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A Stein Equation Approach for Solutions to the Diophantine Equations

He Kong, Bin Zhou, Mao-Rui Zhang


Center for Control Theory and Guidance Technology, Harbin Institute of Technology, Harbin, 150001, P. R. China E-mail: H.Konghit@gmail.com (H. Kong),binzhou@hit.edu.cn (B. Zhou, Corresponding author), zhangmaorui@hit.edu.cn (M. Zhang)

Abstract: This paper is concerned with the solutions to the polynomial Diophantine matrix equations. Analytical solutions are obtained explicitly by solving a class of Stein equations with nilpotent coefcient matrices. The proposed method is more general and applicable than many existing ones while reducing the computation burden and can nd great use in many other control problems. An example is given to illustrate the effect of the method. Key Words: Coprime polynomial matrix pair, Stein equation, Nilpotent matrix, Polynomial Diophantine matrix equation

INTRODUCTION

The polynomial Diophantine matrix equation (PDME) (1) plays a very important role in the analysis and design of control systems such as compensators design (see [1], [3], [4]),adaptive control, predictive control, robust controllers design (see for example, [5],[6], [7], [8], [9] and the references therein), etc. In (1), D (s) , N (s) and F (s) are three known polynomial matrices of appropriated dimensions, and the polynomial matrix pair (P (s) , Q (s)) is to be determined. D (s) P (s) + N (s) Q (s) = F (s) . (1)

Because of the great use of PDME, nding solutions to this kind of equations has received much attention in the past several decades. Now a lot of results exist in the literature (see [10]-[21] and the references therein, to cite only a few). In [10], a global parametrization of the solutions to the PDME has been given. [11] presented a theorem concerning the existence and uniqueness of the solution (P (s) , Q (s)) for which the rows of P (s) have a minimal possible degree. In [12], Chang et.al proposed a simple division method for solving (1) and associated problems. In [13], Kuo and Chen developed a recursive algorithm, which fully exploits the shift invariant property of the generalized resultant matrices, to carry out the computations of the solutions to the PDME. In [14], Lai presented a procedure involved in solving a set of linear equations which will result in a unique solution if the solution exists. The problem of solving the Diophantine equation is reduced to the problem of determining a pole assignment gain in [15]. In [16], based on the state-space concepts, Fang proposed a simple approach to nd all solutions of the PDME and all solutions are expressed in explicit formula forms. A method which requires only basic matrix operations and can produce classes of all solutions with lower degree than a speciThis work was partially supported by the Major Program of National Natural Science Foundation of China under Grant No. 60710002, the Program for Changjiang Scholars and Innovative Research Team in University, and the National Natural Science Foundation of China under grant number 60904007.

ed number is proposed in [17]. In [18], Estrada showed an explicit solution of the PDME in a geometric way in terms of canonical and natural projections, insertion maps and isomorphisms and it could be a great help in nding easy numerical methods for computation and be useful for applying the linear robust control theory to nonlinear systems. A method using a nonsingular matrix equation system for solving the Diophantine equation is proposed in [19]. In [20], a synthesis procedure for solving the PDME in the factorization approach is proposed based on state space inversion techniques. Recently, by using the so-called generalized Sylvester mapping, right coprime factorization and the Bezout identity associated with certain polynomial matrices, we present a unied parametrization for the solutions to both of the polynomial Diophantine matrix equation and the generalized Sylvester matrix([21]). In general, existing methods in the literature are with rather involved computation burden while can only produce unique solutions to (1). It is known that the Bezout identity can be seen as a special case of (1). In [23], based on the idea of applying a proportional and derivative state feedback gain([22]), we proposed a Stein equation approach for computing coprime matrix fraction description (CMFD) of linear systems and analytical solutions are obtained by solving a Stein equation with a nilpotent coefcient matrix. Based on the same idea, analytical solutions to the Bezout identity and the generalized Bezout identity are given in [24]. The purpose of this paper is to present simple and analytical solutions to (1). By adopting the basic idea of those in [22], [23] and [24], the problem is rstly transformed into the problem of solving a class of Stein equations one of whose coefcient matrices is nilpotent, thus it allows us to obtain explicit solutions in a nite summation form. As long as the Stein equations are solved by existing methods in a numerically stable way, all the coefcient matrices of P (s) and Q (s) can be expressed explicitly. Moreover, numerically reliable algorithms for solutions to the PDME (1) can be easily obtained if the Stein equation is numerically solved by some effective algorithm in the literature (e.g.,

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[23], [25]). The proposed method can produce a class of explicit solutions while reducing the computation burden thus it is different from existing methods and more general than many results in the literature. The remainder of this paper is organized as follows. In Section 2, the problem formulation and some preliminaries are given. The main results of this paper follow in Section 3 and solutions to the PDME are obtained explicitly. A numerical example is given in Section 4 to illustrate the proposed method. Section 5 concludes the paper. Notations: Denote Rnm [s] the set of all polynomial matrices of dimension n m, Unn [s] the set of all unimodular polynomial matrices of dimension n n and n = N Rnn : N h = 0 and N h1 = 0 . Nn h

MAIN RESULTS

First, let us introduce the following lemma which is a generalization of Theorem 1 in [22]. Lemma 2 Assume (A, B ) is a controllable matrix pair, then there exists two matrices K1 , K2 such that the polynomial matrix U (s) Rnn [s] (sI A + sBK2 + BK1 ) is a unimodular matrix. Then we give a lemma which generalizes Theorem 4 in [22], Lemma 1 and Lemma 2 described above. Lemma 3 Assume {A, B, C } is the controllable and observable realization for the polynomial matrix pair (D (s) , N (s)) in Problem 1, then matrix pair (P (s) , Q (s)) given by P (s) = CU (s) F , Q (s) = (sK2 + K1 )U (s) F , (6) are the solutions to (2) with F satisfying F (s) = R(s)F . where R(s) is the same with (4). (7)
1

= U (s) ,

(5)

PROBLEM FORMULATION AND PRELIMINARIES

Two polynomial matrix pairs (H (s) , L (s)) (Rnm [s] Rmm [s]) and (D (s) , N (s)) (Rnn [s] Rnm [s]) are respectively said to be a right coprime polynomial matrix pair and a left coprime polynomial pair if for all s C, rank H (s) L (s) = m, rank D (s) N (s) = n.

In this paper, we consider the following problem. Problem 1 Find a polynomial matrix (P (s) , Q (s)) (Rnr [s] Rmr [s]) such that D (s) P (s) + N (s) Q (s) = F (s) ,
nn nm

pair (2)

, N (s) R [s] , F (s) where D (s) R Rnr [s] are all given polynomial matrices with D(s) nonsingular and (D (s) , N (s)) a left coprime polynomial pair. Remark 1 The left coprimeness of D(s) and N (s) guarantees the existence of solutions to (2) for arbitrary F (s) ([1], [2]). Remark 2 Without loss of generality, D(s) is assumed to be row reduced and throughout the development in the rest of the paper, we assume di > ni and di > fi , for i = 1, 2, , n,where di , ni , fi stands for the i-th row degree of D(s), N (s) and F (s), respectively ([4]). Then we give a lemma that will be used in the next subsection. Lemma 1 ([1]) For the polynomial matrix pair (D (s) , N (s)) in Problem 1, there exist an observerform realization {A, B, C }, which is controllable and observable, satisfying 1 D (s) N (s) = C (sI A)1 B, D1 (s) R(s) = C (sI A)1 , (3) N (s) = R(s)B, where R(s) = diag [sdi 1 , , 1] , i = 1, 2, , n. (4)

Proof. From Lemma 1, we know that the matrix pair (A, B ) is controllable. Then there exist two matrices K1 , K2 such that U (s) of the form in (5) is unimodular. Since di > fi , F (s) can be uniquely expressed as F (s) = R(s)F . Directly substitute (6) into (2) and note the fact that {A, B, C } satisfying (3), it is easy to verify that (2) is satised. The proof is completed. In the following we recall the Theorem 1 in [23], on which our development for solutions to PDME is based. Lemma 4 Let (A, B ) be controllable. Then there exist two matrices K1 and K2 of the following form K1 = K, K2 = (KXN Y ) X 1 , such that U (s) = (sI A + sBK2 + BK1 )
1

(8)

(9)

is a unimodular matrix with degree , i.e., U (s) Unn [s] and deg (U (s)) = if and only if A BK is invertible and there exists a matrix Y such that the following Stein equation AXN + X = BY, (10)
n where N Nn +1 , has a nonsingular solution X . Moreover, for i = 0, 1, , , the coefcient matrices of U (s) are expressed as follows

Remark 3 As we can see in (4), the expression of R(s) depends on D(s) thus it can be obtained clearly after the matrix pair (D (s) , N (s)) is given.

Ui = (1) XN i X 1 (A + BK )
i

(11)

By combining Lemma 3 and Lemma 4, we get the following solutions to (2).

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Theorem 1 Assume {A, B, C } is the controllable and observable realization of the form (3) for the polynomial matrix pair (D (s) , N (s)) in Problem 1, Y is chosen such that the solution X to the Stein equation (10) is nonsingular. Then the matrix pair (P (s) , Q (s)) with coefcients given by 1 (12) Q0 = K (A BK ) F , and for i = 0, 1, , , Pi Qi+1 = (1) CXN i i (1) Y N i
i+1

while maintaining the degree of freedom in choosing K and Y to make A BK and X well-conditioned, respectively, while in [22], a particular matrix pair (K1 , K2 ) is chosen to obtain a unique solution to Problem 1. Also in [11], the proposed procedure only results in a unique solution with great computation burden. Thus the results here are more general than that in [11] and [22]. 2. We notice that the degrees of P (s) and Q (s) are adjustable as is adjustable (see a possible restriction on the smallest in [23]) in Theorem 1. This property can reduce the computation burden in practical applications thus the proposed method is more applicable than the ones in [11], [16], [22]. 3. In [21], we only gave parametrization for the solutions to PDME, but by using Theorem 1, the solutions can be obtained explicitly. 4. When we let F (s) = I, (2) becomes the well-known Bezout identity, and (12)-(13) become the solutions to the Bezout identity, thus the results cover those we previously gave in [24]. Remark 5 In [13], [14], [15], [18] and [19], the PDME takes a different form from (2),i.e., Pn (s)Dn (s) + Qn (s) Nn (s) = Fn (s) , where Dn (s) is nonsingular, (Dn (s) , Nn (s)) is a right coprime polynomial pair and (Pn (s) , Qn (s)) is to determined. We should point out that the method proposed in this paper can be easily extended to nd solutions to the PDME of the above form by some simple matrix operations such as transposing. Remark 6 In [23], we gave an algorithm to solve the CMFD problem, similar algorithms for solutions to the PDME can be proposed and may nd great use in many other control problems.

(A BK )

(13) satises (2), where F is as that in (7) and K is chosen such that A BK is invertible. Proof. The expression of Pi follows directly from (6) and (11) by substitution K1 = K . We need only to show the expressions for Qi , i = 0, 1, , . Substituting (11) into Q (s) = (sK2 + K1 )U (s) F , (14)

and equating the coefcients of si , i = 0, 1, , + 1, on both sides of (14), gives K1 U0 F = Q0 K1 Ui F + K2 Ui1 F = Qi , i = 1, 2, , (15) K2 U F = Q+1 . Notice that Q0 in (12) can be obtained by substituting U0 into Q0 in (15) and denoting K1 = K . For i = 1, 2, , , we have Qi = K1 Ui F + K2 Ui1 F = K1 (1) XN i X 1 (A + BK1 )
i 1

F
1

+K2 (1) = =
i

i1

XN
1

i1

(A + BK1 )

(1) (K1 XN K2 X ) N i1 X 1 (A + BK1 ) (1)


i+1

F
1

Y N i1 X 1 (A BK1 )

F,

(16)

where we have used the substitution (8). Furthermore, using (8) again and the fact that N +1 = 0, we get Q+1 = = = = K2 (1) XN X 1 (A + BK1 )
1

ILLUSTRATIVE EXAMPLE

(1) (1)

+1

In this section, we cite the example used in [22] to illustrate the efciency of the proposed approach. Given N (s) = = 1 2 2 s , F (s) = 1 s2 1 . 0.5 s 1 1 1 0 ,

(K1 XN Y ) N
1

X 1 (A BK1 )
+1

F
1

K1 XN +1 X 1 (A BK1 )
1

+ (1) Y N X

(A BK1 )

F (17)

D(s)

s s+1

(1) Y N X 1 (A BK1 )

F.

Equations (16) and (17) can be unied as that in (13) by denoting K = K1 . The proof is completed. Remark 4 Theorem 1 generalizes the results those given in [11], [16], [22], [21], [24]. 1. As a matter of fact, since (A, B ) is controllable, for almost all K of appropriate dimensions, A BK is invertible. Theorem 1 produces classes of solutions

Then we get a controllable and observable realization {A, B, C } with the following data 0 1 0 1 2 A = 1 0 1 , B = 0 1 , 1 1 0 2 0 C and = 1 0 0 1 0 0 ,

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R(s) =

1 0

0 s

0 1

0.5 ,F = 1 0

1 1 0 0 . 1 0

Here in this example, we choose to get such solutions that deg (Q (s)) = 2 = + 1. In this case, let the nilpotent matrix N take the following form 0 1 0 N = 0 0 0 . 0 0 0 Denote Y = [yij ] . Solving the Stein matrix equation (10) gives y11 + 2y21 y12 + 2y22 + y21 y13 + 2y23 . y21 y22 y11 + 2y21 y23 X= 2y11 2y12 + y11 + y21 2y13 It follows from det (X ) = (7y21 3 y11 ) (y21 y13 y11 y23 ) that X is nonsingular if and only if 7y21 = 3 y11 and y21 y13 = y11 y23 . To guarantee the nonsingularity of X,we let Y take the following form Y = 1 1 0 0 1 0 .

as the Stein equations are solved by existing methods in a numerically stable way, all the coefcients of the solutions to Diophantine matrix equation can be obtained explicitly. The results are more general than many existing ones and may nd great use in many other control problems. The given example illustrates the effectiveness of the method.

REFERENCES
[1] T. Kailath, Linear Systems, Prentice-Hall, Inc., Englewood Cliffs, N. J. 1980. [2] C. T. Chen, Linear System Theory and Design, New York: Holt Rinehart and Winston, 1984. [3] V. Kucera, Discrete Linear Control, New York: Wiley, 1979. [4] F. M. Callier and C. A. Desoer, Multivariable Feedback Systems, New York: Springer-Verlag, 1982. [5] G. C. Goodwin, Kwai Sin and K. Saluja, Stochastic adaptive control and prediction-The general delay-colored noise case, IEEE Trans. on Automat. Control. Vol. 25, Issue. 5, 946-950, 1980. [6] K. H. Plarre, A. M Rogas and R. A. Rogas, Analytical solution to the polynomial Diophantine equation development and application to generalized predictive control analysis, International Conference on Control, 1-4 September 1998. [7] H. P. Zhao and Joseph Bentsman, Single Diophantine equation solution of the discrete-time polynomial H2 and H control problems with a classical feedback structure, Proceedings of the 40th IEEE Conference on Decision and Control, 676-681, Orlando, Florida, USA, 2001. [8] H. P. Zhao and Joseph Bentsman, Polynomial discrete-time SISO H2 and H controller synthesis: single Diophantine equation solution, Proceedings of the 41st IEEE Conference on Decision and Control, 3446-3451, Las Vagas, Nevada, USA, 2002. [9] A. D. S. Lordelo, E. A. Juzzo and P. A. V. Ferreira, On the Design of Robust Controllers Using the Interval Diophantine Equation, IEEE International Symposium on Computer Aided Control Systems Design, Taipei, Taiwan, September 24, 2004. [10] W. A.Wolovich and P. J. Antsaklis, The canonical Diophantine equations with applications, SIAM Journal on Control and Optimization, Vol. 22, No. 5, 777-787, 1984. [11] J. Feinstein and Y. Bar-ness, The solution of the matrix polynomial equation A(s)X (s) + B (s)Y (s) = C (s), IEEE Trans. on Automat. Control. Vol. AC-29, 75-71, 1984. [12] F. R. Chang, L. S. Shieh, and J. M. Navarro, A simple division method for solving Diophantine equations and associated problems, Int. J. System Science, Vol. 17, 953-968, 1986. [13] Feng Kuo and Chi-Tsong Chen, A Recursive Algorithm for Coprime Fractions and Diophantine Equations, IEEE Trans. on Automatic Control, Vol. 34, No. 12, December, 12761279, 1989. [14] Y. S. Lai, An algorithm for solving the matrix polynomial equation B (s)D(s) + A(s)N (s) = H (s), IEEE Trans. On Circuits and Systems, Vol. 36, 1087-1089, 1989. [15] Chun Hsiung Fang and Fan Ren Chang, A Novel Approach for Solving Diophantine Equations, IEEE Trans. On Circuits and Systems, Vol. 31, No. 11, November, 1455-1457, 1990. [16] Chun-Hsiung Fang, A Simple Approach to Solving the Diophantine Equation, IEEE Trans. on Automatic Control, Vol. 31, No. 1, January, 152-155, 1992.

We simply choose K = 0 to guarantee the nonsingularity of A BK. According to (12)-(13), the matrix pair (P (s) , Q (s)) with coefcients are given by P0 P1 Q0 Q2 = = = = 0.5 0.5 2 1 1 1 , 2.25 0.75 0.5 0.5 . , 0.25 0.25 ,

0.375 0.125 0, Q1 = 0.125 0.125

1.5 0.5 0.375 0.375 0.5 0.5

0.75 0.75

Finally, we get the solutions to the polynomial Diophantine matrix equation (2) as follows: 0.5 0.375s 0.5 0.125s 1 0.5s , P T (s) = 2 1.5s 1 2.25s 1 0.75s 0.125 s2 + 0.375 s 0.125 s2 0.375 s T 2 2 . 0.5s 0.5s 0.5s 0.5s Q (s) = 0.75s2 0.25s 0.75s2 + 0.25s

CONCLUSION

In this paper, the problem of nding analytical solutions to the polynomial Diophantine matrix equation is considered. The problem is rstly transformed into solving a class of Stein equations with nilpotent coefcient matrices. As long

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[17] Manabu Yamada, Piao Chung Zun and Yasuyuki Funahashi, On Solving Diophantine Equations by Real Matrix Manipulation, IEEE Trans. on Automatic Control, Vol. 40, No. 1, January, 118-122, 1995. [18] Moisks Bonilla Estrada, Solving the Right Diophantine Equation in a Geometric Way, Proceedings of the 34th IEEE Conference on Decision and Control, 309-310, New Orleans, December, 1995. [19] Kai S. Yeung and Tse-Min Chen, Solving Matrix Diophantine Equations by Inverting a Square Nonsingular System of Equations, IEEE Trans. On Circuits and SystemsII: Express Briefs, Vol. 51, No. 9, Septermber, 488-495, 2004. [20] M. Bonilla E., M. Figueroa G. and M. Malabre, Solving the Diophantine Equation by State Space Inversion Techniques: An illustrative Example, Proceedings of the 2006 American Control Conference, Minneapolis, Minnesota, USA, 37313736, 2006. [21] Bin Zhou, Guang-Ren Duan and Zhi-Bin Yan, Unied Parametrization for the Solutions to the Polynomial Dio-

[22]

[23]

[24]

[25]

phantine Matrix Equation and the Generalized Sylvester Matrix, Proceedings of 21st Chinese Control and Decision Conference, 4075-4080, 2008. Chun-Hsiung Fang, Pole assignment at innity and polynomial matrix equations, Int. J. Systems Sci., Vol. 25, No. 9, 1417-1426, 1994. Bin Zhou, Guang-Ren Duan and Zhao-Yan Li, A Stein Matrix Equation Approach for Computing Coprime Matrix Fraction Description, IET Control Theory & Applications, Vol. 3, No. 6, 691700, 2009. He Kong, Guang-Ren Duan and Bin Zhou, A Stein Equation Approach for Solutions to the Bezout Identity and the Generalized Bezout Identity, Proceedings of the 7th Asian Control Conference, Hong Kong, 1515-1519, 2009. F. Ding and T. Chen, Gradient based iterative algorithms for solving a class of matrix equations, IEEE Trans. on Automatic Control, Vol. 50, No. 8, 12161221, 2005.

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