Input-output invariants for linear multivariable systems

The problem of parameterization of the input-output relation of constant finite-dimensional linear multivariable systems is considered. As a first result it is shown that a precisely defined set of entries of the Markov parameters of a system constitutes a complete set of independent invariants of the system. Specializing this result a new complete set of invariants is derived in which the input and output Kronecker indices and a canonical permutation constitute the structural invariants, whereas the set of numerical parameters in the set of invariants directly defines the parameters in a related new canonical form. The number of numerical parameters involved may be strictly less than the number of parameters in existing canonical forms. The results have been obtained by formulating a realization problem in terms of Rosenbrock's concept of a system matrix. Prototype algorithms for obtaining the proposed invariants from a state-space description or from a sequence of Markov parameters are presented.

[1]  Pavol Brunovský,et al.  A classification of linear controllable systems , 1970, Kybernetika.

[2]  J. Rissanen Basis of invariants and canonical forms for linear dynamic systems , 1974, Autom..

[3]  L. Silverman Realization of linear dynamical systems , 1971 .

[4]  A. Morse Structural Invariants of Linear Multivariable Systems , 1973 .

[5]  J. Willems,et al.  Parametrizations of linear dynamical systems: Canonical forms and identifiability , 1974 .

[6]  A. Morse,et al.  Feedback invariants of linear multivariable systems , 1972 .

[7]  K. Glover Some Geometrical Properties of Linear Systems with Implications in Identification , 1975 .

[8]  R. Kaiman KRONECKER INVARIANTS AND FEEDBACK , 1972 .

[9]  J. D. Aplevich,et al.  Direct computation of canonical forms for linear systems by elementary matrix operations , 1974 .

[10]  H. Akaike Canonical Correlation Analysis of Time Series and the Use of an Information Criterion , 1976 .

[11]  M. Hazewinkel Moduli and canonical forms for linear dynamical systems III : the algebraic-geometric case , 1977 .

[12]  M. Denham Canonical forms for the identification of multivariable linear systems , 1974 .

[13]  R. Brockett Some geometric questions in the theory of linear systems , 1975 .

[14]  V. Popov Invariant Description of Linear, Time-Invariant Controllable Systems , 1972 .

[15]  D. Luenberger Canonical forms for linear multivariable systems , 1967, IEEE Transactions on Automatic Control.

[16]  M. Heymann Controllability Subspaces and Feedback Simulation , 1975 .

[17]  T. Bullock,et al.  Realization of invariant system descriptions from infinite Markov sequences , 1978 .

[18]  Richard S. Bucy,et al.  Canonical Minimal Realization of a Matrix of Impulse Response Sequences , 1971, Inf. Control..

[19]  Roger W. Brockett,et al.  The Geometry of the Set of Controllable Linear Systems , 1977 .