270

IEEE TRANSACTIONS ON AGTONATIC CONTROL, JUNE

1974

Derivation of the H o Algorithm

K. D. GUPTA
AXD

F. W. FAIK319X

Abstract-A rather straightforward derivation is presented for the central relation i the Ho algorithm for minimal realization of finite n dimensional linear systems.
The celebrated ITo algorithm 111, 121 for nninintal realizat.ion via the Hankel matrix was proved originally through rather involved matrix manipulations which did not provide much insight. into the mechanism through which the algorit.hm operated. In what follows, a straightforxard derivation of the Ho algorithm is provided xhich is simpler than the original proof and gives additional insightint.o how the algorithm works. The central part of the Ho algnrithm is restated ah follows. Given a q output. p input. system transfer function matrix, G(s), having proper rat.ional elements n-ith least conmton denominator of degree r, then a nninintal realization is determined by finding two nonsingular matrices Q: qr x qr and P: p r X p r such that.

E =

Hence,

n-here

where

Hence, from (11) it. is seen t.hat

The proof is now developed as follon-5:. Letting =I*, B*, and C* be an>-mininlal realization of GIs), it is well knoxn that

the11

S a t i o n a l R e ' e e a r ~ ~ C b ~ofrCanada. n il R. 1). Gopta is aCommonwealth S c l d a r at Queen', Vniversir? . Iiinpsron. Ont.. Canada. on leavefromMadhavInstitute oi Technology 30d Selence, Gn-alior. India. 1;. 1. Fainnan is xritll the 1)epartment oi ElectricalEngineering.Queen's 1. University. l<ingston. Ont.. Canada.

..

TECHNICALNOTESANDCORRESPOKDENCE

271

and (6) been shown. Notice that C is related t o C* in the manner has

w h h e I is an n x n identity matrix, J , the conventional Jordan form, U , a diagonal matrix {uii] with UII = 0 and uii = ai-1 for 2 5 i 5 n, and ai's are unknowns to be det.ermined 1ater:Formulate (sZ - A)-1 to be

REFERENCES
[ I ] B. L. Ho and R. E. Kalman, "Effective construction of linear state-ssriable models from inputioutput functions," in Proc. 3rd Allerton Conf. Circuit and S y s t e m T h e o r y , 1965. (21 c. T.Chen. Introduction to Linear Systems. Ken. York: Holt,Rinehartand XVinston, 1970. pp. 235-239.

4) Let (A,B,C,D) be the irreducible state model such that. C(s1 - A)-'&? D = G(s).Let ci and bi, for i = 1,2,. . .,k,. . .,n, be the ith Column vect,or in (J and the ith vect,or in B, respectively. From (1) and C(s1 - A ) - ' B one obt.ains

+
j

C(JU)i-'B,

for j = 1,2, . .,k.

(4 )

A Generalized-Jordan-Form-Approach One-Step

Irreducible Realization of Matrices

HSIEN-LU HUAKG
dbsfmcf-This note presents aone-stepirreduciblerealization

5) Since for k < n there must be at least one Jordan block of size k and none of greater size, (lk is always zero. Furt,hermore, even if no other a's are zero, at least are must be zero for 2 5 t 5 t,he integer part. of (n - l ) / k . On the other hand, from controllability and observability considerations there m i l l be at.most min ( q , p ) Jordan blocks of any given eigen valuein the h a 1 irreducible realization. Let, the number of a's which are zero be nz, then

(5) Integerpart of ( n - l)/k 5 n.z 5 min ( q , p ) - 1. ( A , B , C , D ) from a rational matrix G ( s ) with multiple poles. The introduction of a generalized-Jordan-fO~A makes it possible to Theupperbound of t.he of J f k maybefound as follonrs. If no are except,atk,then from (4) obt,ains, for j = k, one consideradditionalnetwork synthesisconstraints in determiningother C column by column and B row by row. Only Gauss-Jordan reduction is needed. One example is given for illustration. J f k = a l a . . .a~,-lc,b~: a.klan+z' . .u?k-lce+lbnZ: . ..

I. IKTRODUCTIOK
Different solutions have been proposed by many authors t.0 obt.ain anirreduciblerealization (A,B,C,D) froma given q X p rat.iona1 transfer-function matrix G(s) since Gilbert. [I] andKalman [2] first discussed the problem in 1963 [1]-[9]. State-spacesynthesis Of multiport with minimum physical elements would be greatly assist.ed if synthesis constraints can be t.aken int.0 consideration earlier when the entries in the quadruple are to be determined in the realizat,ion this[ l l ] . In n0t.e a one-steprealization procedure irreducible is proposed for the above-mentioned purpose. Only Gauss-Jordan reduction is used in the computat,ion. is introduced I n Section I1 a generalized-Jordan-form matrix n7it.h the repeated eigenvalues in the main diagonal and unknown a.'s in the superdiagonal. The unknown a's are t.o be determined in t.he course of realization in a one-step procedure to determine C column by column and B row by row with possible consideration of additional constraints. For complex conjugate poles an irreducible complex quadruple (A,B,C,D)is obt,ained and then t.ransformed into a real one through alinear t.ransformation [lo]. One example from [6],[9] considered for illustration. is

+ atliTlatk+2-.. a . ( w ) k - l c w b t t m + . . + . 'an-lG-k+lbn.
&-k+l&-k+Z'

From (6) one obtains rank JIg 5 integer part of (n/k).

(7)

Fut,hermore, degree {least COnlmOn denominator of all mino= of G ( ~] ) 5 i n ( h , l p ) ; hence,

n/k

min(!7,P), and rank

dfk

5 illteger Part of (nlh) 5 min('&P,).

(8)

In general, all us's for 1 5 Z 5 k, may bechosen t.o be one, (notice: minus one is as good as plus one), and all ai's for i > k will be determined later along with tils and bi,s. 6) Three case^ are consider^ t,hk step for thedetermination of a,s, c,s, and brs.
A)

For k

n/2, (5) becomes 1 5 nr S min(q,p) - 1, and ( 8 )

becomes rank

11lk

5 2 5 min(q,p), respectively. Then (4)becomes

x,= c16t + a k 4 . . .a,-lck+lb,.

(' 4)

If rank N k = 1, a b I may be zero, and c1 and bk can be easily determined. 11. 'IRRKDUCIRLIS STATE-SPACE RIODEL REALIZATION If rank M n = 2, then ap+l,. . .,u,,-~are nonzero and set be are to proper rational one. Formulate a set of q X p simultaneousalgebraicequations Without loss of generality consider a q X p nlatrix G(s) cont,aining only one pole, e.g., = k, of certain mult,ii- using ent.ries in unknown bn and b, as variables and entriesin unknown cI and ckT1as coefficients. Perform a Gauss-Jordan reduct.ion plicit,y. The procedures are presented as follows: 1) Find degree { G(s)], n, which is degree {the least common de- and consider the constraints for consistency t.o solve for the ent.ries in el and c ~ + The solutions are not unique. Addit.iona1 constraints, ~. f f nominator o all minors o G ( s ) } . therefore, may be taken into consideration. Upon substitut.ion of the 2) By partial-fraction expansion express G ( s ) as numerical entries found for CI and ckl-1 int.0 ( ' the unknown bk and 4) k bn can be det,ermined. Bgain the solut.ions are not unique. G(s) = X j / ( s - k)j (1) j= 1 B) For k > n/2, t,hen rank M k = 1, and ( ' becomes ~ 1 T k= 4)
where M ; are q x p constant coefficient matrices and k derivat,ion of this note. 3 ) Formulate a generalized-Jordan-form A as

< n for t.he

(2)
,

A=M+JI:

ManuscriptreceivedJuly 16. 1973; revisedDecember 16, 1973. The author is with the Department of Electrical Engineering, West Virginia W . V a . 26506. University, Morgantown,

(4") C) For k < 7 1 . 9 , (4)is formulated for j = k. The upperbound of rank M I c i n (8) determines: the least number of terms required in t.he right. hand side of (4).Formulate a set of q X p equations and follow similar techniques st.ated in Step 6 A to solve for the unknown c's, b's, and a's in (4). 7) FVith t.he informat.ion available at this point repeat the procedure for ~ l I k - , , X - z , . . -, successively until all the unknon-vns are
'Ibk'