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Survey Paper
Generic properties and control of linear structured systems: a survey
Jean-Michel Diona , Christian Commaulta;∗ , Jacob van der Woudeb
a Laboratoire d’Automatique de Grenoble (UMR 5528-CNRS), ENSIEG, INPG, BP 46, 38402 Saint-Martin-d’Heres, France
b Delft University of Technology, Faculty ITS, Mekelweg 4, 2628 CD Delft, The Netherlands
Received 19 March 2001; received in revised form 15 July 2002; accepted 10 March 2003
Abstract
In this survey paper, we consider linear structured systems in state space form, where a linear system is structured when each entry of
its matrices, like A; B; C and D, is either a 1xed zero or a free parameter. The location of the 1xed zeros in these matrices constitutes
the structure of the system. Indeed a lot of man-made physical systems which admit a linear model are structured. A structured system
is representative of a class of linear systems in the usual sense. It is of interest to investigate properties of structured systems which are
true for almost any value of the free parameters, therefore also called generic properties. Interestingly, a lot of classical properties of
linear systems can be studied in terms of genericity. Moreover, these generic properties can, in general, be checked by means of directed
graphs that can be associated to a structured system in a natural way. We review here a number of results concerning generic properties
of structured systems expressed in graph theoretic terms. By properties we mean here system-speci1c properties like controllability, the
1nite and in1nite zero structure, and so on, as well as, solvability issues of certain classical control problems like disturbance rejection,
input–output decoupling, and so on. In this paper, we do not try to be exhaustive but instead, by a selection of results, we would like to
motivate the reader to appreciate what we consider as a wonderful modelling and analysis tool. We emphasize the fact that this modelling
technique allows us to get a number of important results based on poor information on the system only. Moreover, the graph theoretic
conditions are intuitive and are easy to check by hand for small systems and by means of well-known polynomially bounded combinatorial
techniques for larger systems.
? 2003 Elsevier Science Ltd. All rights reserved.
0005-1098/03/$ - see front matter ? 2003 Elsevier Science Ltd. All rights reserved.
doi:10.1016/S0005-1098(03)00104-3
1126 J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144
The system may also contain parameters that represent ber of various types of zeros for structured systems has been
empirical relations between variables and that enter the sys- studied in Davison and Wang (1974), Hovelaque, Com-
tem description through the physical modelling. Examples mault, and Dion (1999). Recently, the number of invariant
are for instance masses, inertia, and so on. Such parameters zeros has been treated in full generality in van der Woude
can be obtained by means of identi1cation. The common (2000). The 1xed part, i.e. parameter independent part, of
feature of all these parameters is that they are subject to subspaces like the maximal output-nulling invariant sub-
uncertainties and modelling errors. Another common situ- space of a linear structured system is treated in Commault,
ation is when using linearized models, in which case the Dion, and Hovelaque (1997), van der Woude (1993a).
zero/nonzero structure is 1xed while the value of the nonzero Standard control problems have been thoroughly inves-
entries will depend on the operating point. tigated in the structured system framework. The problem
The usual approaches of linear systems suCer from two of input–output decoupling for structured systems has been
main drawbacks. First, they do not allow to take into characterized graph theoretically in Dion and Commault
account available parametric information and second they (1993), Linnemann (1981). In Commault et al. (1991),
often assume full knowledge of the parameters. Of course, van der Woude (1991b), the state feedback disturbance
a number of approaches have been developed that deal with rejection problem for structured systems is discussed. The
uncertainty, like stochastic systems, robustness studies, and more general and practical interest problem of disturbance
so on. But the use of these approaches in general leads to rejection by measurement feedback has been tackled in
an increase of the complexity of analysis, and the results Commault, Dion, and BenahcJene (1993), Commault et al.
obtained with these models generally are rather conserva- (1997); Kobayashi and Nakamizo (1987), van der Woude
tive and limited to suDcient conditions. Furthermore, these (1993a,b). In van der Woude (1997), the disturbance rejec-
approaches do not allow to obtain structural information tion problem with pole placement for structured systems is
from the systems. treated. Almost disturbance decoupling problems for struc-
An interesting notion which allows to cope with some of tured systems are treated in van der Woude (1991a). The
the previous points is the notion of structured system. In case solvability of the latter problems can be expressed in terms
of state space representations, a structured system is de1ned of the ranks of the transfer matrices of certain subsystems
by the system matrices, like for instance in the quadruple of the original structured system. Several works have dealt
(A; B; C; D), where each of the entries of the matrices A, B, with the problem of decentralized control of structured sys-
C and D is either a 1xed zero or is a free parameter. In this tems (Hayakawa & Silijak, 1988; Kobayashi & Yoshikawa,
way a structured system represents a large class of linear 1982; Linnemann, 1983; Reinschke, 1988; Trave, Titli, &
systems in the usual sense. Note that the structure basically Tarras, 1989). In Commault, Dion, Sename, and Motyeian
is determined by location of the 1xed zeros in the matrices. (2002), results on the fault diagnosis problem for struc-
To a structured system, we can associate in a natural way tured systems can be found. Extensions towards structured
a directed graph whose vertices correspond to the variables versions of more general systems can be found in Murota
(say input, state and output variables), and with an edge (2000), Murota and van der Woude (1991), van der Woude
between two vertices if there is a nonzero parameter relat- and Murota (1995). The book (Reinschke, 1988) is a ba-
ing the corresponding variables in the equations. It is a re- sic text book on the approach followed in this paper. To
markable aspect of structured systems that many properties, conclude this short overview, we want to stress that the
which include structural properties, but also generic solv- previous list of references by far is not complete. Many
ability conditions of control problems, can be characterized more references can be given and can be found in the two
in terms of quite simple properties of the associated graphs. text books Murota (2000), Reinschke (1988) for example.
This makes that these results have intuitive interpretations. This survey paper presents in a uni1ed way a collection
It is quite surprising how in that way powerful results can of results spread out in the literature and focuses on the
be obtained from so little information! generic properties of parameter-dependent linear systems.
Structured systems have been studied for a long time. The This paper is not a survey in the usual sense since we do
study of structured systems may be considered to have been not try to be exhaustive on the vast literature concerning
started with Lin (1974). In this paper, and also in later papers structured systems. Our objective is more to convince the
(Glover & Silverman, 1976; Shields & Pearson, 1976), the reader of the practical interest of the approach and of the
controllability of structured systems is studied. The generic number and the simplicity of the results it leads to. For each
rank of the transfer matrix of a structured system is discussed problem we generally give in detail only one result, which
in Ohta and Kodama (1985), van der Woude (1991a). The is not necessarily the most complete or the most recent one,
generic structure at in1nity which plays a key role for solv- but is the one which seems to us the most representative and
ing classical control problems is discussed in Commault, illustrative.
Dion, and Perez (1991), Sote (1980), Suda, Wan, and Ueno The outline of the paper is as follows. In Section 2, start-
(1989), Svaricek (1986), van der Woude (1991b). The in1- ing from a simple example, we present and discuss some
nite zero orders are given in terms of sets of shortest disjoint models which allow us to take into account various as-
input–output paths in the associated graph. The generic num- pects of the structure of a system. In Section 3, we give the
J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144 1127
We consider a small cart with two driving wheels. Each When we want to study the properties and the possibility
wheel is driven by a DC motor through a reducer. If we call of control of such systems, we can use several approaches.
the angular velocity of the motor axis and u the armature A 1rst and common approach is to obtain the value of
voltage, it is well known from standard electromechanical the physical parameters by various means (in the example,
equations (and usual approximations) that we can write they may be given by the constructor of the motor or may
2 be identi1ed in some experiment). Then we get a standard
˙ = − k (t) + k u(t);
(t) (1) state space representation with numerical data and the whole
rJ rJ
machinery of state space theory can be applied. This works
where k is the electromechanical constant of the motor, J generally well but the knowledge on the structure of the
the moment of inertia seen from the motor axis, and r the system is lost (or at least not used), in particular, the zero
armature resistance. Let us denote by m the reduction factor entries which have a strong meaning (for example the fact
1128 J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144
• the 1nite poles and zeros of the individual transfer func- the properties do depend on the chosen parameter value.
tions are not relevant and may be dependent, For some values a property may be true, while for other
• a structured transfer matrix model represents a much values not. For a number of system theoretic properties,
larger class of structured systems than the one introduced however it turns out that once a property is true for one
earlier in this paper, since the McMillan degree of the parameter value, it is true for almost all parameter values.
systems is not a priori 1xed. Here “for almost all parameter values” is to be understood
as “for all parameter values except for those in some proper
In the next sections, we will focus our interest on the type algebraic variety in the parameter space %”. The proper
of the structured model presented in Section 2.3, because algebraic variety for which a property is not true is the zero
this type of model is easy to handle and frequently used in set of some nontrivial polynomial with real coeDcients in
literature. the f parameters of the system, which can be written down
explicitly, i.e. we can precisely describe when a property
fails to be true. A proper algebraic variety has Lebesgue
3. Mathematical description and preliminaries measure zero. Therefore, a property which is true for almost
all parameter values, is also often said to be true generically
3.1. Structured systems (Davison & Wang, 1973).
We study linear time-invariant systems of the following
form: 3.3. Graph of a structured system
ẋ(t) = Ax(t) + Bu(t);
": (5) Structured systems can be represented elegantly by means
y(t) = Cx(t) + Du(t); of directed graphs. Using such type of representation, it
is possible to study well-known system theoretic proper-
where x(t) ∈ Rn denotes the state of the system, u(t) ∈ Rm
ties from a graph theoretic point of view. The results of
the input and y(t) ∈ Rp the output. As indicated, the vectors
these studies are conditions that only depend on the struc-
x; u and y all depend on the time t, but this dependency will
ture/the graph of the system, and therefore, besides excep-
be omitted in the notation in the remainder. The matrices
tional cases, do not depend on the numerical values of the
A; B; C and D are real valued matrices of suitable dimen-
parameters of the system, i.e. the values of the nonzeros in
sions.
the matrices describing the system.
In this paper, we assume that we only know the struc-
The graph G = (V; E) of a structured system of type (6)
ture of the matrices A; B; C and D. By this we mean that
is de1ned by a vertex set V and an edge set E. The vertex
we know which entries in the matrices are 1xed to zero,
set V is given by U ∪ X ∪ Y with U = {u1 ; : : : ; um } the set
and consequently which entries are not 1xed to zero. In the
of input vertices, X = {x1 ; : : : ; x n } the set of state vertices,
remainder, the latter nonzero entries are referred to as the
Y = {y1 ; : : : ; yp } the set of output vertices. Denoting (v; v )
nonzeros. Besides the zero/nonzero information, we assume
for a directed edge from the vertex v ∈ V to the vertex v ∈ V ,
in this paper that the actual value of each of the nonzeros
the edge set E is described by EA ∪ EB ∪ EC ∪ ED with
is unknown too. In fact, we assume that the nonzeros can
EA = {(xj ; xi )|A; ij = 0}, EB = {(uj ; xi )|B; ij = 0}, EC =
attain any real value, including possibly even zero. We can
{(xj ; yi )|C; ij = 0} and ED = {(uj ; yi )|D; ij = 0}. In the
therefore parametrize each nonzero by means of a real scalar
latter, for instance A; ij = 0 means that the (i; j)th entry of
parameter. Then, if the system has f nonzeros, it can be
the matrix A is a parameter (a nonzero). An example of the
parametrized by means of a parameter vector ∈ % = Rf .
graph of a structured system is given below.
The set of parametrized systems thus obtained is referred to
as a structured system and is denoted by
ẋ(t) = A x(t) + B u(t); 3.4. Example of graph of a structured system
" : (6)
y(t) = C x(t) + D u(t) Consider structured system (6) described by the matrices
with ∈ %. For each value of system (6) is completely 0 0 0 2 0
known. In this paper, we refer to such a completely known
system as a system of type (5), whereas a structured system A =
1 0 0 ; B = 0
0
;
will be denoted as a system of type (6) with unspeci1ed. 0 0 0 0 3
3.2. Generic properties 0 4 0 0 6
C = ; D = :
0 0 5 0 0
By choosing ∈ %, system (6) becomes completely
known and can be written as a system of the form (5). The graph G of the system is composed of seven vertices,
Hence, for each value of ∈ % system theoretic properties i.e. V = {u1 ; u2 } ∪ {x1 ; x2 ; x3 } ∪ {y1 ; y2 } and six edges cor-
can be studied in the normal way. However, it is clear that responding to the nonzero entries in the matrices A ; B ; C
J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144 1131
When the part of the graph corresponding to state vertices begin vertex of the bud, which can be any vertex of C ,
is strongly connected, matrix A is said to be irreducible. except for the last vertex of the stem that is contained in C .
To the initial graph we can associate another graph, called
condensed graph, in which a vertex corresponds to a strong 4.2. Structural controllability
component, and there is an edge between two vertices if
there is an edge between two vertices of the corresponding For structured systems of type (6), the following results
strong components in the initial graph. There are qualitative have been proved (see Glover & Silverman, 1976; Lin, 1974;
properties of the original graph, in particular reachability Reinschke, 1988; Shields & Pearson, 1976).
properties, which can be studied on the condensed graph.
This may considerably reduce the complexity of analysis of Theorem 1. The next statements for a structured system
the system (see Jantzen, 1994). of type (6) with a graph G are equivalent.
4.1. DeBnitions This theorem allows to check the structural (generic) con-
trollability of the system on the associated graph. Note that
In order to present results on generic controllability we similar graph results hold for structural observability.
need some additional de1nitions.
The notion of controllability for completely speci1ed sys- 4.3. Examples with generic controllability
tems of type (5) is well-known. For this we refer to many
textbooks on system theory that are available. As for each We consider a structured system of type (6) with
choice of ∈ % a system of type (6) is completely known,
it consequently can be checked for controllability for each 0 0 1
A = ; B =
∈ %. It turns out that once a structured system is control- 0 0 2
lable for one choice of ∈ %, it is controllable for almost
all ∈ %, in which case the structured system then will be and C and D unspeci1ed. Clearly the structured system is
said to be generically controllable. uncontrollable, i.e. the controllability matrix (B ; A B ) has
A structured system of type (6) is said to be reducible, or at most rank 1. This also follows from the part of the graph
to be in form I, if there exists a permutation matrix P, with of the system depicted in Fig. 3a.
P T denoting the transpose of P, such that In Fig. 3a, it follows that every state vertex is the end ver-
tex of a U -rooted path. However, there does not exist a dis-
A; 11 0 0 joint union of a U -rooted path family and a cycle family that
T T
P A P = ; P B = ; covers all state vertices. Indeed, there are no cycles and any
A; 21 A; 22 B; 2
U -rooted path family only consists of one path in the form
where A; ij is an ni × nj matrix for appropriate i; j = 1; 2, of an edge that does not cover all state vertices. According
with 0 ¡ n1 6 n and n1 +n2 =n, and where B; 2 is an n2 ×m to Theorem 1 the system is not generically controllable.
matrix. A structured system of type (6) is said to be not In Fig. 3b, part of the graph is depicted of a structured
of full generic row rank, or to be in form II, if the generic system of type (6) with
rank of (A B ) is less than n. Recall that the latter can be 0 0 1
expressed in terms of graphs as explained in the previous A = ; B =
0 3 2
section.
In the graph of a structured system, a bud is an elementary and C and D unspeci1ed. Again, it follows that every
cycle in X with an additional edge that ends, but not begins, state vertex is the end vertex of a U -rooted path. It follows
in a vertex of the cycle. The begin vertex of the edge is then further from the graph that there exists a disjoint union of a
also said to be the begin vertex of the bud. A stem is an U -rooted path family and a cycle family that covers all the
elementary path starting in U . A cactus is a subgraph that is state vertices. Indeed, take the edge (u; x1 ) as U -rooted path
de1ned recursively as follows. A cactus C is either a stem, and the edge (x2 ; x2 ) as cycle. According to Theorem 1 it
or is obtained from a smaller cactus C , to which a bud has follows that the system is generically controllable. This can
been added that is vertex disjoint from C apart from the also be veri1ed by the controllability matrix (B ; A B ).
J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144 1133
Fig. 3.
In Fig. 3c, part of the graph is depicted of a structured matrices with a proper rational inverse) and
system of type (6) with ∗
S (s) 0
S(s) =
0 0 1 0 0
A = ; B =
0 3 0 with S∗ (s) = diag{s−t1 ; s−t2 ; : : : ; s−tr }, r= rank T (s), and
ti−1 6 ti for i = 2; 3; : : : ; r. We write ninf z for the sum of
and C and D unspeci1ed. From the previous it follows that the orders of the zero at inBnity, where we note that we
there exists a union of a U -rooted path family and a cycle also frequently say that ninf z equals the number
r of zeros at
family that covers all the state vertices. However, from the inBnity. In the previous notation, ninf z = i=1 ti .
graph it is clear that not every state vertex is the end vertex For structured systems of type (6) the above de1nitions
of a U -rooted path. Hence, by the above theorem, the system of the rank and orders of the zero at in1nity make sense for
is not generically controllable. This also follows from the each ∈ %. It turns out that the obtained rank and orders
controllability matrix (B ; A B ). will have the same values for almost all ∈ %. It is therefore
The above conclusions also follow from the observation possible to de1ne the generic rank of a structured system of
that the graph in Fig. 3b in fact is a cactus, whereas the edge type (6) to be the normal-rank that its transfer matrix T (s)
(u; x1 ) is the only candidate cactus in the graph in Fig. 3c, has for almost all parameter values ∈ %, where T (s) =
and similarly for the graph in Fig. 3a. C (sI − A )−1 B + D . In the same way, the generic orders
Consider again the cart example whose graph is depicted of the zero at inBnity of a structured system of type (6) are
in Fig. 1. This system is clearly generically controllable given as the orders of the zero at in1nity that the system
since the paths (u1 ; x2 ; x1 ) and (u2 ; x4 ; x3 ) cover all the state has for almost all parameter values ∈ %. In line with the
vertices. Note that this system is not generically observable previous notation, we write g-rank T (s) for the generic rank
(and then never observable) since not all vertices can be of T (s) and g-ninf z for the sum of the generic orders of
covered by a Y -topped path family and a cycle family. This the zero at in1nity, which themselves are
r denoted by g-ti ,
comes from the fact that we intend to distinguish the outputs i = 1; 2; : : : ; g-rank T (s). So, g-ninf z = i=1 g-ti .
of two diCerent integrators from the same output y2 , which
is impossible. 5.2. Generic structure at inBnity
The rank of a known system of type (5) is equal to the Theorem 2. Consider a structured system of type (6) with
so-called normal rank of its transfer matrix T (s), i.e. the graph G. Let T (s) be its transfer matrix.
rank of C(sI − A)−1 B + D for almost all s. The orders of the
zero at inBnity of such a system are given by t1 ; t2 ; : : : ; tr , (1) The generic rank of T (s) is equal to the maximal size
being the degrees of the denominator polynomials of the of a linking in G from U to Y .
nonzero entries on the diagonal of the Smith–McMillan form (2) Let g-rank T (s) = r. The sum of all the generic orders
at in1nity of the above transfer matrix T (s) (see Dion & of the zero at inBnity (also called generic number of
Commault, 1982). In the Smith–McMillan form at in1nity zeros at inBnity) is equal to the minimal number of
of T (s) there holds that T (s)=B1 (s) S(s)B2 (s), where B1 (s) vertices in X contained in a size r linking in G from U
and B2 (s) are biproper rational matrices (proper rational to Y .
1134 J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144
(3) Let g-rank T (s) = r and let 2i be the minimal number the geometric approach towards system theory (see Aling &
of vertices in X contained in a size i linking in G from Schumacher, 1984; Basile & Marro, 1969; Wonham, 1985).
U to Y for i = 1; 2; : : : ; r. Then the generic orders of
the zeros at inBnity of the system are given by the list • The maximal output-nulling invariant subspace V∗ is the
g-linf z = {g-ti |i = 1; : : : ; r}, where g-t maximal subspace V for which there exists a feedback
ri = 2i − 2i−1 for
i = 1; 2; : : : ; r, with 20 = 0. Clearly, i=1 g-ti = g-ninf z . matrix F such that (A + BF)V ⊂ V ⊂ Ker(C + DF).
Here maximal is to be seen in subspace inclusion sense.
Consider the example in Section 3.4 with a graph G as This subspace is also called the maximal (A; B)-invariant
depicted in Fig. 2. From the graph G, it is clear that the subspace contained in Ker(C + DF).
maximal number of disjoint paths from U = {u1 ; u2 } to Y = • The maximal output-nulling controllability subspace R∗
{y1 ; y2 } is equal to 2. Indeed, consider the two paths u1 → is the maximal subspace R such that for any x0 ; x1 ∈ R
x1 → x2 → y1 and u2 → x3 → y2 . Clearly, this set of two there exists a time t1 ¿ 0 and a control (function) u(t) for
paths is the only possibility for a size 2 linking from U to t ¿ 0; such that x(0) = x0 ; x(t1 ) = x1 , while y(t) = 0 for
Y . Hence, the minimal number of vertices in X covered by all t with 0 6 t 6 t1 .
a size 2 linking from U to Y is 3. From the graph it further
follows that the minimal number of vertices in X covered In system theory the notion of invariant zero plays an im-
by a size 1 linking (a single path) from U to Y is 0. For portant role. Invariant zeros are the zeros of the nonzero
this consider the path given by the edge (u2 ; y1 ). In terms of polynomials on the diagonal of the Smith form of the sys-
the notation in Theorem 2 it follows that 21 = 0 and 22 = 3. tem pencil
From Theorem 2, it therefore follows that the generic rank A − sI B
of the structured system in Section 3.4 is equal to 2, and the P(s) = :
generic orders of its zero at in1nity are given by 0 and 3. C D
The previous conclusions can also be veri1ed directly We write ninv z for the number of invariant zeros where we
from the transfer matrix of the structured system in Section count the multiplicity.
3.4. This transfer matrix equals For structured systems of type (6) the above makes sense
1 2 4 for each individual ∈ %. In fact, we can even talk about
s2 6
the generic number of invariant zeros of a structured system
T (s) =
:
3 5 as the number of invariant zeros that the structured system
0 has for almost all ∈ %. We write g-ninv z for the generic
s
number of invariant zeros where we count the multiplicity.
The matrix T (s) clearly has rank 2, for almost all parameter It turns out that we can make a distinction between invariant
values. Hence, g-rank T (s) = 2. Furthermore, it follows by zeros that are located at s = 0 and invariant zeros that are
straightforward calculation that located outside s = 0. It can be shown that the latter are
1 1 2 4 6 mutually distinct, while the former can occur with one or
0 0 −
6 s2 6
1 2 3 4 5 more nonnegative orders. This is analogous to zero at in1nity
3 5 1 which also can occur with one or more nonnegative orders.
3 5
− 1 0 1 We will go deeper into this matter in Section 6.2.
6 s s 3 5 s 2
In the proposition below, we recall two well-known re-
1 0 lations between the numbers of the two types of zeros in-
= 1
: troduced up to now, i.e. invariant zeros and zero at in1n-
0 ity, and the dimensions of the two maximal invariant sub-
s3
spaces de1ned above. (See also Aling & Schumacher, 1984;
Note that the left and right factors in the left-hand side of Rosenbrock, 1970).
the equality generically are biproper rational matrices. So, it
follows that generically the zero at in1nity has orders 0 and Proposition 3. Given a known system of type (5).
3, i.e. g-t1 =0 and g-t2 =3, and that consequently g-ninf z =3.
By this the statements in Theorem 2 have been illustrated (1) dim V∗ = n − ninf z , whenever the system pencil P(s)
again. is right invertible,
(2) dim R∗ = dim V∗ − ninv z .
6. Finite structure For structured systems of type (6) generic versions of the
above relations follow directly, i.e.
6.1. DeBnitions
1. g-dim V∗ =n−g-ninf z , whenever the system pencil P (s)
We 1rst consider a known system of type (5). The follow- is generically right invertible,
ing subspaces are well-known and play a prominent role in 2. g-dim R∗ = g-dim V∗ − g-ninv z ,
J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144 1135
• By Theorem 4, if a system is square and generically in- by focusing on each output component individually as the
vertible, the generic number of invariant zeros can be ob- output of a subsystem. In the framework of linear structured
tained by subtracting the sum of the orders of the zeros systems, the formulation of the generic problem and the
at s = ∞ from the state space dimension. Here this yields previous result can be combined in a natural way. After some
that there are 11 − 5 = 6 invariant zeros. Using the results simpli1cation the result can be stated as in the following
of van der Woude et al. (2000) it is possible to prove that theorem (Dion & Commault, 1993; Linnemann, 1981).
the generic invariant zero orders at s = 0 are 1 and 3. It
follows that there are two invariant zeros outside s = 0. Theorem 5. Consider a structured system of type (6) with
As mentioned before, it can be shown that these latter two graph G and with m = p. The state feedback decoupling
zeros generically are mutually distinct. problem is generically solvable if and only if
(1) There
exists a size m linking L in G from U to Y , and
m
7. Decoupling and disturbance rejection (2) Lm = i=1 L1(i) , where Lm is the minimal number of
vertices in X contained in a size m linking in G from
In this section, we revisit some classical feedback con- U to Y , and L1(i) is the minimal number of vertices in
trol problems in our framework of structured systems. Our X contained in a size 1 linking (a path) in G from U
purpose is to answer the question whether or not these clas- to the output vertex set {yi }.
sical control problems generically have a solution. It turns
out that for some of these problems this question can be an- In alternative terms, Theorem 5 simply says that the decou-
swered by verifying some simple graph theoretic conditions. pling problem has a solution if and only if we can 1nd a
If the answer is yes, then classical synthesis methods have size m linking in G from U to Y such that, for any i, the
to be applied to obtain a practical solution. If the answer is path of this linking with end vertex yi is a “minimal length”
no, the graph theoretic analysis tells us where the bottleneck path from U to {yi }. Roughly speaking, we try to 1nd a
of the problem is located. one-to-one correspondence between inputs and outputs such
Most of the problems tackled below received a complete that each input is the “closest” to its corresponding output.
solution in the early seventies. The systems were supposed
to be known and the solutions were expressed in algebraic
or geometric terms. The original solvability conditions were 7.2. Examples
simpli1ed in the eighties and were expressed in terms of
the in1nite structure of linear systems. Using the results of Consider again the cart example described by the matrices
the previous sections on the characterization of the in1nite
structure of linear structured systems, it is therefore possible 0 1 0 0 0 0
to derive simple graph theoretic conditions for the generic
0 2 00 5 0
solvability of the classical control problems studied in this
A= ; B = ;
section. 0 0 0 3 0 0
0 0 0 4 0 6
7.1. State feedback decoupling
0 7 0 8
The decoupling or noninteracting control problem is one C= :
9 0 10 0
of the most famous problems of control theory. Besides its
practical interest it has also led to a number of fundamental
results of general interest in system theory. The resulting graph is depicted in Fig. 1. For this example
Let us recall the formulation of the problem (also known it can be checked easily using Theorems 2 and 4 that the
as the row-by-row decoupling problem or Morgan’s prob- generic rank is 2, the generic orders of the zeros at in1nity
lem) in its simplest form for known systems. We consider are 1 and 2 and that the system possesses generically one
a system of type (5), where we assume that the system is invariant zero located at s = 0. Let us consider now this
square, i.e. m=p, so that the system has the same number of example with respect to Theorem 5. There are two size 2
inputs as outputs. We look for a state feedback u = Fx + Jv, linkings in G from U to Y , for example u1 → x2 → y1 and
with J nonsingular, such that the closed loop system transfer u2 → x4 → x3 → y2 . The minimal number of vertices in
matrix X on a size 2 linking is equal to 3, so that L2 = 3. There
are two size 1 linkings in G from U to {y1 }. The minimal
TF; J (s) = (C + DF)(sI − A − BF)−1 BJ + DJ (7) number of vertices in X on such linkings to y1 is equal to
is diagonal and nonsingular. It was shown in Descusse and 1, implying that L(1)
1 = 1. There are two size 1 linkings in G
Dion (1982) that this problem has a solution if and only from U to {y2 }. The minimal number of vertices in X on
if the in1nite structure of the system coincides with the these linkings to y2 is 2, implying that L(2)
1 = 2. It follows
union of the in1nite structures of the p subsystems obtained therefore that the conditions of Theorem 5 are ful1lled and
J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144 1137
the system is generically decouplable. It can be checked that equal to zero, i.e.
with a state feedback control u = Fx + Jv where
TF; G (s) = (C + DF)(sI − A − BF)−1 (BJ + E) + DJ = 0:
2 (9)
0 − 0 0
5
F =
This problem is called the disturbance rejection problem
4
0 0 0 − by state feedback and disturbance measurement, where the
6 phrase “disturbance measurement” indicates that the distur-
and bances are available for measurement and will be used for
−1 control purposes. The problem can also be stated in the
5 7 6 8 structured system framework, where we have to deal with a
J= ;
1 5 9 3 6 10 linear structured system "q described as follows:
ẋ(t) = A x(t) + B u(t) + E q(t);
we get the closed loop transfer matrix "q : (10)
y(t) = C x(t) + D u(t):
1
s 0 We associate a graph Gq to the linear structured system "q
TF; J (s) =
:
1 by adding to the graph G of the original structured system
0 a set of vertices Q corresponding to the disturbances and
s2
a set of edges corresponding to the parameters in E . In
If we consider again the example in Section 3.4, there is one addition to Gq , we also will consider the graph G of the
size 2 linking in G from U to Y . The (minimal) number of original system without disturbances, which can be seen as
vertices in X on this linking is equal to 3, so that L2 = 3. a subgraph of Gq . The conditions for disturbance rejection
There are two size 1 linkings in G from U to {y1 }. The can now be stated in terms of the two graphs G and Gq as
minimal number of vertices in X on such a linking to y1 is follows (see Commault et al., 1991).
equal to 0, implying that L(1)
1 = 0. Finally, there is one size
1 linking in G from U to {y2 }. The (minimal) number of Theorem 6. Consider a structured system of type (10) with
vertices in X on this linking is 1, implying that L(2)
1 = 1. It graph Gq . The disturbance rejection problem by state feed-
follows therefore that the second condition of Theorem 5 is back and disturbance measurement is generically solvable
not ful1lled and the system is not generically decouplable. if and only if
It should be noted that when a system is generically not
decouplable, as in the latter example, the system may be (1) A maximum size linking in G from U to Y and a
decouplable for some values of the parameters. In the latter maximum size linking in Gq from U ∪ Q to Y have the
example this is the case if 6 = 0. same size. Let this size be r.
(2) Lr =Ld; r , where Lr is the minimal number of vertices in
7.3. State feedback disturbance rejection X contained in a size r linking in G from U to Y , and
Ld; r is the minimal number of vertices in X contained
The disturbance rejection problem received a very ele- in a size r linking in Gq from U ∪ Q to Y .
gant solution in geometric terms (see Basile & Marro, 1969;
Wonham, 1985). As for the decoupling problem, the geo- In simple words, Theorem 6 says that the disturbance rejec-
metric conditions were interpreted later in structural terms, tion problem with state feedback and disturbance measure-
more precisely in terms of the in1nite structure of linear sys- ment has a solution if and only if the control inputs are “nu-
tems. It can be shown that the disturbance rejection prob- merous” and “quick enough” to compensate the inRuence of
lem has a solution if and only if the system considering the disturbances before they reach the outputs.
control inputs alone, and the system considering control and In case the disturbances are not available for control pur-
disturbance inputs together, have the same in1nite structure. poses, so that we have to take J = 0, we have the following
The latter includes that the rank of both systems is equal, as result.
the rank simply is the number of orders of zero at in1nity.
Let us recall the statement of the problem. We consider a Theorem 7. Consider a structured system of type (10) with
known system of type (5) with an additional input q(t) ∈ Rd graph Gq . The disturbance rejection problem by state feed-
which is called disturbance and which we would like to have back (and without disturbance measurement) is generically
no eCect on the output. solvable if and only if
ẋ(t) = Ax(t) + Bu(t) + Eq(t); (1) A maximum size linking in G from U to Y and a
"q : (8) maximum size linking in Gq from U ∪ Q to Y have the
y(t) = Cx(t) + Du(t):
same size. Let this size be r.
We look for a state feedback u=Fx +Jq such that the closed (2) Lr = Ld; r , where Lr is the minimal number of vertices
loop system transfer matrix from disturbance to output is in X contained in a size r linking in G from U to Y ,
1138 J.-M. Dion et al. / Automatica 39 (2003) 1125 – 1144
such that the closed loop system transfer matrix from the We then have N∗F = {ej |j ∈ ({1; 2; : : : ; n}=J∗ )}, where
disturbance q to the output y is zero. This problem has a N∗F is the minimal 1xed subspace containing almost all
very elegant solution in geometric terms (see Schumacher, N∗ ’s when varies in %. Finally, the geometric condition
1980). A necessary and suDcient condition for the problem in (13) can be translated for linear structured systems as
to be solvable is follows (Commault et al., 1997; van der Woude, 1993a).
example, such that the transfer matrix from the disturbance of observers instead of a single one, the necessary and suf-
and control inputs to the residuals is zero, and the transfer 1cient conditions for solving the bank of observers-based
matrix from the faults to the residuals has a speci1c form, diagonal FDI problem with disturbances are the same as
e.g. diagonal or triangular. These residuals, which are insen- the conditions of Theorem 10.
sitive to controls and disturbances, but sensitive to faults,
will allow to detect and isolate the faults. In the framework
of this paper we consider a structured system with faults and 10. Computational aspects
disturbances (we do not consider here control inputs since
it is well-known that their eCect can be taken into account 10.1. Graph theoretic methods
in the observer).
ẋ(t) = A x(t) + E1 q(t) + F1 f(t); In some parts of this paper we assumed that every ver-
"qf : (18) tex is contained in a path from U to Y in the graph G. This
y(t) = C x(t) + E2 q(t) + F2 f(t); assumption is equivalent with the fact that every vertex is
where x(t) ∈ Rn denotes the state of the system, q(t) ∈ Rd the end vertex of some U -rooted path and the begin vertex
is the disturbance, f(t) ∈ Rh is the fault and y(t) ∈ Rp the of some Y -topped path. In Reinschke (1988) an algorithm
measured output of the system. We obtain the graph Gqf is presented, using a 1nite number of boolean operations,
of the system "qf from the graph G of the structured sys- to determine a decomposition of the graph G based on its
tem (6) (without U ), by adding sets of vertices Q and F strong components, (see also Schizas & Evans, 1981). The
corresponding to the disturbances and faults, respectively, same techniques allow to check the solvability of the decou-
and edges corresponding to parameters in E1 ; F1 ; E2 ; F2 . pling or disturbance rejection problems (Reinschke, Jantzen,
Consider the following observer: & Evans, 1991). These operations can be performed using
symbolic calculus as in Franksen, Falster, and Evans (1979).
˙ = A x̂(t) + K()(y(t) − C x̂(t)):
x̂(t) (19)
Note that the observer gain K() will depend on the param- 10.2. Flow theoretic methods
eter . We de1ne the residual vector as
A lot of the results appearing in the previous sections are
r(t) = Q()(y(t) − C x̂(t)); (20) expressed in terms of input–output linkings in the graph G
where Q() is a h × p matrix depending on . The associated with a structured system. In the determination of
observer-based triangular FDI problem with disturbances the rank of the transfer matrix we look for the maximum
consists in 1nding matrices K() and Q() such that size of a linking in G between U and Y , while in the deter-
mination of the structure at in1nity we search for minimal
• (A − K()C ) is stable, number of vertices in X contained in linkings in G from
• The transfer matrix from the disturbance to the residual U to Y of increasing sizes. It turns out that these problems
is zero, can be transformed into standard Row problems for instance.
• The transfer matrix from the fault to the residual is trian- For this we need 1rst to transform the graph G into a Row
gular with nonzero elements on the diagonal. network as follows:
We have the following result (Commault et al., 2002). • Create a dummy vertex, called a source, and add edges
from this vertex to all input vertices in U .
Theorem 10. Consider a structured system of type (18) • Create a dummy vertex, called sink, and add edges from
and associated graph Gqf . The observer-based triangular all output vertices in Y to this vertex.
FDI problem with disturbances is generically solvable if • Split each state vertex xi into two vertices xi1 and xi2 ,
and only if and create an edge from xi1 to xi2 , i.e. an edge (xi1 ; xi2 ).
Further, transform each edge of the form (xi ; xj ); (ui ; xj )
• The pair (A ; C ) is structurally observable. and (xi ; yj ) of the original graph into an edge of the form
• k = kq + h, where k is the maximum size of a linking in (xi2 ; xj1 ); (ui ; xj1 ) and (xi2 ; yj ), respectively, in the Row
Gqf from Q ∪F to Y , kq is the maximum size of a linking network. Leave edges of the form (ui ; yj ) as they are.
in Gqf from Q to Y and h denotes the number of faults. • Give a capacity 1 to each edge of the Row network. Assign
a cost 1 to each of the newly introduced edges (xi1 ; xi2 )
Note that this easily checkable condition is necessary and and cost 0 to all the other edges.
suDcient and ensures the generic solvability of the FDI prob-
lem with stability. In order to be able to detect simultaneous The maximal size linking problem in the original graph is
faults, it is advisable to consider the observer-based diago- then equivalent to the maximal Row problem in the Row
nal FDI problem where the transfer matrix from the fault to network, and the minimal number of vertices in X con-
the residual is required to be diagonal and nonsingular. It tained in a size k linking in G from U to Y is equal to the
has been proved in Commault et al. (2002) that using a bank minimal costs of a Row of strength k in the Row network.
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van der Woude, J. W., Commault, C., & Dion, J. M. (2000). Invariants for Christian Commault was born in 1950 in
linear structured systems. Technical report, Laboratoire d’Automatique Le Gouray, France. He received the En-
de Grenoble, France. gineer degree, the Doctor-Engineer degree
van der Woude, J. W., & Murota, K. (1995). Disturbance decoupling and the ‘Docteur d’ Etat’ degree from the
with pole placement for structured systems; a graph theoretic Institut National Polytechnique de Greno-
ble in 1973, 1978 and 1983, respectively.
approach. SIAM Journal on Matrix Analysis and Applications, 16(3),
He taught 2 years in the Dakar Institute
922–942. of Technology (S]en]egal). He was a visit-
Wang, S. H., & Davison, E. J. (1973). On the stabilisation of decentralized ing researcher in the department of mathe-
control systems. IEEE Transactions on Automatic Control, AC-18, matics at the University of Groningen (The
473–478. Netherlands) during 1 year. From 1986 to
Wonham, W. M. (1985). Linear multivariable control: A geometric 1988 he worked in the Research Centre of
approach. Berlin: Springer. Renault, Rueil-Malmaison. He is currently a professor at the Ecole Na-
Yamada, T. (1988). A network Row algorithm to 1nd an elementary i/o tionale Sup]erieure d’ Ing]enieurs Electriciens de Grenoble (ENSIEG). He
matching. Networks, 18, 105–109. teaches basic control systems, multivariable systems, operation research
and performance evaluation.
He is a researcher of the Laboratoire d’Automatique de Grenoble (LAG).
His main research interests are in performance evaluation of production
Jean-Michel Dion was born in 1950 in La systems and in linear multivariable systems (mainly in structured systems
Tronche, France. He received the Ph.D. de- both for control and diagnosis).
gree from the National Polytechnic Insti-
tute of Grenoble (INPG), France in 1977.
From 1977 to 1979 he was a visiting pro- Jacob W. van der Woude obtained the M.S.
fessor at the National Polytechnic Institute degree in mathematics from the Rijksuni-
of Mexico city. Since 1979, he has been versiteit Groningen in 1981. In 1982, he
a researcher at the French National Center was involved as a researcher in a project of
for Scienti1c Research (CNRS). He was di- the N.V. Nederlandse Gasunie in Gronin-
rector of the Laboratoire d’Automatique de gen. From 1983 till 1987 he worked in the
Grenoble and vice president of the National- system theory group of the Department of
Polytechnic Institute of Grenoble. He is cur- Mathematics and Computing Science of the
rently director of a federative research institute (ELESA) in the 1elds Eindhoven University of Technology where
of microelectronics, signal processing, electrical engineering, control and he obtained the doctoral degree in 1987. In
telecommunications and is director of the department of Physics and En- 1988 and 1989 he was attached as a re-
gineering Sciences at the French Ministry of Research. His main research search fellow at the Center for Mathematics
interests are in the 1elds of linear system theory, adaptive control, robust and Computer Science in Amsterdam. Since 1990 he is working in the
control, and time delay systems with application to electromechanical system theory group of the Faculty of Information Technology and Sys-
systems. Jean-Michel Dion was associate editor of Automatica. He was tems of the Delft University of Technology. His current research inter-
chairman of the IFAC technical committee Linear Systems, he is now ests include system and control theory, discrete event systems, switching
member of the IFAC Council. networks and applied graph theory.