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Automation and Remote Control, Vol. 63, No. 3, 2002, pp. 399412. Translated from Avtomatika i Telemekhanika, No.

3, 2002, pp. 6275.


Original Russian Text Copyright
c 2002 by Chistyakov, Shcheglova.

DETERMINATE SYSTEMS

Controllability of Linear Algebraic Differential Systems1


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

det A(t) = 0 t T. (2)


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].

2. PROPERTIES OF ALGEBRAIC DIFFERENTIAL SYSTEMS


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

Definition 1. The left and right regularizing operators


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.

Definition 2. A system 1 [x] = (t), t T , where 1 is an operator of system (1), has a


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

x(t, c) = Xd (t)c + (t), c Rn , (3)

is a solution on T . Furthermore, on any interval [a0 , b0 ] T there is no solution different from


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.

Definition 3. The semiinverse matrix of an (m n) matrix A(t), t T , is defined to be an


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

A(t)X(t)A(t) = A(t), t T. (4)

The semiinverse matrix is denoted by A (t).


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:

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 401

(1) the left regularizing operator is defined on the interval T ,


(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.

Example 1. Consider the algebraic differential system


!
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

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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)

Let us introduce the operator


! ! ! r1
Ed O O O d O O d
r1 = + + + , (10)
O L0 (t) O L1 (t) dt O Lr1 (t) dt

in which the coefficient blocks Lj (t), j = 0, r 1, are defined by the relation

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

F [(t)] = N (t)0 (t), F 0 [(t)] = (t). (12)

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.

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CONTROLLABILITY OF LINEAR ALGEBRAIC DIFFERENTIAL SYSTEMS 403

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

N (t)z 0 (t) = z(t) + f (t)

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)

Obviously, the operator



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)

j = 0, r 2, is a left regularizing operator of the algebraic differential system (13). By virtue of


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

Applying the inverse substitution of variables y(t) = Q1 (t)x(t) in (15), we obtain

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

,r = Q(t)Ur (t)Mr [P (t)]dr []. (17)

Comparing (16) with the formulas in Definition 1, we obtain

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

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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

x0 (t) = B(t)x(t) + D(t)u(t), t T. (19)

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

Note that the algebraic system

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

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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

We now formulate a sufficient condition for the controllability of system (1).

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)

for t = t0 and t = t1 , where


! ! !! " !#
  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

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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 .

e r (t)]. By virtue of formulas (18) and (24), we have


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 .

Continuing this process, we finally arrive at the equality



X
r1
H1 + e j [Hj+1 ]; . . . ; Hr2 [H
(1)j e r1 ] +
e 2 [Hr ]; Hr1 [H
e r ]; Hr
j=1

= Q (R0 ; R1 ; . . . ; Rr1 ) . (28)

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)

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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

This completes the proof of property (29) by induction.


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)

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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 ]

(the coefficients Lj (t) are defined by relations (11) and (12)).


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).

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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

Dj [A, B](t) = (O; Mj [A(t)]) (Mj [B(t)]; O), j = 0, 1, . . . , (34)

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,

dj [1 x D(t)u(t)] = Dj [A, B](t)dj+1 [x(t)] dj [D(t)u(t)] (35)

and system (35) is called the jth continuation of system (1).

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

rank G(t0 ) = rank G(t1 ) = n,



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.

4. CONSTANT-COEFFICIENT ALGEBRAIC DIFFERENTIAL SYSTEM:


ITS CONTROLLABILITY
Applying Theorem 1, we can easily derive a necessary and sufficient condition for the controlla-
bility of the system

Ax0 (t) = Bx(t) + Du(t), tT (36)

(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.

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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

where J and N are (d d) and (n d) (n d) constant matrices, respectively, it is necessary and


sufficient that
 
rank D1 ; JD1 ; ; J d1 D1 = d, (38)
 
rank D2 ; N D2 ; ; N r1 D2 = n d. (39)

This is implied by formula (20) and Lemma 1, respectively.


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)

Multiplying the last block column D1 in matrix (40) by 0 , 20 , . . . , d1


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

n d = rank nd = rank (D2 ; N D2 ; ; Nr D2 )


 
= 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.

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


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)

where A = A(0 A B)1 .

Proof. Using the equality


!j
h ij J1 O
1 1 1 1 1
Aj = P P AQQ (A B) P P =P P,
O N

let us express matrix (43) as


!
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

w0 = w(t0 ) = nd dr1 [u(t0 )], w1 = w(t1 ) = nd dr1 [u(t1 )]

imply that for any vectors w0 , w1 Rnd , we can take

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

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002


412 CHISTYAKOV, SHCHEGLOVA

from which we obtain a system of equations for the vectors j



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.

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

AUTOMATION AND REMOTE CONTROL Vol. 63 No. 3 2002