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Original Russian Text Copyright

c 2002 by Chistyakov, Shcheglova.

DETERMINATE SYSTEMS

V. F. Chistyakov and A. A. Shcheglova

Institute of System Dynamics and Control Theory, Siberian Branch, Russian Academy of Sciences,

Irkutsk, Russia

Received September 25, 2000

AbstractA controllable linear system of ordinary differential equations not solvable for the

derivative of the vector state function of the system is investigated. The coefficient matrix

at the derivative of the vector state function is assumed to be degenerate at all points of the

domain of definition. Controllability criteria for systems with constant and variable coefficient

matrices are formulated in terms of input data.

1. INTRODUCTION

Let us consider the controllable linear system of ordinary differential equations

1 [x] := A(t)x0 (t) B(t)x(t) = D(t)u(t), t T = [a, b], (1)

where A(t), B(t), and D(t) are given (n n) matrices, x(t) is the state vector of the system,

0 = d/dt, and u(t) is the control, under the assumption that

We refer to such systems as algebraic differential systems. The terms differential algebraic equa-

tions, singular systems, implicit systems of ordinary differential equations, and descriptor

systems are also used. At present, added attention is paid to controllable systems of the type (1)

satisfying condition (2) (see [1], which describes applied aspects, and [2]).

We shall investigate algebraic differential systems applying the recent theory based on the reg-

ularization concept. This theory and other preliminaries are given in [36].

Below we state the essential concepts and results for studying algebraic differential systems.

X

r j X

s j

d d

,r = Lj (t) , s, = Rj (t) , t T,

j=0

dt j=0

dt

for system (1) are said to be defined on T , where Lj (t) and Rj (t) are (n n) matrices in C(T ), if

,r 1 [x] = x0 + ,r [B(t)]x,

b

1 s, [y] = y 0 + B(t)y, b

B(t) = 1 [R0 (t)]y

for all x x(t) C r+1 (T ) and y y(t) C `+1 (T ), respectively. Here min r and min s for

which the left and right regularizing operators are defined are called the left and right indexes of

system (1).

1

This work was supported by the Russian Foundation for Basic Research, grant no. 01-01-00259.

0005-1179/02/6303-0399$27.00

c 2002 MAIK Nauka/Interperiodica

400 CHISTYAKOV, SHCHEGLOVA

As shown in [5], for the left regularizing operator to exist, it is necessary and sufficient that the

right regularizing operator exist. Moreover, the left and right indexes are identical.

Cauchy-type general solution on T if it is solvable for any right side (t) C +1 (T ), where =

max rank A(t), and there exist an (n n) matrix Xd (t) and a vector function (t) in the space

tT

C 1 (T ) such that rank Xd (t) = const = d for all t T and any linear combination of the type

those that can be regarded as the restriction of (3) to [a0 , b0 ].

If the matrices A(t) and B(t) are sufficiently smooth, then the Cauchy-type general solution

exists on the interval T if and only if the left regularizing operator is defined on T [4]. This

assertion is demonstrated under the assumption that A(t), B(t) C m (T ), m 2 + 3.

(n m) matrix X(t) that satisfies the equation

The semiinverse of every matrix A(), T , exists (Eq. (4) is always solvable pointwise). If

rank A(t) 6= const on T , then at least one of the elements of the matrix A (t) has second-kind

discontinuities on the interval T . If the matrix A(t) C j (T ) is of constant rank, then its semiinverse

A (t) C j (T ) exists [3].

Definition 4. System (1) has a central canonical form on T if there exist two (n n) nondegen-

erate matrices P (t) and Q(t) C 1 (T ) for all t T such that

!

Ed O

Ac (t) = P (t)A(t)Q(t) = , (5a)

O N (t)

!

0 J(t) O

Bc (t) = P (t)B(t)Q(t) P (t)A(t)Q (t) = , t T, (5b)

O End

where Ed and End are unit matrices of dimension equal to the index 0 d n, O are zero blocks

of suitable dimension, J(t) is a (d d) matrix, N (t) is an upper triangular (n d) (n d) matrix

with zero diagonal, and N r (t) 0, r n d.

The matrix N (t) can be chosen such that the diagonal contains r square zero blocks.

Note 1. The basic concept of the central canonical form in the theory of algebraic differential

systems was defined first in [7]. It is easy to show that the parameters d and r in Definitions 1

and 2 and formulas (5a) and (5b) are identical for an algebraic differential system with a central

canonical form on T .

If the input data smoothness conditions are strengthened under the assumption that the matrices

(A(t), B(t) C A (T )) defining the operator 1 are analytic, then the following conditions are

equivalent:

CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 401

(2) the central canonical form is defined on the interval T ,

(3) a Cauchy-type general solution exists on the interval T .

For smooth coefficient matrices, including A(t), B(t) C (T ), the situation is complicated.

!

0 w(t)

1 [x] = A(t)x0 (t) + x(t) = (t), A(t) = , t T = [1, 1],

v(t) 0

( (

t3 , t (0, 1] 0, t (0, 1]

where w(t) = and v(t) = . Consequently, A(t) C 2 (T ) and

0, t [1, 0] t3 , t [1, 0] !

A1 (t)

A2 (t) 0 on T . Every matrix P (t) C(T ) in the equality P (t)A(t) = , t T,

O

degenerates at the point t = 0 and the algebraic differential system cannot be reduced to central

2

d d

canonical form on T , but the left regularizing operator is defined on T : ,2 = E2 A(t) .

dt dt

The set T = {t : w(t) = 0, v(t) 6= 0, t T } may be of complicated structure. For example, let T

be a Cantor set. Hence, not every algebraic differential system can be split into differential and

algebraic components.

Note 2. If the matrices A and B in system (1) are constant, then any of conditions (1)(3)

is equivalent to the assumption that the matrix bundle A + B is regular [3]. Regularity of the

bundle implies that there exists a nonzero number 0 R : det(0 A + B) 6= 0 [8]. Moreover, in

formulas (5a), (5b), and Definitions 2 and 4, we have d = deg det(A + B).

Let us introduce operators that associate some (n m) matrix Z(t) C i (T ) with the objects:

Z(t) C00 Z(t) 0 0

(1) 0 (1)

Z (t) C1 Z (t) C11 Z(t) 0

dj [Z(t)] = .. , Mj [Z(t)] = .. .. .. .. , (6)

. . . . .

Z (j) (t) Cj0 Z (j) (t) Cj1 Z (j1) (t) Cjj Z(t)

j!

where Cj = , 0 j i are binomial coefficients and dj [] and Mj [] for j = 0 are

( j)!j!

identity operators.

Applying the Leibnitz formula for differentiation of products, it is easy to verify that the oper-

ators in (6) have the following properties:

Mi [Z(t)Y (t)] = Mi [Z(t)]Mi [Y (t)], di [Z(t)Y (t)] = Mi [Z(t)]di [Y (t)], (7)

where Y (t) C i (T ) is a matrix of suitable size.

We now formulate conditions for the existence of a left regularizing operator and describe a

method of computing this operator. For a left regularizing operator of order r + 1 to exist, it

is necessary and sufficient that

rank +1 [A(t), B(t)] = = const ( + 1)n t T, (8)

where = max rank A(t) and

tT

!

O O

j [A(t), B(t)] = Mj [A(t)] Mj [B(t)].

Enj O

402 CHISTYAKOV, SHCHEGLOVA

Note 3. In formulas (5a) and (5b) and Definitions 2 and 4, we have d = ( + 1)n, where

is the parameter in (8) [3].

There is a constructive algorithm of constructing the left regularizing operator for the algebraic

differential system (1) [3]. If the left regularizing operator exists, then, beginning from some j r,

the following equality holds:

!

En O

j [A(t), B(t)]j [A(t), B(t)] = , t T,

Z1 (t) Z2 (t)

where

j is one of the semiinverses of the matrix j , and Z1 (t) and Z2 (t) are matrices of appropriate

dimension. As the coefficients for the left regularizing operator (defined, in general, not uniquely),

we can take the first n rows of the matrix j subdivided into (n n) blocks.

Note 4. The algorithm for constructing left regularizing operators for the algebraic differential

system (1) utilizes the Tikhonov regularization technique [6] and is based on the fact that the

pseudoinverse matrix + j is a particular case of semiinverse matrix j . Replacing the derivatives

of matrices A(t) and B(t) in the matrix j [A(t), B(t)] by finite differences at the point t and

interrelating the regularization parameter with discretization step, we can compute pointwise the

coefficients of the left regularizing operator accurate within to rounding error.

In system (1), let A(t), B(t) C A (T ) be the elements of the matrix D(t), let the vector u(t)

be sufficiently smooth, and let the left regularizing operator be defined on the interval T . Then,

according to conditions (1)(3), there exist the matrices P (t) and Q(t) C A (T ) defined in (5a)

and (5b) such that the substitution of variable x(t) = Q(t)y(t) and left multiplication of Eq. (1)

by the matrix P (t) reduce it to the form

!

D1 (t) D2 (t)

Ac (t)y 0 (t) Bc (t)y(t) = u(t), t T, (9)

D3 (t) D4 (t)

where

!

D1 (t) D2 (t)

= P (t)D(t).

D3 (t) D4 (t)

! ! ! r1

Ed O O O d O O d

r1 = + + + , (10)

O L0 (t) O L1 (t) dt O Lr1 (t) dt

X

r1 X

r1

Lj (t)(j) (t) = F j [(t)], (11)

j=0 j=0

in which (t) C r1 (T ) is an (nd)-dimensional vector function and the operator F acts according

to the rule

Hence L0 (t) = End and Lj (t) are (n d) (n d) matrices of the same structure as N (t) in (5a)

and (5b). Consequently, the operator r1 is continuously invertible.

CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 403

It is known [6] that the solution of a system with sufficiently smooth input data

can be expressed as

X

r1

z(t) = F j [f (t)].

j=0

Therefore, the operator r1 transforms the algebraic differential system (9) to the system

! ! ! !

Ed O 0 J(t) O Ed O O O

y (t) = y(t) + ; ;

O O O End O L0 (t) O L1 (t)

!! " !#

O O D1 (t) D2 (t)

...; Mr1 dr1 [u(t)], t T. (13)

O Lr1 (t) D3 (t) D4 (t)

Ed O

d r1 = Ur (t)dr [],

O End

dt

where

! ! !!

Ed O O O O O

Ur (t) = ;...; ;...; , (14)

O L00 (t) O Lj (t) + L0j+1 (t) O Lr1 (t)

properties (7), the corresponding regularized system is of the form

!

J(t) O

y 0 (t) = y(t) + Ur (t)Mr [P (t)]Mr [D(t)]dr [u(t)], t T. (15)

O O

e

x0 (t) = B(t)x(t) + Q(t)Ur (t)Mr [P (t)]Mr [D(t)]dr [u(t)], t T, (16)

where

" !#

e J(t) O

B(t) = Q0 (t) + Q(t) Q1 (t).

O O

System (16) can be regarded as a system derived from system (1) by the action of its left regularizing

operator. Then, by construction, the left regularizing operator of (1) takes the form

e

B(t) = ,r [B(t)]. (18)

404 CHISTYAKOV, SHCHEGLOVA

3. CONTROLLABILITY OF A VARIABLE-COEFFICIENT

ALGEBRAIC DIFFERENTIAL SYSTEM

We now study the controllability of algebraic differential systems of the type (1).

Definition 5. A system (1) is said to be completely state controllable (or completely controllable)

if it can be transferred from any given state x(t0 ) = x0 at instant t0 [a, b] to any final state

x(t1 ) = x1 (t1 [a, b]) in a finite time t1 t0 > 0 by a sufficiently smooth control vector u(t).

The algebraic criterion for the controllability of a system of ordinary differential equations solv-

able for the derivatives

formulated in [9] asserts that a system (19) is completely controllable if and only if

rank D(t); B [D(t)]; . . . ; n1

B

[D(t)] =n (20)

almost everywhere on some finite subinterval of the interval [t0 , t1 ]. The operator B is defined by

d

B = En B(t).

dt

b

O = B(t)x(t) b

+ D(t)u(t), t T, (21)

regarded as a limiting algebraic differential system under the assumption that the left regularizing

b

operator (det B(t) 6= 0 t T ) exists is controllable if and only if

b 0 ) = rank D(t

rank D(t b 1 ) = n. (22)

Assuming that a left regularizing operator ,r is defined for the algebraic differential system (1)

on T in the sense of Definition 1, let us introduce the matrix

H(t) = H0 (t); H1 (t); . . . ; Hr (t) = L0 (t); L1 (t); . . . ; Lr (t) Mr [D(t)].

By virtue of representation (17), type of the matrix Ur (t) (14), properties (7), and the block

structure of the right side of equality (9), we obtain

! ! !!

Ed O O O O O

H0 ; H1 ; . . . ; Hr =Q ;...; ;...;

O L00 O Lj + L0j+1 O Lr1

" !#

D1 D2

Mr , j = 0, r 2

D3 D4

(here and what follows in this section, whenever there is no confusion, t-dependence is not indicated

to simplify expressions). Hence, by formula (6), we obtain

! !

D1 D2 O O

H0 = Q , Hj = Q , j = 1, r, (23a)

S0,3 S0,4 Sj,3 Sj,4

CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 405

where

Sr,i = Crr Lr1 Di , Sr1,i = Cr1

r1

Lr2 + L0r1 Di + Crr1 Lr1 Di0 ,

.............................................

P

r1

Cj1 Lj1 + L0j Di

(j1) (r1)

S1,i = + Cr1 Lr1 Di , (23b)

j=1

P

r1

S0,i = C00 L00 Di + Cj0 Lj1 + L0j Di

(j)

+ Cr0 Lr1 Dir , i = 3, 4.

j=1

e denote the operator of system (16) derived from (1) through the action of operator (17)

Let

e = En d e

B(t). (24)

dt

Theorem 1. If

(1) A(t), B(t) C A (T ), D(t), u(t) C r (T ),

(2) the left regularizing operator ,r of system (1) exists in the sense of Definition 1,

(3) rank e

H(t); [H(t)]; e d1 [H(t)]

...; =n

almost everywhere on some finite subinterval Te [t0 ; t1 ], where d is the dimension of the space of

solutions of the algebraic differential system (1) (in (8), d = ( + 1)n), and

P

r1

(4) rank H1 (t) + e j [Hj+1 (t)]; . . . ; Hr2 (t) [H

(1)j e r1 (t)] +

e 2 [Hr (t)];

j=1

e r (t)]; Hr (t)

Hr1 (t) [H =nd

for t = t0 and t = t1 , then system (1) is completely state controllable.

Proof. Conditions (1) and (2) of Theorem 1 guarantee the existence of nonsingular matrices

P (t), Q(t) C A (T ) for any t T that reduce the algebraic differential system (1) to form (9).

Applying operator (10) (r1) to (9), we obtain Eq. (13).

System (13) decomposes into two subsystems (19) and (21). Therefore, using criteria (20)

and (22), we can formulate necessary and sufficient conditions for the controllability of system (13):

first,

rank (D1 ; D2 ); J [(D1 ; D2 )]; . . . ; d1

J [(D1 ; D2 )] =d (25)

d

almost everywhere on some subinterval Te [t0 ; t1 ] (here J = Ed J(t)), second,

dt

rank R0 ; R1 ; . . . ; Rr1 = nd (26)

! ! !! " !#

O O O O O O O O

R0 ; R1 ; . . . ; Rr1 = ; ;...; Mr1 .

O L0 O L1 O Lr1 D3 D4

By virtue of the continuous invertibility of the operator r1 , system (1) is controllable if and

only if system (13) is controllable. Therefore, equalities (25) and (26) are the necessary and sufficient

406 CHISTYAKOV, SHCHEGLOVA

condition for the complete controllability of system (1). Hence to prove the theorem, it suffices to

show that conditions (3) and (4) imply relations (25) and (26).

Using representation (6), we shall find the matrices Rj (t), j = 0, r 1,

!

O O

Rr1 = ,

r1

Cr1 Lr1 D3 Cr1

r1

Lr1 D4

!

O O

Rr2 = ,

r2

Cr2 Lr2 D3 + Cr1

r2

Lr1 D30 Cr2

r2

Lr2 D4 + Cr1

r2

Lr1 D40

(27)

..................................

O O

R0 =

X

r1

(j) X 0

r1 .

Cj Lj D4

(j)

Cj0 Lj D3

j=0 j=0

r1

Since Crr = Cr1 = 1, the first equalities in (23) and (27) yield

Hr = QRr1 .

Let us find the matrix Hr1 (t) [H

!

e r] = Q O O

Hr1 [H .

Cr1 Lr2 D3 + (Cr Cr )Lr1 D3 Cr1 Lr2 D4 + (Crr1 Crr )Lr1 D40

r1 r1 r 0 r1

r1

Since Cr1 r2

= Cr2 = 1 and Crr1 Crr = r 1 = Cr1

r2

, from (23) and (27), we obtain

e r ] = QRr2 .

Hr1 [H

e r1 (t)] +

Similarly, computing the matrix Hr2 (t) [H e 2 [Hr (t)] = Hr2 [H

e r1 [H

e r ]],

comparing it with Rr3 , and by the properties of binomial coefficients, we obtain

e r1 (t)] +

Hr2 (t) [H e 2 [Hr (t)] = QRr3 .

X

r1

H1 + e j [Hj+1 ]; . . . ; Hr2 [H

(1)j e r1 ] +

e 2 [Hr ]; Hr1 [H

e r ]; Hr

j=1

By assumption (4) of the theorem, the rank of the matrix in the left side of (28) is (n d) for

t = t0 and t = t1 . Hence we obtain relation (26) since the matrix Q(t) is nondegenerate t T .

!

d J(t) O J O

Let = En = d denote the operator of system (15).

dt O O O End

dt

e

The operators and have the property

e k [Q] = Qk [] k 0

(29)

CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 407

( (t) is a matrix of suitable size and its elements are sufficiently smooth functions). Indeed,

this property for k = 0 is self-evident. Assume that equality (29) holds for some k 0. Then

h i h i

e k+1 [Q] =

e e Qk []

e k [Q] =

!!

d J O

= Qk [] Q0 + Q Q1 Qk []

dt O O

! !

d h k i J O

=Q [] [] = Qk+1 [].

k

dt O O

In terms of notation (23), the matrix in condition (3) of the theorem takes the form

! ! !

D1 D2 O O O O

e

H; [H], e d1 [H]

...; =Q ; ;...; ;

S0,3 S0,4 S1,3 S1,4 Sr,3 Sr,4

! ! !

J [(D1 ; D2 )] O O O O

0 ; S0 )

; 0 0

;...; 0 0

;...;

(S0,3 0,4 S1,3 S1,4 Sr,3 Sr,4

! !!

d1 [(D1 ; D2 )] O O O O

J ; ;...; .

(d1) (d1) (d1) (d1) (d1) (d1)

(S0,3 ; S0,4 ) S1,3 S1,4 Sr,3 Sr,4

Therefore,

rank e

H; [H], e d1 [H]

...;

! !

D1 D2 J [(D1 ; D2 )] d1 [(D1 ; D2 )]

;...; ;

J

= rank ; 0 ; S0 ) (d1) (d1)

S0,3 S0,4 (S0,3 0,4 (S0,3 ; S0,4 )

! ! !!

O O O O O O

;...; (d1) (d1) ;...; (d1) (d1) =n

S1,3 S1,4 S1,3 S1,4 Sr,3 Sr,4

almost everywhere on some subinterval Te [t0 ; t1 ]. Hence we immediately arrive at relation (25).

This completes the proof of the theorem.

Corollary. Let conditions (1) and (2) of Theorem 1 hold. Additionally, let the operator of sys-

tem (1) have a zero kernel (d = 0 in Definition 2 and formulas (5a), (5b)).

System (1) is completely controllable if and only if

X

r1

rank H1 (t) + e j [Hj+1 (t)]; . . . ; Hr2 (t) [H

(1)j e r1 (t)] +

e 2 [Hr (t)]; (30)

j=1

e r (t)]; Hr (t) = n

Hr1 (t) [H

for t = t0 and t = t1 .

Proof. Under the conditions of the corollary, there exist nonsingular matrices P (t) and Q(t)

C A (T ) that reduce system (1) to the form

e

N (t)y 0 (t) = y(t) + D(t)u(t), t T, (31)

408 CHISTYAKOV, SHCHEGLOVA

e

where D(t) = P (t)D(t). Therefore, the left regularizing operator of system (1) is

L=Q L00 ; L0 + L01 ; . . . ; Lr2 + L0r1 ; Lr1 Mr [P ]

This operator reduces the algebraic differential system (1) to the system

x0 = Q0 Q1 x + Q L00 ; L0 + L01 ; . . . ; Lr2 + L0r1 ; Lr1 Mr [P ]Mr [D]dr [u].

P

r1 dj

The operator r1 = L0 (t) transforms (31) to the form

j=0 (dt)j

y(t) = L0 ; L1 ; . . . ; Lr1 Mr1 [D]dr1 [u], t T,

which is equivalent to (1) in the sense of controllability. Consequently, the algebraic differential

system (1) is completely controllable if and only if

rank L0 ; L1 ; . . . ; Lr1 Mr1 [D] = n (32)

for t = t0 and t = t1 .

Since

e = d

Q0 Q1 ,

dt

expressing the matrix Hj (t), j = 1, r in the way as in the proof of Theorem 1, we can show that

conditions (30) and (32) are equivalent for our case.

This completes the proof of the corollary.

In proving Theorem 1, we have shown that condition (4) in the formulation is equivalent to

relation (26).

Now assuming that condition (4) holds not only for t = t0 and t = t1 , but also almost everywhere

on some subinterval Te [t0 ; t1 ], we shall show that condition (3) of Theorem 1 holds if (25) holds.

For this purpose, we must show that condition (4) implies the relation

0 0 (d1) (d1)

rank (S0,3 ; S0,4 ) ; S0,3 ; S0,4 ; . . . ; S0,3 ; S0,4 ;

0 0 (d1) (d1)

. . . ; (Sr,3 ; Sr,4 ) ; Sr,3 ; Sr,4 ; . . . ; Sr,3 ; Sr,4 =nd (33)

almost everywhere on Te .

By virtue of equality (28) and representation (27), condition (4) can be expressed as

!

X

r1

(j) X

r1

(j)

rank Cj0 Lj D3 ; Cj0 Lj D4 ;

j=0 j=0

r2

. . . ; Cr2 Lr2 D3 + Cr1

r2

Lr1 D30 ; Cr2

r2

Lr2 D4 + Cr1

r2

Lr1 D40 ;

!

r1

Cr1 Lr1 D3 ; Cr1

r1

Lr1 D4 =nd

almost everywhere on Te .

Using the form of the matrices Si,k , (i = 0, r, k = 3, 4) (23b) and applying elementary matrix

transformations, we can easily verify that the last condition implies condition (33).

Reasoning as above, we can assess how far is the sufficient condition of controllability formu-

lated in Theorem from the necessary and sufficient conditions (25) and (26).

CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 409

Note 5. The sufficient condition for the complete controllability of the algebraic differential

system (1) expressed in the form (3), (4) differs from conditions (25) and (26) in that relation (4)

must hold not only for t = t0 and t = t1 , but also almost everywhere on some subinterval Te [t0 ; t1 ].

Under the conditions of corollary 1, another controllability condition for system (1) can be

formulated with the help of a semiinverse matrix. Let us introduce the matrix

where the zero block O is of dimension (j + 1)n n. The matrix in equality (8) is obtained from

matrix (34) by deleting the block column dj [B(t)].

Note 6. Matrix (34) is obtained by formally differentiating system (1). In other words,

Lemma 1. Let conditions (1) and (2) of Theorem 1 hold. Moreover, let the operator of system (1)

have a zero kernel (d = 0 in Definition 2 and formulas (5a) and (5b)).

System (1) is completely controllable if and only if

where G(t) = (En ; O; ; O)Dr1 [A, B](t)Mr1 [D(t)].

Proof. According to [3], under the conditions of the lemma the operator

r1 = (En ; O; ; O)Dr1 [A, B](t)dr1 []

is the inverse of the operator 1 . This completes the proof of the lemma.

ITS CONTROLLABILITY

Applying Theorem 1, we can easily derive a necessary and sufficient condition for the controlla-

bility of the system

(A, B, and D are constant matrices, and det A = 0) under the assumption that the matrix bundle

A + B is regular. According to remark 2, such an assumption is equivalent to the existence of a

left regularizing operator, a central canonical form, and a Cauchy-type general solution.

Theorem 2. Let the matrix bundle A + B in the algebraic differential system (36) be regular.

System (36) is completely controllable if and only if

(1) rank e

H; [H], e d1 [H]

...; = n and

P

r1

(2) rank H1 + e j [Hj+1 ]; . . . ; Hr2 [H

(1)j e r1 ] +

e 2 [Hr ];

j=1

e r ], Hr

Hr1 [H = n d.

Here H = (L0 D; L1 D; . . . ; Lr D), Be = L0 B, and Lj are the coefficients of the left regularizing

operator of the algebraic differential system (36), j = 0, r.

410 CHISTYAKOV, SHCHEGLOVA

Proof. Since none of the matrices depends on t, condition (4) of Theorem 1 is transformed into

condition (2) of Theorem 2. Hence, by remark 5, it follows that the assertion is valid.

Finally, let us formulate and prove a criterion for the controllability of the algebraic differential

system (36) in a more compact form than in Theorem 2. First, let us note that for the controllability

of a system in canonical form (9)

!

0 0 D1

v (t) Jv(t) = D1 u(t), N w (t) w(t) = D2 u(t), N = O,r

= P D, (37)

D2

sufficient that

rank D1 ; JD1 ; ; J d1 D1 = d, (38)

rank D2 ; N D2 ; ; N r1 D2 = n d. (39)

We now prove two auxiliary assertions.

Lemma 2. The system z 0 (t) Jz(t) = D1 u(t) is controllable if and only if the system z 0 (t)

J1 z(t) = D1 u(t) is controllable, where 0 is a number for which the matrix J = 0 E + J is

invertible.

Proof. Indeed, for the controllability of the respective system, it is necessary and sufficient that

the equalities

rank d = rank D1 ; J1 D1 ; ; Jd+1 D1 =d

hold. Multiplying the matrix d by the matrix Jd1 , we obtain the matrix

0 E + 0 Cd1 J + + J

(d1 )D1 ; ; (0 E + J)D1 ; D1 .

d2 1 d1

(40)

0 and then subtracting it

from every column, we obtain a new matrix

0 Cd1 J + + J

(d2 )D1 ; ; JD1 ; D1

1 d1

(41)

of the same rank. Now multiplying the block column JD1 by appropriate scalar factors, let us

annihilate terms of type JD1 in sums. Continuing this process, we obtain matrix (38). This

completes the proof of the lemma.

Lemma 3. The system N z 0 (t) z(t) = D2 u(t) is controllable if and only if the system N z 0 (t)

z(t) = D2 u(t) is controllable, where N = N (0 N E)1 .

Proof. Indeed, for the controllability of the respective system, it is necessary and sufficient that

= rank D2 ; (N + 0 N 2 + + 0r2 N r1 )D2 ; ; 0r2 N r1 D2 . (42)

Multiplying the last block column 0r2 N r1 D2 in the matrix nd by suitable scalars factor and

then subtracting the product from other columns, we find that terms of power N r1 are not

contained in the sums by which the matrix D2 is multiplied. Continuing this process, we obtain

equality (39). This completes the proof of the lemma.

CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 411

Theorem 3. Let the matrix bundle A + B in the algebraic differential system (36) be regular.

System (36) is completely controllable if and only if

rank n = rank D; A D; ; An D = n, (43)

!j

h ij J1 O

1 1 1 1 1

Aj = P P AQQ (A B) P P =P P,

O N

!

1 D1 ; J D1 ; ; Jr1 D1 ; Jr D1 ; ; Jn D1

n = P . (44)

D2 ; N D2 ; ; Nr1 D2 ; O; ; O

According to Lemma 3, equality (43) holds by virtue of representation (44) if and only if equali-

ties (42) hold. Furthermore, the matrix

D1 ; J D1 ; ; Jj D1 , j d 1,

is of rank d if and only if equality (38) holds. Consider the blocks of the matrix (44)

Jr D1 ; ; Jn D1 = Jr D1 ; ; Jnr D1 . (45)

Since det J 6= 0 and n r d, matrix (45) is of rank d if and only if equality (43) holds.

Thus, what now remains is to show an appropriate control u(t) can be simultaneously chosen

for both systems (37). The equalities

dr1 [u(t0 )] =

nd w0 , dr1 [u(t1 )] =

nd w1 (46)

since the matrix nd is of complete rank. Using the method of indeterminate coefficients, we

can show that there always exists a polynomial u2r2 (t) = c0 + c1 (t t0 ) + + c2r2 (t t0 )2r2 ,

cj Rd satisfying conditions (46). Let us find a control for the first system (37) as the sum

X

d1

u(t) = u2r2 (t) + j j (t), j (t) = (t t0 )r+j (t1 t)r ,

j=0

satisfying condition (46). This control must transfer any vector v0 = v(t0 ) Rd to any vector

v1 = v(t1 ) Rd . In other words, the following equality must hold:

Zt1

J(t1 t0 )

v1 = v(t1 ) = e (v0 + Ku), Ku = eJ(st0 ) D1 u(s)ds,

t0

412 CHISTYAKOV, SHCHEGLOVA

X

d

K j j = ve, ve = eJ(t0 t1 ) v1 v0 Ku2r2 . (47)

j=0

Using the linear independence of the functions j (t), t (t0 , t1 ), integration by parts, and equal-

ity (37), it is relatively simple to prove the solvability of system (47). Computations are omitted,

because they are! cumbersome. Since ! arbitrary vectors v0 , v1 , w0 , w1 correspond to arbitrary vectors

v0 v1

x0 = Q and x1 = Q , the necessary controls have been constructed. This completes

w0 w1

the proof of the theorem.

5. CONCLUSIONS

For systems with smooth coefficients, the condition for the existence of a left regularizing op-

erator is less restrictive that the assumption on the existence of the central canonical form; this

assumption is used in this paper only in proving assertions. There is justification for assuming

that the controllability conditions formulated for algebraic differential systems with analytical co-

efficients can be extended to such systems with smooth coefficients.

REFERENCES

1. Dai, L., Singular Control Systems. Lecture Notes in Control and Information Sciences, Berlin: Springer-

Verlag, 1989, vol. 118.

2. Muller, P.C., Stability and Optimal Control of Nonlinear Descriptor Systems: A Survey, Appl. Math.

Comput. Sci., 1998, vol. 8, no 2, pp. 269286.

3. Chistyakov, V.F., Algebro-differentsialnye operatory s konechnomernym yadrom (Algebraic Differential

Operators with Finite-Dimensional Kernel), Novosibirsk: Nauka, 1996.

4. Boyarintsev, Yu.E. and Chistyakov, V.F., Algebro-differentsialnye sistemy. Metody chislennogo resheniya

i issledovaniya (Algebraic Differential Systems: Numerical Solution and Investigation Methods), Novosi-

birsk: Nauka, 1998.

5. Shcheglova, A.A., Investigation and Solution of Degenerate Systems of Ordinary Differential Equations

via Substitution of Variables, Sib. Mat. Zh., 1995, vol. 36, no. 6, pp. 14361445.

6. Boyarintsev, Yu.E., Regulyarnye i singulyarnye sistemy lineinykh obyknovennykh differentsialnykh urav-

nenii (Regular and Singular Systems of Linear Ordinary Differential Equations), Novosibirsk: Nauka,

1980.

7. Campbell, S.L. and Petzold, L.R., Canonical Forms and Solvable Singular Systems of Differential Equa-

tions, SIAM J. Alg. Disc. Math., 1983, no. 4, pp. 517521.

8. Gantmakher, F.R., Teoriya matrits, Moscow: Nauka, 1988. Translated under the title The Theory of

Matrices, New York: Chelsea, 1959.

9. DAngelo, H., Linear Time-Varying Systems: Analysis and Synthesis, Boston: Allyn and Bacon, 1970.

Translated under the title Lineinye sistemy s peremennymi parametrami. Analiz i sintez, Moscow:

Mashinostroenie, 1974.

This paper was recommended for publication by N.A. Bobylev, a member of the Editorial Board

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