131

TECHhCAL NOTES AND CORRESPONDENCE

Minimal Solutions to Transfer Matrix Equations

A. S. MORSE

where o(Ad) denotes spectrum of A,.

It is shown3 in [ I ] (cf. [I, theorem 11) that if Z is jointly controllable
(Le,, if (I) is true), then there exists a P E 9 such that (3) is a controllable
pair if and only if for each s E k* - ( k ) , the system

is complete. Z,(s E k* - { k ) ) is complete (cf. [ 1, sec. 31) if and only if the

transfer matrix of Z,(s E k* - ( k ) ) is nonzero and

Abstract-It

is shown thattheproblemof

finding a solution

subspace of least dimension which eontains a given subspaca

The principal problem to be considered here is as follows. For given
p X m and p X r transfer matrices TI@)and T2(X),
respectively, find (
if
possible) an r X m matrix T*(A), of least McMillan degree, which is a
solution to the linear equation
TI(A) = T , ( W ( Q .

But by [ 1, lemma 31, the requirement that the transfer matrices of the
s E k* - { k ) all be nonzero is equivalent to the following condition.
For each i E k, G , possesses a path from node 0 to node i.

X,,

(111)

It follows that conditions (I), (11), and (111) are necessary and sufficient
for ( A p , B p ) tobe structurally controllable. These conditions can be
simplified. First note that Remark 2 implies that (111) is equivalent to
condition 1) of Theorem 1. Next note that conditions (I) and (11) can be
combined and written as

fl

Te),of

least McMillan degree, to the transfer matrix equation Ti@)=T,(A)T@)

is in essenceequivalent to theproblem of finding an ( A ,B)-invariant

(1)

Various algorithms for computing P(A)are known [ I ] , [2].The purpose

of this note is to show thatthe problem of finding such a minimal
solution is, in essence, equivalent to the problem of finding an ( A ,B)invariant subspace of least dimension, which contains a given subspace.
The latter problem has been effectively solved in [3].
Since the set of alltransfer functions together with addition and
multiplication is known [4] to be a principal ideal domain GD , standard
existence and uniqueness tests [5]for solutions to linear matrix equations
over a principal ideal domain are applicable to (1). We are primarily
interested in the case when (1) has more than one solution, which we
henceforth assume. The set of all solutions to (1) can then be written as

S= { Ql(A) Q2(X)Q(X): all transfer matrices Q (X)}

(2)

where e l @ ) is any solution to (1) and Q2@) is any transfer matrix with
columns spanning the free 9 -submodule generated by the set of r X 1
transfer matrices gQ satisfying T,(A)g(A)=O. Algorithms for calculating
PI@)and
using (for example) Smiths canonical form for Q matrices, can be found in [5].
A state space system Z ( A , [ B , , B , ] , C , [ D l , Dwith
2 ] ) transfer matrix
[ Ql(X), Q2(X)]is said to generate S, provided ( 2 ) holds with PI@)and
Q2@) substituted for Ql(X) and Q2(X), respectively. Note that any realization of [Ql(X),Q,@)]must generate S.
Lemma I : If E = ( A , [ B , , B , ] , C , [ D , , D J ) generates S, then so does
X,=(A + B 2 F , [ B l , B 2 ] , C + D 2 F , [ D l , Dfor
2 ] )any matrix F.
Prooj If [Ql(A),Q2@)]and [Q1@),Q2@)] are transfer matrices of X
and ,Z, respectively, then by direct computation Ql@)=
Q2@)
. ( F ( A I - A - B , F ) - B , ) and g2(X)=
Q,(X)(I- F ( A I - A ) - B 3 - I .
Clearly Ql(X)ES. In addition, since ( I - F(hl-A)-B&
is an invertible 9 -matrix (i.e., the reciprocal of its determinant is a transfer function), the columns of Q2(A) span the same 9-module spanned by the
columns of Q,(X).
Remark I : From Lemma 1 it follows that if Z generates S, then for
any F and G, the transfer matrix of the system Z F , G = ( A + B2F,(BI+
B 2 G ) , ( C + D 2 F ) , ( D+, D,G)), namely G I @ ) +Q22(x)G, is a solution to
(1).
A system X = ( A , [ B I , B 2 ] , C , [ D l , Dwith
~ statespace X is called
maxima& obsercable if the only subspace Y c X which satisfies

e,@)

But this is obviously equivalent to condition 2) of Theorem 1. Thus, the

0
theorem is true.
IV. CONCLUDING
REMARKS

For the special class of linear parameterizations treated in [2] and 131,
all elements of (Ap,Qp), except for certain fixed 0s and Is, are taken to
be algebraically independent parameters; in this case A,, B , C, B,, D,,
G, (i E k ) are binary matrices (i.e., matrices of 0s and 1s). If, in addition,
the fixed 1s in A , are assumed to arise from definitional relations [e.g.,
x 2 ( t ) = i l ( t ) ] ,then A , will almost certainly be a nilpotent matrix. In this
case, condition 2) of Theorem 1 canbe replaced with the simpler
requirement that
A0

Bo

ck-s

Dk-r

]:

> n,

sEk*.

It would be interesting to develop a graph-theoretic interpretation of this

condition.

el@)+

REFERENCES

[I] J. P.Corfmat
and A. S. Morse, uDecentralized control of linearmultivariable
systems, Auromoticu, to be published.
121 C. T.Lin, Structural controllability,IEEE Trans. Auromat. Conrr. vol. AC-19, pp.
201-208, June 1974.
[3] R. W. Shields and J. B. Pearson,Structural controllability ofmulti-input Linear
systems, Dep. Elec. Eng., Rice Univ., Houston, TX, Tech. Rep. 7502, May 1975.
141 J.P.Corfmat.
Decentralized control of linear multivariable systems Yale Univ.
BectonCenter, New Haven, C T , Tech. Rep. CT-67, Oct. 1974; also Yale Univ.,
Ph.D. dissertation, Dec. 1974.

%e necessity of these conditions is based in part on [ I , proposition 31, which, in turn,

is based on theassumption [Ci,D,]#O,i E k . Remark 1 insures thatthisassumption is
satisfied here.

Z
is thezerosubspace.Itispossibletoreduceanysystem
=(~,[,[B,,~,],~,[D,,D,])
which generates S to a maximally observable
system Z which also generatp S. To accomplish this let 3 denote $e
state space of
and write 7 for the(unique) largest subspace of %
Manuscript received August 14, 1975. This work aas supported by the U S . Air Force
Office of Scientific Research under Grapt 72-221 I .
The author is with the Department of Engineering and Applied Science, Yale University, New Haven, C T 06520.

132

IEEE TRANSACTIONS ON AUTOMATIC CONTROL,FEBRUARY 1976

satisfying

The existence and uniqueness of

can be deduced directly from the
results of [ 6 ] , as can the validity of the following algorithm for comwhere To= and
puting 7. Set n=dim(%) and T= Tn,

Having calculated

T, define F so that

([;I+[

;]F)scQ

Since T c q , this implies that ( i f + p z ) T c and that Tckernel

D2F). Thus, if ?X e % / Tand P : X - 2 is the canonical projec' D,F= CP and A P = P ( x + E2F) have
tion, then theequations +
unique solutions C and A , respectively. Set [ B , , B , ] = P [ ~ , , E , ] .
Lemma 2: The system Z ~ ( A , [ B I , B , ] , C . [ D I , Dis2 maximal(y
])
obseruable and generates S.
Proof: Observe that X is thesystem
induced by EF=(A+
~ , ~ , [ ~ , , ~ ~ ] , ~ + D , ~ , [inD the
, . Dquotient
,])
space %/'T; since T i s
the unobservable space of E,, both Er and X must have the same
transfer matrix. But by Lemma 1, ZF generates S. Therefore, Z: generates
S.
Let Y be any subspace satisfying (3). Set ?=P - I Y; then P(?+ T3
= T. It follows that

(c+

and thus, that

Remark: It is easy to show that if M is the set of all pairs ( F , G ) for

which the dimension of the controllable space of X , , is as small as
possible, then S* = ( TF,,:( F , G)E M } . Thus, the problem of computing
a minimal solution to (1) is equivalent to the problem of finding a pair
( F , G ) for which the dimension of the controllable space of X , , is as
small as possible.
The preceding proposition implies that the set of all minimal solutions
to (1) coincides with the set of all transfer matrices TF,,, where (F,G)is
any pair for which ( 5 ) holds for some 5 - E f *. Since a procedure for
%'E4 * is known (cf., Remark 3), a minimal
computingasubspace
solution to (1) can be found by first computinga Y E f * and then
constructing any pair (F, G) for which ( 5 ) holds; the resulting transfer
matrix TF,, will then have the required properties.
Remark 3: To make explicit the connection between the problem of
findmg T-E f *, and the specific problem treated in [3], let & be any
completion from B to X , write P : % +% forthe projection on &
along 9,and define e ~ ( % : P A % c P A ~ + + , P 6 , c 3 ) It
. is
easy to check that if Y E 9 , then P T E e ;conversely if %
and H
is any map such that ( P A + PABH)'% c 3 ,then ( I + BH)% E 9.Thus,
if Y E 9 *, then there is a subspace (PT) in C? with dimension not
exceeding dim Y; conversely if % is a subspace of least dimension in
then there is a subspace ( ( I + B H ) % ) in f of dimension not exceeding
dim ; from this it follows that (I+ B H ) % E f *. Thus, to compute an
element of f *, it is enough to use the index and decomposition algorithms of [ 3 ] to find a subspace '% of least dimension in e ; if H is then
selected so that ( P A + P B H ) % c %, the subspace ( I + BH)"ZL will be in

e,

9 *.
ConcludingRemark:
It would be interesting to characterizethe
spectrum of A + BF for ( F , G ) in the set for which ( 5 ) holds for some
Y E 9 *. Such a characterization would be useful in determining when
(say) astable minimal solution to (1) exists. Results along these lines
would also be applicable to the problem of constructing astable observer of least dimension, capable of estimating a linear function of state
of a linear system (cf. [3]).
Proof of Proposition: Write [ Q , ,Q ] for the transfer matrix of X and
let Q* E Sf be fixed. Since X generates S, there must exist a transfer
matrix
such that Q*= Q,+ QG.Thus, if (x,R,C,D) realizes with
and if we define
state space

x,

This implies that

BC

O K

and thus, that (4) is satisfied with %+'t' replacing T. ^Since is the
largest subspace of
satisfying (4), itmust bethat Y + q= T; but
Q= kernel P and P (3-+ 73 = Y , so 7-= 0. Thus, X is maximally observ0
able.
Remark 2: From the preceding proof it is clear that if X is maximally
( A + B,F, [ B , , B,]. C D,F, [ D D,]) is observable
observable, then Z,
for all F.
For the remainder of this note, X r ( A , [ B , , B ] , C , [ D , , D l is
) a maximally observable system which generates s, % is the state space of X, and
f is the (nonempty) class of subspaces of % defined by

f = { Y : % , + A Y c % +?f),
where % and 3,denote span B and span E , , respectively. Note that f
is also the class of subspaces
for which there exist F and G such that
( A + B F ) T ~ + s p a n ( B I + B G ) c T(cf. [6]).
Let S* denote the set of minimal solutions to (I) and write f * for the
set of subspaces in 5 of least dimension. Our main result is as follows.
Proposition: Let TF,G denote the transfermatrix
of Z,,,=(A +
BF, 8,+ B G , C + D F , D +
, DG).For each Q*(A)ES*, there exist F, G
and Y E f * such that Q*(A) = TF, and
(A+BF)T+Span(B,+BG)C'7-.

(5)

Conuerseb, if Y E f * is arbitrary, then T,,, E S* for each pair ( F , G)

satisfving (5).

then the system X * = ( A * , B * , [ C , D C ] , [ D , + D C ] )with

,
state space % *
= X e%,realizes Q*.If V * is the unobservable space of X*, then
clearly

This implies that

But since X is maximally observable, the largest subspace of % *

satisfying (6) must be %. Hence

VCK.

(7)

Let Q * denote the controllable space of Z* and define P : % *+X so

that as a matrix P = [I,O].Let & be any subspace such that

&@%*n%=%*.
Since & n 3 = 0, it is possible to find a map F* such that

(8)

133

TECHNICAL NOTES AND CORRESPONDENCE

Set A,,

=A

+ BE+ and define 2: 55 *+X * so that

REFERENCES

Equation (9) implies that

rE E.

AF,Pr= PA*r,

( 10)

AE

P i & c P % * so
But P i r = A F , P r a n d P A * Q * c P % * ; t h e
c % * + % . Since % * + % = & + % and A % = O , it follows that
A(% * + 3)c 51.* + 3._But span B* c % * + 3;hence the controllable
] ) satisfy
space
of the system Z ~ ( A , B * , [ C + D P , O ] , [ D , + D D *must
4 c Q * 5%.Therefore,

[I] M. K. Sain, A freemodular algorithm for minimal design of Linear multivariable

systems, in Proc. 6th Triennial World Cong. Inr. Federcrion Automatic Conrrol, Aug.
1975.
121 S. H. Wang and E. J. Davison, A minimization algorithm for thedesign of Linear
multivariable system$ IEEE Tram. Auromr. Conlr., voL AG18, pp. 22&225, June
1973.
W. M. Wonham and A. S. Morse,Feedbackinvariants
of linear multivariable
systems,Automarica, vol. 8, pp. 93-100, 1972.
A. S. Morse, System invariants under feedback and cascade control, CISM S y q .
Algebrak System Theory,Udine, Italy, June 1975.
C . C. MacDuffee, The Theory of Matrices. New York: Chelsea.
A. S. Morse, Output controllability and system synthesis, SIAM J. Conrr., vol. 9,
pp. 143-148, May1971.

%+$c%+Q*.

(1 1)

Furthermore, if q . i s the unobservable space of Z, then clearly

R c 4.

Minimal Pol~momialfrom the

Markov Parameters of a System
QUANG C . THAM

( 12)

Absrract-A procedure for determining the minimal polynomial of realLet T+ denote the transfer matrix of Xp,5 =(A + B P 2 B , + BD, C +
D P , D , + DD).Clearly T+ = Q , the transfer matrix of X. Thus, from ization from the Markov parameters of a system is presented, The simple
must equal method bases on introducing an inner product in the Hilbert space.
realizaJion _theory, the McMillan degree of P , written 6 (P),
dim((%+Tj/Tq; this and (12) imply that S(P)<dm(($+%)/%).
Therefore, from (1 I), 6 (P)< dim ((??, + 4 *)/ %). But (7) implies that
I. INTRODUCTION
dim((%+ 51.*)/-%)< dim((Tr*+ %*)/Y*) which in turn equals S ( Q * ) .
Thus,
Thiscorrespondence concernsmainly
thedetermination
of the

6(P)<dim((!%+%*)/%)<dim((Y*+%*)/Y*)<6(Q*).

(13)

But P E S (cf. Remark 1) and Q*ES* so S ( Q * ) < S ( P ) . This and (13)

imply

6(Q*)=6(7-*).

( 14)

Since Z is maximally observable, by Remark 2 Xp,z is observable;

must equal the dimension of ap,5,the controllable space
hence 6 (P)
of Zp,z. Clearly Qp,5 E f . Thus, if n* is the dimension of Y E J *,
then 6 ( P ) >
n*; therefore, from (14), S ( Q * ) > n * .
Let ?;E 5 * be arbitrary and select F and G so that (5) holds. Since
% F , G , the controllable space of (A + BF,B, + B G ) , is the smallest subspace of R satisfying (5), %,, c 7. It follows that 6(TF,,) < S(51.,,)
< d ( Y ) = n * ; thus, 6(TF,G)<n* < S(Q*). But T , , E S (cf. Remark 1)
and Q*ES*so S(Q*)<S(T,,,). Clearly S(Q*)=n*=S(T,,,) which
implies that T,,, ES*. Hence, the second assertion of the proposition is
true.
To prove the first assertion, it is enough to show that T*= Q*; for if
this is so, then 6(T*)=n* which implies dim%,*,^ < n*. Thus Tr
3, *, 5E 9 must be in *and (5) must hold with ( F , G) = (P,
D).
From (13) and (14) there follows dim((%+%*)/%)=dim((Y*+
Q *)/ Y*) or equivalently, dim (Q * n 3)= dim (9%
* n Y*). This and (7)
can be true only if % * n5X = 51. n Y. Since Q * and Y * areboth
it must be true that
A*-invariant and since Y* ckernel [C,Dc],

A*(%*nR) c a * n % c kernel[C,DC].

(15)

Hence PA*(% n %)=O. From this, (S), and (10) it follows that
AF,Pr=PA*r,

rE%*.

minimal polynomial or lower bound of realization from theMarkov

parameters of a system. The idea follows closely that of Gupta and
Fairman [l]. The present method bases on introducing a simpler inner
product in the Hilbert space.

11.DEVELOPMENT OF THE METHOD

In this section, it is assumed that thedimension r of the minimal

polynomial is known. It is proved [2] that if r is known to be the
dimension of the minimal polynomialcorresponding
to the given
Markov parameters [ Yi), i = 1, 2; . . , there always exists the set of real
constants a;,i=O, 1, 2 ; - . , r - l such that

Y,+,+,=

ai-IYi+j,

j=0,1,2,...

i= 1

and the minimal polynomial of the system can he expressed as

It is obvious at t h i s point that since { Yi}, i = 1, 2; . . is given and r is

known, then the set [ a i } ,i = 0, 1, 2; . . , r - 1 can be obtained directly
through (1) as long as it is set up to be a problem of r equations and r
unknowns. In order to facilitate the calculation of a ; and to determine
the dimension r in the next section, it is desirable to have a simple inner
product defined for the purpose of this correspondence.
and 5 is defined as
Definition: Inner product of

( 16)

The second containment in (15) implies that [C,DC]r=O, r E Q * n 3,

while (9) yields [C+DF*]Pr=[C,Dc]r,rE&. Since P(%*n%)=O, it
This
Q * and
.
(16) imply that
follows that ( C + D P ) P ~ = [ C , D ~ ] ] T , ~ E
(C+DF*)(A,,)Pr=[C,DC](A*)r,i>O, r E % * . Since s p a n B * c 4 *
and PB*=B,+BD, it follows that ( C + D P ) ( A , , ) ( B , + B d ) = [ C , D c ]
(A*)B*,i > 0. This together with the definitions of X* and Z p , 5 show
that both systems have the same Markov parameters and hence the same
transfer matrix. In other words, Q* = TI which is the desired result. 0

where tr is the trace operator and (3 is the transpose.

Obviously, theabove proposed inner product satisfies the required
axioms [3] of an innerproduct. Together with thefactthatspace
spanned by finite dimensional real matrix is both Hilbert space and
closed subspace, the classical projection theorem [3] can be used to
Manuscript received August 14, 1975.
The author is with the Bendix Field Engineering Corporation, Columbia, MD 21045.