Topic 08: State transformation and realizations

Advanced System Theory

Winter semester 2021/22

Dr.-Ing. Oliver Wallscheid

Automatic Control
Faculty of Electrical Engineering, Computer Science, and Mathematics

Oliver Wallscheid AST Topic 08 1

Table of contents

1 Decomposition into standard forms

2 Special state-space forms (companion forms)

3 State-space realizations

Learning objectives
Students will be able to explain state transformations as well as apply selected transformations
(in particular, addressing observability and controllability properties). In addition, they will be
able to interpret and work out realizations of input-output descriptions in the state space.

Oliver Wallscheid AST Topic 08 2

Course outline

No. Topic
1 Introduction (admin, system classes, motivating example)
2 Linear algebra basics
3 Response of linear systems incl. discrete-time representations
4 Laplace and z-transforms (complex frequency domain)
5 Frequency response
6 Stability
7 Controllability and observability
8 State transformation and realizations
9 State feedback and state observers

Oliver Wallscheid AST Topic 08 3

Change of basis / similarity transform
Consider the LTI systems descriptions
ẋ(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t),
(8.1)
x[k + 1] = Ax[k] + Bu[k], y[k] = Cx[k] + Du[k].
For an invertible matrix P , the change of basis (state transformation)
x̃ = P −1 x (8.2)
leads to new representations
˙
x̃(t) = Ãx̃(t) + B̃u(t), y(t) = C̃ x̃(t) + D̃u(t),
(8.3)
x̃[k + 1] = Ãx̃[k] + B̃u[k], y[k] = C̃ x̃[k] + D̃u[k]
with
à = P −1 AP , B̃ = P −1 B, C̃ = CP and D̃ = D. (8.4)
The controllability and observability matrices of (8.3) result in:
C̃ = P −1 C, Õ = OP . (8.5)
Oliver Wallscheid AST Topic 08 4
Standard form for unreachable systems (1)
Consider an unreachable system with
B, AB, . . . , An−1 B = nc < n.
 

rank(C) = rank (8.6)
Theorem 8.1: Standard form for unreachable systems
An unreachable system with nc < n reachable states can be transformed to
      
d x̃C Ã11 Ã12 x̃C B̃C
= + u,
dt x̃C 0 Ã22 x̃C 0 (8.7)
 
y = C̃C C̃C x̃ + Du,

where x̃C / x̃C are the un-/reachable states. Applying (8.2), the transformation matrix is

P = p1 p2 · · · pnc · · · pn ∈ Rn×n ,
 
(8.8)

with p1 , . . . , pnc being the linearly independent columns of C and pnc +1 , . . . , pn are arbitrarily
chosen so that transformation P is nonsingular.
Oliver Wallscheid AST Topic 08 5
Standard form for unreachable systems (2)

In
      
d x̃C Ã11 Ã12 x̃C B̃C
= + u,
x̃
dt C 0 Ã22 x̃C 0
 
y = C̃C C̃C x̃ + Du,

one can directly observe that x̃C must incorporate only unreachable states, since it is
completely decoupled from the input (both directly and indirectly via x̃C ). Nevertheless, in the
following we want to prove that
I x̃C corresponds to the controllable states and
I P in (8.8) is the correct transformation matrix to receive the standard form for
unreachable systems.

Oliver Wallscheid AST Topic 08 6

Reachable subspace
To do so, we must first discuss the reachable subspace R(C):

Theorem 8.2: A-invariant reachable subspace

If a state x ∈ Rn is in the reachable subspace, i.e., x ∈ R(C), then Ax ∈ R(C). Hence, the
reachable subspace is A-invariant.

If x ∈ R(C) there exists a vector α ∈ Rm·n such that

[B, AB, . . . , An−1 B]α = x.

Multiplying by A results in

[AB, A2 B, . . . , An B]α = Ax.

However, An can be expressed as a linear combination of I, . . . , An−1 in the light of

Cayley-Hamilton which implies Ax = Cβ for some β ∈ Rm·n and, therefore, Ax ∈ R(C).
Oliver Wallscheid AST Topic 08 7
Proving Theo. 8.1 (1)
First, we address  
Ã11 Ã12
AP = P Ã ⇔ AP = P .
0 Ã22
The transformation matrix

· · · pn ∈ Rn×n
 
P = p1 p2 · · · pnc

consists of two parts:

I Pnc = [p1 . . . pnc ] (linear-independent columns of C) are a basis for R(C) and
I Pnc = [pnc +1 · · · pn ] are such that P is a basis of Rn (otherwise it would be singular).
Since R(C) is A-invariant (cf. previous slide), the vectors Api , i = 1, . . . , nc are still in R(C)
and, therefore, Ã11 must have the form

Ã11 ∈ Rnc ×nc

while the zero matrix below Ã11 is characterized by the null space of C.
Oliver Wallscheid AST Topic 08 8
Proving Theo. 8.1 (2)

In addition,  
B̃C
= B̃ = P −1 B
0
applies, since R(B) ⊆ R(C) and, therefore, the columns of B can be linearly represented by
the vectors in Pnc .

Hence, we could show that the state transformation P results in the standard form for
uncontrollable systems (8.7).

Oliver Wallscheid AST Topic 08 9

Proving Theo. 8.1 (2)

Finally, we need to show that the pair (Ã11 , B̃C ) is controllable. The controllability matrix for
(Ã, B̃) is

B̃C Ã11 B̃C · · · Ãn−1

 
11 B̃C .
 
C = B̃ ÃB̃ · · · Ãn−1 B̃ =
0 0 ··· 0

We have rank(C) = nc and, therefore,

n−1
 

rank B̃C Ã11 B̃C · · · Ã11 B̃C = nc .

Since Ã11 is an nc × nc matrix with nc < n we can apply Cayley-Hamilton to receive

rank B̃C Ã11 B̃C · · · Ãn11c −1 B̃C = nc

 

which shows that the pair (Ã11 , B̃C ) is controllable.

Oliver Wallscheid AST Topic 08 10

Example (1)
Consider the continuous-time LTI system given by
   
0 −1 1 1 0
A = 1 −2 1  , B = 1 1 .
0 1 −1 1 2
The controllability matrix yields
 
1 0 0 1 0 −1
C = B, AB, A2 B = 1 1 0 0 0 0 
 

1 2 0 −1 0 1
with rank(C) = 2 < 3 = n. Hence, we may transform this unreachable system applying
Theo. 8.1 with the following transformation matrix where the first two columns are from C
while the third column was choose such that P is nonsingular (and triangular):
 
1 0 0
P = 1 1 0 .
1 2 1
Oliver Wallscheid AST Topic 08 11
Example (2)
The resulting, transformed matrices are then
   
1 0 0 0 −1 1 1 0 0
à = P −1 AP = −1 1 0 1 −2 1  1 1 0
1 −2 1 0 1 −1 1 2 1
  "
0 1 1 #
à 11 à 12
= 0 −1 0  = ,
0 Ã22
0 0 −2
    
1 0 0 1 0 1 0  
−1 B̃C
B̃ = P B = −1 1 0
   1 1 = 0 1 =
   .
0
1 −2 1 1 2 0 0

Consequently, the subsystem defined via Ã11 and B̃C is controllable and corresponds to the
eigenvalues λ1,2 = {0, −1} of A. The third eigenvalue λ3 = −2 is uncontrollable, but
stabilizable.
Oliver Wallscheid AST Topic 08 12
Standard form of unreachable systems and the PBH test
In the last section we have introduced the Popov-Belevitch-Hautus (PBH) test which said that
the state xi corresponding to the eigenvalues λi is uncontrollable if
rank ([λi I − A, B]) < n.
With the standard form of unreachable systems we can actually prove that statement easily:
Assume that the considered system has been already transformed into (8.7) with
   
Ã11 Ã12 B̃C
à = , B̃ = .
0 Ã22 0
The PBH test results is then
  λ I − Ã −Ã12 B̃C

rank [λi I − Ã, B̃] = i 11
.
0 λi I − Ã22 0

If λi corresponds to an uncontrollable state, then it is an eigenvalue of Ã22 . Thus it makes

λi I − Ã22 singular and, therefore, [λi I − Ã, B̃] cannot have full rank.
Oliver Wallscheid AST Topic 08 13
Standard form for unobservable systems
Consider an unobservable system with
h iT 
T n−1 T
rank(O) = rank C, (CA) , . . . , (CA ) = no < n. (8.9)

Theorem 8.3: Standard form for unobservable systems

An unobservable system with no < n observable states can be transformed to
      
d x̃O ÃO 0 x̃O B̃O
= + u,
dt x̃O Ã21 ÃO x̃O B̃O (8.10)
 
y = C̃O 0 x̃ + Du,

where x̃O / x̃O are the un-/observable states. Applying (8.2), the transformation matrix is
P = p1 · · · pn−no pn−no +1 · · · pn ∈ Rn×n ,
 
(8.11)

with pn−no +1 , . . . , pn being a basis of the unobservable subspace N (O) (i.e., Opi = 0) and
p1 , . . . , pn−no are arbitrarily chosen so that transformation P is nonsingular.
Oliver Wallscheid AST Topic 08 14
Example (1)
Consider the continuous-time LTI system given by
 
0 1  
A= , C= 1 1 .
−2 −3

The corresponding observability matrix is

   
C 1 1
O= =
CA −2 −2
 T
with rank(O) = 1 < 2 = n. Clearly, p2 = 1 −1 is in N (O) and we can form a
transformation matrix  
0 1  
P = = p1 p2
1 −1
with its first column selected such that its inverse exists.

Oliver Wallscheid AST Topic 08 15

Example (2)

The resulting, transformed matrices are then

   
−1 1 1 0 1 0 1
à = P AP =
1 0 −2 −3 1 −1
  " #
−2 0 ÃO 0
= = ,
1 −1 Ã21 ÃO
 
  0 1    
C̃ = CP = 1 1 = 1 0 = C̃O 0 .
1 −1

Here, the subsystem defined by ÃO and C̃O is observable and corresponds to the eigenvalue
λ1 = −2 of A. The state belonging to the second eigenvalue λ2 = −1 is unobservable but
detectable since it is asymptotically converging to zero.

Oliver Wallscheid AST Topic 08 16

Kalman decomposition
The Kalman decomposition combines the previous and brings the system to the form
      
x̃CO ÃCO 0 Ã13 0 x̃CO B̃CO
d x̃CO  =  Ã21 ÃCO Ã23 Ã24  x̃CO  + B̃CO  u,
     
dt x̃CO   0 0 ÃCO 0  x̃CO   0  (8.12)
x̃CO 0 0 Ã43 ÃCO x̃CO 0
 
y = C̃CO 0 C̃CO 0 x̃ + Du.

Here, x̃CO are the observable and reachable states, x̃CO are reachable but unobservable, x̃CO
are observable but unreachable and x̃CO are both unreachable and unobservable. The
transformation matrix is  
P = PCO PCO PCO PCO (8.13)
where PCO is an n × nco matrix whose columns form an orthonormal basis for the reachable
and observable subspaces, PCO is an n × nco matrix whose columns form an orthonormal basis
for the reachable and unobservable spaces, etc.
Oliver Wallscheid AST Topic 08 17
Table of contents

1 Decomposition into standard forms

2 Special state-space forms (companion forms)

3 State-space realizations

Oliver Wallscheid AST Topic 08 18

Controller form (1)
Consider the LTI systems descriptions

ẋ(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t),

(8.14)
x[k + 1] = Ax[k] + Bu[k], y[k] = Cx[k] + Du[k],

assuming

B, AB, . . . , An−1 B
 

rank(C) = rank = n, rank(B) = m ≤ n. (8.15)

In this case, we can apply a special basis transformation P = Pc for an equivalent controller
form representation given by {Ac , Bc , Cc , Dc }. If rank(C) < n holds, one first transforms the
systems into the standard form for unreachable systems from Theo. 8.1 and then applies the
following transformation into controller form to the reachable subsystem only.

Note that we will handle only the single-input case (m = 1). For m > 1 we refer to the
recommended lecture books (e.g., A linear systems primer, chapter 6.4).
Oliver Wallscheid AST Topic 08 19
Controller form (2)

Definition 8.1: Controller form

For a single-input, reachable LTI system, the representation {Ac , Bc , Cc , Dc } is in controller
form if Ac and Bc have the following shape
   
0 1 ··· 0 0
 .. .. . .. .
..  .
.
 
Ac =  . .  , Bc =  .  , (8.16)

 0 0 ··· 1  0
−a0 −a1 · · · −an−1 1

and where the coefficients ai are the coefficients of the characteristic polynomial of A:

det(sI − A) = sn + an−1 sn−1 + . . . + a1 s + a0 . (8.17)

The controller form will allow us an easy, direct realization of certain input-output system
descriptions into the state space.
Oliver Wallscheid AST Topic 08 20
Controllability of the controller form (1)

Theorem 8.4: Controllability of the controller form

A state-space system given in the controller form (8.16) is fully state controllable.

To prove that we need to show

B, AB, . . . , An−1 B
 

rank(C) = rank = n.

For that we inspect the evolution of Aic :

 
0 0 1 ··· 0
 .. .. .. .. .. 
 . . . . . 
A2c =  0 .
 
 0 0 ··· 1 
 −a0 −a1 −a2 ··· −an−1 
an−1 a0 an−1 a1 − a0 an−1 a2 − a1 · · · a2n−1 − an−2

Oliver Wallscheid AST Topic 08 21

Controllability of the controller form (2)

Writing down A3c , A4c , . . . basically reveals that the ones on the minor diagonal move upwards
in Aic . Using the unit vector notation (zero vector with only a one entry at the i-th position)

eTi = e1 e2 · · · ei−1 ei ei+1 · · · en = 0 0 · · · 0 1 0 · · · 0

   
(8.18)

we can write  T 
ei+1
 .. 
Aic =  .  (8.19)
 
T
 en 
∗
where ∗ are some arbitrary entries in the matrix which are not relevant for the reminder of the
proof.

Oliver Wallscheid AST Topic 08 22

Controllability of the controller form (3)

Consequently, the elements of C are

   
0 0
 ..   .. 
Aic Bc = Aic en =  .  = en−j +  .  . (8.20)
   
1 0
∗ ∗

Hence, the controllability matrix has the following triangular shape

 
0 1
C = B, AB, . . . , An−1 B = 
   . 
.. 
1 ∗

and, therefore, has full rank.

Oliver Wallscheid AST Topic 08 23

Controller form state transformation (1)

Theorem 8.5: Controller form transformation

For a single-input, reachable LTI system, the representation {A, B, C, D} can be transferred
into controller form via

Ac = Pc APc−1 , Bc = Pc B, Cc = CPc−1 , Dc = D (8.21)

using the transformation matrix

qT
 
 qT A 
Pc = 
 ··· 
 (8.22)
qT An−1
where qT = eTn C −1 , i.e., it is the n-th row of C −1 .

Oliver Wallscheid AST Topic 08 24

Controller form state transformation (2)

To prove that (8.22) transforms any controllable state-space system into the controller form
we first show that Pc B = en applies. For that we use C −1 C = I:

C −1 B, AB, . . . , An−1 B = C −1 B, C −1 AB, . . . , C −1 An−1 B = [e1 , e2 , . . . , en ] .

   

With qT = eTn C −1 follows

qT eTn C −1 B eTn e1
       
0
 qT A   eTn C −1 AB   eT e2  0
  n   
Pc B =  B =   =  ..  =  ..  .
  
.. ..
 .   .   .  .
qT An−1 eTn C −1 An−1 B eTn en 1

Additionally we must prove that Ac = Pc APc−1 or equivalently Ac Pc = Pc A.

Oliver Wallscheid AST Topic 08 25

Controller form state transformation (3)
For the right-hand side of this equation we have
qT
   T 
q A
 qT A   qT A2 
Pc A =  ··· A =  ··· .
  

qT An−1 qT An
For the left-hand side we receive:
qT qT A
   
 qT A   qT A2 
Ac Pc = Ac  = .
   
.. ..
 .   . 
qT An−1 −a0 qT − a1 qT A − · · · − an−1 qT An−1
Hence, the first n − 1 rows are identical. Additionally, the last row identity
qT An = −a0 qT − a1 qT A · · · − an−1 qT An−1
directly follows from the Cayley-Hamilton theorem (multiplied by qT and rearranged).
Oliver Wallscheid AST Topic 08 26
Example
Consider the system    
−1 0 0 1
A =  0 1 0 , B = −1 .
0 0 −2 1
We have
  
1 −1 1 1 −1/3 −1/3
C = B, AB, A2 B = −1 −1 −1 , C −1
 
rank(C) = 3, = −1/2 −1/2 0 .
1 −2 4 −1/2 −1/6 1/3
Hence, we can transfer into controller form using the characteristic polynomial
det(sI − A) = s3 + 2s2 − s − 2:
     T   
0 1 0 0 q −1/2 −1/6 1/3
Ac = 0 0 1  , Bc = 0 , Pc =  qT A  =  1/2 −1/6 −2/3 .
2 1 −2 1 qT A2 −1/2 −1/6 4/3

Oliver Wallscheid AST Topic 08 27

Variants of the controller form
It should be noted that the controller form in Theo. 8.5 is not unique. In the single-input case
we can find three more alternatives (in the multi-input case, there are even more variants):
     n−1 
−an−1 ··· −a1 −a0 1 qA
 1 ··· 0 0  0  .. 
Ac2 = . ..  , Bc2 = . , Pc2 =  . , (8.23)
     
.. ..
 .. . . .   ..   qA 
0 ··· 1 0 0 q
   
0 ··· 0 −a0 1
1 · · · 0 −a1  0
−1
An−1 B ,
 
Ac3 = . . , Bc3 = . , Pc3 = B AB ··· (8.24)
   
.. ..
 .. .. . .   .. 
0 ··· 1 −an−1 0
   
−an−1 1 ··· 0 0
 .. .. .. ..   .. 
Ac4 = .
 . . ., Bc4 = . ,
  −1
Pc4 = An−1 B

··· AB

B . (8.25)
 −a1 0 ··· 1 0
−a0 0 ··· 0 1

Oliver Wallscheid AST Topic 08 28

Observer form (1)
Consider the LTI systems descriptions
ẋ(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t),
(8.26)
x[k + 1] = Ax[k] + Bu[k], y[k] = Cx[k] + Du[k],
assuming
h iT 
T n−1 T
rank(O) = rank C, (CA) , . . . , (CA ) = n, rank(C) = p ≤ n. (8.27)

In this case, we can apply a special basis transformation Po for an equivalent observer form
representation given by {Ao , Bo , Co , Do }. If rank(O) < n holds, one first transforms the
systems into the standard form for unobservable systems from Theo. 8.3 and then applies the
following transformation into observer form to the observable subsystem.

Note that we will handle only the single-output case (p = 1). For p > 1 we refer to the
recommended lecture books (e.g., A linear systems primer, chapter 6.4).
Oliver Wallscheid AST Topic 08 29
Observer form (2)

Definition 8.2: Observer form

For a single-output, reachable LTI system, the representation {Ao , Bo , Co , Do } is in observer
form if Ao and Co have the following shape
 
0 · · · 0 −a0
1 · · · 0 −a1   
Ao =  . . ..  , Co = 0 · · · 0 1 , (8.28)
 
. . ..
. . . . 
0 · · · 1 −an−1

and where the coefficients ai are the coefficients of the characteristic polynomial of A:

det(sI − A) = sn + an−1 sn−1 + . . . + a1 s + a0 . (8.29)

The observer form will allow us an easy, direct realization of certain input-output system
descriptions into the state space.
Oliver Wallscheid AST Topic 08 30
Observability of the observer form

Theorem 8.6: Observability of the observer form

A state-space system given in the observer form (8.28) is fully state observable.

The proof follows the same line as in the controller form case or could be argued using the
duality properties from Theo. 7.18.

It should be noted that the observer form given from (8.28) is not unique. Similar to the
controller form, three other variants can be found for the single-output case.

Oliver Wallscheid AST Topic 08 31

Observer form state transformation

Theorem 8.7: Observer form transformation

For a single-output, observable LTI system, the representation {A, B, C, D} can be transferred
into observer form via

Ao = Po APo−1 , Bo = Po B, Co = CPo−1 , Do = D (8.30)

using the transformation matrix

−1
Po = q̃ Aq̃ · · · An−1 q̃

(8.31)

where q̃ = O −1 en is the n-th column of O −1 .

Again, the proof follows the previous approach from the controller form or could be argued via
the dual system representation. Hence, the proof is dropped in the following.

Oliver Wallscheid AST Topic 08 32

Example
Consider the system  
−1 0 0  
A =  0 1 0 , C = 1 −1 1 .
0 0 −2
We have
    
C 1 −1 1 1 −1/2 −1/2
O =  CA  = −1 −1 −2 , rank(O) = 3, O −1 = −1/3 −1/2 −1/6 .
CA2 1 −1 4 −1/3 0 1/3

Hence, we can transfer into observer form using the characteristic polynomial
det(sI − A) = s3 + 2s2 − s − 2:
   
0 0 2 −2 −2 −1
−1
Ao = 1 0 1  , Co = 0 0 1 , Po = q̃ Aq̃ A2 q̃
   
=  1 −3 0  .
0 1 −2 1 −1 1

Oliver Wallscheid AST Topic 08 33

Modal form (1)

Consider the LTI systems descriptions

ẋ(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t),

(8.32)
x[k + 1] = Ax[k] + Bu[k], y[k] = Cx[k] + Du[k],

assuming

that A is diagonalizable, i.e., the eigenvectors of A are linearly independent.

In this case, we can apply a special basis transformation Pm for an equivalent modal form
representation given by {Am , Bm , Cm , Dm }. If A is not diagonalizable, the following
transformation can be easily modified to Jordan form.

Note that we will handle only the SISO case (p = m = 1). For {m, p} > 1 we refer to the
recommended lecture books.

Oliver Wallscheid AST Topic 08 34

Modal form (2)

Definition 8.3: Modal form

For a SISO LTI system with diagonalizable A, the representation {Am , Bm , Cm , Dm } is in
modal form if Am has the following shape
 
λ1 0 · · · 0
.
 0 λ2 ..
 
0 
Am =   ..
,
 (8.33)
0 0 . 0
0 0 · · · λn

where λi are the eigenvalues of A. In contrast, {Bm , Cm , Dm } do not have special shapes.

The modal form decouples the transformed states x̃. This simplifies the analysis of the
transformed system as well as the calculation of the system response. For special input-output
models, realizations can be found directly.
Oliver Wallscheid AST Topic 08 35
Modal form (3)

Theorem 8.8: Modal form transformation

For a SISO LTI system with diagonalizable A, the representation {A, B, C, D} can be trans-
ferred into modal form via

Am = Pm APm−1 , Bm = Pm B, Cm = CPm−1 , Dm = D (8.34)

using the transformation matrix

 −1
Pm = v1 v2 · · · vn (8.35)

where vi is the i-th eigenvector of A.

The above transformation can be directly proven by rewriting to APm−1 = Pm−1 Λ or

A[v1 v2 · · · vn ] = [v1 v2 · · · vn ]Λ which corresponds to the usual eigenvector configuration
from Def. 2.5.
Oliver Wallscheid AST Topic 08 36
Example
Consider the system   
0 1 1  
A= , B= , C= 1 1 .
8 −2 1
We have eigenvalues λ1,2 = {−4, 2} while the eigenvectors are
 T  T
v1 = 1 −4 , v1 = 1 2

and, therefore, they are linearly independent. The modal transform results in
   
−1 1 1 1 2 −1
Pm = , Pm =
−4 2 6 4 1

and    
−4 0 1/6  
Am = , Bm = 5/6
, Cm = −3 3 .
0 2

Oliver Wallscheid AST Topic 08 37

Table of contents

1 Decomposition into standard forms

2 Special state-space forms (companion forms)

3 State-space realizations

Oliver Wallscheid AST Topic 08 38

Problem statement
Realization
Given some external system description (transfer function, impulse response) of an LTI system,
determine an internal, state-space description for the system that generates the given
input-output behavior.

Recall the transfer function matrix in continuous time

H(s) = L{H(t, 0)} = C(sI − A)−1 B + D, (8.36)
and in discrete time
H(z) = Z{H(k, 0)} = C(zI − A)−1 B + D, (8.37)
where H(t, 0) / H(k, 0) are the impulse responses.

Definition 8.4: Realization

A realization of H(s) / H(z) is any set {A, B, C, D} that satisfies (8.36) / (8.37).

Oliver Wallscheid AST Topic 08 39

Existence
Under which conditions does a realization of H(s) / H(z) exist? If
ẋ(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t)
x[k + 1] = Ax[k] + Bu[k], y[k] = Cx[k] + Du[k]
is a realization of H(s) / H(z), then
H(s) = L{H(t, 0)} = C(sI − A)−1 B + D,
(8.38)
H(z) = Z{H(k, 0)} = C(zI − A)−1 B + D,
must be a rational matrix by definition. Furthermore, we can find
lim H(s) = D, lim H(z) = D. (8.39)
s→∞ z→∞

Theorem 8.9: Existence of a realization

H(s) / H(z) is realizable iff H(s) / H(z) is a matrix of rational functions and satisfies
(8.39).

Oliver Wallscheid AST Topic 08 40

Minimal realization
If a realization of a given H(s) / H(z) exists, then there exists an infinite number of
realizations. For example, if
ẋ(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t)
is a realization of H(s), the augmented system
ẋ(t) = Ax(t) + Bu(t), y(t) = Cx(t) + Du(t),
ż(t) = F z(t) + Gu(t)
is also a realization (the number of states have been increased by z without affecting the
system’s output). Hence, there may be no upper bound for the order of the realizations for
given H(s) / H(z). However, there exists a lower bound:

Definition 8.5: Minimal realization

The state-space realization of a given input-output description is called minimal (or least-order)
if it describes the system with the minimum number of states.

Oliver Wallscheid AST Topic 08 41

Example
Consider the transfer function
1
H(s) = .
s+1
The four following state-space models are all realizations of H(s):
   
0 1 0  
A= , B= , C = −1 1 ,
1 0 1
   
0 1 −1  
A= , B= ,C = 0 1 ,
1 0 1
   
1 0 0  
A= ,B = , C= 0 1 ,
0 −1 1
A = −1, B = 1, C = 1.
It may be noted that the first model is unobservable, the second model is uncontrollable and
the third model is both unobservable and uncontrollable. Only the last system model is
observable and controllable.
Oliver Wallscheid AST Topic 08 42
Minimal realization and the Kalman decomposition
Calculating the transfer function matrix of the Kalman decomposition (8.12) reveals
H(s) = C̃[sI − Ã]−1 B̃ + D = C̃CO [sI − ÃCO ]−1 B̃CO + D,
(8.40)
H(z) = C̃[zI − Ã]−1 B̃ + D = C̃CO [zI − ÃCO ]−1 B̃CO + D,
i.e., only the observable and controllable states influence the input-output behavior of the
system. In light of this observation, we can find:

Theorem 8.10: Minimal realization

Any state-space model that is both reachable and observable is a minimal realization of the
corresponding transfer function matrix. Hence, the subsystem formed by {ÃCO , B̃CO , C̃CO } of
the Kalman decomposition is always a minimal realization.

In simple words: the transfer function matrix H(s) / H(z) contains no information about
unobservable and/or uncontrollable parts of the system. Unobservable and/or uncontrollable
eigenmodes of a system do not influence its (external) input-output behavior.
Oliver Wallscheid AST Topic 08 43
Finding a minimal realization

I Finding a minimal realization of H(s) / H(z) might be a cumbersome task, especially

for MIMO systems.
I There exist a multitude of algorithms which are able to find an (approximate) minimal
realization (cf. Matlab / GNU Octave commands at the end of this section).
I For the general MIMO case, we therefore refer to the recommended lecture books (e.g., A
linear systems primer, chapter 8.4)

I In contrast, for the SISO case one can find direct mappings between the transfer function
and special state-space representations, which pick up on the previously introduced
observer and control form. We will reduce our consideration to this case.
I For a compact presentation, we will consider only the continuous-time case. The transfer
and the general statements in the discrete-time case are analogous.

Oliver Wallscheid AST Topic 08 44

Preliminaries

Let
n(s) bn sn + · · · + b1 s + b0
H(s) = = n (8.41)
d(s) s + an−1 sn−1 + · · · + a1 s + a0
be the transfer function of a LTI SISO system with prime polynomials n(s) and d(s). The
corresponding n-th order ODE that directly maps y(s) = H(s)u(s) (assuming zero initial
conditions) is

dn dn−1 d dn d
n
y + an−1 n−1
y + · · · + a 1 y + a 0 y = bn n
u + · · · + b1 u + b0 u (8.42)
dt dt dt dt dt
or

d(q)y(t) = (q n +an−1 q n−1 +· · ·+a1 q+a0 )y(t) = (bn q n +· · ·+b1 q+b0 )u(t) = n(q)u(t) (8.43)

where q = d/dt is the differential operator.

Oliver Wallscheid AST Topic 08 45

Controller form realization (1)

Step 1: Determine Cc ∈ Rn and Dc ∈ R:

Cc and Dc define the numerator elements of H(s). Hence, choose Cc and Dc so that

n(s) = Cc sT + Dc d(s) (8.44)

where sT = [1, s, . . . , sn−1 ]. Utilizing (8.39) we can find

lim H(s) = bn = Dc (8.45)

s→∞

and hence the remaining task is to find the elements of Cc to fit n(s):
I if bn = 0: Cc = [b0 , . . . , bn−1 ],
I if bn 6= 0: Cc = [b0 − bn a0 , b1 − bn a0 , . . . , bn−1 − bn an−1 ].

Oliver Wallscheid AST Topic 08 46

Controller form realization (2)
Step 2: Determine Ac ∈ Rn×n and Bc ∈ Rn :

A realization of H(s) in controller form is given by

ẋ(t) = Ac x(t) + Bc u(t), y(t) = Cc x(t) + Dc u(t) (8.46)
with    
0 1 ··· 0 0
 .. .. . .. .
..  .
.
 
Ac =  . .  , Bc =  .  , (8.47)

 0 0 ··· 1  0
−a0 −a1 · · · −an−1 1
and Cc and Dc as defined from the previous slide. The following theorem can be easily proven
by showing that the above model can be transformed into the transfer function (8.41).

Theorem 8.11: Minimal realization via controller form

The representation (8.46) is a minimal realization of H(s) given in (8.41).
Oliver Wallscheid AST Topic 08 47
Observer form realization
Likewise, a realization in observer form can be found:

ẋ(t) = Ao x(t) + Bo u(t), y(t) = Co x(t) + Do u(t) (8.48)

with    
0 · · · 0 −a0 b0 − bn a0
1 · · · 0 −a1   b1 − bn a1 
Ao =  . . , B = ,
   
. .. o ..
 .. . . ..
 
.   .  (8.49)
0 · · · 1 −an−1 bn−1 − bn an−1
 
Co = 0 0 · · · 0 1 , Do = bn .
Theorem 8.12: Minimal realization via observer form
The representation (8.48) is a minimal realization of H(s) given in (8.41).

Also here, the proof can be found by the duality property or by calculating the transfer
function of the above state-space model.
Oliver Wallscheid AST Topic 08 48
Example (1)
Consider the transfer function
s3 + s − 1
H(s) = .
s3 + 2s2 − s − 2
To find a realization in controller form we first evaluate
lim H(s) = 1 = Dc and n(s) = s3 + s − 1 = Cc sT + Dc d(s)
s→∞

leading to
Cc sT = (s3 + s − 1) − (s3 + 2s2 − s − 2) = −2s2 + 2s + 1 = [1, 2, −2][1, s, s2 ]T .
Therefore, the controller form realization results in
   
0 1 0 0  
Ac = 0 0 1 , Bc = 0 , Cc = 1 2 −2 ,
   Dc = 1.
2 1 −2 1

Oliver Wallscheid AST Topic 08 49

Example (2)

Suppose now that we want to determine a realization in observer form. To achieve that, we
have two options:
I We follow the same way analogous to the controller form as summarized in (8.48).
I Or we could use the duality property (cf. Def. 7.13).

Following the latter approach, we can directly show that

   
0 0 2 1
Ao = Ac = 1 0 1 , Bo = Cc = 2  , Co = BT
T T
Do = DTc = 1
 
c = 0 0 1 ,
  
0 1 −2 −2

is a realization in the observer form.

Oliver Wallscheid AST Topic 08 50

Example (3)
Consider the slightly modified transfer function (same denuminator, different numerator)

s3 − 1
H(s) = .
s3 + 2s2 − s − 2
Following the same procedure as before, one can derive the realization:
   
0 1 0 0  
Ac = 0 0 1  , Bc = 0 , Cc = 1 1 −2 , Dc = 1.
2 1 −2 1

However, while this realization is controllable one can find that it is not observable:
   
Cc 1 1 −2
rank(O) = rank Cc Ac  = rank −4 −1 5  = 2 < 3 = n.
Cc A c2 10 1 −11

This seems to be a conflict compared to Theo. 8.11, since the above realization is not minimal.
Oliver Wallscheid AST Topic 08 51
Example (4)

The root cause for this issue is, that H(s) does not contain prime polynomials since d(s) and
n(s) share the same factor (s − 1). Hence, we can cancel this factor:

s3 − 1 s2 + s + 1 −2s − 1
H(s) = 3 2
= 2
= 2 + 1.
s + 2s − s − 2 s + 3s + 2 s + 3s + 2
The initial form of H(s) in this example was in conflict with our assumption (8.41). After the
above zero-pole cancellation, one can apply (8.46) again and find the following controller form
realization    
0 1 0  
Ac = , Bc = , Cc = −1 −2 , Dc = 1,
−2 −3 1
which actually represents a minimal realization, i.e., it is both controllable and observable.

Oliver Wallscheid AST Topic 08 52

Important Matlab /GNU Octave commands
1 [Atilde,Btilde,Ctilde,P,k] = ctrbf(A,B,C); % computes a controllability standard form
2 [Atilde,Btilde,Ctilde,P,k] = obsvf(A,B,C); % computes a observability standard form
3
4 sys = ss(A,B,C,D); % creates a continuous=time state=space model
5 sys = ss(A,B,C,D,Ts); % creates a discrete=time state=space model with sample time Ts
6 sysT = ss2ss(sys,T); % performs the state transformation xˆ˜ = Tx
7
8 sys = tf(numerator,denominator); % creates a continuous=time transfer function model
9 sys = tf(numerator,denominator,Ts); % creates a discrete=time transfer function model
10
11 csys = canon(sys,type); % transforms sys (TF or SS model) into a canonical SS model csys
12 msys = minreal(sys); % Minimal realization or pole=zero cancellation of sys (TF or SS model)

I The commands require to install the Control (System) Toolbox in Matlab or GNU Octave.
I The canon() command is only available in the Matlab System Identification Toolbox.
I Only applicable to LTI systems (in continuous or discrete time).
Oliver Wallscheid AST Topic 08 53
Summary: what you’ve learned in this section

I The state transformation alters the state-space representation while the input-output
behavior remains unchanged.
I We introduced standard forms for unobservable / uncontrollable systems including the
combination of both via the Kalman decomposition separate unobservable /
uncontrollable system parts.
I In addition, we have introduced special state-space representations which are observable
and/or controllable by design.
I A realization is a state-space model of a given external system description (transfer
function, impulse response), which has the same input-output behavior.
I This mapping is not unique and if an external system description is realizable, there are
infinitely many realizations. Different algorithms exist to automatically find realizations.
I A minimal realization achieves that mapping with the least amount of states.
I If a state-space model is controllable and observable, it is a minimal realization.
I For SISO systems, one can find realizations in controller and observer form by direct
mappings between the transfer function and the state-space representation.
Oliver Wallscheid AST Topic 08 54
End of this section

Thanks for your attention!

Oliver Wallscheid AST Topic 08 55