148 IEEE TRANSACTIONS ON CONTROL,

ALTOMATIC VOL. AC-26.NO. 1, FEBRUARY 1981

Computation of Matrix Fraction Descriptions

of Linear Time-invariant Systems
RGTNIKANT V. PATEL, SENIOR MEMBER, IFEE

Abshlct-in this paper, algorithms are presented for obtaining rela matrix and the inverse of another polynomial matrix, e.g.,
tively prime matrix fraction descriptions WD's) of Linear time-invariant any rational function matrix W(s) can be written as
systems. orthogonalcoordinate translormations are used to reduce a given
state-space model to one whose state matrsX is in "block Hessenberg"
form. The observabiity (controllability) index= of the system are also W(s)=N(s)[d(s)z]-'=[d(s)l]-'N(s) (1.2)
obtained in the process. A recorsive algorithm is then desaIbed for
obtaining a relatively prime MFD from the block Hessenberg representa- where d(s) is theleastcommondenominator of allthe
tion. It is then shown that some simplifcation can be made in the d v e
terms of W(s).The difficulty arises when one is interested
algorithm by f d redacing the block Hessenberg form, by means of a
nolrsingalar ( triangular)coordinate bansformation, to a more compact in relatively
a prime MFD. The approachusedby
form, such as the %I& Fmbenius" form. A permutation of the state Rosenbrock [ 11 requires elementary row operationson the
variables of the block Frobenias form yields a canonical representatioa matrix [N(s) d(s)l] involvingmultiplication and divi-
similar to the Luenberger canonical form. Some nnmerlcal and other sion by polynomials. The method is therefore difficult to
p~~ofthealgorWmsarediscussed,andtheuseofthealgorithmsis implement on a computer and can be numerically unsta-
Wmtmted by nnmerlcal examples. The numerical performance of the
algorithm¶ is also compared with that of the struchn;e algorithm of ble. In [6]-[lo] the problem of solving a proper rational
Wolovich and Falb. functionmatrixequation is castinterms of findinga
minimal polynomial basis (see [7] for definition) for the
right or left nullspace of a polynomialmatrix-the
INTRODUCTION
I. minimal design problem (MDP). This is particularly rele-
T iswell known [l], [2] that a strictly proper rational vant to our problem in that the determination of relatively
I function matrix W ( s )can be represented by the follow-
ing matrix fraction description (MFD):
prime MFDs canalsobeformulatedas
example, starting with W ( s )in the form
an MDP. For
(1.2), we can find
a set of relatively right prime factors NR(s)and DR(s)by
W(s)=N,(s)D,-'(s)=D,-'(s)N,(s) (1.1) solving
where NR(s),DR(s) are relatively right prime and NL(s), [d(s)l]-'N(s)=NR(s)o,-'(S),
D,(s) are relatively left prime polynomial matrices with
degree (NR(s)) <degree (DR(s)) and degree (NL(s)) < 1.e.,
degree (D,(s)). Such MFDs can be regarded as exten-
sions to the multivariable caseof the classical single-input,
single-outputtransferfunctionswithrelativelyprime
numerator and denominator polynomials. In recent years,
In otherwords, we can obtain arelativelyrightprime
] =o.

MFDs havebeenusedwidely in linear control theory,

e.g., to define polesand zeros of transfer function matrices
[3], to obtain minimal state-space realizations of transfer
functions [4] and matrix sequences [5], and to find proper
rational function matrices G ( s ) solving equations of the
form P ( s ) G ( s ) = Q ( s ) where P ( s ) and Q ( s ) are also
matrices of rational functions [6], [lo].
It is therefore not surprising that several methods [l, p.
601, [6]-[ 111 are available forobtaining MFDs. Itmust be
pointed out that, in general, it is not difficult to write a
rationalfunctionmatrix as a product of apolynomial
Manuscript received March 14, 1980; revised October 6, 1980.
The
author is withthe
Control
SystemsCentre,
University
Manchester Institute of Science and Technology, Manchester M60 lQD,
England.
MFD of W(s)byfindingaminimalbasisfortheright
null space of [ N(s) - 4 s ) l ] . The methods in [6]-[101
can be used to determine sucha basis. However, in [6]-[8]
the emphasis is on developing the theory, so that numeri-
cal properties of theproposedmethods are not consid-
ered, with the resultthat the methods are computationally
ratherinvolved and prone to numericaldifficulties. In
contrast, in [9] and [lo] consideration has been given to
the numerical propertiesof the proposed methodsin order
to make them numerically stable and therefore computa-
tionally more attractive. The main disadvantage of these
methods,however,is that theyinvolveoperations on
matrices whose orders may often be much higherthan the
of dimension of the state space of the given system. Further-
more, methods which obtain relatively prime MFDs by

00 18-9286/8 1/0200-0148$00.75 0 1981 IEEE

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PATEL: MATRIX FRACTION DESCRIPTIONS OF TIME-INVAIUANT SYS"S I49

solving the MDP operate on the transfer function descrip- remarks concerning the
three algorithms and their
tion of a system. It is well known that conversion of a numerical properties. Several examples are given in Sec-
state-space description to a transfer function description tion V to illustrate the use of the algorithms and, more
can introduce numerical instability and is by no means a importantly, to compare the proposed methods for com-
computationally easy task. The converse, i.e., obtaining a puting relatively left prime MFD's with the structure
(minimal order) state-space realization fTom a transfer algorithm of Wolovich and Falb [2], [ 111. We conclude in
function description, is muchmore straightforward and Section VI with some comments about the results of this
can be achieved in a numerically stable manner [12]-[14]. paper.
Therefore, in general, for computing MFD's, and for that
matter systempoles and zeros,it is preferable to have Notation
algorithms with good numerical properties which operate
on state-space descriptions rather than transfer function Throughoutthepaper,unless stated otherwise,all
descriptions. matrices are real (with elements in the field of real num-
Wolovich and Falb [2], [ l l ] obtain a relativelyprime bers W). The notation Z' is used to denote the transpose of
MFD from a state-space representation of W(s).This is a matrix Z , and wherever matrices are partitioned in
the method which is most commonly used for computing blocks, the individual blocks w l
i be identified by sub-
MFD's since it is the easiest to implement on a computer scripts i , j, i = 1,2; -,k , j = 1,2,-- - ,k. -
Therefore, by the
and can be used for high-order systems. However, it has a matrix Zi,, we mean the matrix in the ith "block row" and
disadvantage in that the state-space system must first be j t h "block column" of Z . The algorithms to be described
transformed to the Luenberger canonical form [ 151 which in the following sections involve sequential operations on
can be quite sensitive numerically. matrices. The matrices at each sequential step are identi-
In this paper we present algorithms for obtaining rela- fied by subscripts i= 0, 1, * ,k, except for partitioned - -
tively left prime MFD's for systems in the state-space matriceswhere the notation is superscript ( i ) . The no-
form tation I, denotes the n X n identity and the Z, is used to
denote an IX I diagonal matrix with elements u1> u2 >
f(t)=Ax(t)+Bu(t) (1.3a) u, 2 * > a, >0 along the diagonal.

A t >=W t ) (1.3b) Review of Some Relevant Concepts from Linear Algebra

Definition 1.1: An n X n matrix Z is orthogonal if

where x ( t ) E R " , y ( t ) E R P , u ( t ) E R " , and rank ( C ) = l ( < z-'=z'.
p). We assume that ( A , B ) is a controllable pair. Definition 1.2: Let Z be a p X n matrix with n >p. The
Since it is rather trivial to obtain a controllable but not singular values of 2 are the nonnegative values aisatisfy-
necessarily observable state-space realization of a transfer
ing
function matrix, the algorithmswhich are presented in
this paper can be applied to transfer function matrices :u =&(zz'), i = 1,2; ,p
with very little additional effort. The algorithms involve
only simpleand mostly orthogonal coordinate transforma- where Ai denotesthe i t h eigenvalue of ZZ'. Let uI >
tions on the state vector of the given state-space model. u , z * . . > u p > o .
The relatively prime factors of an MFD are then obtained Definition 1.3: The spectral norm (also calledthe 2-
via a recursive procedure involving the submatrices of the norm) of a p X n matrix 2, denoted by 11211, is defined as
stateand input matrix of the transformed state-space
model. The observability indexes are also obtained quite IIZll=u1.
simply in theprocess. Forone of thealgorithms, two Definition 1.4: The spectral condition number of a
additional stepsyield a canonical formsimilar to the nonsingular n X n matrix Z , denoted by K ( Z ) , is defined as
Luenberger canonical form.
The algorithmshavebeendevelopedspecificallywith
the problems of numerical stability in mind, and with the
intention of applying them to high-order systems.
The layout of the paper is as follows. We conclude this Theorem 1.I [Singular Value Decomposition( S V . )3: Let
section with some comments about notation and a review Z be a p x n matrix with rank ( Z )= I. Then there exist
of some concepts from h e a r algebra. In Section I1we pxp and n X n orthogonal matrices M and T such that
presentsomerecentresults concerning the reduction of
the state-space modelS ( A , B, C ) to a lower block Hessen-
bergform (BHF). A recursivealgorithm for computing
relatively left prime MFD's from the lower BHF is de-
scribed in Section 111. The reduction of the lower BHF to where the diagonal elements of Z, are the nonzero singular
a more compact form-the block Frobenius form IBFF) values of Z . The remaining p - 1 singular values a,+ =
-is considered next. In Section IV we make some general ut+ 2 = . * * =up =o.

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150 EEE TRANSACTIONSON AUTOMATICCONTROL, VOL. AC-26,NO. 1, FEBRUARY 1981

Thedecomposition(1.4) is called the singularvalue the ith row and j t h column of 2. Similarly, 2 is an upper
decomposition (SVD). Algorithms for computing the SVD, Hessenberg matrix if zij =0, i > j 2. +
i.e., the matrices M , T, and X,, havebeen described By analogy with Definition 1.5, wegivethefollowing
extensively in the numerical analysis literature (see, e.g., definition for “block Hessenberg” matrices.
[ 161-[181). It suffices to mention here that numerically Definition 1.6: An n X n matrix Z is a lower block Hes-
stable algorithms exist for computing the SVD and that +
senberg matrix if Zj, = 0, j > i 2. Similarly, Z is an upper
use of the SVD greatlyalleviates the problem of rank block Hessenberg matrix if Zii =0, i >j 2. +
determination [ 1617 [ 191- [2 11 since only orthogonal
matrices are used to transform a given matrix whose rank
is required to a diagonal matrix. On a digital computer, 11. A BLOCKHESENBERG FORM
FOR S( A , B, C )

the computation of the SVD is, of course, subject to
rounding errors so that the resulting Adecompositionis
exact for some perturbed matrix Z = 2 + A, where
11 A, \I/ 11 Z (1 is a modest multiple of the machine precision
[ 191, i.e.,
n S ( F , G , H )where the matrix F is a lower (upper) block
II A, II zII
€2 = +A II
where 9 is the machine precision and +, is a function of p
and n.
From the definition of SVD, it is clear that the number
of nonzero singular values of Z determines its rank. How-
ever, since in practice the computed SVD is exact for a
perturbed matrix 2, the problem of deciding the rank of Z
is not so straightforward.Let us denote the singular values
-
of Z by 4, i = 1,- ,p with 6l > -
2 4 2 0. In general,
all the computed values for e;, i = 1;. , p wdl be per-
turbed so that rank z = p . The problem is to choosea
“zero threshold” such that all less than or equal to this
In this section we present an important result obtained
recentlyuponwhich the numerical algorithms will be
based. The result is concerned with applying a nonsingu-
lar coordinate transformation on the state vector of the
state-space model S ( A , B, C ) to reduce it to a model
Hessenberg matrix and H ( G ) has the form
The sigmficance of the result from the point of view of
computation lies in the fact that this coordinate transfor-
mation can be achieved by means of orthogonal matrices.
In this paper we shall state the results for the lower BHF
only. The corresponding results for the upper BHF can be
- obtained by duality.
Theorem 2.1: Givena state-space model S ( A , B , C ) ,
there exists an orthogonal matrix T such that

0 ... 0 0
0 ... 0 0
F;4 ... 0 0
(2.la)

1 Fkl Fk2 . Fk3 Fk4

... Fkk Fk,k+l

threshold can effectively be considered to be “zero.” One H = C T = [ H , 0 0 0 0 01 (2.1 b) ---

such threshold we can use is the bound E, given above.
This enables us to define the numericai rank or €,-rank of and
Z as the number of singular values of Z greater than E,. In
G = T B = [ G; G; G; Gi G; G;+l]‘
some cases the problem of rank determination may not be
quite so clear-cut, eg., when there are severalsingular (2.lc)
valuesveryclosetogetheraroundthezero threshold.
More sophisticated definitions of numerical rank and a where Ci and Giare 1;- I X I,- and li- X m matrices, ,
detailed discussion of the rank determination problem are respectively, i= 1; ,k + 1, j - 1; k + 1, and H I is a - a ,

given in [20]. For more details concerning the use of SVD p X I , matrix. The integers I i , i-0; ‘ ,k are defined by
in the problem of rank determination and other applica-
I, = rank ( C )
tions, the reader is referred to [21].
In the rest of this paper, unless stated otherwise, it will li=ra~(E;,i+l),
be assumed that all rank determinations are for numerical
rank defined above, and are carried out using the SVD. and k is the smallestinteger
Definition 1.5: An n X n matrix Z is a lower Hessenberg I, . . + I k =n. Furthermore, +
matrix if zj, =0, j > i + 2 where zji denotes the element in 1,. * , k and H I have the form -

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PATEL: MATRIX FRACTION DESCRIPTIONS OF TIME-INVARIANT SYSTEMS 151

From the integers Zi, i=O, - - - ,k we define integers vi,

-
j= 1,. ,p and v as follows:
vi=o, j=l;-.,p
and
yi =yi + 1, j = 1; - - ,l i , i=O; - ,k (2.4)

and
v = v , + v ~ + * *+ .V , = Z ~ + Z ~ + - . - +lk. (2.5)
where &, is an orthogonal matrix.
The followingtheoremestablishes an important result
Remarks concerning these integers. A detailed proof of the theorem
can be found in [27] and will not be repeated here.
The above result (with some slight variations) has been
obtained in recent years, apparently independently in
Theorem 2.2: The integers vi, j= 1, ,p are the ob- ---
servability indices of the system S ( A , B yC ) .
connection with different applications byseveralre-
searchers[13],[22]-[25]. The algorithms in [13] and [23]
Remarks
(Algorithm1) use the SVD to generate the orthogonal
transformations to obtain the BHF,whereas in [22] 1) The integers li, i = 0,. ,k can be calculated from vi, --
Householder transformations are used. In [24] the result is j= 1,. ,p as follows:
obtained by carrying out elementary row and/or column
operations on a “tableau” formed from the given state- li=O, i=O;-.,k
space description. The algorithm in [25] uses nonorthogo-
Zi=Zi+l, i = O , . - . , v j - l , j = l , - - . P. (2.6) Y
nal transformations which are generated by reductions of
the form This clearly shows that the integer k 2 v 1 - 1 wherev 1 is
the largest observability index of S ( A , ByC ) . If k > v , - 1,
then ZV1= ZV1+ = , --
= = 0. In other words, k = v , - 1 is
the largest value of k such that zk Po.
2) FromTheorem 2.1we note that k is the smallest
where P and Q are square nonsingular matrices. In [25] integer such that v =n or l k = 0. If v =n, then Theorem 2.2
the BHF is called the “generalized Hessenberg representa- implies that S ( A , B, C ) is observable. If, on the other
tion.” hand, l k = O , then F k , k + , =o and from @.la) and (2.lb)
To date the BHF has beenusedinseveral different we see that Fk+1, k + denotes the unobservable modes of ,
applications, e.g., incomputing Kronecker‘s canonical the system. Furthermore, it follows directly from Theorem
form for singularpencils[22], in obtaining irreducible 2.2 that these are the only unobservable modes of
state-space realizations in anumerically stable manner S ( A , B YC).
[ 131, [ 141, in computing canonical forms [23], [24], and in 3) The relationship between the reduction to the BHF
model reduction [25]. It should be noted that reduction to and some results of Silverman and Payne [26] has been
the BHF is not unique, although as pointed out in [22], pointed out by Tse et al. [25]. Theresults of Silverman
[23], and [25], there are certain invariant, and therefore and Payne identify the unobservable subspace by succes-
unique, features relating to this representation. A some- sively decreasing the null space of Cywhereas the reduc-
whatdifferentblockHessenberg structure hasbeen ob- tion to BHF obtains the observable subspace by succes-
tained by Van Dooren [ 131 in connection with the compu- sively extending the range space of C.
tation of suprema1 ( A , B)-invariant and controllability In Theorem2.1wehavegivena lower BHF for
subspaces contained in ker C. The algorithms employed in S ( A , B , C ) . By duality we can obtain an upper BHF
e,
[13] for this purpose are very similar in principle to the S(k, I?) where P is an upper block Hessenberg matrix
“structurey’ algorithm of Silverman and Payne[26]al- and [ 6; i 01’. e=
though, of course, the latter is not numerically oriented.
Thealgorithmsin[13],[22], and [23]giveways of Comments on Reduction to the BHF (Algorithm I )
constructing the orthogonal transformation matrix T and
matrices F, G , and H , thereby providingproofby con- As mentioned earlier, reduction to the BHF is not
struction of Theorem 2.1. We shall therefore not give a unique and canbeachieved in several different ways
formal proof of this theorem here. However, for reference using orthogonal as well as nonorthogonal (elementary)
later on in this paper, we shall denote by AZgorithm I the transformations. Orthogonal transformations areto be
reduction to the BHF and assume henceforth that the preferred because of their attractive numerical stability
reduction has been carried out using Algorithm 1 in [ 131 property [16],[28]. In [13] and [23] the orthogonal trans-
or [23]. formations are generated by means of the SVD and in [22]

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152 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26, NO. 1, FEBRUARY 1981

byHouseholder transformations. Sincerank determina- and observable state-space model S(F, G , H ) in lower
tion plays an important part in the reduction to the BHF, BHF, i.e.,
the use of the S V D isrecommended as it is the most - -
stable and perhaps the only reliable method for determin- 4 1 4 2 0 ... 0 0
ing the numerical rank of a matrix. However, it requires F21 4 2 F, ... 0 0
more computingtime than other methods such as F= :
Householder or stabilized elementary transformations [28],
[29] whichmay be used as alternatives to the SVD Fk3 in Fk2 Fkl
.. .
Fk,k+l Fkk

those caseswheretheproblems of numerical rank de- - F k ‘+kl +, Fl1k, 2+ 1 , 3 * * . F k +Fl ,kk+ l , k + l -

termination are not too ill conditioned.
In Theorem 2.1 it iseasy to show that I, > I , > > --
1, > 0 wherethe Ii’s are givenby (2.2). Therefore, in
carrying out the reduction to the BHF,therank de-
terminations are performed on matrices of lower dimen-
sions at each successive step, the largest matrix being the
output matrix C . Consequently, the corresponding coordi-
nate transformations are applied to matrices of lower
dimensions at each step. This makes the reduction to the H = [ H , 0 0 * - - 0 01
BHF quite practicable for high-order systems. Note that if
S( A, B, C ) is unobservable, Algorithm 1 terminates when where
1, =O. Therefore, the number of rank determinations is
yl + 1where v 1 is the largest observability index of the
system. When the system is observable, the reduction is
complete when Y = n. In this case there are Y I rank de-
terminations. Also, we have already seen that the observa- Next we describe an algorithm for computing a rela-
-
bility indexes vi, j = 1, * ,p are determined entirely from tively left prime MFD of the system S( F, G , H ) given by
knowledge of the integers li, i =0, --
,k. This implies that (3.1).
AIgorithm 2 (Relaticely L.eft Prime MFD):
the observabilityindexes are obtained from rank de-
terminations camed out on at most v1 l matrices, each + step I : Set D k + I ( s ) = I lp, k, + l ( s ) = o ( Nl kk + I ( s )
of lowerdimensions thanthe precedingone,with the =O ( Z k x m ) , and I - , = p .
largestmatrixbeing the output matrix C . Ths is in Step 2: Compute p k - j ( s ) , D k - , ( S ) , and N k - j ( s ) , j =
0; - ,,k as follows:
contrast to the standard approachwheretherankde-
terminations are carried out successively on matrices of
higher dimensions. We can therefore conclude that reduc-
tion to the BHF provides a computationally more efficient
and accurate method for calculating the observability
indexes of the system S ( A , B, C).

111. RELATNELY LEFTmuME MATRIXFRACTION

DESCRIPTIONS

In this section we present algorithms for computing a

relatively left prime MFD of W ( s ) . We shall obtain such (3.4)
an MFD from the state-space model (1.3) rather than its
Step 3: Let D(s)=D,(s)k, and N(s)=N,(s).
transfer function matrix W(s).Therefore, if we are given a
transfer function matrix W(s), we must first realize it as
Remark
(1.3). We assume that the realization that is chosen is one
which is controllable, but not necessarily observable. Such The matrix A?, in Step 3 is an orthogonal matrix and is
arealizationcanbewrittenmore or lessby inspection required because the matrix H in (3.1) has the form
from W(s). By applyingAlgorithm 1 to this realization,
we can reduce it to the lower BHF given in Theorem 2.1.
Algorithm 1 terminates when Y = n or I k =O. In the latter
case we set k = k - 1 and consider only the observable part
of the system. Therefore, weshallhenceforthassume Wenow state the followingtheorem concerning the
without any loss of generality that we have a controllable matrices D ( s ) and N(s) resulting fromAlgorithm 2. A

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PATEL: MATRIX FRACTION DESCRIPTIONS OF TIME-INVARIANT SYSTEMS 153

detailed proof of the theorem can be found in [27]. The But from (3.9)
proof is rather involved and we shall not repeat it here.
Theorem 3.1: The polynomial matrices D(s) and N(s) deg(det(D(s))}=deg{det(l(s))}
in Algorithm 2 are the factors of a (left) MFD of
S(FYG , H ) .
+deg{ det( E ( $ ) ) ) .(3.1 1)
The other result which we need to establish concerns Therefore, if deg{det(L ( s ) ) }> 0, then
therelativeprimeness of thepolynomialmatrices D ( s )
and N(s). deg{det(fi(s))}<deg{det(D(s))} =v (3.12)
Theorem 3.2: The MFD of S(F, G , H ) obtained using
Algorithm 2 is relatively left prime. and we have a contradiction. Hence, deg{det(l(s))} =O,
Pro08 We shall prove the theorem by showing that implying that L ( s ) is a unimodular matrix. This completes
thegreatest common leftdivisor of D ( s ) and N ( s ) is the proof of the theorem.
unimodular,
Let $(Z(s)) denote the highest degree of s in the j t h - Discussion of AZgorithm 2
row of a polynomialmatrix Z(s). Then in Step 2 of
Algorithm 2 we note that The main step in Algorithm 2 is Step 2. This step
involves the recursive computation of the coefficients of
$(D,(s))>$(N,(s)), j = l , - . - , Z , ; q = k , k - l , - - . , O . the polynomial matrices P,(s), Dq(s),and N,(s),q=k, k-
(3.5) 1,. - . ,O. At first sight the computation may appear rather
complicated and unattractive, but on closer examination
Note that for Z, < jQ Z4- ( I - = p ) , the j t h row of Nq(s) is we see that the only operations involved are addition and
zero and the only nonzero entry in the j t h row of D,(s) subtraction of polynomial matrices and postmultiplication
occurs in the j t h column which contains a 1. It is also of polynomial matrices by constant matrices. This can be
clear from this step that accomplished on a digital computer by addition and sub-

Comparing (3.6) with (2.4), we get traction of the appropriate coefficientmatrices of the
polynomialmatrices and postmultiplyingthecoefficient
$(D,(s))=v,, j = l , . . . P.
Y (3.7) matrices by constant matrices. Notethat thematrices
Denote by [Dq],, q=O, l;.. , k the Z 4 - l x Z ~ - high-order
~
involved are of dimensions Ii x Zj and Zi x m yi=O, * ,k, -
j = O , - - . , k where Z, +Il +... + / k = n , the order of the
constant coefficient matrix of the polynomial matrixDq(s),
state-space model S(F, G , H ) . Also, the degree of the
i.e., the j t h row of [D,], consists of the coefficients of the
polynomial matrices involved is between 1 and k = v1 - 1
$(D,(s))power of s in thej t h row of Dq(s).We note from
where v 1 is the largest observability index of S(F, G , H ) .
Step 2 of Algorithm 2 and expression (3.6)that thematrices
This gives us the number of operations in Step 2 of the
[ D,], are nonsingular. In particular, [Dolhis nonsingular,
order of n3.
and since f i 0 is orthogonal (and therefore nonsingular), it
It is worth noting that for single-output systems, expres-
follows that
sions (3.2) and (3.3) give the characteristic polynomial of a
deg{det(D(s))} =deg{det(Do(s))} lower Hessenberg matrix. Similar expressions have been
=vl +v2+ +Y,=Y. (3.8) given by Wilkinson [28] for an upper Hessenberg matrix.
In Algorithm 2 it is clear that in order to derive the
Now let L ( s ) be the greatest common left divisor of D ( s ) coefficient matricesof D J s ) , we must store thoseof D,.(s),
and N ( s ) , i.e., i=q+ 1, -- ,k. This follows from expression (3.2). How-
ever, we can reduce the number of such matrices to be
D ( s )= L ( s ) D ( s ) (3.9a) stored by reducing some of the matrices 4,k - j + i =k -j
and + l , - . . , k + l ,j = O ; . - , k in expression (3.2) to null
N(s)=L(s)N(s). (3.9b) matrices of appropriate dimensions. This can be accom-
plished by means of similarity transformations on F. We
Then O-'(s)N(s) is a relatively left prime MFD of shalldiscussnextonesuch transformation which will
S( F, G , H ) . Therefore, since S( F, G , H ) is controllable enable us to apply Algorithm 2 without having to store
and observable (by assumption), any of the matrices D,(s), i = q+ 1, --.
,k for the computa-
tion of Dq(s).The resulting formfor the sbte-space model
deg{det(B(s))} =deg{det(sI, -I;)} = Y . (3.10) is also of some interest.

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 154 IEEE TRANSACTIONS ON AUTOMATIC CONTROL,NO.
VOL. AC-26, 1, FEBRUARY 1981

Algorithm 3 (Reduction to Block Frobenius Form):

Step I : Let X q be a unit lower triangular matrix
defined as follows:

Xq =
and

We now describe two additional steps for - - - 3,

Algorithm
which will enable us to reduce the system S( F, G,H ) to a
form similar to the well-knownLuenberger canonical
form.
Step 5:
a) Let V=diag[VJ, i= 1; - ,k + 1 where
V u = XIo
and

Step 4: If'g<k, set q=q+ 1 and repeat Steps

- - 2-and 3,
For 4= k , denote the resulting system by S(F, G, H ) . b) Let Fc= VFV-', G*= VG, and H * = g V - ' .

Remarks Remark

1) Note that the matrix X,-' is also a unit lower uian-
gular matrix. In fact, xq-'is the same as X , except for the
( r , k + 1 - 4 )block matrices r = k + 2 - q ; k+ 1. These
matrices are given by
2) Theeffect of carrying out Steps 2 and 3 for 4=
l , . . . , k is to reduce the matrices e,,
i = 2 , - - . ,k+1,
j= 2, --- ,i to null matrices of appropriate dimensions.
Note that the matrix H is not affected by the coordinate
transformation in Step - -3.
Note that ?+ is a diagonal matrix whose diagonal
elements are the first 5 diagonal elements of %j multiplied
- e ,
by the diagonal elements of El,. The matrix V 1s therefore
also a diagonal matrix with positive diagonal entries. The
effect of carrying out Step 5 is to reduce the matrices E,
-
(in N a n d F ) to I[',i=O,. . ,k. We shall call the resulting
system S ( P , G*, H*)a blockFrobeniw form (BFF) of
S ( 4 B, C).
Step 6: Carry out a permutation of the rows of P
and G* and the c o l u m n s of FL and H* so as to rearrange
theminthefollowingorder: l , ~ O + l , ~ l + l , ~ ~ ~ , a k
2 , 0 1 , + 2 , . . . , ( ~ ~ - ~ + 2 ;I. .,. ,; ~ ~ ~ + l ~ ; ~ ~ , ( ~ ~ ~ ~ +
a, = I o + I , + * * +I,,j=O; * * ,k - 1.

3) The matrices F, G , and Kresulting from Step 4 have We denote the resulting system by S( F,, G,, H,) where
the following form: the matrices & and H, have the form

0 ... 0

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PATEL: MATRIX FRACTION DESCRIPTIONS OF TIME-INVARIANT SYSTEMS 155

x 1 0 - + e 0 x x ... X
x 0 ..* 0 x
1 X X
... ... ... . ... ...
x 0 0 .*. 1 x X
x 0 0 o x X
x 1 .*. 0 x .--
0
x 0 1
o x
... ... ... . . .. ..
e..

- *
F,=
x 0 0 -.. 1 x
x 0 0 -.- 0 x e - .

. .. -
x 1
x 0
... ...
x 0
x 0

Hc=
[:;x
. .
0 ...
...
...
x
x

x
.. ..
*
0
0
0
.
.-.
...
...
x
x

x
...
...

...
x
x

x
0
0
... ...
0 ... 81.
0

The x’s in the above matrices represent possible nonzero
elements.
Discussion of Algorithm 3
Algorithm 3 can be regarded as an extension to the case
of block Hessenberg matrices of the reduction from the
lower Hessenberg form to the Frobenius form. In fact, we
note that the matrix Fc resulting from Step 5 is in “block
Frobenius form.” For the sake of clarity, we have
expressed the algorithmin terms of the similarity transfor-
mation matrices explicitly. We do not, of course, need to
form thematrices X q and -Xq-’. In practice, wewould
carry out the transformations represented by Xq and Xq-’
by performing the appropriate Operations on the “block
rows”
- and “block columns” o f I q - and the “block rows”
of G4-’. Note that the matrix H q - ] is not altered by these
transformations and is equal to the matrix H . Instead of
operating on the block rows and block columns, it is also
possible to implement the desired transformations by per-
forming elementary rowand column operations on F and
row operations on G. There are less than n3 operations
involved in this reduction.
We noted in the discussion of Algorithm 2 that we need
to store the coefficient matrices of Di(s), i= 1,- k in
order to compute the coefficient matrices of Do(s). We
now observe
_ _ - that by applying Algorithm 2 to the system
S(F, G, H ) , we can avoid this problem. This is because,
from (3.2),we note - that the matrices Pk-,(s)=O, j =
O , - . . , k - l since &-j+l=O, j=O,,--,k-l, i=k-j+
+
1,- . ,k 1. Then from (3.3),we see that the matrices
- -
D, -,( s), j =0, , k - 1 are diagonal matrices involving
only and eachdiagonal entry is of the form aisr
where ai, i=ly---,l,-j-lare constants and O<<r<j+l.
Therefore, we do not need to store D k - j ( s ) , j = 0, ,k- 1 ---
in order to compute Do(s). Note, however, that Po(s)#O.
In fact,
and can be easilycomputedsincethematrices Di(s),
---
i= 1, ,k + 1 are diagonal with diagonal entries of the
form ap’ where aj,j = 1; , --
are constants and 0 < r
<k-i+l.
The effect of carrying out the transformation in Step 5
is to scale the ith columns of Fand N b y l/uii and the ith
rowsof F and G by uii where V = diag[ q i ] , i = 1 , . ,n.
From Step 5 we note that
where the subscripts 44 denote the 4th diagonal elements
of the corresponding matrices. Therefore, it is clear that
even when the elements of EIJyj = 0,-* ,k are not very -
e , large or very small, the product of some of the elements
may become very large or very small, resulting in a very
large condition number for V. Therefore, it is possible to
introduce numerical instability by carrying out Step 5.
However, by delaying the operations specified by this step
until almost the last step, or until absolutely necessary,we
can probably reduce the buildup of errors due to reduced
numerical stability.

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156
0 S!A.B.C)
ALG. 1
T lorthogonoll
Fig. 1. Main functions performed by Algorithms 1-3.
By performing the operations specified by Steps 5 and
6, we get a form S(&, G,, H,) which is similar to one of
the Luenberger canonical forms. The only significant dif-
ference is the structure of the _nonzerocolumns of H,.
Note, however, that the matrix M,H, is in the appropriate
form.There are approximately 3n2 multiplications in-
volved in Step 5.
Iv. SOME GENERAL
REMARKS CONCERNING THE
ALGORITHMS
The functions of the algorithms whichwe have de-
scribed in the preceding sections are summarized in Fig. l.
In developing these algorithms, we have relied heavily on
many developments in numerical linear algebra. In fact,
theresultswhich we have described in the preceding
sectionscanbeconsidered as extensions of some quite
standard concepts in the numerical analysis literature;
more specifically, we have the following.
1) The transformation of S ( A , B , C ) to S(F, G , H ) in
thelowerBHFis analogous to the well-knownidea of
reducing a general matrix to the Hessenberg form. Such a
reduction can be achieved in a numerically stable manner
byusing either Householder or stabilizedelementary
transformations [28], [29] and is very extensively used, e.g.,
as apreliminary step in solving the eigenvalueproblem
using the QR algorithm.
2) Forsingle-outputsystems,expression (3.3) used in
Algorithm 2 for calculating D ( s ) reduces to the expression
for the characteristic polynomial of a lower Hessenberg
matrix in terms of the elements of the matrix [28].
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IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26.NO. 1, FEBRUARY 1981
3) Algorithm 3 is based on an algorithm for reducing a
Hessenbergmatrix to the Frobenius form. A detailed
discussion of the latter algorithm can be found in [28].
We note that in Algorithm 1 the use of singular value
decompositions, although attractive from the point of
view of numerical stability, does require more computing
time than the use of Householder or stabilized elementary
transformations which may achieve the desired reduction
in many cases without any appreciable loss of numerical
stability. This isbeing investigated further and w li be
discussed in another paper. The main difficulty in Algo-
rithm 2 is that the matrices Di(s), i=q+ l; -
,k have to
be stored in order to compute D,(s).Otherwise, the num-
ber of operations is not significantly large-of the order
of n3. Algorithm 3 providesa means of avoiding the
problem of storing D,(s),but possibly at the cost of
introducing numerical instability. The problem of ill con-
ditioning is one which is inherent in the Frobenius form
[28], and we wouldthereforeexpecttheproblem to be
present in the BFF as well.Weshall not discuss this
problem further except to point out that in going to the
BFF via the BHF, we have separated the reduction into
twostages:anumerically stable reduction to the BHF
and apotentially unstable reduction of the BHF to the
BFF. The interested reader is referred to [28] for a detailed
discussion of the problem of ill conditioning in the
Frobenius canonical form.
It is worth noting, particularly in viewof the system
S(F,, G,, H,) resulting from Steps 5 and 6 of Algorithm 3,
that the problem of obtaining the Luenberger canonical
forms essentially involvesthe reduction of the state matrix
A to a BFF. From the foregoing discussion, we see that
this can be achieved in two stages:by first obtaining a
BHF and then reducing it to a BFF. In the direct method
of computing the Luenberger canonical forms [15], these
two stages are combined, and therefore no allowance is
made for the difference in the numerical stability of the
two stages.
V. EXAMPLES
In this section a few examples are given to illustrate the
use of the algorithms described in the preceding sections
andto providesome numerical results for comparison
with other methods. The computations were carried out at
the Delft University of Technology on an IBM 370/158
using the Fortran HExtendedcompiler (OPT=2) and
double precision arithmetic.
For comparison, the well-known structure algorithm of
Wolovich and Falb was used to compute relatively prime
MFDs. The principal computational burden in this algo-
rithm and the major source of numerical difficulties is the
computation of the Luenberger canonical form. This
canonical form denoted byS( F,, G,, H L ) is obtained by a
nonsingular coordinate transformation on the state vector
of the given state-space model S ( A , B , C ) i.e.,
,
PATEL: MATRIX FRACTION DESCRIPTIONS OF TIME-INVARIANTSYSTEMS 157

Element -
Exact Algorithms 1 and 2 Structure Algorithm
0
8 7.999999999999958 7.999999999852012
Dl1
I 14 13.99999999999986 13.99999999990649
2
7 7.000000000000008 6.999999999987714
3
1 1.000000000000008 0.9999999999999270
0 43.42857142857143 43.42857142834353
N11 43.42857142857128
I
23.5 23.50000000000030 23.49999999985268
2 2.999999999979656
3 3.000000000000053
0
0 0.0000000000004394 0.0000000000829807
D2I
I
S 0 0.0000000000006712 0.0000000000496407
2
0 0.0000000000001583 0.0000000000086549
3
0 0.0000000000000045 0.0000000000000121

N21
0
-10 9.999999999999207 - 9.999999999972651
1
- I 0.9999999999999485 - 0.9999999999746491
2
0 0.0000000000000083 0.0000000000061312
0
012 - 0.8571428571428571 0.8571428571421240 - 0.8571428571218676
1
- 1.285714285714286 1.285714285713602 - 1.285714285703008
2
- 0.428571428571428t 0.4285714285711726 - 0.4285714285695891
3
0 0.0000000000000345 - 0.0000000000000553
0
Nl2 5.714285714285714 5.714285714285729 5.714285714102967
1
12.07142857142857 12.07142857142829 12.07142857132304
2
6 6.000000000000048 5.999999999989812

FL = Q A Q - ’ , GL = Q B , HL = C Q - ’ . For the sake of illustration, a 20th-order controllable and

unobservable state-space realization was obtained by
The conditionnumber of the transformation matrix Q
inspection. Lower order controllable and unobservable or
gives some idea of the numerical stability of the structure
uncontrollable and observablerealizations can alsobe
algorithm. We expect the structure algorithm to yield less
writtenbyinspection from W ( s ) (see, e.g., [31]). Algo-
accurate results for systemswithlargervalues of K(Q)
rithm 1 wasused on the 20th-ordermodel to obtain a
than for systems with smaller values.This is borne out by
9th-order controllable and observablerealization in the
the results that we obtained for our examples.
lower BHF. The observability indices were found to be
Example 1 v, = v, =v, =3. Algorithm 2 was then applied todetermine
a relatively left prime MFD. For comparison, the struc-
For thisexample we consider the followingtransfer ture algorithm of Wolovich and Falb [2], [ l l ] was also
function matrixwhichwasusedby Kalman [30] and used to computetherelatively left prime MFD. The
others to illustrate their minimal state-space realization results are shown in Table I for our algorithms and the
algorithms: structure algorithm together with the exact values, correct

3(s+3)(s+5) 6(s+ 1) 2s+ 7 25+5

(s+ l)(s+2)(s+4) (s+2)(s+4) (s+3)(s+4) (s+2)(s+3)
2 1 2(s+ 5) 8(s+2)
W(s) =
(s+3)(s+5) (s + 3) (s+ l)(s+2)(s+3) (s+ I)(s+3)(s+5)
+
2(s2 7s+ 18) -2s 1 2(5s+ 17)(s+2)
(s+ l)(s+3)(s+5) (s+ l)(s+3) (s+ 3) (s+ l)(s+3)(s+5)

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158 IEEE TRANSACTIONS ON AUTOMATICCONTROL, VOL. AC-26, NO. 1, FEBRUARY 1981

TABLE I1
OF 'IHE STATE~~ATRIcFS
EIGENVALUES FOR I%A?.WLE 2

Model (A) .lgorithms I and 3 (FJ Luenberger Canonical Form (F,)

-577.0386618861334 -577.0386618861342 -577.0386532400578

-175.6695980275765 -175.6695980275777 -175.6758058574300

- 59. I6136205282671 - 59.16136205282601 - 59.16144993998717

- 50.66045166866148 - 50.66045166866158 - 50.66079497862407

- 47.12583381220117 - 47.12583381220065 - 47.12586549794809

- 38.67757323629204 - 38.67757323629081 - 38.67770472700489

- 21.32759334064718 - 21.32759334064760 - 21.32751457668831
-+j 0.821743574009889C -+j 0.8217435740108534 -
+j 0.8217375249781142

- 18.59350709054550 - 18.59350709054584 - 18.59353138524785

- 17.80453024743743 - 17.80453024743704 - 17.80458444423862

-
+j 4.781296533270743 -
+j 4.781296533270153 -
+j 4.781506145907923

- 6.714758470851424 - 6.714758470854561 - 6.714595910813148

-
+j 1.311993408686664 -
+j I .3l I993408689803 -
+j 1.311977138814522
- 2.618496272311535 - 2.618496272313465 - 2.618602830529899

- 1.905722090075227 - 1.905722090061917 - 1.905713262677837

- 0.647129745492052~ - 0.6477297454917767 - 0.6477276758693743

to 16 sigmficant figures. For lack of space, we have only rithms are numericallymorestable.For this example
shown someof the elementsof N ( s ) and D ( s ) . rc(Q)=5.4x 1 0 1 3 .
The complete numerical results for this and the other It must be pointed out that, in general, it is difficult to
examples are availablefrom the author. We noted that compare the relatively left prime MFDs resulting from
our algorithms gave an overall improvement in accuracy Algorithm 2 with those obtained using the structure algo-
of about two-threesignificantfiguresfor this example. rithm of Wolovich and Falb since the factors N ( s ) and
For this example K ( Q ) - ~ . ~ Xlo5. D ( s ) are only unique upto premultiplication by unimodu-
lar matrices, and for high-order systems itis often difficult
Example 2 to determine the common unimodular left divisors. How-
ever, we checkedtheaccuracy of ourdoubleprecision
For this example we consider the state space model of MFD computations by carrying out the same computa-
the FlOO Turbofan engine [32]. This model has 16 state tions using extended precision arithmetic. We found that,
variables, 5 inputs, and 5 outputs. The data given in [32] in general, the double precision results of our algorithm
have obviously been rounded to four significant figures. wereaccurateto about 12 significantfigures,whereas
However, for the sake of illustration, we assumed that the those of the structure algorithm were accurate to about
data as given are exact. Also, as no exact results for an four significant figures.
MFD or a canonical form are available for this example,
we checked the accuracy of our results indirectly: we first Example 3
computedtheeigenvalues of the state matrix A of the
model as given; we then applied Algorithms 1 and 3 and As the final example, we consider the 9th-order model
computed the eigenvalues of the matrix F, resulting from of aboiler as given in [34]withthecorrectionforthe
Step 6 of Algorithm3. For comparison, the Luenberger typographicalerrorfor A g 5 . This modelhas two inputs
canonical form S( F,, G,, HL)was computed and the ei- and two outputs. As in Example 2, we computedthe
genvalues of FL were determined. The eigenvalue compu- eigenvalues of thestatematrix of this model and then
tations were camed out using the QR algorithm [33]. The applied Algorithms 1 and 3 and computed the eigenvalues
results for the three setsof eigenvalues are shownin Table of F,. Wealsocomputed the eigenvalues of the state
11. We note that theeigenvalues of F, areaccurate to matrix F, of the Luenberger canonical form. The results
between 11 and 14 significant figures, whereas thoseof F, are shown in Table 111. We note that eight of the nine
are accurate to between 4 and 6 significant figures. These eigenvalues of F, are accurate tobetween12 and 14
results imply that the transformations used in our algo- sigmficant figures, whereasthe corresponding eigenvalues

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PATEL: MATRIX FRACTION DESCRIPTIONS OF TIME-INVARIANT S y s l E M S
TABLE III
OF THE STATEM A ~ C E SFOR
EIGENVALUES
Model (A) Algorithms I and 3 (Fc)
-3.636460337399280 -3.636460337399291
tj 0.9268451535692745 tj 0.9268451535692478
-2.940441078146501 -2.940441078146476
-0.3277723783605064 -0.3277723783605109
-0.2366574994190929 -0.2366574994190898
-0.09853621381019993 -0.09853621381019906
-0.009131783459233509 -0.009131783459235574
-0.007840372005843066 -0.007840372005840672
-I x 10-10 -0.9999999636336049 x IO-''
DOUBLE PRECISION
0.05674267363488311
0.1511045611241676 x
- 6320.450920832599
- 0.07403142245301157
2905.953467247269
0.05439483470987738
- 16.97882270508176
- 0.4199369784374313 x
5.994355684307683
0.1258286448916619 x
- 29133.90702005274
0.3511703139228007
1597.144529915056
0.01884761466507784
16.56657092766203
0.4879206626556721 x
of FL are accurate to between 6 and 12 significant figures.
The results show once again that the transformations used
in our algorithms are numerically morestable.
We also computed relatively left prime MFD's of the
model using Algorithm 2 and the structure algorithm with
double and extended precision arithmetic. The results are
shown for a fewof the coefficients of N ( s ) and D ( s ) in
Tables IV and V for Algorithm 2 and the structure algo-
rithm,respectively. We noted that thedoubleprecision
results of Algorithm 2 were, in general, correct to between
12 and 14 significant figures, whereas the accuracy of the
correspondingresults of the structure algorithmvaried
from fourto tensignificantfigures. For this example
K(Q)=l.SX 10''.
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159
EXAMPLE 3
Luenberger Canonical Form(FL:
-3.636460337904635
tj 0.9268451533058731
-2.940441078147912
-0.3277723784549205
-0.2366575002218708
-0.09853621368648760
-0.009131783476965870
-0.007840371997284622
- I .000045549842676 x
EXTENDED PRECISION
0.05674267544936184
0.1511045201678978 x
- 6320.450922716307
- 0.07403142134638936
2905.953467741293
0.05439483456375491
- 16.97882270594451
- 0.4199369784293333 x
5.994355680013523
0 . I258286444802285 x I 0-3
- 29133.90701051355
0.3511703149209043
1597.144529763461
0.01884761457919057
16.56657092566126
0.4879206624445921 x
Remarks
1) Since the matrices I;, and FL are obtained from A by
similarity transformations, it follows that in the absence of
all rounding errors, the three sets of eigenvalues would be
identical. Therefore, by comparing the computed eigen-
values of 4 and FL with those of A , we can get some idea
of thenumerical errors introduced in carrying out the
similarity transformations, and therefore of the numerical
stability of the corresponding algorithms.
2)Ourresultssuggest that Algorithms 1 and 2 give
better accuracy than the structure algorithm, and that the
canonical form resulting from Algorithm 3 is also more
accurate than the canonical form obtained via the method
160 IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. AC-26, NO. 1, FEBRUARY 1981

TABLE V
SOMECOWPICENTS OF D ( s ) AND N ( s ) FOR EXAMPLE
3 USING
THE STRUCTURE
ALGORITHM

DOUBLE P R E C I S I O N EXTENDED PRECISION

0.06076122102811582 0.06076122102817948

- 0.1511044492831971 x IO-’ - 0.1511044492833071 x IO-^

563.5194941824577 563.5194941827503

0.07403141767135694 0.07403141767135729

1323.971330536166 1323.971330536125

- 0.05439483399914120 - 0.05439483399914135

- 15.67688565322756 - 15.67688565322693

0.4199369772748431 x 0.4199369772748371 x

3.790501949439258 3.790501949438864

- 0.125828645’2961603 x - 0.1258286452961633 x IO-’

56442.08924297256 56442.08924293174

- 0.3511703185091978 - 0.3511703185091926

- 131.4908052910283 - 131.4908052910373

- 0.01884761425357449 - 0.01884761625357452

21.37577674848618 21.37577674848450

- 0.4879?06607587422 x IOe3 - 0.4879206607587385 x IO-’

TABLE VI performed in Algorithms 1 and 2 depends on other fac-

CPU TIMES FOR RANDOMLY GENERATED MODELS
STATE-SPACE
tors, such as the numberof inputs and outputs, the values
of theobservabilityindexes,whether or not the given
state-space model is observable, etc. We noted that ap-
CPU line
proximately one third of the CPU time used by each of
(sec) 0.35 the randomly generated models was due to Algorithm 2,
and the rest to Algorithm 1.
Finally, for reference, we mention that the CPU times
of Luenberger. It may be noted that Examples 2 and 3 are for Examples 1, 2, and 3 using Algorithms 1 and 2 were
considerablymore ill conditioned than Example 1, and 1.12, 0.93, and 0.22 s, respectively.
that the differenceinaccuracybetweentheresults of
Algorithms 1-3 and of the structure algorithm (or of the
computation of the Luenberger canonical form) is much
more significant for these examples. VI. CONCLUSIONS

3) In Examples 2 and 3 the eigenvalues of theblock Algorithmshavebeendescribedforcomputingrela-

Hessenberg matrixF resulting from Algorithm1 were also
computedusingdoubleprecisionarithmetic. In both of
the examplestheeigenvalueswereaccurate to 14-15
significant figures.
CPU Times
In order to get some idea of the CPU time required for
computing relatively left primeMFD’s using Algorithms 1
and 2,we rantests on randomlygeneratedstate-space
models of order 10, 20, 30, and 40 for two cases: 1) with
five inputs and five outputs, and 2) with ten inputs and
ten outputs. The results for the CPU times are shown in
Table VI. The results imply that the CPU timeusedis
approximately proportional to q 3 where n is the order of
the state-space model. It mustbepointedout,however,
that this is a very approximate relationship since, in addi-
tion to the orderof the model, the amount of computation
tively left prime M F D s of linear time-invariant systems
described in state-space form. Algorithm 1 uses orthogo-
nal coordinate transformations to reduce the given state-
space model s(A , B, C ) to a model s(F, G , H ) where F is
in the lower block Hessenberg form. In Algorithm 2 the
factors D ( s ) and N ( s ) of a relatively left prime MFD are
obtained via arecursiveschemeapplied to the system
S( F, G, H ) . Algorithm 3 allows some simplification to be
made in the useof Algorithm 2 by reducing S ( F ,-G,_H_) to
a more compact form S ( F , G*, H*) {or S( F, G, H ) }
where P is in block Frobenius form. By a permutation of
the state variablesof S ( P , G*, N*), a canonical represen-
tation S( F,, G,,H,) similar to the Luenberger canonical
form is obtained.
The major computational effort in using the algorithms
is inthereduction of S ( A , B, C ) tothelowerblock
Hessenberg form S( F, G, H ) . However, this is a numeri-
cally stable procedure and, in general, should not cause

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PATEL: M
A= FRACTION DESCRIPTIONS OF TIME-INVARIANT SYSTEMS 161

least squares solutions,” Numer. Math., vol. 14, pp. 403-420, 1970.
any In contrast, &Onthrn is prone to [I81 B. S. Garbw et a[., “Matrix eigeasystem routines-EEpACK
numerical instability. The decision as to whether Algo- guideextension,” in Lecture Notes in Conputer Science, vol. 51.
rithm 2 shouldbe applied to the lowerblockHessenberg Berlin: Springer-Verlag, 1977.
[19] G. H. Golub and J. H. Wilkinson, “IUIL1-Conditionedeigensystems
form or to the block Frobenius form w li depend on the and the computations of the Jordan canonical form,” SZAM Reo.,
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[20] G. H.Golub, V. C. Klema, and G . W. Stewart, “Rank degeneracy
Algorithm 2 has the disadvantage that the coefficients of and least squares problems,” Dep. Comput. Sci., Stanford Univ.,
thematrices Di(s), i= 1, ,k have to be stored in order Stanford, CA,Tech.Rep.
[21]V.C.Klema
STAN--76-559, 1976.
and A. J. h u b , ‘ T h esingular value decomposition:
to compute D,(s).This problem - is- avoided
- if Algorithm 2 Its computation andapplications,”
some ZEEE Trans. Automat.
is applied to the system S(f,Y G , H ) or S(PY G*Y H*) p. vanvol.
[221 Contr., AC-25,A.pp.Emami-Naeini,
Dooren, 164-176, 1980. and “stable
resultingfromAlgorithm 3. However, the reduction to extraction of the Kronecker structure of pencils,” in Proc. 17th
either of theseforms can lead tonumerical instability. ZEEE Con5Decision Contr., 1979, pp. 521-524.
[U] R V. Patel, “On computing matrix fraction descriptions and
Consequently, for systems which have an ill-conditioned canonical forms of linear time-invariant systems,” Univ. Manches-
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Rep. . Technol., Manchester, England, Contr. Syst. Cen.
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the block
Hessenberg
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A comparison of the numerical performance of our systems,” Automatica, vol. 15, pp. 419-429, 1979.
[25]E.C.Y. Tse, J. V. Medanic, and W. R Perkins, “Generalized
Algorithms 1 and 2 with that of the structure algorithm of Hessenberg transformations for reduced-order modelling of large
scale systems,” Znt. J. Contr., vol. 27, pp. 493-512, 1978.
wO1Ovich and showed that Our gave [26] L. M. Silverman and H. J. Payne, “Input-output s m c m e of hear
better numerical accuracy. The differencein the numeri- systemswithapplication to the decouplingproblem,” SZAM J.
cal accuracy was more sigdicant for ill-conditioned sys- Contr,, voL 9,
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[27] R V. Patel, ‘‘Matrix fraction descriptions of linear time-invariant
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Algorithm 1 and 3 and the algorithm of Luenberger for 1281 J. H. Wilkinson, Algebraic Eigenoalw Problem. London:
OxfordUniv Press 1965.
computing canonical forms, These results and others from ~291 R S. M& and’J. H. w w n , of a
several test examples indicate that our Algorithms 1 and 2 general matrix to Hessenbergform,” Numer. Math.,. voL12,pp.
349-368,1968.
are considerably more stable IlUmeriCally than the StruC- 1301 R E. ~h~ “Mathematical description of linear dynamical
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1311 N. Munro and R S. McLeod, “Minimal realization of transfer
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Circuits Syst., vol. CAS-21, pp. 3-8, Jan. 1974. VOL 10, p ~ 643-658,
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W. A. Wolovich, ‘The determinations of state-space representa-
tions for linear multivariable systems,” Automatica, vol. 9, no. 1,
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B. W. Dickinson, M. Morf, and T. Kailath, “A minimal realization
algorithm for matrix sequences,” ZEEETrans. Automat. Contr.,
vol. AC-19, pp. 31-38, Feb. 1974. Rajnikant V. Patel (”76-SM80) was born in
S . H. Wang and E. J. Davison, “A -tion algorithm for the Nairobi, Kenya, on March 26, 1948. He received
design of multivariablesystems,“ ZEEETrans, Automat. Contr.,
vol. AG18, pp. 220-225, June 1973. the B.E. degree in electronicswithfirstclass
G. D. Forney, Jr., “Minimal bases of rational vector spaces, with honors from the University Liverpool,
of
applications to multivariable linear systems,” SZAM J. Contr., voL Liverpool, England, in 1969 and the Ph.D. d e
13, pp. 493-520, 1975. gree in electrical engineering from the Univer-
M. K. Sain, “A free-modul,? algorithm forminimaldesign of sity of Cambridge, Cambridge, England,in 1973.
linearmultivariablesystems, 1975 ZFAC Congr. Preprints, paper From 1972 to 1975 hewasaPostdoctoral
9.1, part 1B. Research Fellowin the Department of Engineer-
L.V. Foster, “A practical solution to the minimal design problem,” ing, University of Cambridge. In 1973- 1974 he
ZEEE Trans, Automat. Conir., vol. AG24, pp. 449-454, 1979.
S. .Kung, T. Kailath, and M. Morf, “Fast and stable algorithms for was a visiting Scientist at the Division of Autc-
.
nunuaal desien Droblems” inProc. 4th ZFAC Znt. Sym. Multimk
~~~ ~ ~ ~~
matic Control, Lund Institute of Technology, Lund, Sweden. From 1975
able Techno[ &st., D.’P. Atherton, Ed. LondbnfPergamon, to 1977 hehelda National ResearchCouncilPostdoctoralResearch
1977. c - 97-
DD.
. ,c - - 104. Associateship at NASA’s Ames Research Center, Moffett Field, CA.He
W:A. Wolovich and P. L. Falb, “On the structure of multivariable was a Visiting Professor in the Department of Electrical Engineering,
systems,” SIAM J. Contr., vol. 7,pp. 437-451, 1969. University of Waterloo, Canada, from 1977 to 1979 and aSenior
L. S . de Jon& “Numerical aspects of realizationalgorithms in Research Scientist in the Department of Applied Physics, Delft Univer-
linear systems theory,” Ph.D. dissertation, Eindhoven Univ. Tech-
nol., Eindhoven, The Netherlands, 1975. sity of Technology, Delft, TheNetherlands, in 1979- 1980. At present he
P. Van Dooren, “The generalized eigenstructure problemin linear is aLecturerin Control Engineering in the Control SystemsCentre,
system theory,” ZEEE Trans. Automat. Contr., submitted for publi- University of Manchester Institute of Science and Technology,
cation. Manchester, England. He has conducted research on problems of struc-
R V. Patel, “Computation of minimal order state-space realiza- ture and design of multivariable systems, robustness in estimation and
tions and observability indices using orthogonal transformations,” control theory, adaptive stochastic control, and computational methods
Znt. J. Contr., to be published. for largescale systems. He has published numerous technical papers in
D. G;,Luenberger, “Canonical forms for linear multivariable sys- these areas, and is the author, with N. Munro, of a forthcoming book:
tems, ZEEE Trans. Automat. Contr., vol. AG12, pp. .. 290-293,
Muitimriable System T h e o ~and ~ Design (Oxford: Pergamon, 1981). His
June 1967.
G. W. Stewart. Introduction to Matrix Comtations. NewYork: current research interests are in numerical analysis and its applications
Academic, 1973. in developing computational methodsfor the analysis and designof
G. H. Golub and C.Reinsch, “Singular value decomposition and multivariable systems.

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