Overlapping Block-Balanced Canonical Forms and Parametrizations: The Stable SISO Case
The authors consider continuous-time SISO systems of the form: \(\dot{x}_t=Ax_t+bu_t,\;y_t=cx_t\), with \(t\in {\mathbb R}\), \(u_t\in {\mathbb R}\), \(x_t\in {\mathbb R}^n\), \(y_t\in {\mathbb R}\), \(A\in {\mathbb R}^{n\times n}\), \(b\in {\mathbb R}^{1\times n}\), \(c\in {\mathbb R}^{n\times 1}\), and \((A,b,c)\) a minimal triple. Two minimal systems \((A_1,b_1,c_1)\) and \((A_2,b_2,c_2)\) are called input-output (i/o)-equivalent iff they have the same transfer function: \[ g(s)=c_1(sI-A_1)^{-1}b_1=c_2(sI-A_2)^{-1}b_2. \] In this case there exists an invertible \(n\times n\) matrix \(T\) with real-valued entries such that \(A_1=TA_2T^{-1},\;b_1=Tb_2,\;c_1=c_2T^{-1}\). For each \(n\in{\mathbb N}\) the set \(C_n=\{ (A,b,c)\in {\mathbb R}^{n\times n}\times {\mathbb R}^{n\times 1}\times {\mathbb R}^{1\times n} |\;(A,b,c)\) minimal and the spectrum of \(A\) is contained in the open left half-plane\(\}\) is introduced. Let \((A,b,c)\in C_n\). The controllability (observability) Gramian \(W_c\) (\(W_o\)) is the positive definite matrix that is given by \[ W_c=\int_0^\infty\exp (At)bb^T\exp (A^Tt) dt \quad \Biggl(W_o=\int_0^\infty\exp (A^Tt)c^Tc\exp (At) dt\Biggr). \] It is well known that \(W_c\) (\(W_o\)) can be obtained as the unique solution \(X=W_c\) (\(X=W_o\)) of the Lyapunov equation \(AX+XA^T=-bb^T\) (\(A^TX+XA=-c^Tc\)). The system \((A,b,c)\in C_n\) is called balanced if the corresponding controllability and observability Gramians are equal and diagonal. In a paper of the second author [Int. J. Control 46, 643-676 (1987; Zbl 0634.93015)] the balanced canonical form for stable minimal SISO system and, consequently, a parametrization of i/o-equivalence classes of systems in \(C_n\) were obtained. However, this parametrization has some disadvantages. Thus, it is discontinuous at all triples \((A,b,c)\) which have two or more coinciding singular values-diagonal entries of the corresponding controllability Gramian (=observability Gramian in this case), that generates serious difficulties in, for example, search algorithms for system identification. Another difficulty is that the balanced parametrization is numerically ill-behaved if two or more of the singular values become close to each other. In order to overcome these difficulties, in the paper under review the authors use the atlas of overlapping block-balanced parametrizations of i/o-equivalence classes in \(C_n\). A triple \((A,b,c)\) is called block-balanced with indices \(n(i)\in {\mathbb N}\), \(i=1,\ldots,k\), adding up to \(n\), if the controllability Gramian and the observability Gramian are equal and block-diagonal. If \((A,b,c)\) has \(k\) distinct singular values \(\sigma_1>\ldots >\sigma_k>0\) with respective multiplicities \(n(1),\ldots,n(k)\), then one can use the block-balanced continuous canonical form on \(C_{n(1),\ldots,n(k)}\) locally around \((A,b,c)\), where \(C_{n(1),\ldots,n(k)}\) denotes the subset of all systems in \(C_n\), with the property that their \(n\) singular values (multiplicities included) \(\sigma (1)\geq\ldots\geq\sigma (n)>0\) can be partitioned into \(k\) disjoint sets in the following way: \(\sigma(1)\geq\ldots\geq\sigma(n(1))>\sigma(n(1)+1)\geq\ldots\geq \sigma(n(1)+n(2))>\sigma(n(1)+n(2)+1)\geq\ldots\geq \sigma(\sum_{j=1}^ln(j))>\sigma ((\sum_{j=1}^ln(j))+1)\geq\ldots>0\).
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- Overlapping block-balanced canonical forms for various classes of linear systems
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- Balanced realizations of discrete-time stable all-pass systems and the tangential Schur algorithm
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