Relationship between an LPTV system and the equivalent LTI MIMO structure
D.C. McLernon
Abstract: It is understood how to transform a linear periodically timevarying (LPTV) filter/ difference equation into an equivalent multipleinput/multipleoutput (MIMO) structure, or transfer matrix, with linear timeinvariant (LTI) elements, but no published method exists for the reverse operation. The paper presents a technique to transform from the LTI MIMO structure to the original singleinput/singleoutput LPTV difference equation and discusses its implica tions. In addition, it is shown how this new result is then used to represent parallel and cascade connections of LPTV systems as single LPTV filters, implement order reduction of an LPTV difference equation, and finally obtain an LPTV difference equation representation that is equivalent to an LPTV statespace structure.
1
Introduction
While the modern origins of research into linear periodi cally timevarying (LPTV) continuoustime filters/systems go back over 40 years [l, 21, the first investigation of LPTV digital filters was a short (not widely referenced)
paper by Fjallbrant [3] in 1970. While these filters can be either one or twodimensional [481, the growing interest
in onedimensional 'LPTV filters/systems
by applications in communications where signals with cyclostationary statistics are often observed and processed. Applications include the filtering of cyclostationary processes [9], channel equalisation [lo, 1 I], blind signal separation [12] and use in multiple access [I 31. Even H,,
a framework traditionally
address robustness issues, has recently been employed in conjunction with LPTV filters [14]. For other applications and a more comprehensive review, see [6]. Also in [6], all the interrelationships between the various equivalent structures for an LPTV filter (realised by a difference equation) were derived, and examples were given to show how this could assist the analysis of LPTV cascade, parallel and inverse filtering configurations that could arise in the applications mentioned above. Again in
[6], one wellknown equivalent structure for an LPTV filter
_{w}_{a}_{s} _{d}_{e}_{r}_{i}_{v}_{e}_{d}_{}_{t}_{h}_{e}
multipleinput/multipleoutput (MIMO)
realisation, H(z), or the transfer matrix. However, what has not been understood before is how to go backwards from H(z) to the equivalent LPTV difference equation (see Fig. 1). This important new result will now be derived and its implication in analysing and simplifying different LPTV configurations will also be presented.
has been driven
used by control engineers to
0 IEE, 2003
IEE Proceedings online no. 20030509 DOI: 10.1049/ipvis:20030509 Paper first received 2 I st June 2002 and in revised form 13th February 2003 The author is with the Institute of Integrated Information Systems, School of Electronic and Electrical Engineering, The University of Leeds, Leeds LS2 9JT, UK
IEE Proc.Vis. Image Signal Process., Vol. 150, No. 3, June 2003
2 Statement of problem
Consider the following general LPTV difference equation for the directformI structure (see Fig. la):
MI
MZ
An) = c a;(n>x(n 4+cbj(nlY(n A
i=O
j= I
U~(H+Ni) = u;(II),bj(n+N,) = bj(n)
(1)
(2)
where the fundamental period is N, with N being the lowest
{ {Ni}2o, {N,}zFollowing the
common multiple of
approach in [6], if we define
bj(k) = bj(nN + k) t1 5j 5
yk(n) = y(nN 4 k)
_{x}_{k}_{(}_{n}_{)} _{=} _{X}_{(}_{n}_{N} _{+}_{k}_{)}
 00 5 II 5 00
0 5 k 5 N 
1
0 5 i 5 MI
M2
aik = ~;(k)= a;(nN +k)
bjk =
(3)
then we may rewrite the single LPTV difference equation in (1) as N crosscoupled difference equations, but where each equation now has different timeinvariant coefficients. Then, after taking the ztransform and solving, we obtain
where:
Y(z)= B'(z)A(z)X(z)
= H(z)X(z)
_{(}_{4}_{)}
133
(LPTV to MIMO  known)

~
'(O)
'Nl;"_11
Ox(1) ON, x(N+I) "' 

 x(n) 
fi (9) 

0Nl X(N1) 0Nl "' 
Y(O) ON7 Y(N) "' Oy(1) 0Nl y(N+1) "'
ONl y(N1) ON7 "'
(MIMO to LPTV  unknown)
_{[}_{O}_{N}_{}_{l}
_{=}_{(}_{N}_{}_{1}_{)} _{z}_{e}_{r}_{o}_{s}_{]}
b,l
fi (zN) is closely related to H(z) in (4). For N=2, for example, if
ai@)=ai(n+N)
bj(n)=b,(n +N)
b
a
Fig. 1
U LPTV structure b MIMO structure
Given the MIMO model (H(z)or H(p)),how do we return to the LPTV direct formI structure?
with
coefficients age formed from { aU}and {by},and
k=l
with each coefficient _{P}_{k} formed from _{{}_{b}_{y}_{}}_{.} So we have gone from the LPTV difference equation in (1) to the MIMO equivalent structure H(z) in (4)see Fig. Ib. That much is well known. But what is not understood is, if we know the elements of H(z) in (4),
how we find the LPTV coefficients {aq} and {bv} in
(1).
Let us deal first with the obvious approach, and for ease of understanding (without loss of generality) let the LPTV filter in (1) be secondorder with period N= 2. Then
from (4)
H(z) = Bl(z)A(z)
N,,(z)= i:aj'z' = a01 +(a21 aolb20+alobl,)z'
i=O
 a21b20~2
2
_{D}_{(}_{z}_{)} _{=} biz; = 1  (b20 +b,, +bl0b,,)z'
i=O
(7)
So ifwe are given H(z), i.e. {ay;i
{Pi;i= OM2}, then one approach would be to attempt to solve 12 nonlinear equations in 10 unknowns ({aq} and {bq}),i.e.:
= O:Ml, ke = 0, O:N,N> and
+b20b21z2
a00 = c@
(a20  aoob21 + allblo)
00
= El
(8)
@20 + 621 + bl0bll)
= PI
b2ob21 = P2
This has been tried by the author using various nonlinear optimisation algorithms. Even for only a secondorder LPTV filter with period N= 2 (as in (S)), it is cumbersome and convergence is not guaranteed, but for higherorder filters and larger Nit becomes totally impractical. So this is the aim of this paperto find an effective analytic solution to (S), generalised for any order and any periodicity N.
where HU(z)=Nu (z)/D(z),with
NOO(Z) = c a; z
2
00
i=O
i

 a00 + (a20  aoob2, + a,,b,o)z'
. . a20b21z2
No,(z) = =&ayz;
= (a10 +aolblo)z'
i=O
+ (a21b10  a10b21)z2
2
N,~(z)=
i=O
c~~OZ~= (all+~~~b~,)
134
3 Solution to problem
This new result is presented in the Appendix (Section 9.1) for the most general case. However, precisely because of its generality, the underlying principle is somewhat hidden. So the basic reasoning is expounded here in Section 3, with the derivation for the particular case _{o}_{f} _{a} secondorder LPTV filter in (1) with period N _{=} 2. So let us expand A(z), B(z) and H(z) in (4) and (6) as matrix polynomials in z':
A(z) =
IEE Pr0c:fi.s. Image Signal Process
1
Vol. 150. No. 3. June 2003
equivalent LPTV difference as in (1). Finally, order reduc tion and LPTV statespace to LPTV difference equation transformation can now be carried out. Before the deriva tion of (18) and (22), none of the above could have been achieved. This will now be illustrated with some examples.
4
Examples
Let the period N=2 in all the following examples.
Example 1: Obtaining the exact LPTV equivalent for a MIMO system, H(z): Consider an arbitrary secondorder MIMO structure H(z) as in (6) and (7). The problem is to examine whether this MIMO filtering operation can be
more efficiently carried out using an LPTV filter structure
as in (1).
So let H(z) be
N~,(z)= 1 +9.2zI  1.2zF2,NoI(z)= 6.4~~'+~.OZ~
NI,(z) = 4.5  9.32', NII (z) = 4 + 1.8~1 6.4~~~ _{(}_{2}_{3}_{)}
D(z)= 1 +0.45~~'+0.32~~~
From (16) we confirm that rank M=2, and so from (19) H(z) may have an exact secondorder LPTV filter realisa tion. So from (18) and (22) we obtain the following LPTV coefficients for (1):
But since (19) is only necessary and not sufficient for (24) to realise (23), we need to check this result. So from (6) and (7) the LPTV coefficiects in (24) are equivalent to a MIMO system we will call H(z),which if calculated turns out to be identical to H(z) in (23). So this confirms that (24) is indeed the LPTV filter equivalent of H(z) in (23). This result has other implications. Consider two LPTV
_{s}_{y}_{s}_{t}_{e}_{m}_{s}_{.} From [6] the cascade structure in Fig. 2 has an
equivalent MIMO representation, H(z) = H2(z)H,(z) (with
for a parallel arrangement). Now
H(z)=Hl(z) +H2(z)
knowing H(z)we can find a single equivalent LPTV differ ence equation. The important difference now is that we do not need to apply (19)it will always be trueas H(z)will always have an exact LPTV difference equation realisation via (l), when H(z)comes from a cascade or parallel structure
of LPTV filterssee the Appendix (Section 9.4) for a proof.
Example 2: Can we use this method to obtain the LPTV approximation for a MIMO system, H(z)? Repeat example 1, where now we have for H(z)
"(z) = 1 +22I +322, NO,(z)= 1 + 5zI + 3z2
NI,(z) = 6 +4zI +7zP2,NIl(z) = 5 +72I +SZ~
_{(}_{2}_{5}_{)}
D(z) = 1 + 1.7~~'+0.9~~~
Fig. 2
Two
Section 9.4
136
LPTV
filters
in
cascadesee
example
I
and
From (16), rank M= 4, and so from (19) H(z) will not have an exact secondorder LPTV filter realisation, but from (18) and (22) we still obtain the following LPTV coeffi cients for use in (1):
[a00 
a10 
a20 
ho 
b2o] 

= [0.8466 
4.1407 
2.1174 
0.2190 
0.24281 

[%I 
all 
a21 
61' 
b211 

= [4.2983 
6.1635 
5.2848 
0.7440 
0.37441 
(26)
From (6) and (7), the LPTV coefficients in (26) are equivalent to a MIMO H(z), which if calculated is (as expected) not identical _{t}_{o} H(z) in (25):
kOi,,(z)= 0.8446 + 1.0847221 +O.7927zf2
&'~I(z)
= 3.1995~~'+0.3930~~
fiIo(z) = 5.5336  O.O788z'
GII(z)= 4.2983 + 3.24782' + 1.2832~~
_{(}_{2}_{7}_{)}
b(z) = 1 +0.4543~~'+0.0909~~~
So can we now say that (26) in some way 'optimally approximates' (25) via (27)? Tempting as this may appear, no such claim should be made, and while for certain H(z) and particular inputs (usually narrowband) we have observed that the LPTV filter implementation may be, to varying degrees, 'close' (in the timedomain) to the MIMO realisation, little confidence can be placed in such an approach. We are currently investigating modifi cations to the algorithm to see if such a method can be developed.
Example 3: Order reductionfor an LPTVfilter: Consider a secondorder LPTV filter as in (1) with the following coefficients:
[aoo 
ain 
a20 
bio 
b20] 

= 
[ 1 
3.3260 
1.7680 
0.3580 
0.39781 

[a01 
all 
a21 
bll 
b211 

= 
[3 
4.5488 
1.0976 
0.3512 
0.43901 
(28) 
Can we replace this secondorder LPTV filter with a lower order filter? From (6) and (7) we get the secondorder MIMO equivalent H(z), where:
N00(z) = 1 +2.9574~~' 0.7762~~~
NO,(z) = 4.4~~' 1.06722~~
N,,(Z) = 4.9  1.1885zY'
NI 1 (z) = 3
+ 1.0723~I  0.4366~~~
D(z)= 1  0.9626~~'+0.1746~~~
_{(}_{2}_{9}_{)}
Checking
terms
lA  O.2425zp', which we can cancel out to give a new H(z) with:
of
the zeros of the numerator and denominator
of
H(z)
in
(29)
shows
a
common
factor
fioO(z)= 1+3.2z1, fiOI(Z) = 4.42I
fiIO(Z)= 4.9, GI (z) = 3 + 1.szl
b(z) = 1  0.72~~'
_{(}_{3}_{0}_{)}
IEE Proc VIS Imuge Signal Process, Vol 150, No 3, June 2003
LPTV filter in (1)
I arbitrary 1storder coefficients
I 2ndorder
I 2ndorder
1
I
_{4}
via (7)
via (18) and (22)
Fig. 3
First and secondorder LPTVjilter equivalence
See discussion in Section 5
So, solving the firstorder [Note 21 ?quivalent of (17) and (2 1) (i.e. configured for a firstorder H(z)and not a second order MIMO structure to avoid the problem described in Fig. 3 in Section 5), then rank M= 1, and we get the first order (see (1)) LPTV filter equivalent of (28):
Remembering that rank M= 1 satisfies only the necessary condition for a firstorder LPTV realisation to exist, then from (6)Aand(7) we can confirm that (31) does indeed realise If(.).
Example 4: From an LPTV statespace structure to the equivalent LPTV difference equation: Consider the follow ing SISO LPTV statespace structure:
where:
A(n) = A(n +2), C(n)= C(n+2)
B(n) = B(n +2)
and
D(n) = D(n +2)
A(0) =
0.7
0.2
C(O) = [3
A(l) =
[:.5
C(1) = [ 1
41,
D(O) = 2
11,
0.9
D(1) = 4
(33)
Note 2: For example, (15) and (16) for a firstorder LPTV filter now become:
[b,,1
01
00
blo0 ]M=O
IEE Proc.vis. Image Signal Process., Vol. 150, No. 3, June 2003
!B
MIMO structure H(z) in (6)
_{F}
equivalence due to
cancellation of
differentcommon factors
(1+az')
each time between
numerators and denominator
in H(z)
It is well known [151how to obtain the transfer matrix H(z) from (32):
Noo(z)= 2  6.56~~' 2.5zY2
N~,(Z)= 10~'  16.72~~'
Nl0(z)= 2 +0.222', Nl,(z)= 4  5.88~~' 4.76~~~
_{(}_{3}_{4}_{)}
So from (18), (22) and (34) we get the coefficients for the equivalent LPTV difference equation in (1):
D(z) = 1+ 1.022' +0.35~~~
[a00
[a01
a10
= [2
all
=
[ 4
a20
bI0
174.4
a21
bll
1.5565
b201
57.5
b21 I
41
0.5913
8.051
0.2217
0.04351
(35)
5 Discussion of results
From the previous theoretical results and the four examples in the preceding two Sections, it is important to make a number of observations and comments.
Observation 1: Referring to Fig. 3, consider a firstorder LPTV filter as in (l), and via (7) generate the firstorder equivalent MIMO H(z).If we now use H(z)in (18) and (22), where these equations are configured for a secondorder LPTV filter in (l), then we get a set of secondorder LPTV coefficients for (l), and not the original firstorder filter coefficients. However, once again via (7), this secondcrder LPTV filter can be shown to produce a secondorder H(z), which will be identical (through pole/zero cancellation) to the original H(z).This is intuitively what we would expect to happen. Finally, the whole process can be repeated ad infinitum (see Fig. 3) to generate a set of different second order LPTV filters which are all equivalent to the original firstorder LPTV filter. As an example, consider the following coefficients for a firstorder LPTV filter:
[a00 
a10 
a20 
61, 
[a,, 
a,, 
a21 
_{b}_{l}_{,} 
bzo] = 
[ 1 
2 
0 
0.8 
01 
b21] = [3 
4 
0 
0.9 
01 
(36)
_{1}_{3}_{7}
Fig. 4
LPTV filter in (1)
I arbitrary arbitrary 2ndorder 2ndorder
coefficients coeffi
<
How algorithm in Section 3 can occasionallyfail
via (7)
via (18) and (22)
_{2} _{(}_{n}_{e}_{a}_{r}_{l}_{y} _{a}_{l}_{w}_{a}_{y}_{s}_{)}
_{r}_{a}_{n}_{k} _{M}_{s}_{2}
rank Ms2
’
MIMO structure H(z)in (6)
no equivalence
’ See discussion in Section 5. Numbers represent the order of the sequence of events
From Fig. 3, this will produce the following first order H(z):
No0(z)= 1 +3.2~’,Nol(z) = 4.4~~’
N~,(z)= 4.9,NiI(z) zz 3 + 1.8zI
D(z) = 1  0.72~I
_{(}_{3}_{7}_{)}
which in turn gives the following coefficients for a second order LPTV filter:
A 

[2oo 
a10 [ 1 
a20 
gin 
6201 

= 
3.326 
1.768 0.3580 
0.39781 

bo1 
41 
221 
4, 
6211 
= [3 4.5488 1.0976 0.3512 0.43901 
(38) 

These 
are equivalent to a secondorder MIMO system 

H(z): 
fio0(z) = 1+ 2.9574~I  0.7762~~
&no,(z) = 4.4~~’ 1.0672~~~
filO(z)= 4.9  1.1885z’
GI (z) = 3
fi(z) = 1  0.9626~I+0.1746~’
+ 1 .O723zp1  0.4366~~~
_{(}_{3}_{9}_{)}
Finally, it is clear that k(z) _{=} (1 _{} 0.2425z’)H(z), as predicted via Fig. 3. The conclusion to be drawn from all this is that when we use (18) and (22) we need to consider in advance (and adjust the equations of the algorithm accordingly) the order of the equivalent LPTV filter that we wish to derive. Otherwise we will end up with a LPTV filter that will model the MIMO structure H(z), but whose order is too large. So, in this particular case, we should not have used (18) and (20) (based on a secondorder LPTV filter), but their firstorder equivalents [Note 21 and this would then have returned the original LPTV coefficients of (36), but as firstorder vectors.
Observation 2: Referring to Fig. 4, let us suppose that we have a secondorder LPTV filter in (1) and we generate an equivalent secondorder MIMO H(z) via (7)see path 1. If we subsequently use (18) and (22) to return to a second order LPTV filter realisation (via path 2 in Fig. 4), we get (as expected) the original secondorder coefficients of (1). However, through simulations, rare exceptions have been observed where we do not return to the original coefficients for (1) (see path 3), and this new LPTV filter also does not have the same ‘impulse responses’ as the original LPTV
138
filter, so there is no ‘equivalence’. One such rare exception is for the coefficients below (albeit unstable, but this is irrelevant):
[aoo
[a,,
_{a}_{,}_{,}
ail
a2,
a21
_{b}_{1}_{0}
611
b2,1 = [1 
2 
3 
4 
51 
b21] = [6 
7 
8 
9 
101 
(40) 
Note also that Pain (22) is now unusually not full rank. Also, note that here rank M=2 (see (19)), but consistent with [Note 11, rank M=2 correctly implies the existence of secondorder LPTV coefficients for (1) that will exactly realise H(z). However, in this case the algorithm does not actually return these coefficients of (40), but gives (via path 3 in Fig. 4) the following coefficients which do not realise H(z),because some of the feedforward values are incorrect:
[aoO a10 a20 
b10 
b2,1 = [1 
2 
1 
4 
51 

[a01 
all 
Q21 
b,, 
b,,] = [I 
7 
1 
9 
101 
(41) 
Strangely, just by changing the coefficient _{1}_{0} in (40) to 10.0001, the algorithm performs correctly, regenerating the original LPTV coefficients in _{(}_{4}_{0}_{)} via path _{2} in Fig. 4, with Pa in (22) now full rank. These cases are rarein fact this was the only one observed after numerous simulations were performed. At present we do not have a theoretical explanation, and the search for one is currently the purpose of ongoing research.
Observation 3: Finally, in the case of example 2 we considered a stable MIMO H(z), and derived the coeffi cients for an ‘approximate’ LPTV equivalent filter in (1). It is impossible to predict in advance _{o}_{f} applying the algorithm whether this ‘approximate’ LPTV filter will be stable or unstable, although in simulations it is usually stable. While there does not appear any theoretical _{a} priori method to ensure stability, this is not a problem, as example 2 was only included to show the limitations of trying to ‘approximate’ a MIMO system using the proposed algorithm. Thus this approach is not recom mended and so stability in example 2 is not an issue, and we will not attempt a theoretical stability analysis.
6 
Conclusions 

_{I}_{n} 
_{a} 
_{r}_{e}_{c}_{e}_{n}_{t} 
paper 
[6] 
a summary 
of 
many 
LPTV 

filter/system 
applications 
in communications 
was 
IEE Proc.Vis. Image Signal Process., Vol. 150, No. 3, June 2003
given, and all the interrelationships between the various equivalent structures for an LPTV filter were derived. While other researchers [15, 161 have tackled the problem of obtaining the equivalent minimal LPTV statespace representation when given the elements of the transfer function matrix H(z), one question has remained unsolvedhow to return from the MIMO structure H(z) in (6) to the equivalent LPTV difference equation in (1). A solution has now been derived for any order of LPTV filter with any period N, and a number of examples have been presented to show how this result may be applied in practice. In addition, this result will now allow both the simpli fication and the analysis of interconnections of various LTI and LPTV structures (in communication systems) within a consistent mathematical framework, where issues of complexity, sensitivity, etc. may now be dealt with. The LTI structures may be represented as LPTV systems with period N,but where the coefficients do not alter. Even the LPTV structures can each also have different periods (say NI to NQ), and analysis can now be carried out ov,er the whole interconnection using period N=N, where N is the lowest common multiple of {Ni}?=I. Finally, future work will deal with the issues raised in Section 5, as well as attempting to extend the results in this paper for use in the analysis and representations of the important emerging area of MIMO communication systems [171.
7
Acknowledgments
The author would like to thank Dr D. Wilson for his help with the development of this paper.
8 
References 

1 
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2 
JURY, E.I., and MULLfN, EJ.: ‘The analysis of sampleddata control systems with a periodically timevarying sampling rate’, _{I}_{R}_{E} Trans. Au!oni. Control, 1959, 4, pp. 1521 

3 
FJALLBRANT, T.: ‘Digital filters with a number of shift sequences in each pulse repetition interval’, IEEE Trans. Circuit Theory, 1970, 17, pp. 452455 

4 
McLERNON, D.C., and KING, R.A.: _{‘}_{A} multipleshift, time varying, twodimensional filter’, IEEE Trans. Circuits Syst., 1990, 37, pp. 1201 27 

5 
McLERNON, D.C.: ‘Finite wordlength effects _{i}_{n} twodimensional multirate periodically timevarying filters’, IEE Proc., Circuits Devices Sy~t.,1997, 144, pp. 277283 

6 
McLERNON, D.C.: ‘Onedimensional linear periodically timevarying 

structures: derivations, interrelationships and properties’, IEE Proc., Vis. Image Signal Process., 1999, 146, pp. 245252 

7 
RATCHANEEKORN, T., and BOSE, T.: ‘Stability of 2D periodic 

statespace filters’. Proceedings of IEEE Int. 
Conf. on Acoustics, 

speech and signal processing, Orlando, USA, 1317 May 2002, 

pp. 35493552 

8 
McLERNON, 
D.C.: 
‘Properties 
for 
the statetransition 
matrix 

of a LPTV twodimensional filter’, Electron. Lett., 2002, 38, pp. 17481750 

9 
GELLI, G., PAURA, L., and TULINO, A.M.: ‘Cyclostationaritybased filtering for narrowband interference suppression in directsequence spread spectrum systems’, IEEE 1 Sel. Areas Conimun., 1998, 16, pp. 17471755 

10 
GELLI, G., and VERDE, E: ‘Blind LPTV joint equalisation and interference suppression’. Proceedings of IEEE Int. Conf on Acous tics, speech and signal processing, Istanbul, Turkey, 59 June 2000, pp. 27532756 

11 
OROZCOLUGO, A.G., and McLERNON, D.C.: ‘Blind equalisation via periodically timevarying filtering at the transmitter’. Proceedings of IEE Colloq. on Digital filters: an enabling technology, IEE, Savoy Place, London, 20 April 1998, IEE Collog. Dig. 1998/252, pp. 11/111/6 
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OROZCOLUGO, A.G., and MCLERNON, D.C.: ‘A blind signal separation method for SDMA based on periodically timevarying modulation’. Proceedings of IEE Nat. Conf. on Antennas and propaga tion, University of York, UK, 3 1 March1 April 1999, IEE Conf: Publ. 461, pp. 182186 
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ROVIRAS, D., LACAZE, B., and THOMAS, N.: ‘Effects of discrete LPTV on stationary signals’. Proc. IEEE Int. Conf. on Acoustics, speech and signal processing, Orlando, USA, 1317 May 2002, pp. 12171220 
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XIE, L.S., WANG, C., and ZHANG, S.: ‘H, deconvolution of periodic channels’, Signal Process., 2000, 80, pp. 23652378 
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LIN, C.A., and KING, CW.: ‘Minimal periodic realisations of transfer matrices’, IEEE Trans. Autom. Control, 1993, 38, pp. 462466 
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9 
Appendix 
9.1 Generalisation of solution in Section 3
This is the generalisation of the solution presented in Section 3 now for an LPTV filter of any order and any period N. To simplify nomenclature, let P=MI = M2 in (l), and then expand the matrices in (4) as matrix poly nomials where we can show that [Note 31
B(z) =
[PI
i=O2 Biz’, A(z) =
^{P} NizP
H(z)= L
5 piz‘
i=O
[PI
i=O1 Aiz’
So the problem is, given {N‘} and {PI} for H(z) in (42), how do we find the matrices {A,} and {B,)that contain the LPTV coefficients {a,} and {b,} in (1). So from (4) and (42) we can write
i=O
Equating powers of z’
[PI
i=O
gives:
1
(44)
This represents K= 1+P  [PI
unknowns. Note that if K is even (as in Section 3) we can split (44) into two complementary (disjoint) sets of K/2
K is odd, (44) can be split
equations each. In the case where
into two sets of (K+1)/2 equations, with each set having
equations in (1  [PI)
Note 3: Let X=mN+n, OsnsN 1, where X, m, n and N are all integers, with Nand n nonnegative. Then we can define [XI= m (i.e. based
on
(X=mN+n j 2 =(1)2 +0 j [2]= I), then [PI = [2] = (I)= I, whichfrom(42)impliesBo,BI(andAo,Al)asin(9)and(10).
moduloN
arithmetic).
So, for
example,
if X=P=2
and
N=2
139
one equation in common. Without loss of generality, assume that K is even, and then we obtain
API = BP2 AP3 = BP4
with:
=+ BM = 0 for M = [P2P;'P3  P4]
(45)
PI =
P2 =
p3=
POI 
PI1 
P21 
P3I 
PKI211 
 

0 
POz 
PIz 
P2I 
"' 
PKl22' 

0 
0 
Pol 
&I 
PK/23I 

 
0 
0 
." 
P(K/2+[P]I)z 

 

No 
NI 
N2 
N3 
NK/2 
1 

0 
No 
NI 
N2 
' 
NK/22 

0 
0 
No 
NI 
NK/23 

 0 
0 
'.' 
N(K/2+[P]l) 

 
PK/2I 
PK/2+ I 1 
_{P}_{K}_{/}_{2}_{+}_{2}_{1} 

PK/211 
PK/21 
BK/2+IJ 

PKl22' 
PK/2 _{1}_{1} 
PK/2' 

 P(K/2+[P])' 
fi(K/2+[P]+I)' 
P(K/2+[P]+2)' 

bK/2+3' 
'" 
 

PK/2+2J 
. 
. 
. 
0 

PK/2+1' 
0 
P(K/2+[Pl+3)J
'
.
.
PPI 
NK/2+3 
' 
' 
' 
0 

NK/2+2 
0 

NK/2+l 
' 
' 
' 
0 
(46) 

NK/2+[P]+3 
' 
' 
' 
NP 
 
where K = 1+P  [PI, A and B
and Piis N(l  [PI) x (NK/2). Now since B in (45) is a matrix of not only the time varying feedback coefficients { bv} in (l), but also contains some constant elements (i.e. ones and zerossee (15)), then we can restructure (45) to get a set of over determined linear equations, as in Section 3:
_{(}_{4}_{7}_{)}
Pbb = b, j b = Pbfb,
are N x N(1  [PI)
140
where
the
NP x
1
column
vector
b= [b10b20
bP0
Pb is an (N2K/2)x NP
matrix, bl is an N2K/2 colwnn vector and 6 is the pseudo inverse of pb. Both pb and b are formed from the appropriate rows of M= [P2P11P3P4].Now using the elements of b in (47) to reconstruct B, then from (31) we get A(Pl +P3)= B(P2+P,), which can be restructured to give another set of overdetermined linear equations and an appropriate solution
(48)
where
an
P,a = a, + a = P,+a,
the
N(P+ 1) x
1
aO,N
la 1,N
1
column
u~N
vector
1lT,
a= [aooalo~~~
P,
is
apOaOlal1"'ap1
(N2K/2)x N(P+ 1) matrix formed from the rows of (PI+P3),and al is an N2K/2 x 1 column vector formed from B(P2+P4).Finally, following similar arguments as in Section 3, then from (45) the generalisation of (19) gives
(49)
which is a necessary condition for _{(}_{1}_{)} _{t}_{o} exactly realise an arbitrary MIMO system H(z). This generalisation of (19) follows from the fact that the N rows of B in (45), which are the left eigenvectors ofMcorresponding to zero eigenvalues, are linearly independent. The proof of the linear indepen dence of the eigenvectors will not be formally given here. It follows directly from the imposed structure of B and is obvious from the examples in Table 1, given the relative positions of the ones and the zeros in the rows of B.
rank M 5
{minimum dimension of M}  N
9.2 An alternative derivation of (12) or (43)
It is instructive to note that (12) can also be obtained by a block realisation of an LPTV filter. Consider the particular case of secondorder, N=2 in (1)but this is easily generalised for (43). Using (1)(3) we can write
1 
0 
0 
0 
00 

41 
1 

b20 
blo 
1 
0 
0 
0 
0 
b21 
hi1 
1 
0 
0 
0 
0 
b20 
blo 
1 
0 
00
=+ [i;:o :
= [:,.::lo
00
I[;]
I[i;]
+BOYn =A&,
+A,Xn, BIYnpl
(50)
IEE ProcVis. Image Signal Process., Vol. 150, No. 3, June 2003
Table 1: Illustration of the linear independence of the rows of B in BM=O
corresponding to zero eigenvalues) for different orders of
in (45) (i.e. left eigenvectors of M
LPTV filter and different periods, N
Firstorder in (1)
N=2:B=[b1,
::IO:
Secondorder in (1)
Thirdorder in (1)
^{1}
'=[bl1
^{0}
1
^{}^{4}^{0}
^{}^{b}^{l}^{o}
q, b21
^{0}
0
^{}^{4}^{0}^{1}
0
where Ao, AI, Bo and B1 are defined in (9) and (lo), U, = bo(n) yl(n>lTand Xn= [xo(n) xl(n)lT. Using the defi nitions in (5), take the ztransform of (50); after rearran ging this gives
Y(z) = H(z)X(z)
H(z) = (Bo +B,z')'(A,
+A,z')
 N, +N,z'
^{}
2
+N2z2
Biz'
i=O
(51)
from which we finally obtain (12).
9.3 Why use PL and Pt in (47) and (48)?
Consider Pbb = bl in (47), with the following discussion, where appropriate, also applying to (48). This represents an overdeterminedset of linear equations, and from simulations we have observed three conditions that can and do occur.
Condition I: Consistent set of equations with unique solution. Pb is hll rank and rank[Pb] =rank[Phlbl]. Choose unique solution. This corresponds to examples 1, 3 and 4 in Section 4.
Condition 2: Consistent set of equations with infinite number of solutions. Pb is not full rank and rank[Ph] = rank[Pblbl]. Choose minimumnorm solution. This corresponds to a rare case observed in simulations but not included within section 4.
Condition 3: Inconsistent set of equations with unique least squares solutions. Pb is full rank and rank[Pb] < rank[Pblbl]. Choose unique leastsquares solution. This corresponds to example 2 in Section 4. To accommodate the above three scenarios, we use the pseudoinverse and write b = Pgbl . Finally, from simula tions it appears that Pa is rarely rank deficientsee observation 2 in Section 5.
9.4 All cascade and parallel structures of LPTV
filters can be realised by a single LPTV filter This claim was made in example 1 of Section 4 to explain why (19) (or (49) in general) will always be true for cascade or parallel structures. So consider the cascade structure of two firstorder LPTVs in Fig. 2, where each filter has coefficients with period N. For simplicity, use different nomenclature for the coefficients, and so we can write:
~(8)=
u(H)x(.) + b(n)x(n  1) + C(TZ)Z(~ 1) _{(}_{5}_{2}_{)}
(53)
y(n) = d(n)z(n)+e(n)z(n  I) +f(n)y(n  1)
IEE Proc.Vis. Image Signal Process., Vol. IXJ, No. 3, June 2003
z(n 
1) =
e(n  l)[a(n  l)x(n  1) +b(n  l)x(n 2)]
 l)y(n  2)1
e(n  1) +c(n  l)d(n  1)
+c(n  l)b(n  1) f(n
(55)
(56)
Finally, substitute (55) and _{(}_{5}_{6}_{)} into (53), which after rearranging gives
where
x [b(n)d(n)+a(n  l)e(n  l)]
b,(n) =
c(n
 llf(n  l)[c(n)d(n)+e(n)l
c(n  l)d(n  1) + e(n  1)
I
So Fig. 2 is equivalent to the secondorder LPTV differ ence equation in (57) and (58). While the above is a proof for two firstorder filters in cascade, due to lack of space a formal proof for higherorder filters will not be given, but it is clear how this approach may be easily generalised. Finally, a parallel structure can also be analysed in a broadly similar manner. So from [6] and Fig. 2, H(z) = H2(z)Hl(z), and thus we do not need to apply the rank test in (49) to H(z)for cascade (or parallel structures), because we now know that a single LPTV filter can always realise H(z),and so (49) is always true.
_{1}_{4}_{1}
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