An introduction to the shift realization for finite dimensional continuous time systems (Q4955140)

\textit{P. A. Fuhrmann} [``Algebraic system theory: An analyst's point of view'', J. Franklin Inst. 301, 521-540 (1976; Zbl 0332.93001)] constructed the so-called shift realization in terms of rational models, which provides also a minimal realization for matrix-valued proper rational functions. Recall that a rational function \(G(s)\), \(s\in {\mathbb C},\) is called proper if \(G\) has a finite limit at infinity. The frequency domain realization problem is, given a proper rational matrix-valued function \(G\), to represent \(G\) in the form \(G(s)=C(sI-A)^{-1}B+D\), \(s\in {\mathbb C}\backslash \sigma (A)\), where for some finite dimensional space \(X={\mathbb K}^n\) (here \({\mathbb K}\) equals \({\mathbb R}\) or \({\mathbb C}\)), \(A:X\rightarrow X\), \(B:{\mathbb K}^m\rightarrow X\), \(C:X\rightarrow {\mathbb K}^p\), \(D:{\mathbb K}^m\rightarrow {\mathbb K}^p\), i.e., as the transfer function of a continuous time-invariant linear system \[ \dot{x}(t)=Ax(t)+Bu(t),\quad y(t)=Cx(t)+Du(t),\quad x(t_0)=x_0 \] (\(t\in {\mathbb R}\), \(t\geq t_0)\). Such a realization \((A,B,C,D)\) is called minimal if \(X\) has a minimal possible dimension. In the paper under review, the author constructs the time-domain counterpart of Fuhrmann's shift realization. He introduces the notion of a Hankel map which is a generalization of the notion of a Hankel operator on \(L^2\) spaces. If \(M(t)\) is a continuous \(p\times m\) matrix-valued function on \({\mathbb R}_+\) the map \[ H_M:u(\cdot)\mapsto y(\cdot)=\int_{-\infty }^0M(\cdot -\tau)u(\tau) d\tau \] from the space of piecewise continuous \(m\)-dimensional vector-valued functions on \({\mathbb R}_-\), with a compact support, to the space of continuous \(p\)-dimensional vector-valued functions on \({\mathbb R}_+\), is called the Hankel map with symbol \(M\). The time-domain realization problem under consideration is under which conditions can a function \(M\) from \(C^{p\times m}({\mathbb R}_+)\) be written as the impulse response of a linear system \((A,B,C,D)\), i.e. \(M(t)=Ce^{tA}B\) for \(t\geq 0\). The main result of the paper asserts that the necessary and sufficient condition for this is that a Hankel map has a finite rank. The author constructs a minimal realization for an arbitrary finite-rank Hankel map \(H_M\), in which the state space \(X\) is the range of \(H_M\) (which is a subspace in \(C^{p\times 1}({\mathbb R}_+)\)), and \(A\) is the restriction on \(X\) of the left shift operator in \(C^{p\times 1}({\mathbb R}_+)\). Such a left shift realization has been extensively studied in the infinite dimensional situation for the continuous-time case, however with the additional stability assumptions. The author's result allows to consider also unstable systems. It is also shown, using the Laplace transform as a state space transformation, how to derive Fuhrmann's rational model for a transfer function from the time domain continuous-time shift realization.