520

IEEE TRANSACTIONS

ON CIRCUIT

THEORY,

VOL.

cr-18,

NO.

5, SEPTEMBER

1971

The Effects of Parasitic Reactances on Nonlinear Networks

LEON 0. CHUA,
SENIOR MEMBER, IEEE, AND GARY

R. ALEXANDER,

STUDENT MEMBER, IEEE

Abstract-This presence work work with viewed a certain relative The normal different normal that hibits of into the jump solved any the of models. model the from small can the

paper parasitic gives be It first

considers the

several condition by the condition parositics This for

of and

the which

problems the of the strictly

caused in nonlinear

by

the net-

capacitances

inductances

behavior a simplifled resirtive locally

of Q netmodel for of the into, two into exput how the explicit to be ensure subnetwork passive

approximated removed. The of and the the

behavior is that be condition equations

ing approximate model instead. Some important circuittheoretic results related to this problem have been obtained recently [i], [8].
Example I

porasitics

terminals of

set of currents magnitudes paper form form, then without of it gives of of networks of form of to of par&tics. parasitic have this

voltages. par&tics. networkrivhose

is independent cannot the case

considers the par&tics conditions the two such the class

be put where to be put which

addition enable on

of the the enabler

a parasitic. the network resistive networks networks the can inertia

In

choices behavior choice

equations subnetwork is the resulting

resulting that

same. from equations paper and

It then the addition to be shows without an

a class normal behavior postulate

which same of the

network Finally, be normal the

Even when parasitics are not needed to put the network equations in normal form, their omission may change the qualitative nature of the solutions [7]. Fig. l(a) shows a biased tunnel diode circuit with the lead inductance and shunt capacitance across the diode included. The normal form equations are cd1 = il - g(v1) A, = v - 211
Ce = (E v)/R - il. (1)

behavior. networks an multivalued

determined pbstulote form

addition

It formulates enable

equations

unambiguously.

I. INTRODUCTTON

The normal form equation for the system with the parasitics omitted is
Cd = (E - v)/R - g(v).

ARASITIC reactances are included in the model of an electrical network for a variety of reasons. They may be P part of the lumped model of a semiconductor device, or they may be lead inductances or shunt capacitances included to allow the system to be put into normal form [l][3]. Parasitics not only increase the complexity of a network and its associated differential equations but often lead to equations with widely separated time constants. Such systems, called srzrdifferential equations, may introduce severe computational difficulties [4]-[6] requiring the use of an implicit integration scheme. Although such schemes are not now generally available, they have been incorporated into many existing circuit analysis programs and will most likely be incorporated into future ones. However, implicit integration schemes require the solution of a system of nonlinear equations at each time step in the solution sequence, which may be a difficult proposition whenever one or more resistive elements has a nonmonotonic characteristic. Convergence problems may thus make implicit integration schemes impractical. It is therefore desirable to omit parasitics from a network model whenever possible and to analyze the resultManuscript received December 4, 1970; revised April 8, 1971. This work was supported in part by the National Science Foundation under Grant GK 2988. L. 0. Chua was with the School of Electrical Engineering, Purdue University, Lafayette, Ind. 47907. He is now with the Department of Electrical Engineering and Computer Sciences, University of California, Berkeley, Calif. 94720. G. R. Alexander is with the Open University, Walton, Bletchley, Bucks., England.

(2)

Choose E so that the tunnel diode is biased in its negative resistance region. Choose R so that l/R+g(uo)>O, where u. is the bias point. Then there will be a unique singular point which will be stable for the reduced system (2). However, for (I) the singular point is unstable for O<E< -g(uo)RC. In this paper the effects of paiasitics on network behavior are examined. Section III applies the work of Tikhonov [9][12] to obtain circuit-theoretic conditions for which parasitics may be omitted without changing the global qualitative properties of the system. These conditions are based entirely upon the resistive portion of the network. They are independent of the relative magnitudes of the parasitic% so long as the magnitudes are sufficiently small. In [3] a systematic method of adding parasitics to guarantee the existence of normal form equations is given. Such parasitics are necessary for proper modeling in the sense that their omission may lead to equations whose solutions are not unique-a nonphysical situation. However, the choice of parasitics which will overcome the mathematical difficulties is not unique itself in most cases, as can be seen by the following example.
Example 2

Consider the circuit of Fig. I(b) with the nonlinear resistor v,-i, curve shown in Fig. l(c). The circuit equations cannot be put into the normal form because VI, is easily shown to be a multivalued function of iL. By including a shunt parasitic capacitance across either points 1-1 or 2-2,

CHUA

AND

ALEXANDER:

PARASITIC

REACTANCES

ON NONLINEAR

NETWORKS

521

x =x( t,,) the dynamic equations have a unique solution for all t> to. The components of x are called the state variables. A dynamic network which is not proper is said to be improper.
Definition 2

iL

The network N formed from a given network NA by replacing all parasitic capacitances by open circuits and all parasitic inductances by short circuits is said to be the reduced network corresponding to NA.
Definition
I 2

Li:i;

(cl
Fig. 1. Circuits for Examples 1 and 2.

Two dynamic networks are said to be c-equivalent if their reduced networks are identical. If they are also both proper they are said to be c+-equivalent. If NA is formed from N by the addition of parasitic capacitances by soldering-iron-type entries and parasitic inductances by pliers-type entries, then N and NA will clearly be e-equivalent. For many improper networks N several Eequivalent augmented networks Nf can be formed which are proper. Then all such networks will be E+-equivalent to each other.
Dejnition 4

however, the normal form will exist. With the circuit parameters shown there is one singular point in either case. If the capacitance is connected across l-l, the singular point is a saddle.point,b~ut.if the capacitance is-chosen across 2-2, it is a stable node or focus. Thus it is not clear which, if either, of these two possible models correctly predicts the behavior of the physical circuit. Section IV gives conditions for which two different ways of adding a parasitic lead to the same qualitative behavior. A class of networks is then described for which any added parasitic that enables the network to be put into normal form leads to the same behavior. In Section V generalized inertia and jump postulates are formulated for the class of nth-order networks described in Section IV. The jump postulate explicitly determines the endpoint of the jump for cases where the usual jump postulate [lo] leads to several possible endpoints. II. DEFINITIONS AND MATHEMATICAL BACKGROUND In the dynamic networks to be considered, a set of linear inductances and capacitances are singled out and are considered to have magnitudes proportional to a small parameter C.These elements are said to be parasitic reactances, or simply par&tics. A minimal set of branch currents and voltages whose instantaneous values are sufficient to determine completely the instantaneous state of the network is said to be a complete set of dynamically independent network variables [13].
Definition I

The initial conditions of two e-equivalent networks Ni and Nz are said to be compatible if at t= to 1) the branch voltages and currents of each network are consistent with those of its reduced network; i.e., the initial currents through all parasitic capacitances and the initial voltages across all parasitic inductances are equal to 0; 2) the voltages and currents of corresponding branches of the reduced networks of N1 and Nz are equal. Properties of differential equations of the form x = F(x, y, t) & = G(x, Y, 0
(3)

where x is an n vector and y is an n, vector for small 6 have been discussed in detail in [9]-[12], [14]. For the autonomous case discussed in Section IV, such concepts as the slow domain, fast domain [also called the region of slow (or fast) motions], the stability of a point in the subset $ = ( (x, y):G(x, y)= 0 ) , and the jump conditions are used as in [lo]. III. CRITERIA FOR WHICH PARASITICS
MAY BE NEGLECTED

Parasitics are often freely omitted from circuit models to form approximate models, except when they are required to permit the normal form to exist. Example 1 shows that this may sometimes lead to a reduced system with qualitatively different behavior from that of the original system and illustrates the need for criteria by which parasitics may be removed. Let N be a proper dynamic network as shown in Fig. 2(a). It contains nl nonparasitic capacitors and It2 nonparasitic inductors. The capacitors and inductors may be
r Since Nr and Nz need not be proper, the reduced networks may possess more than one solution at to for given values of the (nonparasitic) state variables. Condition (2) guarantees that the same solution is used for both networks in order to furnish a meaningful basis of comparison for t2. tO.

A dynamic network is said to be proper if there exists a complete set of dynamically independent network variables x such that the dynamic equations of the network can be put in t.he normal form i = f(x, t) and such that for any initial state

522

IEEE TRANSACTIONS

ON CIRCUIT

THEORY,

SEPTEMBER

1971

cn, f
NR I 4 ,
I l :

I %, Ii- b, +I Lp
-1

(a) N

(b)

NA

I__-

l--E

I IL?? ,

-_--_-_ (c)

---1 NDC

-I

I ! i&n2 +I E, =O I 2

Lt(iLI) . . in, . h.$iL 2

+ !a
LI G (d)

wth nonlmear. mu+termiml and coupled elements, dependent and independent sources

C,

NR
i +

L, 4 iLlI+?+

-, +

linear resistive network with posltlve resstm and independent sources

I2 + a

! 2

2 + %

NT

(0)

N;

(f ) Specid

TheoremH

form of NR for and Sect. Y

nonlinear provided that their incremental capacitances and inductances are twice continuously differentiable and are greater than some positive number k; i.e.,
Ci(VC;) 0

The multiport resistive network NE may contain any resistive elements, including time-varying nonlinear and coupled multiterminal resistors, independent and controlled sources. The ml open-circuited ports and mz short-circuited ports are brought out in order that appropriate parasitics may be added to obtain the proper augmented network NA shown in Fig. 2(b). Hence N and NA are c+-equivalent. Let the value of the parasitic capacitances be given by eCaj,j= 1,2, . . . , ml, and let the value of ihe parasitic inductances be given by
eLOBk,k=l,2, . . . ,m2.

fdvc, iL, vQ, ia, tY > 2 Lj(iLj) k 2. > k0.

where (4)
fdvc, iL, v,, ip, t>

Fig. 2. Forms of nonlinear networks used in Sections III and IV.

fa(vc, ir,, va, ia, t)

fdvc, iL, v,, i4, t>. and C(vc)=diag(G(uci): i= 1, . . . , its), L(iL)=diag(Li(iL;): i=l, . . . , nz), C,=diag(&: i= 1, . . . , ml), LB=diag(Lgi: i=l, . . . , m2), and where fc, fL, fa, f, are the characteristic equations of the resistive multiport NR and are assumed to be of class C2 over some compact domain D = DLcl X DUP. Let j=(C-l(v~)fc, L-l(iL)fL)t and j,=(C; fm, L;f#. For the reduced network N, ?,(vc, iL, v,, ia, t) = 0. Then since N is proper, its state variables vc and iL uniquely determine vmand is.
= VCZ V~VC, ib 0 ifl = MVC, iL, t>

Assume there are no loops of voltage sources and capacitorS (parasitic or otherwise) and no cut sets of current sources and inductors (parasitic or otherwise). Let the order of the state vector for both N and NA equal the order of complexity of the respective networks. Thus, VC,iL, v,, and ia are the state variables for NA, and its normal form equations are
-1 VC

C (vc)ic [:I[ 1
iL = _ L-l(idvL Cii,
-1

(5)

EV,

cifl

LB va

and (5) is the unique solution to 2, = 0 for v,, 4. A direct application of Tikhonovs theorem [9] or of the results in [7] and [s] to determine whether the parasitics can be neglected requires knowledge of the eigenvalues of the Jacobian of (C;fa, L;f,#. This in turn requires a knowledge of the magnitudes of the parasitic proportionality constants Lpi, C,,. Irrpractice, these constants are difficult to find or, at

CHUA

AND

ALEXANDER:

PARASITIC

REACTANCE.7

ON NONLINEAR

NETWORKS

523

best, can be determined to within some range of values. Thus the eigenvalues have to be computed for all values of the proportionality constants within these ranges. The conditions for which the parasitics may be neglected, as given in the theorem below, are somewhat more restrictive. However, they have the advantage of being independent of the values of the proportionality constants. In the following a real matrix A (which may or may not be symmetric) is said to be positive definite (p.d.) if (Ax, x)>O for all real x such that x#O. Two lemmas, giving properties of such generalized p.d. matrices, are stated and proved in Appendix I.
Theorem 1

pretation. It justifies the omission of parasitics in a large class of commonly encountered networks.
Corollary

Let N and N* be proper networks as described above. Let the initial conditions for N and N* be compatible. If the incremental hybrid matrix H, = a(f,, fp)/e(v,, ia) evaluated at vc, iL, V&VC, iL, t), 1B(vc, iL, t) is p.d. for all tE [to, T] and for all vc, iL.EDLClr then for small e the solutions vc(t), iL(t), vu(t), i@(t) for N* can be uniformly approximated with an error of order Eby the corresponding solutions for N for any interval to< t<T for which the solutions to N remain in the domain D. Hence, the parasitics can be neglected. Proof: The network equations for N* are of the form (3). The corresponding reduced equations are those of N. Since jc=O has a unique solution for v,, is, namely (5), that solution is isolated. In view of (4), the functions j, i* are twice continuously differentiable. The Jacobian ajc/a(vm, i& = - DH. where D= diag (C,;, . . . , C;&, LB;, . . . , LB;,). Since all elements of D are positive, it is symmetric and p.d. By Lemma 1, if HE is p.d., the real parts of all eigenvalues of DH, are positive. Thus the eigenvalues of - DHc have negative real parts for all points of DLC~. Thus by [I l] the set of points defined by (5) has a uniform domain of influence over DLcl. The initial conditions for N* satisfy (5) because they are compatible with those of N. Thus they are also in the domain of influence of (5). Then by the corrected version of Tikhonovs theorem [9], [12] as presented in [ 111, the solutions to N* can be uniformly approximated by those of N for to< t 5 T. By [ 12, theorem 1.21the error is of order E. The condition in the hypothesis of Theorem 1 has the following physical interpretation. Replace all capacitors and inductors of N by voltage sources Vc and current sources IL, respectively. If for all values of Vc and IL the resulting (ml+mz)-port resistive network NDc [with the ml parasitic capacitors replaced by open circuits and the m2 parasitic inductors replaced by short circuits, as shown in Fig. 2(c)] is strictly locally passive,2 the conclusion of Theorem 1 follows. The following corollary is a direct application of this inter2 By strict local passivity we mean the instantaneous incremental power (SQ (Sv,)+(Si# (Sv,)>O [15] for all incremental current sources S& connected across the m; open-circuited ports and for all incremental voltage sources 6Uajinserted in series with the m2 shortcircuited ports.

If NR consists of strictly monotonically increasing resistors and independent sources only, the conclusions of Theorem 1 follow. To apply Theorem 1, the resistive portion of the network must be examined as a whole. The following theorem gives a method whereby ND~ may be examined port by port as the parasitics are successively set to zero (i.e., the parasitic capacitance ports are successively open-circuited and the parasitic inductance ports are successively short-circuited). Thus ml+mz one-port resistive networks must be tested instead of one (ml+mz)-port resistive network. This might sometimes be more convenient in practice. Let Nnk be the resistive one-port formed from N by 1) replacing the capacitors by voltage sources Vc, 2) replacing the inductors by current sources I L, 3) terminating the parasitic inductance ports by current sources I@, 4) leaving the first through (k- 1) parasitic capacitance ports open-circuited, 5) terminating the (k+l) through mlth parasitic capacitance.ports by voltage sources kack+l), . . . , I,,,. The single remaining port is that with variables oak, iak. Let
xd%=(vc,IL, Va(k+l), . . . , vm,, Ip, ty.

Let NBk be the resistive one-port formed by a dual procedure to that for Nak. The single port has variables ngk,iflk.
Theorem 2

Let N and NA be proper networks as described above. Let the initial conditions for N and N* be compatible and let NE contain only reciprocal elements. 1) Let Nak, k=l, . . . , ml, be described by i,k=fak(&k, Xnk), where fOk is of class C2. Suppose there exists Q> 0 such that the driving-point incremental conductance djak/a&k 2 Ek for all &k, Xak. 2) LetNok,k=l, . . . , mz satisfy a dual condition to 1). Then for small Ethe solutions vc( t), iL(t), v&t), ia for N* can be uniformly approximated with an error of order e by the corresponding solutions for N for any interval to< t<T for which the solutions to N remain in the domain D. Hence, the parasitics can be neglected. Theorem 2 is proved in Appendix II. IV. AN INVARIANT THEOREM FOR
E+-EQUIVALENT NETWORKS

Section III gave conditions for which the behavior of a network with parasitics N* could be approximated by the behavior of the reduced network N, where N was proper. This section considers the opposite problem. N here is improper; hence its behavior is not well defined. Parasitics must be added to form an augmented network which is proper. HOWever, as shown by Example 2, when more than one location is suitable for adding parastics, the networks with parasitics in different locations may have qualitatively different solu-

524

IEEE TRANSACTIONS

ON CIRCUIT

THEORY,

SEPTEMBER

1971

tions. Theorem 3 gives conditions on the resistive portion of an improper network such that the solutidns of two proper augmented networks formed by adding a single parasitic to the original network approach a common limiting set of solutions as e-+0. The problem of improper networks which require two or more parasitics for the existence of the normal form is much more complicated and is beyond the scope of this paper. Suppose the network N in Fig. 2(a) is improper. As before, the nonparasitic reactances may be nonlinear subject to the conditions in (4). The multiport resistive network NR is completely general as before, except that it may contain only time-invariant elements. Let ml=2, m2=0. Thus there are two open-circuited ports, brought out in such a way that the networks formed by including the parasitic capacitances across either port are proper. These two networks, N, and Nt, are shown in Fig. 2(d) and (e). Since there are no inductive parastics, the subscript (Y can be dropped. Let NE be characterized by

N, or N, in the sense that if the initial conditions of N; and N, are compatible, the solutions vc(t), iL(t), VI(t), v2(t) for N, approach the same limit as those for N, as e-0. Proof: To facilitate discussion, all points will be considered to lie in (VC, iL, vl, v2) space. The normal form equations (9) and (10) are of the form (3). The subset of motion for the reduced system is given for N, and Ni, respectively, by v2= V2(vc, iL, ~1)) and s2 SI= { (VC, iL, VI, vz>:fl=O, = ((vc, iL, VI, v2):f2=0, vl= V~(vc, iL, v2) ) . Since f2=0 for N: andfi = 0 for Nt, we must have S1= SZ= e.3 Moreover, by &-equivalence, N; and Ni have the same reduced system N. The stable region of 6 for Nt consists of those points such that a(-fl(vc, iL, vl), VZ(vc, iL, vl))/dvl<O [lo]. Using dV,/av,= -(af2/avl)/(af2/av2) [16], this condition becomes

afl -av,

a.f2 -__afl -$2

av,, av2 dvl

$>O. 2

01)

Similarly, for Nt, the condition defining the stable portion of j, is

( au1

a.fl a.f2-~ ah -ah

au, au2 au,

>/

$l >o.
1

(12)

where f is of class C? over some compact domain D. Assume there are no loops of voltage sources and capacitors (parasitic or otherwise) and no cut sets of current sources and inductors. Let the order of the state vectors equal the order of complexity of both N; and N,. Then the state variables for N; are VC,iL, vl. Since N, is proper, they form a complete set. Thus vz is uniquely determined by them: v2 = V~(VC, iL, VI). (7)

Similarly for Nf, v1 is uniquely determined by the state variables VC,iL, ~2: vl = VI(VC, ir,, 212).

The normal form equations for N, and Nt, respectively, are

c1fC,(vC7 iJ,
vl, vZ(vC, iI, vl>>

VC [;I [ EUl
iL

(8)

= -

L-fdvc, C-fc(vc,

iL, UI, V~(VC, IL, v1)I

~I(VC, iL, VI, VP(VC, iL, ?/I))

vc iL

iL, VI(VC, iL, v2), v2)

= -

L-fL(vc,

iL, Vl(vc, iL, v2), 1~2) . (10)

[:IEVZ

212) f2(v~, iL, VI(VC, ih 2121,

(9) *1 1
4

Since by hypothesis (1) the signs of afl/avl and af2/&2 are the same, (11) and (12) show that the same region of j, is stable for both N/ and N,. The slow domain is an O(t) region of the stable region of 5 in the respective state spaces. The solutions to N in this common stable region approximate the solutions of N: and N, in their respective slow domains [lo], [14]. Th e initial conditions of N for both approximations are the same since the initial conditions of N, and N, are compatible. Thus since the errors are of order e [14], the solutions of N: and,Ni approach a common limit as t+O in their slow domains. It remains to show that the motion exhibited by N; and N: approaches a common limit as e-+0 in the fast domain. There, trajectories of the two networks cannot be approximated by those of the reduced network but instead approach the well-known jump law [lo] as E+O. Suppose a trajectory originating from the stable part of 6 reaches the boundary of the unstable part at t= t- and enters the fast domain. Solutions to N: and N, in the fast domain can be approximated by [lo], [14] = - fl(vc(t-1, iL(t-1, ul, V2(vc(t-1, ih(t-), 211)) (13) VI(VC(~-), iL(t-), u2), 212). (14)

~62= - f2(vc(t-)? id->,

Since N; and N, are e-equivalent to N and are proper, they are &-equivalent to each other. Let $= ((v, iL, vl, vz): f1=f2=0). Theorem 3 If for all vc, iL, vl, v2the incremental conductance parameters satisfy 1) (afi/av,) (af2/av,)>O and 2) either af2/avl #O or dfl/dv2#0, then N can be modeled equally well by

As (13) and (14) are one-dimensional, they have no other elements of attraction than their stable equilibrium states within the subspace 6. Moreover, the Jacobians of these equations have only one eigenvalue, which is real and changes sign at t= t-. Thus, the criteria that solutions to N; and N, in the fast domain approach their approximate solu3S is the set of points in (VC,iL, ul, u?)space such that ports 1 and 2 are open-circuited. In contrast to a similar situation in Section III, ut and u2are not uniquely determined by YCand iL in this set:

CHUA

AND

ALEXANDER:

PARASITIC

REACTANCE!3

ON NONLINEAR

NETWORKS

525

the same limit in the slow domain. Continuing this process for succeeding segments of fast and slow motion completes the proof for all Q.E.D.
t.

Let N be an improper network of the form discussed above andlet (Ntf,i=l,. . ., it be the set of all possible proper c-equivalent networks formed by adding a single parasitic capacitance to N. Theorem 3 can be used to determine when any two have the same qualitative properties as e-+0. However, to guarantee that all have the same qualitative properties, more knowledge of the internal structure of N is required. Consider the class of networks where NR has the special form shown in Fig. 2(f). Ni contains linear positive Fig. 3. Curves showing typical paths of resistors and independent sources and is connected. The Ni and Ni in (~1, VZ)plane. nonlinear resistor is characterized by iR=g(uR), where g is of class C2 for all UR,and where there exists M< 00 and co> 0 tions which in turn approach the jump conditions as e--+0 such that g(uR)> co for all 1t?RI>M. are satisfied [lo], [14]. The jump conditions are that vc(t+) Let Nt be the augmented network formed by placing a = vc(t-), iL(t+) = iL(t-) and that ol(t+) and uz(t+) [for Nt and parasitic capacitance in parallel with the nonlinear resistor. Ni, respectively] are in 6 [IO]. Then since the transition time Nt is proper [2]. Any other augmented network, Nf, i through the fast domain approaches zero as c--+0, the solu=2,. n, formed by adding one parasitic capacitance to tions to N; andNi approach the same limit if the endpoints N can be represented by placing the parasitic across port 2. of the jump are the same, namely, if ui(t+)= V,(vc(t+), Assume that N contains no loops of voltage sources and jL(t+), am) and uz(t+)= V,(vc(t+), iL(t+), vi(t+)). capacitors only, and no cut sets of current source sand If the solutions to (13) and (14) are projected into the inductors only. (~1, UJ plane, they follow (7) and (8), respectively, as shown typically in Fig. 3. Intersections of (7) and (8) are points of Theorem 4 The improper network N described above with resistive 8. Hence they are the equilibrium states of (13) and (14) and so are the possible endpoints of the jump. Label these inter- portion as shown in Fig. 2(f) can be unambiguously modeled
. .)

section points sequentially

such that their u1 coordinates

are

by N: in the sense that,

for any other proper

augmented

increasing. Then, starting near an unstable equilibrium, the trajectory of (13) follows (7) until it approaches either the preceding or following stable equilibrium point in the sequence. For example, in Fig. 3, a transition from Q0 along (7) leads to Q-1 or Ql. Now label the intersections of (7) and (8) sequentially such that their uz coordinates are increasing. Then, starting near an unstable equilibrium state, the trajectory of (14) follows (8) until it approaches either the preceding or following stable equilibrium point in this sequence. Using hypotheses 1) and 2), either aV,/&,#O or aV,/&,#O. Thus either Vz(vc(t-), iL(2-), zh) or V,(vc(t-), iL(t-), uz) is a strictly monotonic function. Thus the two sequences of intersections are the same. For example, in Fig. 3, a transition from Qu along (8) also leads to QP1 or Qi. Thus for a given initial point, the endpoints of a jump will be the same two adjacent intersections for both systems. Moreover, the direction of change will be determined by the initial direction the state vector follows while still in the slow domain. Since solutions to both N; and N, can be approximated by those of N in the slow domain, the direction of change, and hence the endpoints of the jump, will be the same for both systems. For t> I+ the trajectories of Nt and Nf reenter the slow domain. Since the endpoihts of the jump are the same and are in 5, the initial conditions for the subsequent travel in the slow domain are again compatible. Hence, by the preceding argument, the solutions of N: and Nt again approach

network N! (formed by the addition of one parasitic capacitance to N) with differentiable state equations, if the initial conditions of N, and N/ are compatible, then the solutions vc(t), iL(t), VI(t), vz(t) for Nf approach the same limit as those for N; as e-+0. Theorem 4 is proved in Appendix II.
Remark

Although the theorems in this section discuss capacitp parasitics only, it is clear that the dual cases with inductive parasitics can be treated in an analogous manner.
Example 3

To illustrate some of the ideas of this section, consider the circuit of Fig. 4(a). A piecewise-linear representation of the tunnel diode characteristic, shown in Fig. 4(d), is used to simplify the numerical calculations. Nt and N, are shown in Fig. 4(b) and (c), respectively. The resistive equation (6) becomes
0 0.004 -0.004 -0.004 +o.oos

. (15)

526

IEEE TRANSACTIONS

ON CIRCUIT

THEDRY,

SEPTEMBER

1971

(a)

lb)

N,

(c)

NA2

(a)

Ew.

16(o) md lb)

(0) i(t)

N*;!

Fig. 4. Circuits, nonlinear functions, and computer outputs for Example 3. Equations

(7) and (8) become, respectively, v2 = 125iL + 0.5~1 + 1.425

VI = F(U2)

(164
(16b)

where F is the monotonic function whose inverse is F-(ol)

=u1+250g(ul). are The normal form equations for N; and N,

i, = - 175i~ - 0.5~1 -

1.425 (17)

ttil = 0.5iL - 0.002211 - y(vl) + 0.0057 Im = - 5OiL - v2

cd2 = iL - 0.008V2 +

0.0048+2)

+ 0.0114.

08)

From (17) a point in e is stable except if ulE [0.15, 0.481. From (18) a point in 5 is stable except when u2E [0.4, 0.511. Substituting the endpoints of this interval into (16b) gives a corresponding interval ulE [O.15, 0.481. Thus the stable region of 5 is the same for N; and Ni, as predicted. There are two boundary points between the stable and unstable parts of 5: (iL, ~1, ~2)=(O.O088, 0.15, 0.4) and
(0.00924, 0.48, 0.51). Let L1 and L2 denote the straight lines defined by (16a) for iL=0.0088 and 0.00924, respectively. L, L2, and (16b) are shown in Fig. 4(e). Starting at (0.0088,

fast domain, either can be used equally well to model N. As an experimental check that the calculations and results here are correct, (17) and (18) were numerically solved using a computer. Since (17) and (18) are linear differential equations within each segment of the piecewise-linear functions g and F, the closed-form solutions given in [17] could be used, avoiding the need to integrate the stiff equations. The computer program simply set up the constants for the solution and evaluated it at suitable time intervals. Every time a segment boundary was crossed, the program reset the constants. The value used for the parasitic capacitance was 0.1 PF (or t= 1CP4 with currents in milliamperes). The resulting graphical output for iL(t), ul(t), and u2(t) was virtually indistinguishable for both systems. Fig. 4(f) and (g) show iL(t) for Nf and N$, respectively. The numerical outputs differed by about 0.5X 1C4 as expected for e= 1C4, and the jumps predicted above were also confirmed. V. GENERALIZED INERTIA AND JUMP POSTULATES If a network cannot be put into normal form without the addition of parasitics, the resulting network is usually characterized by a system of stiff differential equations [3]. Standard integration routines will require extremely small step sizes due to the stiffness of the equations. This will result in unreasonably long running times. Alternatively, the system can be given special handling and integrated by a routine developed for stiff equations. Effi(lient general-purpose routines capable of handling stiff differential equations are not presently available but are a subject of current research. In both of these methods the magnitudes of the added parasitics must be known. They are usually difficult to deter-

0.15,0.4), the two systems will jump to (0.0088,0.602,0.626). The trajectory of Nf will follow L1 while that of N, will follow (16b). Similarly, startirig at (0.00924, 0.48, 0.51), the systems will jump to (0.00924, 0.125,0.332). The trajectories of N; and Nf will follow L2 and (16b), respectively. Thus since both augmented networks have the same behavior in the slow domain and the same jump through the

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mine in practice. Moreover, although their precise values should have little effect on the solutions, their magnitudes will have a considerable effect on integration time. A third approach, which circumvents these difficulties to some extent, is to ignore the parasitics and allow the normal form equations to be multivalued. The ambiguities arising from such multivalued functions are then resolved by the use of additional inertia and jump postulates [lo], [14], [17]. This approach is used in the general circuit analysis program PANCAP [18]. Existing postulates are not entirely satisfactory for a variety of reasons. The inertia postulate of [17] considers a first-order network characteriied by %= -f(x), where f(a) is a multivalued function consisting of n single-valued branches. It assumes that if k is initially governed by one of the branches off(.), it will continue to be governed by that branch so long as x remains within the region of definitions of that branch. This postulate was based on the known behavior of various multivibrator circuits. In practice, such circuits never operate on a branch with negative slope. To determine whether the postulate accurately describes the system on such a branch, a circuit was specially designed so that it would be possible to operate initially on a negative slope segment. The following experiment was then conducted using this circuit.
Example 4

(4

(b)

Cc)

Cd)

Fig. 5. Circuit and oscilloscope displays for Example 4. (a) Diagram of circuit. (b) Driving-point characteristic-scale: horizontal, ve = 2 V/div; vertical, i,=O.5 mA/div. (c) Trajectory of system for approximately 0.5 s; scales as in(b). (d) Same as(c).

that the resulting solution will simulate the limiting behavior of Nt, in which a parasitic capacitance is placed across a nonmonotonic voltage-controlled resistor, as shown in Fig. 2(9.4 The normal form equation is vc
jL
EVl [-.I

c-(w) =[ 0
0

0 L-l(iL) 0

Consider the circuit of Fig. 5(a). The driving-point characteristic ic(uc) seen by the capacitor [found experimentally and shown in Fig. 5(b)] is triple-valued over part of its domain. The normal form equation is dc= - l/Cic(uc). For an initial condition of UC= ic=O, the path of the system in the (uc, ic) plane for a period of 0.5 s was found experimentally and is shown in Fig. 5(c). There is an initial jump to a branch with positive slope, showing that the inertia postulate does not hold on this branch of ic. [Fig. 5(d) is the same as Fig. 5(c) but with the oscilloscope intensity turned up to make the jump more visible.] For a jump where several endpoints are possible, the jump postulate in [lo] cannot determine which endpoint will be reached. Instead, the differential equations of the fast domain must be used, defeating the purpose of having a jump postulate. The only exception is for first-order systems with one parasitic which Andronov describes in great detail [lo]. As pointed out in Section IV, the behavior of an improper system, as determined by different choices of parasitics, is not the same in general. Thus previous jump and inertia postulates which depend on a particular choice of parasitics are not well defined. For the class of nth order networks to which it applies, Theorem 4 eliminates this problem. The following discussion extends Andronovs results to that class. In so doing it avoids the problem found with the inertia postulate of [17]. Consider an improper network N, as in Theorem 4. We will now formulate an inertia postulate and a jump postulate in order that we can unambiguously select a particular branch of the multiualued function associated with N such

.H~L+
I.

where His the hybrid matrix for Ni and s = (Ic, VL, ZI)~ is a vector of independent source terms. Let y = - 2 hIcivci - 2 hlLjiLj - II
i=l j=l

vc 1+s1 (19) HI [ J I
1I
0 0
01 dv1) I + dud

and let
g(h) = hh

where g(ul) is a continuous function of u1 and where there exists an M< 00 such that if 1ui] >M, g(ul)>0.5 Then, using (19), the subset $ coincides with the curve y = g(ul). Let F( .) be the multiualued inverse of g( .). Typically, F( .) will have the form shown in Fig. 6. It consists of it monotonic branches K, Fz, . . . , F,, joined by n- 1 branch points coinciding with the maxima or minima of the function &vi). For example, there are five branches and four branch points in the curve of Fig. 6.
4 As before, our formulation applies equally well to the dual case of a current-controlled resistor in series with a parasitic inductor. 6 The restrictions on g are looser in this section than in Section IV. This permits the results to be applied to piecewise-linear functions. If g is of class c1, the postulates of this section agree with the theorems of the previous one.

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on branch Fl, or branch point 3, in which case it will jump to point e on branch FS. If, on the other hand, the initial point is specified to be on an unstable branch at to; such as point p on branch F,, then the solution must jump instantaneously either to point o on the nearest stable branch Fz above it, or to point q on the nearest stable branch Fl below it. In practice, the presence of noise will invariably cause the jump to go to either point o if the initial condition is in.Jnitesimully above point p, or to point q if the initial condition is infinitesimally below point p. Since the solution can never jump to an unstable branch, the above ambiguity can only occur at the initially specified time to. Consequently, the following inertia and jump postulates need not be concerned with this pathological situation. The description of the behavior of N; as e--t0 is now complete and can be used to characterize the behavior of the improper network N. The normal form equations for N are

Fig. 6. Typical function y= g(o) representing subset 5 and associated system of instantaneous vertical trajectories.

where H1 and S1 are found by deleting the last row of H and S, respectively. The time derivatives Ve and iL on the left are not uniquely determined by ve, iL because F is multivalued. The following postulates resolve the ambiguities.
Inertia Postulate

The stability of a point in i is determined by the sign of g(u1) at that point and thus by the sign of F(y). Branches of F with positive slope are stable. Those with negative slope are unstable. Let us label all branch points (y, ul)=(yk, ulk) such that vll<vlz< . . . <~l+-l). Let Fk(y) be the singlevalued function representing that branch of F with domain
(yk-i, yk), k= 1, 2, . . . , IZ, where ulo=yo=-w and Q,,

If at time tl, (tic, iJt is governed by branch Fk where FL(y)> 0, it will continue to be governed by branch Fk for all
t> tl so long as y(t)ECyk--l, yk).

Jump Postulate

=y,= 00. A point (y, ul) not on the curve y= g(uJ is in the fast domain of the system where all trajectories follow vc = constant vector, in = constant vector, and hence y = constant. In the (y, UJ plane this corresponds to a vertical line. The direction of motion depends on ir,. Observe that tii=O on the curve y= g(ul) and that u1 increases for y> g(ol) and decreases for y < g(uJ. This behavior is indicated in Fig. 6 by the system of lightly drawn instantaneous vertical trajectories. The phase portrait determined by this system of trajectories clearly confirms our prediction that branches of F with a positive slope are stable and those with a negative slope are unstable. Hence, if the network is operating initially at t = to on a stable branch, it will continue to operate on that branch for t2 to until the solution arrives at a branch point, at which time it takes a vertical jump to the nearest stable branch. For example, if starting at point a on branch F1 at to the solution is found to move along F1 in the direction of increasing y(9> 0) until it arrives at branch point 1 at t;, then the solution must jump to point b on branch F5 at t:. If next, starting at point b at tlf, the solution moves along F5 in the direction of decreasing y(j<O) until it arrives at branch point 4 at t;, then the solution must jump to the nearest stable branch, which is point c on branch F3 at tz. The solution will then stay on this branch until it arrives at either branch point 2, in which case it will jump to point d

If at time t;, (VC, i,.) is governed by branch Fk, where FL(y) < 0, or by a branch point of F, then at time tf it will be governed by branch Fi where j is chosen such that [using y-=y(t;)] 1) ~-EJJ+~, yJ, 2) Fj>O, 3) for all i such that y-Ec.Y:-l,Yi)?
Fj(y/-) = min { F;(y-): F&-) : Fi(y-) > Fk(l~-)), < F&-)},

if $(ti)

> 0

= max ( Fi(y-)

if 9(Si) < 0.

In less formal terms, the inertia postulate asserts that if the network is known to be operating on a stable branch [F(y)>0 or g(ul)>O], then it will continue to operate on that branch until the solution either arrives at an equilibrium point, or at a branch point (yk, u,,). In the former case, it will take an infinite time to arrive at the equilibrium point and the inertia postulate is sufficient to resolve the ambiguities. In the latter case, the solution will arrive at a branch point in some finite time t;, and the jump postulate, which asserts that the solution must jump to the nearest stable branch above it if j>O at t;,, or to the nearest stable branch below it if j<O at t;, must be invoked. The transition point after the jump at t, is then taken to be a new initial condition, and the inertia postulate once again can be applied to find the solution for t> tz. It should now be clear that a repetitive

CHUA

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529 (AXI, xi), (AXI, XZ),(Axz, x1), and (Axz, x2) are all real because xi and x2 are real. (D-lx, x) is real and positive because D-l

application of the inertia and jump postulates will determine unambiguously the solution of the class of improper networks considered in Section IV.6 Moreover, the solutions will simulate the limiting behavior of those obtained in Section IV with the help of a parasitic. VI. CONCLUDING REMARKS In this paper we have examined the ways in which parasitic reactances affect the qualitative properties of both proper and improper networks. For a class of very general nonlinear proper networks, we have shown that a local passivity condition on the resistive portion is sufficient to guarantee that the model without parasitics has the same qualitative behavior as that with parasitics. For improper networks we have given conditions under which proper augmented networks with one parasitic added at various locations have the same qualitative behavior. These results are only a partial solution to the parasitic problem. Necessary conditions are needed for the problems already considered. More information is needed for improper networks which require more than one additional parasitic to put their equations into normal form. We conjecture that in many cases this can be reduced to the problem of one added parasitic. Networks with loops of capacitances and cut sets of inductances must also be considered. A closely related problem arises in certain networks which contain nonmonotonic capacitors or inductors. There, parasitic resistances or conductances may be needed to put the equations into normal form. In addition, the most general case, in which many parasitics are found but only some are required to put the equations into normal form, must be examined. The authors hope that the work in this paper will shed some light on the remaining parts of this problem.

is symmetric p.d. Equating the real parts of (20) and (21) gives rl= [(AxI, xl)+(Axz, x~)]/(D-~x, x). Both (AxI, x1) and (Axz; x2) are positive because A is p.d. Thus T~>O. Letting D=I, the identity matrix shows that eigenvalues of A also Q.E.D. have positive real parts.
Lemma 2

If

H=E: ::1
where HII and HZ are p.d. and Hlz = -H!& Proof: H= H&HA where then H is p.d.

Since HA is skew-symmetric, (HAx, x)=0 for all x. Let x=(x1, x#. Then since HII and Hz2 are p.d., (Hx, x)= (Hsx, x) Q.E.D. = (Hm, xl)+(Hzzxz, x2)> 0.
APPENDIX II Proof of Theorem 2

1) Partition H, as

He [:I =

21

etc. Since NR contains reciprocal elewhere Ha, = afJ&,, ments only, it is reciprocal. Hence I-r,, = HL,, HP6 = Hjs, Has =-H;, [21]. 2) To show that II,, is p.d., put the equations fa into a APPENDIX I triangular form by successively setting f,,=O for k= 1, Lemma 1 .*.9 ml, solving for r&k, and substituting into the remaining If A is a real p.d. matrix and D is a real symmetric p.d. equations. The resulting equations have a Jacobian matrix matrix, then the real parts of all eigenvalues of A and DA whose elements can be found from those of H,, by trianguare positive. larizing Ha, using Gaussian elimination. This is now shown Proof: Since A and DA can have complex eigenvalues and inductively. eigenvectors, the following proof is given with respect to a Let Dk be the determinant of the kth successive principal unitary space with an inner product as defined in [20]. Let minor of Ha,. Let &k=(vC, iL, &(k+l), . . . , v,,~, ia, t). Then 7=T1+jr2 be an eigenvalue of DA, and let x=xl+jxl be a fdvc, iL, v~,, i,s t)=fdu,l, x,1). By hypothesis l), !=I is of corresponding eigenvector. Since D is a symmetric p.d. class C2 and d~~ij&,i= D12~1, VX,~. Then by the global matrix, it is invertible and D-l is symmetric and p.d. ; hence, implicit function theorem of [22], [23], Ia1 = 0 can be solved Ax = D-%x = TO-x, uniquely for ~~1 as urrl= Iai(x,l). Substitute into faj, j =2,. . .) ml. Then f&vc, iL, V&XI), ~2, . . . , uaml, is, t)
(Ax, x> = (4x1 + jd, (xl + jx,>) = (AXI, XI> + (Axz, xd + Ah, (7D-x, x) = 7(D-lx, x) = n(D-lx, XI) - j(Ax~, x) +j~z(D-x, xe) (20)

x). (21)

6 These two postulates define the behavior of N at all points of the multivalued function F, except for two pathological cases. If at the initial point of jump j(t,) =O, or if the endpoint of a jump is a branch point, the behavior of the system cannot be determined by the firstorder techniques used in this paper. An example of the second problem is discussed in [19]. Physically, the actual behavior in these pathological caseswould probably depend upon random noise in the system.

3) Continue solving and substituting in this manner. On () the kth step denote by f o( the functions resulting from the substitutions of the previous steps. Then fti(vc, iL, %k, ak, x,k). By hypothesis 1), juk iS Of . . . . &rn,, i& t>=$k(u CkiSS C2 and $&/i&k> EkV&,k. Thus jhk =0 Can be solved Uniquely for &k as u,k= v&(x&) [22], [23]. Substitute this intof$,j=k+l, . . . , ml to form fz+.
4) using . . . 9 ml a Vak/d&j= -(a3~k/au,j)/(a3~k/au,k), j= k+ 1,

[16], the Jacobians afL/av,

and afjl+/dv,

are

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related by

Applying (22) to af$/8v,=H,, for k= 1, . . . , (ml-l), the result is an upper triangular matrix formed from Ha, by Gaussian elimination. The diagonal elements of df~ml-l)/dv, are a~~k/8v,k and are related to Ha, by &k/av,l,
= Dk/Dk-1 [24].

Because N is connected and contains no cut sets of current sources and inductors, hz2#0. Using (23a) and (24) for case I, (23b) for case II, and iT= il+g(vl), the normal form equations for N; are, respectively, c-l(w) 0
0

5) Then by hypothesis l), Dk>O for k= 1, . . . , ml. By step 1) Ha, is symmetric. Then by Sylvesters criterion, H,, is p.d. on the set for which all the steps above hold; namely, $$ = ((vc, iL, v,, is, 0: fdvc, iL, v,, is, t>= 0 ) . 6) By the same method applied to f,, Hp, is p.d. on the set
Se = { (VC, iL, v,, is, 9: fb(vc, iL, v,, is, 1) = 0 ] . 7) By Lemma 2, H, is p.d. at all points for which H,, and HP0 are both p.d. ; namely, $n$$. On this set v, = VO(vc, iL, t), ip= la(vc, iL, t). Thus the hypotheses of Theorem 1 are

0
L-l(iL) 0

H-g

satisfied and the desired conclusions follow.

Proof of Theorem 4

Q.E.D. 0
0

I [1[1
0 1I
VC

IL

s-2

01 02

(25)

dvd

The nonlinear resistor does not form a loop with the nonparasitic capacitors or voltage sources; otherwise N would be proper [2]. Thus there exists a tree of N which contains all capacitors, voltage sources, and the nonlinear resistor as branches, and a corresponding cotree containing all inductors and current sources. In some of the augmented networks, the parasitic across port 2 will not form a loop with these tree branches. Call this case I. The remaining augmented networks comprise case II. The linear network Ni can be represented by a hybrid matrix as in (23a) and (23b) in cases I and II, respectively [25].

1
x = 2
i=l g&d = hnvl dud.

+ r-2

1 (26)
t
I

where s = (Ic, VI,, II, 1# and r = (Ic, VL, 11, V# are constant vectors of source terms. For N;, iz = 0. Then from (23a)

if2 [I [*I ic [I [1
VC VL

where He2, s+ rpz, and K--22 are found by deleting the last row from H, s, and r and the last row and column from K, respectively. Let Nt and N; be representative augmented networks of cases I and II. By hypothesis, Ni is proper and has differentiable state equations. To put its equation into normal form, v1 must be eliminated from the resistive equations using i: = &+g(ur) = 0. Using (23a), this becomes gr(ui) = x where
hx,vc, + 2
j=l

=H

IL

+s

il

(23a) h,,i,,+ hnvz + II

81

i2

VZ

VC

VL il

=K

IL

+r

(23b

>

211 i2

112

g is of class C2; hence gl is also. Suppose gl is not monotonic. Then for some x, and any corresponding VC., iLn, VZ., there are at least two values of ur which satisfy gl(ur) = x,. Thus vc, iL, v2 are not a complete set of state variables and N, is not proper, contrary to hypothesis. Thus gl is monotonic. Since Ng contains only positive resistors and independent sources, hl1>0 and h,,>O. By hypothesis, g'(ul)>to for 1vll 2M; thus -g:(ul)> co for 1vll >M. Therefore gl is onto and hence is invertible. Denote its inverse by F. The

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normal form equations are

I H-I

e& = l/k12 r 2 kr~,vc, + 2 kajiLj

L
is1 j=l

+I s-1
(27) I

kllV1

g(h)

11

where K, and rp are formed by deleting the last two rows from K and r, respectively. From (26) and (30), the condition that a point in the subset 9 is stable is for N; and Nt, respectively, -ku l/klz(kn - gh) < 0 < 0. (314 @lb)

where Hml and se1 are found by deleting the next to last row from H and s, respectively. Nf and N: are of the form required by Theorem 3. 8fl/dul= hll+g(vl)= --g:(ul). A necessary condition for the right-hand side of (27) to be differentiable is that F is differentiable. Thus g:(vl)#O. af2/8v2= hzz#O as shown above. Then since g: is continuous, nonzero, and -g{ greater. than zero for 1vr\ 2M,, -g:>OVvi. Thus (afi/au,)(afi/av*)>O. Suppose 3f,/av,= hzl= 0. Then if iZ= 0, the last line of (27) can be solved for v2 in terms of ve and iL. Hence the original network N is proper, contrary to hypothesis. Thus hzl#O. Then by Theorem 3, the conclusions of Theorem 4 follow for N: and Nt. Nj and N, (case II) do not have equations of the form treated in Theorem 3, but the desired conclusions can be proved analogously. By hypothesis, N, is proper. To put its equations into normal form, u1 and iZ must be expressed in terms of vc, iL, v2 and eliminated from (23b). From (23b)
82 = 2 i=l lc2CiVCi + 2 i=l k2LiiLi +

+ g(d)(l/kd

But since klz=-kzl= +l, (31a) and (31b) are identical. Thus the stability of a point in 5 is the same for N; and N,. Moreover, because of the loop constraining UI, ~2, and vc, the trajectories of the approximating systems of N, and N; in the fast domain both follow (29a) in the (ui, vf) plane. Thus, as in Theorem 3, the endpoints of jumps must be the same for both systems. Therefore by the same arguments as in Theorem 3, the solutions to N, and N, approach a common limit as E+O in the slow domain and the same jump conditions through the fast domain. Hence, the desired conclusions follow. Since any augmented network of N with one parasitic capacitance (other than N$ has equations of the form of either Nt or Nt, the theorem is proved for all such Q.E.D. networks.
REFERENCES [l] R. K. Brayton and .I. K. Moser, A theory of nonlinear networks, Quart. Appl. Math., vol. 12, Apr. 1964, pp. l-33,81-104. [2] L. 0. Chua and R. A. Rohrer, On the dynamic equations of a class of nonlinear RLC networks, IEEE Trans. Circuit Theory, vol. CT-12, Dec. 1965, pp. 475-489. [3] S. J. Oh, T. E. Stern, and H. E. Meadows, On the analysis of nonlinear irregular networks, in Proc. Symp. Generalized Networks. Brooklvn, New York: Polytechnic Press, 1966, pp.
653-682. [4] C. W. Gear, Numerical Integration of Stiff Ordinary Differential

1CBlVl+ k22i2 +

v2.

(28)

By the defining property of Nf, the parasitic capacitance forms a loop with some subset of the branches containing the capacitances, voltage sources, and nonlinear resistor. Thus kzL;=O, i=l, + + . , nz; kzz=O; kzCj= + 1 or 0, j = 1,. . .,n 1; and kzl= + 1 or 0. It can easily be shown that if kzl=O, the original network N is proper, contrary to hypothesis. Thus kzl#O. Since Ni is reciprocal, k12= -k,, #O [21]. Then from (23b), (28), and i: = 0
VI = l/k21 2 i=l kecpc; + v&1 (294

i2 = -- l/k12

2
i=l

klc,vc, + 2
j=l

klLjiLj

+ knvl + dud + 11 .
With n1 and i2 given by (29) the normal form is
VC

(29b)

[:;I=- [~ovc~ L-;iL)]

K,rp IL + II
(30)
Vl i2

Equations, Dep. Computer Science, Univ. Illinois, Urbana, Rep. 221, Jan. 20, 1967. [5] I. W. Sandberg and H. Schickman, Numerical integration of systems of stiff nonlinear differentiable equations, Bell Syst. Iech. J., vol. 41, 1968, pp. 511-527. [6] T. E. Stern, Computer aided analysis of nonlinear networks described by constrained differential equations, in Proc. Znf. Symp. Network Theory (Univ. Belgrade, Belgrade, Yugoslavia), Sept. 1968, pp. 179190. 171C. A. Desoer and M. J. Shensa, Networks with very small and .. very large parasitics: Natural frequencies and stability, Proc. IEEE. vol. 58. Dec. 1970. on. 1933-1938. [8] M. J. Shensa, ParasiticsaKd the stability of equilibrium points of nonlinear networks, to be published. [9] A. M. Tikhonov, Systems of differential equations containing small parameters for the derivatives, Mat. Sb., vol. 31 (73), 1952, pp. 575-586. [lo] A. A. Andronov, A. A. Vitt, and S. E. Khaikin, Theory of Oscillators. New York: Addison-Wesley, 1966, pp. 659670. [l l] F. Hoppensteadt, Stability in systems with parameters, J. Math. Ana/. AppZ., vol. 18, 1967, pp. 129-134. [12] A. B. Vasileva, Asymptotic behaviour of solutions to certain oroblems involving nonlinear differential equations containing a small parameter r&ltiplying the highest derivatives, Russ. Math. Suru. (English version), vol. 18, May-June 1963, pp. 13-84.

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[13] P. R. Bryant, The order of complexity of electrical networks, Proc. Inst. Elec. Eng. (Monogr. 335E), vol. 106, June 1959, pp. 174-188. [14] L. S. Pontryagin, Asympotic behavior of the solutions of systems of differential equations with a small parameter in the higher order derivatives, Zzv. Akad. Nauk. SSSR, Ser. Mafem, vol. 21, p. 605 (AMS Transls., ser. 2, vol. 18, 1961, pp. 295-319). [IS] S. Duinker, General properties of frequency-converting networks, Phi&s Res. Rep., vol. 113, Apr. 1958, pp. 101-148. [16] A. E. Taylor, Advanced Calculus. Boston, Mass.: Ginn, 1955, p. 245. [17] L. 0. Chua, Introduction to Nonlinear Network Theory. New York: McGraw-Hill, 1969, ch. 14. [18] L. 0. Chua and D. A. Perreault, PANCAP: Purdue automatic nonlinear circuit analysis program, Sch. Elec. Eng., Purdue University, Lafayette, Ind., Tech. Rep. TR-EE 70-23, July 1970. [19] C. Comstock, On the limit cycles of y--p sin j+y=O, in Studies

in AppIied Mathematics 5, Advances in Differential and Integral Equafions, J. A. Nohel, Ed. Philadelphia, Pa.: SIAM, 1969, pp.

175-177. 1201P. R. Halmos, Finite DimensionaI Vector Spaces. Princeton, N. J.: Van Nostrand, 1958, pp. 135-141. [21] E. S. Kuh and R. A, Rohrer, Theory of Linear Active Networks. San Francisco, Calif.: Holden-Day, 1967, p. 95. [22] E. S. Kuh and I. N. Hajj, Nonlinear circuit theory: Resistive networks, Proc. IEEE, vol. 59, Mar. 1971, pp. 34r3355. [23] T. Fujisawa and E. S. Kuh, Some results on existence and uniqueness of solutions of nonlinear networks, this issue, pp. 501-506. [24] F. R. Gantmacher, The Theory of Matrices, vol. I. New York: Chelsea Publishing Co., 1959, p. 301. [25] H. C. So, On the hybrid description of a linear n-port resulting from the extraction of arbitrarily specified elements, IEEE Trans. Circuit Theory, vol. CT-12, Sept. 1965, pp. 381-387.

Filter Design for Optimal Transient Performance

RONALD J. LASPISA,
STUDENT MEMBER, IEEE, AND

DEAN

N. ARDEN,

MEMBER,

IEEE

Abstract-A behavior state pressed fixed during frequency duration,

filter its

design transient

method period, is proposed. to

q

which rather The

takes than

into being

account based of the by

the on filter the

filters steadyis exbut filter the of

response, thus leading

performance of the if problem

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of its response

to sinusoids

of varying

frequency the of

treatment

methods

of optimal control impulse response optimal the impulse particular

theory. It is shown that is required to be bounded, response assumes criterion the bound used.

the magnitude of then the magnitude at all times,

independent

performance

I. INTRoDUC~~N of a filter to be used in the shaping and processing of waveforms or numerical sequences is T usually carried out in the frequency domain. Specifications for a filter are often given in terms of its frequency response; procedures for implementing the design are classic in the case of analog filters and have become quite well established for digital filters. However, there is an important assumption that is always tacitly made when the classical design methods are followed, i.e., that the filter is considered to be operating in a steady-state condition. In the classical problem of filter theory where the filter has complex frequency response Z(W), one finds the steady-state
HE DESIGN Manuscript received October 6, 1970; revised March 29, 1971. This research was supported by the Department of Defense under Project THEMIS, Contract DAAB07-69-C-0365. The United States Government reserves the right to reproduce separately and distribute published materials which result from research under this contract. This paper will be part of a dissertation by R. J. LaSpisa, to be submitted to the Division of Systems Engineering, Rensselaer Polytechnic Institute, Troy, N. Y., in partial fulfillment of the requirements for the Ph.D. degree. The authors are with the Division of Systems Engineering, Rensselaer Polytechnic Institute, Troy, N. Y.

output due to an input sinusoid with frequency w. by multiplying the amplitude of the input by 1Z(wo)l and shifting the phase an amount arg [Z(wo)]. However, when the input is of only bounded duration, as considered here, the situation is not the same. One can consider the input having finite duration to be the product of a sinusoid of infinite duration with a square pulse having value unity on the finite time interval of interest and zero elsewhere. Since the filter is linear, multiplication in the time domain corresponds to convolution in the frequency domain, and the response to signals of finite duration now has the form of the original response convolved with a sine function. The resulting convolution is not the same as the original response, and the error of using steady-state methods becomes worse as the time interval of observation becomes smaller. For example, Skolnik [I] ,has cited that for a radar system with clutter rejection, a typical bandwidth for the clutter rejection filter when operating in an area of wooded hills would be about 5.0 Hz, resulting in an approximate filter time constant of 0.03 s. For a radar with an unambiguous range of 200 mi, the pulse-repetition rate would be on the order of 0.002 s/cycle, and if it were permitted to process 10 pulses, a decision would have to be found after 0.02 s, or a time interval even less than the filter time constant. It is clear that steady-state design methods are of little use in such applications, and that it is the filters transient performance which should be con: sidered. Moreover, with the continuing desire to process more information in less time, it is becoming increasingly desirable to observe a filters output within as short a time as possible after the input of information. At this point, one might ask whether a design procedure based on a filters per-