612

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 41, NO. 4, APRIL 1996

On the Solution to the Sylvester Matrix Equation AV + BW = EVF

Guang-Ren Duan
Abstract-A simple, direct, complete and explicit parametric solution of the generalized Sylvester matrix equation AV+BW = EVF is proposed for matrix F in the Jordan form with arbitrary eigenvalues using the Smith canonical form of the matrix [ A- S E B ] . The obtained solution is in a clear, neat form and may have important applications in descriptor linear system theory.

I. INTRODUCTION This note considers the solution of the generalized Sylvester matrix equation

A V + BW = E V F

(1)

to eigenstructure assignment in descriptor systems, the matrix F in the equation is directly required to be in Jordan form [11]-[15]. In applications of observer design for descriptor systems, the matrix F can be arbitrarily chosen as long as it is stable [lo]. This equals arbitrarily choosing the Jordan form and the eigenvector matrix of matrix F, and with a transformation the equation can be changed into one with matrix F in Jordan form. For (1) with matrix F not , in Jordan form, we suggest converting it into the case with matrix F in Jordan form with the help of some similarity transformations whenever a numerical stable solution can be obtained [18], [19], since such a conversion greatly simplifies the problem in the sense that the converted matrix equation may be immediately decomposed into a number of matrix equations of the same form with reduced dimensions as shown in the following proposition. Proposition 1: Let F = diug[FI FZ . . . F,]. Then (1) can be equivalently decomposed into the following m number matrix equations:

, E C, F E Cpxp ( p 5 n ) are known, where A, E t C n X nB are to be determined. As it is shown and V E C n x pand T/T/ E C r X p in [I], the special case of this equation
AV

AV;+BWi=EV,F,,
~ ~

i=1,2,...,m

(3)

+ BW = V F

with T< and lVt i = 1,2, . . . m, of proper dimensions defined by

(2) Therefore without loss of generality, we may require the matrix F in (1) to be a single upper triangle Jordan block of order p with eigenvalue CJ. That is, the following assumption is in requirement. Assumption A l : F = CJI, +a nilpotent upper triangular matrix. In accordance with this assumption, we make the following convention throughout this paper. Convention C1: The matrices V and W in (1) are in the following forms:

is closely related to the problem of eigenvalue assignment, eigenstructure assignment, and observer design in normal linear systems (also refer to [2]-[9]), while the more generalized Sylvester matrix (l), with matrix E usually singular, is fundamental in descriptor linear system theory and has found applications in the problems of observer design [lo] and eigenstructure assignment [11]-[15] in linear descriptor systems. In solving (1) and (2), finding the complete parametric solutions, that is, parametric solutions consisting of the maximum number of free parameters, is of extreme importance, since many problems such as robustness in control system design require full use of the design freedom (see 121, [3], [9], and [161). For (2), several explicit parametric solutions have been proposed for matrix F in the companion form [17] and Jordan form [l], [8]. While for (1) in general, solutions have been considered by several researchers [lo], [ 131-[ 151, but the approaches are not completely parametric except the one given in [15]. In fact, [lo] and [14] have studied a different Y and a problem of finding a special triangular matrix V for some T matrix F possessing desired eigenvalues. Reference [ 151 presented a complete parametric solution to this equation with no presence of the controllability condition (rank[sE - A B ] = n for all s E C) for matrix F in arbitrary Jordan form. This solution has the weakness that it is not in direct, explicit form but in recursive form, while a direct, explicit solution usually provides much convenience in some system design problems (see [9] and [16]). In this note a general, complete parametric solution in direct, explicit, clear, and neat form of (1) is proposed for matrix F in Jordan form. An illustrative example is presented. I1 PRELIMINARIES Equation (1) is directly concerned in eigenstmcture assignment and observer design for descriptor linear systems When it is applied Manuscript received December 20, 1993, revised July 14, 1994 and November 22, 1994 This work was supported in part by the Chinese National Natural Science Foundation under Grant 69504002 The author is with the Harbin Institute of Technology, Harbin, 150001, R

17 = [til

ti2

. .u p ] ,

W = [w,

w2

w,]

and with C1, the following fact is valid (refer to [15]). Lemma I : Equation (1) is equivalent to the following group of vector equations:

It follows from the above lemma that the problem of seeking the matrix pair (V FV) satisfying (1) is equivalent to the problem of finding the vector chains U k and W k , k = 1, 2 , . . . , p satisfying (4). Besides Assumption A1 and Convention C1, we also require the following assumption. AssumptionA2: Rank[il - S E B] = n for all s E C which is equivalent to the controllability condition of the linear descriptor system E5 = Ax Bu.It is well known that subject to Assumption A2, there exist unimodular matrices P ( s ) and Q ( s ) satisfying

P(s)[,Z - S E B]Q(s) = [0 I ] .
111. THE GENERAL SOLUTION

(5)

Our main result in this note is as follows. Theorem I : Subject to Assumptions A1 and A2, there always exist solutions to matrix (I), and all of the solutions are given by

oc

Publisher Item Identifier S 0018-9286(96)02102-2

0018-9286/96$05.00 0 1996 IEEE

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL. 41, NO. 4,APRIL 1996

613

where fk E k = 1, 2,. ' , ,p are arbitrarily chosen free parameter are any pair of right vectors, and N(s) E R"", D ( s ) E R"' coprime matrix polynomials satisfying

c ' ,

( A - s E ) N ( s ) B D ( s ) = 0.

(7)

Theorem 1 is a general result. It may have important applications in analysis and design of descriptor linear systems (under study). Solution (6) naturally reduces to the one obtained in [8] when E = I. In the special case of p = 1, it becomes

Proof: First we show that the vector chains U k and W k , k = 1 , 2 , . . . ,p, given by Theorem 1, are solutions of (1). Taking the differential of order I in both sides of (7), we obtain d"1 dl a' ( A - s E ) T N ( s ) B I D ( s ) = ZE---N(s) (8)
as

IV. SOLUTION OF N ( s ) AND D ( s )

Solution (6) can be obtained as soon as the pair of right coprime polynomial matrices N ( s ) and D ( s ) are derived. In this section we present several ways for solving the pair of right-coprime polynomial matrices N ( s ) and D ( s ) satisfying (7). Let a d j ( s E - A ) be the adjoint matrix of (SE- A). Then it is obvious that a special pair of polynomial matrices N ( s ) and D ( s ) satisfying (7) are N ( s ) = adj(sE - A)B,

ClS

I = 0, 1, 2 , . . * ,k - 1.
kfk-1

ds"-l

Substituting s with U in (8), and post multiplying by vector on both sides of (8) gives

D ( s ) = d e t ( s E - A)Ir.

(11)

1=0,1,2,...,k-l,

k=l,2,...,p

Summing up the equations in (9) for I = 0, 1, 2,. . . , IC - 1 and using (6), we can obtain

Moreover, this pair of N ( s ) and D ( s ) are easily proven to be right coprime in view of Assumption A2. It can be further reasoned that in the special case of d e t ( u E - A ) # 0, the above pairs of N ( s ) and D ( s ) in (11) may be replaced by

N ( s ) = (SE- A)-1B,

D ( s ) = I,.

(12)

( A- g

E ) ~ k

+B

w= ~ EVk-1,

uo = 0,

k = 1, 2,...,p (10)

which is equivalent to (4). Thus we have proven that the vectors given by Theorem 1 are solutions of (1) in view of Lemma 1. Second, we prove the completeness of the parametric solution given by (6) and (7). Let S be the set of vectors [ : i ] , k = I, 2,. . . , p , given by Theorem 1, and I ( be the kernel of the linear map

Besides the above two solutions, the following lemma provides another constructive method for the solution of the pair of right coprime polynomial matrices N(s) and D ( s ) required in Theorem 1. Lemma 2: Let Assumption A2 hold and Q ( s ) be any unimodular polynomial matrix satisfying (5). Then the pair of polynomial matrices N ( s ) and D ( s ) , given by

[G]

+ AV

- EVF

+ BW.

Then we have S C IC, and hence dim(IC) 2 d i m ( S ) ,following the sufficiency part of this proof. To prove the completeness of our solution to (6), we need only to show dim(S) = dim(h7) = p x r. Let

E = [UP f = [f,
-N(a)

W p . . 'U1
fp-1

W1]T

. . . fll'
-( p - l ) ! d s P - 1 N(') ( ~ - 1 )d l s P - 1 D(')
1 dp-2 -___
(p--2)' d s P - 2
(p--2)' d s P - 2

"(g)

D(a)

M=

... . . . D'(ff) ... N ( u ) .. . ... q g ). . . . . .

. . . ...

dPpl
dppl

satisfy (7) and are right coprime. Proof: It is a straightforward extension of the corresponding result used in [9, Remark 3.21 and [16, Remark 3.31. Lemma 2 has converted the solution of the pair of right coprime polynomial matrices N ( s ) and D ( s ) into a problem of solving the unimodular polynomial matrix Q ( s ) satisfying ( 5 ) which can be solved by applying a series of matrix elementary transformations to the matrix [ A - SE B ] . In concluding this section, we mention that in the case that the eigenvalue o of matrix F is known, we may directly solve the constant matrices N ( a ) and D ( g ) which are required in the solution through substituting s with a in expressions (11) or (12) or (5) and (13), and in this way all calculations are operated on constant matrices.

N(g)

1 dp-2 -

...

...

. . . ...
N(p) D(p)

...

D((T)

V. AN EXAMPLE
Consider an equation in the form of (1) with parameters (refer to [151)

A = O O

B=

[i e],

E=

i]

F=

It follows from Proposition 1 that this equation can be decomposed into the following two equations:

[: "j
0
0

1 ,

X,uEC.

(14)

AV + BW = E V F i J4V + BW = EVF-2

614

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, VOL 41, NO 4, APRIL 1996

with

REFERENCES F 1 = A,
F2 =

;[ ;]

[ I ] C C Tsui, A complete analytical solution to the equation T A - F T = LC and its applications, IEEE Trans Automat Contr , vol AC-32, pp

and matrices A , B , E as in (14) It is easily verified that Assumption A2 holds And by applying matrix elementary transformations to matnx [ A- S E B ] ,we obtain P ( s ) = 13 and

1
s
32

0 0

0 0 0 1 0 0
s

-1
1

1 0 0 1

Therefore from Lemma 2 we have

N(s)=

[. q,
1 0

D(s)=

0 1

p ;

;I].

Now applying our Theorem 1 to (15), we have

Denoting

then the general solution of (15) is obtained as

(17)

Again applying Theorem 1 to (16), we

Letting

f z= [ 2 1 2

22f

c2, 2 = 1,2

then the general solution of (16) has the form (184

742-744, 1987 [2] ~, New approach to robust observer design, Int J Contr , vol 47, pp 745-7.51, 1988 P I -, On robust observer compensator design, Automatics, V O ~24, pp. 687492, 1988, [4] P. Van Dooren, Reduced order observer: A new algorithm and proof, Syst. Contr. Lett., vol. 4, pp. 243-2.51, 1984. [SI L. R. Fletcher, J. Kautsky, G. K. G. Kolka, and N. K. Nichols, Some necessary and sufficient conditions for eigenstructure assignment, Int. J. Contr., vol. 42, pp. 1457-1468, 1985. [6] G. R. Duan, G. Y. Wu, and W. H. Huang, Eigenstructure assignment for time-varying linear systems, Sci. China (English edition), vol. 34, pp. 246256, 1991. [7] G. R. Duan, Eigenstructure assignment by decentralized output feedback-A complete parametric approach, IEEE Trans. Automat. Contr., vol. 39, pp. 1009-1014, 1994. [8] ~, Solution to matrix equation AV B W = V F and eigenstructure assignment in linear systems, IEEE Trans. Automat. Contr., vol. 38, pp. 276-280, 1993. Simple algorithm for robust pole assignment in linear output [9] -, feedback, in IEE Proc. Part D: Contr. Theory Appl., vol. 139, pp. 465469, 1992. [IO] M. H. Verhagen and P. Van Dooren, A reduced order observer for descriptor systems, Syst. Contr. Lett., vol. 8 , pp. 29-37, 1986. [ 111 L. R. Fletcher, J. Kautsky, and N. K. Nichols, Eigenstructure assignment in descriptor system, IEEE Trans. Automat. Contr., vol. AC-31, pp. 1138-1141, 1986. [I21 L. R. Fletcher, Eigenstructure assignment by output feedback in descriptor systems, IEE Proc., vol. 135, pp. 302-308, 1988. [13] K. S. Ozcaldiran and F. Lewis, A geometric approach to eigenstructure assignment for singular systems, IEEE Trans. Automat. Contr., vol. AC-32, pp. 629-632, 1987. [I41 F. L. Lewis and K. Ozcaldiran, Geometric structure and feedback in singular systems, IEEE Trans. Automat. Contr., vol. 34, pp. 4.50455, 1989. [15] G. R. Duan, Solution to matrix equation AV + BW = E V F and eigenstructure assignment for descriptor systems, Automatica, vol! 28, pp. 639443, 1992. [ 161 ~, Robust eigenstructure assignment via dynamical compensators, Automafica, vol. 29, pp. 469474, 1993. [ 171 D. G. Luenberger, Canonical forms for linear multivariable systems, IEEE Trans. Automat. Contr., vol. AC-12, pp. 290-293, 1976. [18] G. H. Golub and J. H. Wilkinson, Ill-conditioned eigensystems and the computation of the Jordan canonical form, SIAM Rev., vol. 18, pp. 578-619, 1976. [I91 B. Kagstrom and A. Ruhe, An algorithm for numerical computation of the Jordan normal form of a complex matrix, ACM Trans. Math. Software, vol. 6, pp. 398-419, 1980.

Finally, it follows Proposition 1 and (17) and (18) that the general solution of the equation with parameters in (14) is
21
A51

211
fT211 221
0212 + X I 1 x22

5 2

T/TI =

y2,

-22

2211

- 221

ff2212

+ 2ffZll
222

- 222

z2

221

with

L,,sJk, z, J ,

k = 1, 2 being arbitrary complex scalars

ACKNOWLEDGMENT

The author is grateful to the reviewers for their helpful comments and suggestions.