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Relationship between an LPTV system and the equivalent LTI MIMO structure

D.C. McLernon

Abstract: It is understood how to transform a linear periodically time-varying (LPTV) filter/ difference equation into an equivalent multiple-input/multiple-output (MIMO) structure, or transfer matrix, with linear time-invariant (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 single-input/single-output 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 state-space structure.

1

Introduction

While the modern origins of research into linear periodi- cally time-varying (LPTV) continuous-time 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 two-dimensional [4-81, the growing interest

in one-dimensional '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 well-known equivalent structure for an LPTV filter

was derived-the

multiple-input/multiple-output (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/ip-vis: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 direct-form-I 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)

xk(n) = X(nN +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 re-write the single LPTV difference equation in (1) as N cross-coupled difference equations, but where each equation now has different time-invariant coefficients. Then, after taking the z-transform and solving, we obtain

where:

Y(z)= B-'(z)A(z)X(z)

= H(z)X(z)

(4)

133

(LPTV to MIMO - known)

-

~

'(O)

'N-l;"_11

 

Ox(1) ON-, x(N+I) "'

- x(n)

fi (9)

 

0N-l X(N-1) 0N-l "'

Y(O) ON-7 Y(N) "' Oy(1) 0N-l y(N+1) "'

ON-l y(N-1) ON-7 "'

(MIMO to LPTV - unknown)

[ON-l

=(N-1) zeros]

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 form-I structure?

with

coefficients age formed from { aU}and {by},and

k=l

with each coefficient Pk formed from {by}. 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 second-order with period N= 2. Then

from (4)

H(z) = B-l(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

+b20b21z-2

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 second-order LPTV filter with period N= 2 (as in (S)), it is cumbersome and convergence is not guaranteed, but for higher-order filters and larger Nit becomes totally impractical. So this is the aim of this paper-to 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-'

. .- a20b21z-2

No,(z) = =&ayz-;

= (a10 +aolblo)z-'

i=O

+ (a21b10 - a10b21)z-2

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 of a second-order 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

1 B(z)= [ 1 - b20Z-l -bl, -bloz-l f] rank ofM must be at least
1
B(z)= [
1 - b20Z-l
-bl,
-bloz-l
f]
rank ofM must be at least two less than its maximum possible
rank. Since M is 4 x 4 we can say that if (15) is true then
1 -b21z-'] = [-611
rank M 5 2
(19)
So (19) is a necessary condition [Note 11 for an arbitrary
second-order MIMO H(z) to be realised by a second-order
N(z)
H(z)= B- (z)A(z)= ~
2
j;z-i
LPTV difference equation in (1) with the feedback coeffi-
cients calculated from (18). Conversely, if (19) does not
i=O
hold, then (1) cannot be used to model
H(z). Now using
this solution for b from (18) in (13) and (14), we can then
solve for [A0
AI] (eight equations in six unknowns):
kPIZ-'
BIZ
P2Z
r=O
1
0
-b20
No
NI
No +Nlz-' +N2~-2
-
-
Ihb::]([ 0 No]
(1 1)
2
=[-bll
1
0
c BIZ-'
1=0
Then, from (9)-(11)
(see
also
in
the
Appendix
(Section 9.2) for an alternative derivation),
2
(A, +A,zd)
pIz-' = (B, +BIZ-')
I=o
x (No+Nlz-' +N2z-*) (12)
and by equating powers of z-l we can partition the
resulting linear equations in terms of the unknown block
matrices [Ao AI] and [Bo B,]:
where iiis the ith row of
and Fiis the ith row of
Solving for [Bo
B1]gives
NI
N2
BM=[B,
Bl]M
So again from Section 9.3 in the Appendix, let the solution
to (21) be
a = P,'al
(22)
where
After re-arranging, this produces the following eight equa-
tions in four unknowns:
What are the implications of (18) and (22)? Firstly, if we
have the elements of the MIMO model H(z) that we know
originated from an LPTV filter representation in (l), then
(18) and (22) will give us the exact LPTV coefficients in
(1). Secondly, if we are given the elements of an arbitrary
MIMO model H(z), then we can immediately check if an
exact LPTV representation might exist by perfonning a
rank examination as in (19). If H(z) fails this test, then
perhaps (18) and (22) would still give us coefficients for an
LPTV filter in (1) that might in some way 'approximate'
H(z)? Thirdly, using (18) and (22) with the recent results
from [6], we can now replace cascade and parallel combi-
nations of any different LPTV structures with a single
Note 1: The fact that (19) is theoretically only necessary and not sufficient
for H(z) to be realised by the LPTV difference equation in (I), follows on
two counts. Firstly, if a LPTV filter in (1) produces the MIMO structure
H(z), this implies that (15) holds-not the
other way around. Secondly, if
where ri is the ith row of M. From the Appendix (Section
9.3), let the solution be
b = Pzbl
(18)
where P;f represents the pseudo-inverse of Pb.
Now consider (15). The two rows of B in BM= 0 are
clearly two linearly independent left eigenvectors of M
corresponding to two zero eigenvalues. This implies that the
(15) holds this implies that rank M 5 2. There may, however, be cases where
rank Ms 2, but one cannot find suitable coefficients so that (19) holds and
also with the appropriate structure for [Bo B,] in (IO). But in practice,
after many simulations, we have observed (without exception) that (19)
appears to be also a sufficient condition for the existence of a second-order
LPTV difference equation in (1) that will exactly realise H(z). Note that we
have carefully said 'sufficient condition for the existence of', because one
case has been observed where (19) was true (and we also knew a priori that
coefficients for (I) did actually exist to realise H(z)),but the algorithm did
not retum these correct coefficients-see observation 2 in Section 5.
IEE Proc.-Vis. Image Signal Process., Vol. 150, No. 3, Juwe 2003
135

equivalent LPTV difference as in (1). Finally, order reduc- tion and LPTV state-space 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 second-order 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 +9.2z-I - 1.2zF2,NoI(z)= 6.4~~'+~.OZ-~

NI,(z) = 4.5 - 9.32-', NII (z) = 4 + 1.8~-1- 6.4~~~ (23)

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 second-order 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

systems. 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 true-as 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 filters-see 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 +22-I +32-2, NO,(z)= 1 + 5z-I + 3z-2

NI,(z) = 6 +4z-I +7zP2,NIl(z) = 5 +72-I +SZ-~

(25)

D(z) = 1 + 1.7~~'+0.9~~~

Fig. 2

Two

Section 9.4

136

LPTV

filters

in

cascade-see

example

I

and

From (16), rank M= 4, and so from (19) H(z) will not have an exact second-order 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 to H(z) in (25):

kOi,,(z)= 0.8446 + 1.084722-1 +O.7927zf2

&'~I(z)

= 3.1995~~'+0.3930~-~

fiIo(z) = 5.5336 - O.O788z-'

GII(z)= 4.2983 + 3.24782-' + 1.2832~-~

(27)

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 time-domain) 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 second-order 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 second-order LPTV filter with a lower- order filter? From (6) and (7) we get the second-order 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~~~

(29)

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+3.2z-1, fiOI(Z) = 4.42-I

fiIO(Z)= 4.9, GI (z) = 3 + 1.sz-l

b(z) = 1 - 0.72~~'

(30)

IEE Proc -VIS Imuge Signal Process, Vol 150, No 3, June 2003

LPTV filter in (1)

I arbitrary 1st-order coefficients

I 2nd-order

I 2nd-order

1

I

4

via (7)

via (18) and (22)

Fig. 3

First- and second-order LPTVjilter equivalence

See discussion in Section 5

So, solving the first-order [Note 21 ?quivalent of (17) and (2 1) (i.e. configured for a first-order 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 first-order LPTV realisation to exist, then from (6)Aand(7) we can confirm that (31) does indeed realise If(.).

Example 4: From an LPTV state-space structure to the equivalent LPTV difference equation: Consider the follow- ing SISO LPTV state-space 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 first-order 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~~~

(34)

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 first-order LPTV filter as in (l), and via (7) generate the first-order equivalent MIMO H(z).If we now use H(z)in (18) and (22), where these equations are configured for a second-order LPTV filter in (l), then we get a set of second-order LPTV coefficients for (l), and not the original first-order filter coefficients. However, once again via (7), this second-crder LPTV filter can be shown to produce a second-order 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 first-order LPTV filter. As an example, consider the following coefficients for a first-order LPTV filter:

[a00

a10

a20

61,

[a,,

a,,

a21

bl,

bzo] =

[ 1

2

0

0.8

01

b21] = [3

4

0

0.9

01

(36)

137

Fig. 4

LPTV filter in (1)

I arbitrary arbitrary 2nd-order 2nd-order

coefficients coeffi

<

How algorithm in Section 3 can occasionallyfail

via (7)

via (18) and (22)

2 (nearly always)

rank Ms2

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 + 1.8z-I

D(z) = 1 - 0.72~-I

(37)

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 second-order 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~~~

(39)

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 second-order LPTV filter), but their first-order equivalents [Note 21 and this would then have returned the original LPTV coefficients of (36), but as first-order vectors.

Observation 2: Referring to Fig. 4, let us suppose that we have a second-order LPTV filter in (1) and we generate an equivalent second-order 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 second-order 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

b10

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 second-order 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 10 in (40) to 10.0001, the algorithm performs correctly, re-generating the original LPTV coefficients in (40) via path 2 in Fig. 4, with Pa in (22) now full rank. These cases are rare-in 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 of 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

 

In

a

recent

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 state-space representation when given the elements of the transfer function matrix H(z), one question has remained unsolved-how 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

JURY, E.I., and MULLIN, EJ.: ‘A note on the operational solution of linear difference equations’, J1 Franklin Inst., 1958, 266, pp. 189-205

2

JURY, E.I., and MULLfN, EJ.: ‘The analysis of sampled-data control systems with a periodically time-varying sampling rate’, IRE Trans. Au!oni. Control, 1959, 4, pp. 15-21

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 multiple-shift, time- varying, two-dimensional filter’, IEEE Trans. Circuits Syst., 1990, 37, pp. 120-1 27

5

McLERNON, D.C.: ‘Finite wordlength effects in two-dimensional multirate periodically time-varying filters’, IEE Proc., Circuits Devices Sy~t.,1997, 144, pp. 277-283

6

McLERNON, D.C.: ‘One-dimensional linear periodically time-varying

structures: derivations, interrelationships and properties’, IEE Proc., Vis. Image Signal Process., 1999, 146, pp. 245-252

7

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

state-space filters’. Proceedings of IEEE Int.

Conf.

on Acoustics,

speech and signal processing, Orlando, USA, 13-17 May 2002,

pp. 3549-3552

8

McLERNON,

D.C.:

‘Properties

for

the

state-transition

matrix

of a LPTV two-dimensional filter’, Electron. Lett., 2002, 38, pp. 1748-1750

9

GELLI, G., PAURA, L., and TULINO, A.M.: ‘Cyclostationarity-based filtering for narrowband interference suppression in direct-sequence spread spectrum systems’, IEEE 1 Sel. Areas Conimun., 1998, 16, pp. 1747-1755

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, 5-9 June 2000, pp. 2753-2756

11

OROZCO-LUGO, A.G., and McLERNON, D.C.: ‘Blind equalisation via periodically time-varying 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. 11/1-11/6

IEE Plot.-Vis. huge Signul Process., 61. 150,No.

3.

.June 2003

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OROZCO-LUGO, A.G., and MCLERNON, D.C.: ‘A blind signal separation method for SDMA based on periodically time-varying modulation’. Proceedings of IEE Nat. Conf. on Antennas and propaga- tion, University of York, UK, 3 1 March-1 April 1999, IEE Conf: Publ. 461, pp. 182-186

13

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, 13-17 May 2002, pp. 1217-1220

14

XIE, L.S., WANG, C., and ZHANG, S.: ‘H, deconvolution of periodic channels’, Signal Process., 2000, 80, pp. 2365-2378

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LIN, C.-A., and KING, C-W.: ‘Minimal periodic realisations of transfer matrices’, IEEE Trans. Autom. Control, 1993, 38, pp. 462466

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COLANERI, P., and LONGHI, S.: ‘The realisation problem for linear periodic systems’, Automatica, 1995, 31, pp. 775-779

17

Proceedings of IEE Seminar on MIMO: communications systems from concept to implementation, IEE, Savoy Place, London, 12 December 2001, Publication no. 2001/175

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 non-negative. 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).

modulo-N

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

PKI2-11

 

-

 

0

POz

PIz

P2I

"'

PKl2-2'

 

0

0

Pol

&I

PK/2-3I

-

0

0

."

P(K/2+[-P]-I)z-

 
 

-

-No

NI

N2

N3

NK/2-

1

 

0

No

NI

N2

'

NK/2-2

0

0

No

NI

NK/2-3

- 0

0

'.'

N(K/2+[-P]-l)-

 

-

PK/2I

 

PK/2+ I 1

 

PK/2+21

PK/2-11

PK/21

 

BK/2+IJ

PKl2-2'

PK/2- 11

 

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 zeros-see (15)), then we can re-structure (45) to get a set of over- determined linear equations, as in Section 3:

(47)

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= [P2P11P3-P4].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 re-structured to give another set of over-determined 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) to 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 second-order, 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 Proc-Vis. 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

First-order in (1)

N=2:B=[-b1,

::IO:-

Second-order in (1)

Third-order in (1)

1

'=[-bl1

0

1

-40

-blo

-q, -b21

0

0

-401

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 z-transform 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

+N2z-2

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 over-determinedset 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 minimum-norm 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 least-squares solution. This corresponds to example 2 in Section 4. To accommodate the above three scenarios, we use the pseudo-inverse and write b = Pgbl . Finally, from simula- tions it appears that Pa is rarely rank deficient-see 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 first-order 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) (52)

(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 (56) into (53), which after re-arranging 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 second-order LPTV differ- ence equation in (57) and (58). While the above is a proof for two first-order filters in cascade, due to lack of space a formal proof for higher-order 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.

141