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Review of 'Linear Systems' (T. Kailath, 1980)

Article in IEEE Transactions on Information Theory · June 1981

DOI: 10.1109/TIT.1981.1056333 · Source: IEEE Xplore

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IEEE TRANSACTIONS ON INFORMATION THEORY, VOL. IT-21, NO. 3, MAY1981
Book Reviews
F’rojective Geometries over Finite Fields-J. W. P. Hirschfeld (Oxford,
England: Oxford University Press, 1979, ‘474 pp.)
N. J. A. SLOANE, FELLOW, IEEE
Anyone who has worked in coding theory, block designs, combinator-
ics, or finite groups soon realizes that the finite geometers are in control of
an enormous amount of material that is fundamental to these subjects. Up
to now this material has been well guarded. There were few books, and
they were neither easy nor up-to-date; see for example Artin [I],
Dembowski [2], Dieudonne [3], and Segre [4]. Here at last is a modern
book, written with combinatorialists, group theorists, and coding theorists
in mind. It is encyclopaedic in scope. This volume is the first of two, and
contains the following chapters: finite fields; projective spaces; subspaces
of PG( n, q); partitions of PG( n, q); canonical forms for varieties and
polarities; PG(l,q); first properties of PG(2,q); ovals; arithmetic of
k-arcs; arcs in ovals; cubic curves; plane (k; n)-arcs; blocking sets;
PG(2, q) for small q.
Each chapter is densely written and contains an immense amount of
information. The volume includes a comprehensive bibliography, contain-
ing 8 19 items. I strongly recommend it.
REFERENCES
[I] E. Artin, Geometric Algebra. New York: Interscience, 1957.
[2] P. Dembowski, Finite Geometries. New York: Springer, 1968.
[3] J. A. Dieudonnk, La Gkvnetrie des Groupes Classiques. 3rd ed. New
York: Springer, 1971,
[4] B. Segre, Lectures on Modern Geometry. Rome: Cremonese, 1961.
N. J. A. Sloane (S’62-M’66-SM’77-F’78) for a biography please
seepage 268 of the March 1981 issue of this TRANSACTIONS.
Linear Systems-T. Kailath (Englewood Cliffs, N.J.: Prentice-Hall,
1980, 672 pp., $27.50 cloth).
PETER E. CAINE& MEMBER, IEEE
The theory of linear systems is fundamental to contemporary control
theory, network theory, communication theory, and indeed to system
theory in general.
A control engineer can claim that the only adequate theory for the
analysis and synthesis of control systems is provided by linear system
theory, and that the debates concerning the relative merits of such design
techniques as quadratic regulator theory, modal control, the “inverse
Nyquist array” method, the “geometric theory” of multivariable control
system synthesis, and the characteristic loci and sequential return dif-
ference techniques, merely serve to demonstrate the richness and technical
sophistication of the area. This is in contrast to optimal control theory as
associated with the maximum principle. (In principle this can be applied
to large classes of nonlinear systems, but in fact it is only used in a few
specific areas such as trajectory optimization for space vehicles.) Further-
more, among the small number of practically applicable theories of
stochastic control, one must count the linear quadratic Gaussian (LQG)
theory and the closely related minimum variance control strategy (and
their adaptive versions), and these are both firmly rooted in the theory of
linear systems subject to random disturbances.
From the viewpoint of communication engineering, the linear filtering
theory of Wiener and Kolmogorov (for stationary processes) and the
linear recursive filtering theory associated with Kalman and Bucy (for
nonstationary processes with finite dimensional linear state models) con-
stitute basic solutions to one formulation of the problem of reliable
communication. (Of course communication engineers frequently use mod-
els other than continuous-state linear system models: for instance those
arising in algebraic coding and Shannon theory.)
385
Hard-core linear system theory consists of the mathematical study of
the properties of the equations
1=Ax+Bu, y=Cx+Du,
with u an input function taking values in WP(i.e., u(.): R + IWP),x a state
function taking values in W”, y an output function taking values in Rm,
and A, B,C, and D being matrices of appropriate dimension which may
be parameterized by time. The analysis of these equations-as distinct
from the analysis of general ordinary differential equations (ODE’s),
automata, and the engineering analysis of linear systems-began around
1960. This was stimulated by Kalman’s use of linear-state space models in
control system design and by his solution to the recursive linear least
squares estimation problem. The early phases of the theory consisted of
Kalman’s isolation of the concepts of controllability and observability, the
structural results (principally the state-space isomorphism theorem) of
Kalman, Gilbert and Youla, and other results revealing the importance of
these properties for linear input-state-output realizations of linear input-
output systems. The year 1963 saw the publication of the textbook Linear
System Theory by Zadeh and Desoer [ 11,this is often regarded as a classic
by virtue of its influence upon the field and the elegance and clarity of its
exposition.
Since the middle sixties the field has yielded several basic results (for
instance the result that for time invariant systems controllability is
equivalent to the possibility of arbitrary pole placement by state feedback),
witnessed the development of theories underlying the various linear
multivariable regulator design methods listed earlier-especially as in the
textbooks of Rosenbrock and Wonhan-and seen the emergence of
entirely new theoretical topics such as algebraic and geometric (linear)
system theory.
Despite this plethora of results, developments, and applications, it was
possible during the last decade to teach the elements of the theory and
give an overview of the subject by using, say, Desoer’s short book [2]
together with Chen’s relatively elementary text [3], both published in
1970, or by using Brockett’s text [4], which was also published in 1970. In
fact given the apparently semi-infinite amount of material on the topic, it
was extremely useful to have available such condensed presentations of
the fundamentals of the subject. However, an update on the subject was
due and Professor Kailath’s Linear Systems is a wholly admirable attempt
to give a textbook exposition of the subject as it stands at the end of the
seventies. As is revealed by the list of chapter headings below, the book is
intended to be a classroom text for theoretically oriented senior and
graduate engineering students, a digestion and organization of recent
advances (again in textbook form), and a guide to current research topics
and adjacent areas of interest. To be specific the chapter headings are:
Background Material; State Space Descriptions- Some Basic Concepts;
Linear State Variable Feedback; Asymptotic Observers and Compensator
Design; Some Algebraic Complements; State Space and Matrix-Fraction
Descriptions of Multivariable Systems; State Feedback and Compensator
Design; Genera1 Differential Systems and Polynomial Matrix Descrip-
tions; Some Results for Time Variant Systems; Some Further Reading;
and an Appendix entitled Some Facts from Matrix Theory.
Two features of the book that are advertised by the author in the
preface and that are certainly among its distinguishing features, are its
particular pedagogical style and the way the interplay between state space
and transfer function ideas is continually emphasized. Pedagogically the
book is organized in a way that is intended to correspond to a path of
learning and discovery on the part of the student. One major manifesta-
tion of this approach is that univariate (single-input single-output) sys-
tems are treated first and multivariate (multi-input multi-output) systems
do not make their official appearance until the sixth chapter. In the first
five chapters topics such as state space representations (or realizations),
observability and controllability, state feedback, and observer and com-
pensator design, are introduced and developed for univariate (single-input
single-output) linear systems. As in the remainder of the book, this is
carried out with a generous amount of motivating discussion, many
instructive exercises, and a wealth of references to the literature. While
 386
there are detailed alphabetical indices by subject and by name, the
nonalphabetical arrangement of references at the end of each chapter
makes it difficult to follow up on the citations made to over 330 authors.
In addition, there are careful discussions of priority, and as is the author’s
wont, interesting allusions to history and antiquity (Diophantus appears,
but the Babylonians do not as they did in the author’s A View of Three
Decades of Linear Filtering Theory [5]).
Especially nice features of the first five chapters are as follows: chapter
two presents the idea of the state as a set of initial conditions for
analog-computer simulations of linear systems, discusses why it took so
long for the ideas of observability and controllability to emerge given that
analog simulation goes back to Kelvin in the last century, and interrelates
various types of canonical forms for linear systems in an informative way;
chapter three discusses the nature of various control techniques when
applied to discrete time parameter systems; and chapter four treats
feedback and compensator design procedures for scalar linear systems by
the direct use of transfer functions.
All of the topics mentioned above are picked up again in chapters six
through nine, the idea being that the reader is better equipped to face the
technicalities of the multivariable development once the ideas have been
encountered in the univariate setting. Such a style of development in a
text is the converse of the mathematical one in which ideas are developed
to the maximum generality once the prerequisites have been assembled.
Whether one likes it or not is in the end a matter of taste; however, I
think that it will be very popular with students and that such a develop-
ment of the material is well suited to classroom presentation. In fact
linear system theory, with its potential for a division into univariate and
multivariate theory, lends itself to an approach emphasizing the increasing
stages of sophistication of the reader.
As stated earlier, the second distinguishing feature of the book is the
manner in which the interplay between transfer function (i.e., input-
output) descriptions and state space descriptions is continually developed
and emphasized. As far as the presentation of new technical material in
textbook form is concerned, I am sure that chapter six (on state space and
matrix fraction descriptions) will be regarded as one of the main strengths
of the book. Throughout the volume the author presents with great clarity
a large amount of the computational algebra of linear system theory,
displaying many interesting and useful identities along the way. This skill
is deployed to maximum effect in chapter six. The complicated algebraic
operations and relations concerning matrix fraction descriptions of linear
systems (the matrix analogs of rational transfer functions) are laid out
with an impressive and systematic clarity. (One is tempted to refer to this
chapter as “what you always wanted to know about multivariable systems
but were afraid to ask.“)
Chapter seven replays chapters three and four in the multivariable
setting by carrying out state feedback and compensator design using both
the state space and matrix fraction techniques developed in chapter six.
We remark that the fact that this is a text concerning linear system theory
rather than control system synthesis is demonstrated by the relatively
small fraction of the volume devoted to the quadratic regulator problem
or to frequency domain methods. Despite this the author manages to
include some interesting material devoted to the asymptotic behavior of
pole-zero patterns in quadratic regulator theory.
Chapter eight is a comparatively short chapter devoted to the analysis
of so-called general differential systems and polynomial matrix systems,
For these classes of systems-which are in certain technical senses more
general than matrix fraction descriptions-various notions of system
equivalence and associated rules of transformation are developed with an
admirable clarity. It is hard to tell whether in the future this chapter will
be regarded as a useful systematization of a complex topic or just a
baroque extension of the main core of the subject.
Chapter nine informs the reader of aspects of the theory of time varying
systems, and the brief final chapter ten points him or her towards some
topics of current research.
In the first chapter the author says he aims to be logically consistent
rather than mathematically rigorous and this approach may result in some
frustrations for the more mathematical reader. For instance, the book
avoids a formal definition of a linear input-output system, or more
importantly, of a linear input-state-output system. Of course the latter
may be given as the joint linear operation of the system on the system
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IEEE TRANSACTIONS ON INFORMATIONTHEORY,VOL. IT-21,NO. 3,MAY 1981
state and an appropriate segment of the input function, see e.g., [ 11, [2].
Furthermore the formal definition of the notion of state in terms of its
semigroup property (see e.g., [I], [2]) is omitted. Instead the author gives
an informal discussion of the notion of state. which I think rather
misleadingly brings in the notions of minimal&y and minimal statistics;
chapter five then goes on to the more advanced topic of constructing
system states using the notion of Nerode equivalence. In my opinion the
formal definitions of linearity, system state, and time invariance (also
omitted), are both fundamental and illuminating.
In his discussion in chapters one and two of the C, and !% Laplace
transform and of impulsive input functions for differential equations, the
author uses the notation t > 0 + , t > 0 - , etc. Now whereas x(0 + ) has a
well defined meaning for a function x( .) (as the limit of x(t) as t lends to
zero from the right, when this limit exists), x(t) for t > 0 + , for example,
does not. This notation leads the author (p. 11) to write “x(t) = e-” +
ep2’, t>O- ,” as the solution to “n(t) +2x(t)=8(t), t>O-, x(0-)
= I,” when the solution to this differential equation for all time t with the
given boundary conditions is evidently x(t) = e -*I + e -*‘l( t), where l(t)
is one for t > 0, zero for t < 0, and one or zero at t = 0 depending upon
our arbitrary assignment of x(O).
Another irritation of an analytic nature is the discussion of bounded
input bounded output (bibo) stability for systems described by y(t) =
jrh(s) u(t -s) ds. Since h( .) lie in unspecified function spaces the
author “proves” that the system is bibo stable if and only if h( .) is
integrable, i.e., /$‘I h(s)\ a!s < co. Now this suggests that L’[O, co) (inte-
grable Lebesgue measurable functions) and Lm [0, co) (bounded Lebesgue
measurable functions) are duals. However, this is not the case, for
although the dual of L’ is Lm, the dual of Lm is a much larger space than
L’. On the other hand the characterization of bibo stability becomes true
if all functions under discussion are restricted to he in Lm [0, co) at the
S.tEUt
My penultimate comments concern English and typography. I am sure
that readers will find that Professor Kailath’s clear prose and easy style
make this book an enjoyable one to read. One minor complaint concerns
the liberal use of the qualification “some” throughout the book, as for
instance in the chapter titles (five out of ten including the appendix, see
the list given earlier) and section headings (four out of eight in chapter
six). The suggestion is that the author does not claim to cover everything;
however, I cannot imagine the reader who could complain that “every-
thing” had not been said on the topics under discussion, especially given
the heroic amount of work that has obviously gone into this treatise. As
far as typographical errors are concerned, I can hardly find any. The
author and all who assisted him are to be congratulated on very careful
proofreading. The author informs us that there is a solutions manual that
also contains an errata list.
In conclusion this is a highly informative compendious pedagogically
imaginative textbook. It presents in an integrated form both the basic
ideas of linear system theory and a systematic exposition of much of the
last decade’s research. I am sure it will be a huge success.
REFERENCES
[ll L. A. Zadeh and C. A. Desoer, Linear System Theory. New York:
McGraw Hill, 1963.
PI C. A. Desoer, Notes for a Second Course on Linear Systems. New York:
Van Nostrand Reinhold, 1970.
131 C. T. Chen, Introduction to Linear System Theory. New York: Holt,
Rinehart, and Winston, 1970.
141 R. W. Brockett, Finite Dimensioml Linear Systems. New York: John
Wiley, 1970.
151 T. Kailath, “A View of Three Decades of Linear Filtering,” IEEE Trans.
Inform. Theov, vol. IT-20, no. 2, pp. 145-181, Mar. 1974.
Peter Gaines (M’74) obtained the B.A. degree from Oxford University,
England, in 1967, and the Ph.D. and D.I.C. degrees from the University of
London, England, in 1970. He has worked at University of Manchester
Institute of Science and Technology, England, Stanford University, Stanford,
CA, University of California at Berkeley, University of Toronto, Canada,
and Harvard University, Cambridge, MA. He is currently Associate Profes-
sor of Electrical Engineering at McGill University, Montreal, PQ, Canada.
He is a member of the IEEE, SIAM, and AMS and has served as an
Associate Editor of the IEEE TRANSACTIONS ON AUTOMATIC CONTROL.