples). A variety of examples follow on the next page
(Examples).
Example: Nyquist path, no poles on j axis, stable
Consider a system with plant G(s), and unity gain feedback (H(s)=1)

If we map this function from "s" to "L(s)" with the variable s following the Nyquist path we
get the following image (note: the image on the left is the "Nyquist path" the image on the right is called the "Nyquist
plot")

If we zoom in on the graph in "L(s)"

the first thing we notice is the multiple arrowheads at the origin. This is because as the
path in "s" traverses a semicircle at the path in "L(s)" remains at the origin, but the
angle of L(s) changes. More importantly, we can see that it does not encircle the -1+j0,
so N=0. We also know that P=0, and since N=Z-P, Z is also equal to zero. This tells us
that the system is stable. And, if we close the loop, we find that the characteristic
equation of the closed loop transfer function is

which has roots at -217.2j so the system is indeed stable.

Recall that the roots of the characteristic

equation are the poles of the transfer function.

Behavior of the Nyquist path when |s|

A very large segment of the path in "s" occurs when |s|, shown as the
large semicircle in the s-domain plot (i.e., the left plot). However, during this
segment of the plot, the path in L(s) will not move, assuming L(s) is a proper
transfer function. The order of the numerator polynomial of a proper transfer
function is less than or equal to that of the denominator. Let's consider, first,
the case when the order of both polynomials is equal to n:

If |s|, then the highest order term of the polynomial dominates and we
get

So, when |s| the path in L(s) is at a single point. (Note: In the Nyquist
diagrams, since there are several arrowheads on the path in "s" as it makes it excursion at
infinity, there are also several arrowheads at this single point in "L(s).")

If the loop gain, L(s), is strictly proper (i.e., the order of the numerator is
less than that of the denominator)

then

and the path in L(s) is at the origin while |s|.

Example: Nyquist path, no poles on j axis, unstable
Consider the previous system, with a sensor in the feedback loop

If we map this function from "s" to "L(s)" with the variable s following the Nyquist path we
get the following image

We can see that this graph encircles the -1+j0 twice in the clockwise direction so N=2.
We also know that P=0, and since N=Z-P, we can calculate that Z=2. This tells us that
the system is unstable, because the characteristic equation of the closed loop transfer
function has two zeros in the right half plane (or, equivalently, the transfer function has
two poles there). We can check this by closing the loop to get the characteristic
equation of the closed loop transfer function:

which has roots at s=-7.5 and s=1.268.45j so the system is indeed unstable with two
poles in the right half plane.

Video: Mapping with no poles on the j axis

1 minute video created with the Matlab script NyquistGui

The Nyquist Path (with poles on the j axis).

If there are poles on the j axis, we can no longer use the Nyquist Path
as specified above because the path will go through poles of L(s) where its
value is undefined. To handle that situation we make small "detours" around
the poles that are on the axis. These detours are small semicircles in the
counterclockwise direction around these poles (so that the path stays in the
right half plane), However, we make the radius of the detours infinitesimally
small, so they don't exclude any part of the right half plane. For instance if
we have

The path now makes small semicircular detour of infinitesimally small radius
around the poles at s=j4. However, because the path is so close to the
pole, the magnitude of the path in "L(s)" is at infinity. And because the path
is going around the pole in the counterclockwise direction in "s" the path in
"L(s)" is in the clockwise direction. This is shown below (in this diagram the
radius of the detours is exaggerated so they can be seen on the graph).

Note that:

The counterclockwise detours around the poles at s=j4 results in a clockwise

semicircle at L(s)= in "L(s)" (see video below)

The clockwise semicircle at infinity in "s" corresponds to a single point in "L(s)"

If the counterclockwise detour was around a double pole on the axis (for example
two poles at the origin), the path in L(s) goes through an angle of 360 in the
clockwise direction.

Again, we can double check this by finding the zeros of the characteristic
equation.

This has roots at s=-0.25j2.63, so the system is stable.

Video: Mapping with poles on the j axis
1 minute video created with the Matlab script NyquistGui
Key Concept: Detours around poles on the j axis
If the path in "s" makes a 180 counterclockwise detour around a pole on the j
axis, then the corresponding path in "L(s)" has infinite radius and goes through
180 in the clockwise direction. If the detour in "s" is around two coincident poles
(e.g., two poles at the origin) the angle in "L(s) will be 360.

Counting Encirclements
Counting the number of encirclements of the -1+j0 point is obviously of
critical importance to determining the stability of the system (the number of
encirclements in the clockwise direction is the "N" in the equation "N=Z-P").
There are two ways to do this. The first is easier conceptually, the second is
easier practically.

Counting encirclements by visualization

Imagine you are presented with the Nyquist diagram below

How many encirclements of the -1+j0 point are there. To visualize the
answer, assume you have a pointer whose base is at the -1+j0 point and
whose head is anywhere on the Nyquist plot. For example we can start at
the point near the origin and call this angle zero (Note: since we will be traversing
the entire path the place where we start on the graph is arbitrary.)

We follow the path with the tip of our arrow to the first crossing of the j axis
(180 counterclockwise) and continue following the path until we get back to

the starting point. As we do so we keep track of the total angle that has
been swept out by the arrow, as shown below.
1) 180
counterclockwise

2) 0 (total)

This diagram show

Here we have 180,

180

cw,

movement, ccw

for a total of 0

3) 180 clockwise
(total)

Another 180 cw, for

a total of 180, cw

4) 0 (total)

A final 180
movement ccw
yields 0 total.

When we are finished we have traversed a net of 0, so the -1+j0 point is not
encircled.
However, with a slightly different Nyquist diagram we get a different
result. Start as before,

and then follow the path with our arrow

1) 180 counterclockwise

2) 360 ccw

3) 360 ccw

4) 360 ccw

5) 540 ccw

6) 720 ccw

In this case we have two encirclements in the counter clockwise direction.

Counting encirclements the easy way

An easier way to determine the number of encirclements of the -1+j0
point is to simply draw a line out from the point, in any directions.
Consider the first example from above, shown below with a vertical line
drawn from -1+j0.

If you count the number of times that the Nyquist path crosses the line in
the clockwise direction (i.e., left to right in the image, and denoted by a red
circle) and subtract the number of times it crosses in the counterclockwise
direction (the blue dot), you get the number of clockwise encirclements of
the -1+j0 point. A negative number indicates counterclockwise
encirclements. In the image above, there is one crossing in each direction,
and therefore zero encirclements (as determined previously).
The direction of the line draw is arbitrary. The image below shows the
same Nyquist path, but a different line. In this case there are two clockwise
crossings (red) and two counterclockwise crossings, for a total of zero
encirclements, as expected.

We now apply this technique to another example (the second example

from above), in which we have the same path shifted to the right.

Here we see two counterclockwise crossings of the line and hence two
counterclockwise encirclements of -1+j0.
If we choose a different line we get one clockwise crossing of the line,
and three counterclockwise crossings. Hence we have two
counterclockwise encirclements of -1+j0, as expected.

Gain and Phase Margins

At this point you may well ask, "Why go through this whole procedure if
we can just find the closed loop transfer function and see if it is stable?"
The reason we use the Nyquist Stability Criterion is that it gives use
information about the relative stability of a system and gives us clues as to
how to make a system more stable. In particular, there are two quantities,
the gain margin and the phase margin, that can be used to quantify the
stability of a system.

A stable system
Consider a system with

Let us draw the Nyquist plot:

If we zoom in, we can see that the plot in "L(s)" does not encircle the -1+j0,
so the system is stable.

We can verify this by finding the roots of the characteristic equation

The roots are at s=-5.5 and s=-0.242.88j so the system is stable, as

expected.
This can be seen even more clearly using Matlab's "nyquist"
command. In fact, the "nyquist" command is generally more useful for
examining the details of a Nyquist plot (called here the Nyquist diagram)
than the plots we have been using, but the plots we have been using may be
better for learning about the plots.

Now lets draw a unit circle around the origin (using Matlab's "ltiview"
command).

There are two spots on the Nyquist plot that are emphasized. The first is
where the Nyquist plot crosses the real axis in the left half plane. If we
zoom in and put the cursor over this point we get the following image.

As you can see, the plot crosses the real axis at about -2/3, or -0.67. This
tells us that if we multiply L(s) by a number greater than 3/2 that the path
would encircle the -1+j0 and the systems would be unstable. So the "gain
margin" is 3/2 or 20log10(3/2)=3.5dB. The greater the gain margin, the more
stable the system. If the gain margin is zero, the system is marginally
stable. (Note: the text also shows that the Nyquist plot crosses the real axis when the
Nyquist path is going through the point s=j3.32 (this is the "frequency" shown).)

The second point shows where the Nyquist plot crosses the unit circle as
displayed on the images below.

The angle between between the point at which the plot crosses the unit
circle (when the Nyquist path is at s=j2.73) has an angle of 14 to the
horizontal axis. This tells us that if we decrease (where a decrease moves
the plot in the clockwise direction) the phase of L(s) by more than 14 that

the -1+j0 point becomes encircled and the system becomes unstable. We
say that the system has a phase margin of 14. A higher phase margin
yields a more stable system. A phase margin of 0 indicates a marginally
stable system. Note: if you know about the frequency response time delays,
recall that a time delay corresponds to a change in phase - for this system
we could have a delay of 0.089 seconds (corresponding to 14 at 2.73
rad/sec). If you don't know about time delays, you can skip this.

A marginally stable system

If we multiply L(s) by 3/2 we get

and we see that the system gain and phase margins go to zero so we
expect the system to be marginally stable.
Nyquist Plot

Nyquist plot zoomed with stability

margins=0

We can verify this by finding the roots of the characteristic equation

The roots are at s=-6 and s=3.32j so the system is marginally stable, as
expected.

An unstable system
If we multiply the original L(s) by 4 we get

and we see that the system gain and phase margins become negative so we
expect the system to be unstable.
Nyquist Plot

Zoomed with negative

Zoomed with negative

gain margin shown

phase margin shown

The margins tell us that we'd have to decrease the gain by -8.52dB (multiply
by 0.375) or change the phase by -25.9 to make this system stable. (Note:
we can readily verify the gain margin because we know that multiplication of L(s) by 3/2
made the system marginally stable, and 40.375=3/2 (the current gain (4) multiplied by the

We can verify
that the system is unstable by finding the roots of the characteristic equation
gain margin (0.375) yields the gain that creates marginal stability (3/2).)

The roots are at s=-7.5 and s=+0.754.64j so the system is unstable, as

expected.
Aside: Gain and Phase Margins may be Infinite

Infinite Gain Margin

The gain margin of a system will be infinite if the phase of the loop gain never
reaches -180 (i.e., if the Nyquist plot never crosses the real axis in the left half
plane). If

then the Nyquist path is as shown

The gain margin is infinite because the path never crosses the real axis in the left
half plane (the path goes to the origin as |s|.

Infinite Phase Margin

The phase margin will be infinite if the magnitude of gain of L(s) is never greater
than one. If

then the Nyquist path is as shown

The phase margin is infinite because the gain is always less than one, so no matter
how much the phase changes, the -1+j0 point will never be encircled.