Ben M.

Chen Zongli Lin Yacov Shamash

Linear Systems Theory

A Structural Decomposition Approach

Birkhauser Boston -Basel Berlin

Contents
Preface 1 Introduction and Preview 1.1 Motivation 1.2 Preview of Each Chapter 1.3 Notation 2 Mathematical Background 2.1 Introduction 2.2 Vector Spaces and Subspaces 2.3 Matrix Algebra and Properties 2.3.1 Determinant, Inverse and Differentiation 2.3.2 Rank, Eigenvalues and Jordan Form 2.3.3 Special Matrices 2.3.4 Singular Value Decomposition 2.4 Norms V 2.4.1 Norms of Vectors 2.4.2 Norms of Matrices 2.4.3 Norms of Continuous-time Signals 2.4.4 Norms of Discrete-time Signals 2.4.5 Norms of Continuous-time Systems 2.4.6 Norms of Discrete-time Systems 3 Review of Linear Systems Theory 3.1 Introduction 3.2 Dynamical Responses 3.3 System Stability 3.4 Controllability and Observability xi 1 1 3 6 9 9 9 12 13 15 18 22 26 . 26 26 27 28 28 29 31 31 33 35 40

viii 3.5 System Invertibilities 3.6 Normal Rank, Finite Zeros and Infinite Zeros 3.7 Geometric Subspaces 3.8 Properties of State Feedback and Output Injection 3.9 Exercises 4 Decompositions of Unforced and/or Unsensed Systems 4.1 4.2 4.3 4.4 4.5 5 Introduction Autonomous Systems Unforced Systems Unsensed Systems Exercises

Contents 47 49 55 61 64 69 69 70 79 95 103 107 107 108 117 153 163 174 181 183 189 . . . 189 193 201 208 221 223 227 227 228 235 240 255

Decompositions of Proper Systems 5.1 Introduction 5.2 SISO Systems 5.3 Strictly Proper Systems 5.4 Nonstrictly Proper Systems 5.5 Proofs of Properties of Structural Decomposition 5.6 Kronecker and Smith Forms of the System Matrix 5.7 Discrete-time Systems 5.8 Exercises : Decompositions of Descriptor Systems 6.1 Introduction 6.2 SISO Descriptor Systems 6.3 MIMO Descriptor Systems 6.4 Proofs of Theorem 6.3.1 and Its Properties 6.5 Discrete-time Descriptor Systems 6.6 Exercises Structural Mappings of Bilinear Transformations 7.1 Introduction 7.2 Mapping of Continuous-to Discrete-time Systems 7.3 Mapping of Discrete- to Continuous-time Systems 7.4 Proof of Theorem 7.2.1 7.5 Exercises

Contents 8 System Factorizations 8.1 Introduction 8.2 Strictly Proper Systems 8.3 Nonstrictly Proper Systems 8.4 Discrete-time Systems 8.5 Exercises 257 257 259 269 278 284 287 287 289 289 293 297 309

9 Structural Assignment via Sensor/Actuator Selection 9.1 Introduction 9.2 Simultaneous Finite and Infinite Zero Placement 9.2.1 SISO Systems 9.2.2 MIMO Systems 9.3 Complete Structural Assignment 9.4 Exercises

10 Time-Scale and Eigenstructure Assignment via State Feedback 313 10.1 Introduction 313 10.2 Continuous-time Systems 314 10.2.1 Design Procedures and Fundamental Properties 314 10.2.2 H2 Control, #< Control and Disturbance Decoupling . . 325 10.3 Discrete-time Systems 332 10.3.1 Design Procedures and Fundamental Properties 332 10.3.2 H2 Control, H<x Control and Disturbance Decoupling . . 334 10.4 Exercises 337 11 Disturbance Decoupling with Static Output Feedback 11.1 Introduction 11.2 Left Invertible Systems 11.3 General Multivariable Systems 11.4 Exercises 12 A Software Toolkit 12.1 Introduction 12.2 Descriptions of m-Functions 12.2.1 Decompositions of Autonomous Systems 12.2.2 Decompositions of Unforced and Unsensed Systems . . . 12.2.3 Decompositions and Properties of Proper Systems . . . . 12.2.4 Operations of Vector Subspaces 341 341 343 349 366 367 367 369 370 371 374 380

Contents 12.2.5 12.2.6 12.2.7 12.2.8 12.2.9 Decompositions and Properties of Descriptor Systems . System Factorizations Structural Assignment via Sensor/Actuator Selection . . State Feedback Control with Eigenstructure Assignment Disturbance Decoupling with Static Output Feedback . . . 381 383 . 385 . 386 . 393 395 409

Bibliography Index