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Volume

1, Number

SYSTEMS

& CONTROL

January

LETTERS

I982

Generalized state space realizations of


non-proper rational transfer functions
G. CONTE
Isriruro

di Muremuricu.

I61 37 Gewvu,

Utriuersirb

di Getrovu.

Via

A /berti

4.

Itu(b

A. PERDON
Istiruro
Viu

di Muremuricu
Betoni

Applicuro.

7. 35100

Received
Revised

16 August
14 November

In this

paper

polynomial

we propose

K[:
and

rank

based

-I.
uniqueness

and
their
properties
minimal
realization
nomial

an algebraic

functions

transfer

function

representations

established
investigated.

and

Kq~wor~:

Linear

Realization

theory
module

whose generalized
over the ring of

of minimal

realizations

and

it is proved

over
some

K[ r

properties

systems,
theory.

Hankel
between

Matrix

Generalized
fractional

such

to be

ol
the

equal

matrix.
realizations

the
poly-

to the

and

frac-

matrices

representations

state

state
formal

arc proved

1 of polynomial
of

for

theory.

are described.
The
dimension
is called
generalized
degree
of

of an associated
generalized
Finally.
a correspondence

tional

realization

on classical

are given by linear


systems
a natural
module
structure

power
series
Existence

dr Podovu.

IIU(I,

I98 I
l9RI

transfer

Realizations
space has

Utliversird

Pudovu.

space

is
are

systems,

representation.

has recently received attention by various authors


(2,i3,14,15,18,19,20,21]. Although the course taken
in [I71 is different. Rosenbrock recognized in his
paper the usefulness of developing a purely algebraic approach. This has not yet been done primarily because the theory of such systemscannot be
accommodated in classical module theory using
the framework introduced by Kalman in [ 11,121
for regular state space systems. In particular no
satisfactory algebraic realization theory for nonproper transfer functions has till now been obtained.
The aim of this paper is to propose a different
framework within which such theory is developed.
The need of giving a coherent and logically appealing account of the theory of generalized state
space systems and non-proper transfer functions is
the underlying motivation.
In this setting minimal order realizations obtain, as in the classical case, a precise algebraic
meaning and an easy characterization. Besides, the
approach we describe suggestsa possible development of formal power series matrix techniques in
the study of control-theoretic problems involving
non-proper transfer functions.
The paper is organized as follows. In the first
section anticausal systems of the form
Jx(r+l)=x(r)+Bu(r),

Introduction

y(r)
Non-proper transfer functions and generalized
state space systems of the form
Ex(r)

=Ax(r)

+&4(l),

(Ia)

Y(l) = CX(l)
(continuous time) or
Ex(r+

l)=Ax(f)+Bu(r),

(lb)

(discrete time) with E possibly singular arise naturally in many situations (circuit theory [16], interconnection of subsystems[ 18). systems in descriptor form [13,14], singularly perturbed systems[20])
and their study, initiated by Rosenbrock in [17],
270

= cx(r)

(2)

where J is a nilpotent matrix are considered. The


basic construction consists in relating the nilpotent
operator J to a module structure over the ring of
formal power seriesin 2 -Kiz -I. The state space
X of (2) is so endowed with an algebraic structure
which allows to define restricted anticausal linear
i/o maps by means of K[[z -]-linearity. That this
is the correct framework is proved by the fact that
its further development agrees formally with the
classical theory using K([z -]I in place of the ring
of polynomials K [ z].
In the second section it is proved that any
polynomial matrix G,(z) has a unique minimal
realization of the form (2) whose algebraic and

0167-691 I/82/0000-0000/$02.75

0 1982 North-Holland

Volume

I. Number

SYSTEMS

& CONTROL

system-theoretic
properties are described. In particular its order is shown to coincide with the rank
of a generalized Hankel matrix associated with
G,(z). Then realizations of rational transfer functions by means of generalized state space systems
of the form (I), as proposed in [ 171, are obtained.
They consist of the parallel composition
of two
systems realizing respectively the strictly proper
and the polynomial part.
In the third section we deal with fractional
decompositions
of polynomial matrices of the form
G,(z) = V,Ti
where V,, T, are matrices with
entries in K[[z - 1. The correspondence
between
state space realizations and fractional decompositions is studied and we prove that in the case of
continuous
time realizations the number of free
independent impulsive motions and the cyclic subsystems are determined by the invariant factors of
Tco
Since the emphasis in the paper is on algebra,
discrete time systems are the natural object of
investigation.
However some considerations
hold
also for continuous time systems.
1. Generalized

state space systems

Let K be a fixed field and let U = K n be an


m-dimensional
K-vector space. We denote by
AU=

:L~,z-,u,EU,nEh
{ !I

the space of truncated Laurent series in z - with


coefficients in U. AU is a vector space over AK,
the field of truncated Laurent series in z - with
coefficients in K. We denote by e ,,..., e,, both the
canonical basis of U over K and of AU over AK.
For Y = KP, any p X m matrix G(z) with entries in AK defines, with respect to the canonical
basis, a AK-linear
map G(z) : AU j AY. Conversely any AK-linear
map between Au and AY
uniquely determines a matrix of the above kind
referred to the canonical basis. In the following no
distinction will be made between AK-linear maps
and associated matrices. Any p X m matrix G(z)
can be viewed as a series G(z) = 2TG,z --I in z -
whose coefficients G, are p x m matrices with entries in K. The order ord(G( z)) is defined as the
index of the first nonzero coefficient
G,. AS a
consequence, ord( G( z)) = k implies that z -k is the
highest power of z which appears in G(z).

LETTERS

January

1982

1.1. Definition. A p X m matrix G(z) with entries


in AK is called proper (strictly proper) iff
ord(G(z))

20

(ord(G(z))

>O).

Any G( z ) can be decomposed into the sum of a


polynomial part and of a strictly proper one.
Strictly proper rational transfer functions have
been quite thoroughly studied and their realization
is well known.
On the other hand, polynomial matrices arise in
particular as transfer functions of generalized state
space systems of the form
Jx(f+l)=x(r)+Bu(r).
y(t)

(1.2)

= CX(l).

where J is a nilpotent matrix (i.e. J = 0 for some


X-) which are anticausal pure predictors. In fact,
using z-transform,
one obtains
h-l
x Jz
B.
i 0
I

G(z)=C(zJ-I)-B=-C

In the following we will denote respectively by


X= K, u= K, Y = KP the state, input and
output spaces of (1.2).
1.3. We remark that the action of J on the state
space X of ( 1.2) in absence of the forcing term is a
backward shift which can be represented formally
as the product by z - . Since J is nilpotent, introducing the ring K I[ z - 1 of formal power series in
Z -
with coefficients in K whose elements are of
the form o = Z;(Y,Z --I and letting z - x = J(x), we
can define an action
(w.x)-ox=&,J(x).
0
In this way X is endowed with a K[z -l-module
structure determined by J and it will be denoted
by X,. Conversely, any K[z - g-module structure
on the finite dimensional K-vector space X induces
an operator J, defined by J(x) = z -Ix, which is
necessarily nilpotent. In fact K[z -I is a local
ring
with maximal ideal generated by z -. This
implies that any proper ideal is of the form
-I for some k. In particular, since X is
Z -K[z
torsion over Kl[z -]I as it is finite dimensional
over K, this holds for the ideal
Ann(X)=

{WEK[Z

-]I such that wX=O)

and therefore J X = 0.
271

Volume 1. Number 4

SYSTEMS 8 CONTROL

1.4. The development of an algebraic realization


theory for polynomial matrices by means of systems of the form (1.2) requires the construction of
appropriate restricted input and output spaces.
Because of the K [ z - B-module structure on X, the
restricted input space has to be K[z -]-invariant
subset of AU. So we define

to be the restricted input space of (1.2).


S&V is a free K [z -D-module of dimension m
and j: Q,V- AV will denote the canonical inclusion. Consequently we define the torsion K[z -Imodule

to be the restricted output space of (1.2); p : AY P,Y will denote the canonical projection. Any
equivalence class modulo z - &Y in AY contains
exactly one polynomial.
Therefore any element
y E P,Y can be uniquely represented as a polynomial in z with coefficients in Y, i.e. y = Z~JJ,Z --I
for y, E Y and n =Z0. Using this representation the
product between w E K [z -]I and y is defined by
the scalar product of AY followed by truncation of
the negative powers of z. The notation I,Y instead of Y[z] has to be preferred to point out the
K[z -&module
structure. We remark that the sets
of restricted inputs and outputs are not disjoint
with respect to the time set. This is necessary to
include in the theory constant transfer functions
which represent instantaneous transmissions.
1.5. Proposition. There is a bijective correspondence
defined by G(z)wpGj
between AK-linear polynomial maps of AU into AY and K [z -n-linear
maps of Q2,V into r,Y.
Proof. Given G(z), pGj is Knz -&linear
viously pGj =pHj implies G(z) = H(z)

and obif both

G(z) and H(z) are polynomial.


Now, let f: &,V -+ P,Y be K [z - n-linear. f is
determined by the elements f( e,) for i = 1,. . . , m
which can be written as polynomial p-vectors with
respect to the canonical basis of AY by 1.4. Therefore the p X m matrix G(z) whose ith column is
f( ei) is polynomial and pGj = f.

272

LETTERS

January 1982

Proposition 1.5 can be viewed as the extension


to our situation of the well known correspondence
existing between strictly proper extended i/o maps
(i.e. strictly proper AK-linear maps of AU into
AY) and restricted i/o maps (i.e. K[z]-linear maps
of SW into rY) (see [lo]).
1.6. Denoting by i : V - &V the canonical K-linear
inclusion and by 4: P,Y --t Y the K-linear projection defined by
m
4 EYJ= -Yo?
i 0
1
we have that any K-linear map g : V - X, (respectively h: X, - Y) admits a unique Kl[z -&linear
extension g: Q,V- X, (resp. 6: X, + r,Y) such
that g = gi (h = qh^). The maps g and h are defined
respectively by
g gu,z( 0

= !iJgb,)
0

and by
I+)=$-h(J(x))z
0

and definitions are consistent since, J being nilpotent, only a finite number of terms in both the
sums are different from zero.
Given any system u = (J, B, C) of the form
(1.2) we can therefore build the following commutative diagram

( 1.7)

where f is K [Z - n-linear.
1.8. Definition. We call restricted anticausal linear
i/o map any K([z -]-linear
map f: !2,V - r,Y.

In the situation of (1.7) we say that f is the


restricted i/o map of u.
Using Proposition 1.5 we can associate to any
restricted anticausal linear i/o map f a unique
polynomial matrix 2, (or extended i/o map).
Summarizing,
any system u = (J, B, C) gives
rise to the following commutative diagram

Volume

1, Number

=/

AU
j.t

where the polynomial

z, = -c

SYSTEMS

& CONTROL

* AY
1P

function

January

1982

the canonical inclusion. X is finitely generated as a


quotient of 52-U and torsion as a submodule of
r,Y. Hence dim,(X)
is finite and (X,g, h) is a
realization off.
Minimality and uniqueness up to isomorphism
follow from well known properties of the one-toone/onto factorization I= hg in the category of
K lI z - D-modules.

matrix

k-l
2 Jz B=C(zJ-I)-B
i 0
I

is the transfer
[ 1wu.

LETTERS

2.4. An algebraic condition which is easily proved


to be equivalent to minimality is that, given a =
(J, B, C) of dimension n, both the matrices

matrix of u (compare

with

R = [B JB . . . J-B]
and

2. Realization

of restricted

anticausal

i/o

maps

o=[cTJTcT

(JT)-CTIT

. ..

In this section we show that any restricted


anticausal linear i/o map f can be realized as the
i/o map of a finite dimensional system u =
(J, B, C) of the form 1.3.
The analogous result for causal i/o maps holds
only in the hypothesis of rationality of the associated transfer function. In our case the finiteness
condition on the transfer function is automatically
satisfied since it is polynomial.

are full rank. The meaning of this property in


system-theoretic terms may be described, for discrete time systems, as follows. Remark that, by
nilpotence, J = 0. This implies that

Let f: s2,U - r,Y be a restricted


anticausal linear i/o map. An abstract realization of
f is a triple (X. g, h) where X is a K[z -l-module
andg:Q2,U-Xandh:
X-I,YareK[z-D-linear
maps such that f= hg.

Jx(t+l)=x(t)+Bli(t)

2.1. Definition.

2.2. If (X, g, h) is a realization off, its dimension


is dim,(X).
(X, g, h) is said minimal, or canonical, iff its dimension is the minimal among those
of the realizations off.
Any abstract realization ( X, g, h) whose dimension is finite defines a generalized state space
system u = (J, B, C) having f as restricted i/o
map. In this case, in fact, J is given as in 1.3 by
J(x)=z
- x and B, C are defined by B = gi, C =
9h*
Any restricted anticausal linear i/o
map /: Q,U - T,Y has an essentially unique
minimal finite dimensional realization.

x(0) = -JI-Bu(n-

Therefore R is full rank iff for any x0 E X there


exists an input a(t) E !&U such that the solution
(trajectory) x( 1) of

verifies x(0) = x0.


Analogously, since 0 is full rank iff it is right
invertible, the equality
[ y (10 T*. .y(-n+

1,7=Ox(O)

implies that 0 is full rank iff the knowledge of the


output y( t) for t Q 0 allows to reconstruct the state
x(0) (compare with [ 12.2.61).
A typical anticausal system is the
n-steps predictor described by the equation y(t) =
u(t + n) in discrete time or y(t) = u(t), where U
denotes the nth derivative, in continuous time. Its
transfer function is G(z) = z and its minimal
realization, whose dimension is n + 1, is given by
2.5. Example.

2.3. Proposition.

Define X = S&U/Ker( f ) = Im( f ) and let


g, h be respectively the canonical projection and

1) - ..a -Bu(O).

J=

. ..

I,,

;
0

Proof.

c=

[l 0 ...

f -1
,

B=

9;
\

01.
273

SYSTEMS & CONTROL LETTERS

Volume I, Number 4

2.6. Definition. The generalized degree of a polynomial matrix G(z) is the dimension
of the
minimal realization of pGi.
2.7. Definition. The (generalized) Hankel matrix of
a polynomial matrix G(Z) = Z~G,Z --I is the up and
left infinite matrix

2.8. Proposition.
We have

Let G(L) be u po!~wornial

gen.deg.(G(z))

=MacMillandeg.(z-G(z-))

murris.

= rank HG.
Proof. Remark that z - G(z - ) is a strictly proper
matrix whose Hankel matrix H has the same rank
as HG. Therefore, since the MacMillan degree is
the dimension of the minimal state space realization, the second equality follows from [ 12,1O.l0].
Now supposethat
z-G(z-)

=C(+A)-B

is a minimal realization. Since zero is the only pole


i-'
G(z-), A is nilpotent. Hence, by substitution z- -+z, we have G(z)= -C(;A -I)-B
which can be viewed as a realization of the form
1.3. Moreover it is easily proved, for instance by
contradiction, to be minimal and the first equality
follows.
Of

2.9. Let G(z) be a rational p X m matrix and


consider its decomposition G(z) = g,(z) + G,(z)
into a polynomial part G,(z) and a rational strictly
proper part G,(z).
Realizing G,(z) by means of an anticausal
system uZ =(J,B,,C,)
and G,(z) by means of a
causal system a0 = (A, B,,. Cc) we obtain
G(z)=C,(ZJ-I,)-B,

+C,(iI,-A)-B,,

Januaq 19x2

The last equality shows that G(z) is the transfer


function matrix of the generalized state space system u, obtained by parallel composition of a= and
a,, of the form
A(r+

I) =Ax(r)

+iu(t).

(2.10)

.Y(f) = d-Y(f).
with (zi - k) nonsingular
Systems of the form (2.10), denoted by u =
( ,??,A^.b. C), specialize to causal systems when i is
invertible and to anticausal systems when 2 is
invertible and A^- E is nilpotent.
In general any system of the form (2.10) can be
decomposed into the parallel composition of an
anticausal system crocand a causal system a, using
the canonical decomposition of the pencil (z,@- 2)
(see [9]) asin !I!].
Ifu=(E,A,B.C)isasystemoftheform(2.10)
we call order of u the dimension over K of its generalized state space. Clearly ord( a) = dim( a,) +
dim(u,) where uW and a0 are obtained decomposing u by means of the above procedure.
As already recognized in [ 171given a rational
matrix G(z) = G,( ;) + G,(z) and a realization u
= ( k, 2, i, 6) we have ord( u) 3 gen.deg.(G,( z))
+ MacMillan deg.( G,( z)).
Moreover in the class of generalized state space
systems of the form (2.10) which realize G(z) there
exists an essentially unique element whose order is
minimal. In fact the parallel composition of the
minimal realizations a% and u0 of G,(Z) and G,(z)
has minimal order. Conversely, by uniqueness of
0% and a, it follows that if u = (,!?,A, i, 6) and
U = (E, A, B, C)
are both realizations of
minimal order, then there exist two invertible
matrices P, Q such that
i=

PEJQ.

i = PB.

i = PAQ,
d = CQ.

3. Fractional decomposition
Consider now the strictly proper part G,(z) of
the rational matrix G(z). Finite dimensional realizations (A, B,, Co) of G,(Z) correspond bijectively
(up to isomorphism and unimodular factors) to
faciorizations of the form G,(z) = V,T,- U,, where
V,, T,,. U,, are polynomial matrices and T, is
nonsingular [5,7,8]. In particular G,( 2) = c,( ;I A) B,, is a factorization of this kind.

Volume

I, Number

SYSTEMS

& CONTROL

LETTERS

January

I982

To state an analogous result for polynomial


matrices G,(z) we need the following proposition.

In particular, since z is invertible in AK, we can


consider

3.1. Proposition.
Let MC Q2,U be (I K[z-Isubmodule.
Q,U/M
is a finite dimension
K-vector
spuce iff M = T,Q,lJ
for a nonsingular
m X m mutrix T, with entries in K [z - 1 determined
up to
unimodular
right factors.

G,(z)=c(zJ-I)-B

Since Q2,CJ/M is finitely generated it has


finite dimension over K iff it is torsion. But,
K[z - 1 being a principal ideal domain. the latter
.
holds ff dmKtZ ,,(M) = dimKtZ a,(Q,U)
= m
and the conclusion follows denoting by T, a matrix whose columns are a basis for M. Obviously
any other basis of M is given by T,S where the
entries of the matrix S are in K[z -I and its
determinant is a unit.
Proof.

3.2. Proposition.
Let G,( I ) be (I po!ynomiul
An-v finite dimensional
reulizution
( J, B,,
which
R(J.B=)=(B,

JB,

...

mutrix.
C, ) for

J-B,)

is full ronk determines ( up to unimodulur


factors) a
fuctorixtion
G,( z) = V,T%- where the m&rices
V, , T, have entries in K I[ z 1, T, is nonsingular
ond V, is strict& proper.
Converse!v, any such factorization
determines ( up
to isomorphism)
u finite
dimensional
reulizution
(J, B,, C,) for which R( J, B,) is full runk.
Proof. Let X be the state space of (J, B,. C,); X is
a quotient of Q2,U since R is full rank. Therefore,
by Proposition 3.1, there exists a nonsingular matrix T, such that X = Q2,U/T,Q2,U.
Now pG, jT,
= 0 implies that G,( z)T, = V, is strictly proper,
hence G,(Z) = VrTx-.
Conversely, given G,(Z)
= v,T,-
we have pG, jT,
= 0. Therefore
( R,U/T,Q2,U,
g, h), where g is the canonical projection, is an abstract realization for which R is
full rank.

3.3. Proposition 3.2 can be stated dually as in


[3,2.2] or (5,2.7] and. more generally, one can
prove that finite dimensional realizations (without
conditions over R or 0) correspond bijectively to
factorizations G,(r) = V,Ti
Or, where V,, T,.
CJZ have entries in KIz1, T, is nonsingular and
at least one between V, and U, is strictly proper
(see 141).

-i-C(z-I-

J)-B

as a factorization of the above kind.


3.4. Proposition.
Let G,( z ) = V,Ti
and let o =
(J, B,. C,)
be the associated finite
dimensional
realiiation.
Then o is minimal
if/ the equalities
V, = VAN und T, = NT& where Vd, is strictly
proper and N has entries in K [z -I
imply that
det( N) is a unit.

The proof is analogous to [IO, Theorem


4.71. We simply remark that in our framework,
owing to the definition of Q2,U and r,Y we have
given, a matrix N such that V, = V&N and T, =
NT& has to be considered as a common factor
only if VA is strictly proper. Otherwise, deleting N,
one obtains a fractional decomposition which does
not induce a realization.
Proof.

3.5. Let now G,(z) = V,T;


be given such that
the corresponding realization u = (J, B,, C,) is
minimal. The pair (X, J) where X is the state
space of u is completely determined by T,. In
particular the invariant factors al,.. ., w,, of T,
correspond to the cyclic submodulesof X (see [I]).
Assuming without loss of generality that w, = z -,
we can state the following: the Jordan form of J
consists of one block
0

...
L-l

0
:

of dimension u, for any invariant factor o, = z -,


of T,. An interesting consequence of this fact is
the following: consider the continuous time
minimal realization (I of G,(z) = V-T:
:
Ji(t)
y(t)

=x(t)

+ B,u(t).

= C&(l).

Any nontrivial block (i.e. Y, # 0) of the above kind


of the Jordan form of J corresponds to v, - 1
independent free impulsive motions (see [20,Nr. 21
and there are as many blocks as nontrivial cyclic
subsystems of u. Therefore, since ~;IY, =
275

Volume

I, Number

SYSTEMS

ord(det(T,)) = dim,(X),
we have gen.ord.G,(z)
= Nr. independent free impulsive motions + Nr.
cyclic subsystems of u.

References
[I]
(21
(31

[4)
[5]

(61
[7]

N. Bourbaki,
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Feedback
and pole placement
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G. Conte and A. Perdon. On polynomial
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A.M.S. Lectures in Appt. Math. Vol.
18 (1980).
G. Come and A. Perdon. Realizations
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E. Emre and M.L.J.
Hautus. A polynomial
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and reachability
subspace. Mem.
COSOR
78/ 19, Eindhoven
Univ. of Technology
( 1978)
P. Fuhrmann,
Algebraic
system theory. An analists point
of view. J. o/ Frunklin
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P. Fuhrmann,
On strict system equivalence
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Jnr. J. of Conrrol

25 (I 977).

P. Fuhrmann
and J.C. Willems.
A study of (A, B)-invariant
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models, 111r. J. of Co~rol.
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appear.
[9] F. Gantmacher,
Tlleorr o/ Murrices
(Chelsea. New York,
1959).

276

8i CONTROL

[IO]

LETTERS

January

1982

M. Hautus and M. Heymann.


Linear feedback.
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Oprim.
I6 ( 197X).
[I I] R. Kalman.
Lectures on controllability
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New York. 1969).
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Dynamic
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[ 14) D.G. Lucnberger.
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Proc: Joiru Au;. Conrrol
Cotl/. ( 1977).
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