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DefinitionsandFactsaboutZerosofMIMOSystems PDF
DefinitionsandFactsaboutZerosofMIMOSystems PDF
ẋ = Ax + Bu, x ∈R n , u ∈R p
y = Cx + Du, y ∈R q
complex matrix, and this yields the value of the normal rank. (Just to
be sure, you might want to check a couple values of s ...)
s+1
1 1
Example 1: Consider the transfer function matrix P( s ) = 1 s
1 . It
s s+1
is easy to determine that normal rank P(s) = 2 . Note that
−(2s + 1)
det P(s) = 2 2 .
s (s + 2s + 1)
Hence, rank P( −1
2 ) = 1, even though normal rank P(s) = 2 . ###
1 s
s+1 s+1
Example 2: Consider the transfer function matrix P( s ) = 1s 1 .
1 1
s( s+2 ) s+2
Note that the second column is equal to s times the first column.
Hence, the columns of P(s) are linearly dependent, and rank P(s) = 1 at
all values of s that are not poles of P(s) . It follows that
normal rank P(s) = 1 . ###
u(t) y(t)
P(s)
Suppose p ≤ q (more outputs than inputs). Then if normal rank P(s) < p , it
follows that the p columns of P(s) are linearly dependent. This may
be interpreted as the inputs to P(s) being redundant.
Suppose p ≥ q (more inputs than outputs). Then if normal rank P(s) < q , it
follows that the q rows of P(s) are linearly dependent. This may be
interpreted as the outputs of P(s) being redundant.
3
In the event that u(t ) represents a vector of actuator inputs, and y(t )
represents a vector of sensor outputs, then the above conditions
correspond to actuator and/or sensor redundancy.
System Inverses
If normal rank P(s) = q , then P(s) has a right inverse P − R (s) satisfying
P(s)P − R (s) = Iq .
If normal rank P(s) = p , then P(s) has a left inverse P − L (s) satisfying
P − L (s)P(s) = I p .
ż = (A − BD−1C)z + BD−1v
w = −D−1Cz + D−1v
sI − A B
RSM(s):= . ###
−C D
It turns out that the RSM will allow us to define zeros of a MIMO
system. We now explore some of its properties. Our first result states
4
I 0 sI − A B sI − A B
C(sI − A)−1 I −C = . (*)
D 0 P(s)
By Sylvester's Inequality,
I 0 sI − A B sI − A B
normal rank = normal rank
C(sI − A)
−1
I −C D −C D
sI − A B
= normal rank
0 P(s)
= n + normal rank P(s)
###
Corollary:
normal rank P( s ) = min( p,q )
if and only if
normal rank RSM ( s ) = n + min( p,q ) . ###
Assumptions:
N(s)
P(s) = where N(s) = det(RSM(s)) and D(s) = det(sI − A) .
D(s)
Proof: Since p = q = 1 , the three matrices in (*) are all square; hence
we may take their determinants. Using the facts that
det(AB) = det(A)det(B)
and
I 0
det =1
C(sI − A)
−1
I
yields
sI − A B
det = det(sI − A)det P(s)
−C D
= det(sI − A)P(s)
###
−2 −1 1 s +1
A= , B = , C = [1 1], D = 0, P(s) = 2
−1 0 0 s + 2s + 1
s 1−1 0
P( s ) =
s −1
0
s +1
I 0 zI − A B zI − A B
C(zI − A)−1 I −C =
D 0 P(z)
1 We say that a strictly proper transfer function has one or more zeros at
infinity.
7
Suppose that rank RSM ( z ) < n + p . Then RSM ( z ) has a nontrivial right
nullspace. By the definition of nullspace, there exist vectors
x ∈R n , u ∈R p such that x ≠ 0 and/or u ≠ 0 and
zI − A B x 0
−C = .
D u 0
zI − A B 0 0 sI − A B 0 0
−C = ⇒ = , ∀s
D u 0 −C
D u 0
zI − A B 0 0 zI − A 0
−C = ⇒ x =
D u 0 C
0
8
and it follows that Assumption 2 is violated. (We will only use the
fact that u ≠ 0 .)
Let the input be given by u(t) = u0 e zt , with u0 = −u , and let the initial
state be given by x0 = x . Then
zI − A B x0 0 ( zI − A) x0 = Bu0
= ⇒
−C
D −u0 0 Cx0 + Du0 = 0
Recall that
X ( s ) = ( sI − A)−1 x0 + ( sI − A)−1 BU ( s ) .
u0
Substituting U ( s) = yields
s−z
u0
X ( s ) = ( sI − A)−1 x0 + ( sI − A)−1 B
s−z
= ( sI − A)−1 x0 +
Bu0
s − z
( zI − A) x0
= ( sI − A)−1 x0 +
s−z
= ( sI − A)−1 ( sI − A) 0
x
s − z
Suppose next that all eigenvalues of A are stable, and assume (for
simplicity of the derivation) that z is not an eigenvalue of A . Let x0
be an arbitrary initial condition. Then the partial fraction expansion
of the output has the form
{
Y ( s ) = C( sI − A)−1 x0 + C( sI − A)−1 B + D } su−0 z
{
= C( zI − A)−1 B + D } su−0 z + terms due to eigenvalues of A
where {C(zI − A)−1 B + D}u0 is the residue at the pole s = z . It follows
from the identity
9
I 0 zI − A B zI − A B
C(zI − A)−1 I −C =
D 0 P(z)
that this residue is equal to zero. Since all the eigenvalues of A are
stable, y(t ) → 0 as t → ∞ . ###
zI − A B
rank < n + min( p,q )
−C D
It follows that the three Assumptions imply that all zeros of the
system correspond to transmission zeros of the system.
ẋ = Ax + Bu, x ∈R n , u ∈R p
y = Cx + Du, y ∈R q
10
sI − A B
normal rank = n + min( p,q )
−C D
ẋ = ( A − BK ) x + Br,
y = (C − DK ) x + Dr
zI − A B zI − A + BK B
Lemma: rank < n + min( p,q ) ⇔ rank < n + min( p,q )
−C D −C + DK D
zI − A + BK B zI − A B I 0
−C + DK =
D −C D K I
###
Notes: (i) Zeros of the Rosenbrock System Matrix are invariant under
state feedback.
(ii) If ( A, B) is controllable and ( A,C ) is observable, then applying
state feedback creates no new transmission zeros, and can "remove"
transmission zeros only by creating a nonminimal realization; i.e., by
shifting a pole under a transmission zero to obtain a pole-zero
cancellation. (Several design procedures tend to do this; e.g., cheap
control LQ regulators.)
x 0
( p ≤ q) Suppose that rank RSM(z) < n + p . Then, by definition ∃ ≠
u 0
zI − A B x 0 A −B x I 0 x
such that −C = . Equivalently, C −D u = z 0 0 u .
D u 0
11
(If p > q , then one may work with the transposes of the relevant
matrices.)
Note: The "tzero" command will give you zeros of the system matrix;
these will be transmission zeros only when Assumptions (1)-(3) are
satisfied.
2 2s
s 2 + 3s + 2 s + 3s + 2
2
P(s) = −2s
−2
2
s + 3s + 2 s 2 + 3s + 2
−1 0 0 2 −2
1 1 0 0 0
A = 0 −2 0 , B = −2 4 C =
, D = 0 0
1 0 1
0 0 −2 −4 2
»tzero(A,B,C,D)
ans =
1.0000
let's now find the input zero and state zero directions by looking at
the nullspace of RSM (1) :
»null(RSM_1)
ans =
0.5345
-0.5345
-0.5345
-0.2673
0.2673
0.5345
It follows that the zero state direction is x0 = −0.5345 , and that the
−0.5345
0.2673
input zero direction is u0 = .
−0.2673