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Chapter 3 State Space Analysis Part 4 Poles and Zeros

P. M. Van Dooren
Department of Mathematical Engineering Catholic University of Louvain

K. A. Gallivan
School of Computational Science Florida State University

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Spring 2006
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SISO Poles and Zeros

For a SISO system with transfer function H(z) = N (z)/D(z) the poles and zeros are straightforward to dene: poles are the roots of D(z) zeros are the roots of N (z) any z0 where D(z0 ) = N (z0 ) = 0 is a common factor that cancels in H(z). nearly identical roots tend to make sharp edges in H(z) and make the lter problematic numerically. For MIMO poles and zeros can be dened in terms of the McMillan form (see text) McMillan form is unreliable numerically

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State Space Poles

Denition 8.1 Poles of a system are the frequencies of the eigensolutions not driven by u(t) but still appearing in y(t), i.e., they are generated by the system. In a state space model x(t) = Ax(t) + Bu(t) these are the solutions of the standard eigenvalue problem Av = v. Set u(t) = 0 and test solution

x(t) x(t)

= = = =

vet vet Avet Ax(t) Cvet

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y(t)

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State Space Zeros

Denition 8.2 The zeros of the system are the frequencies of the input u(t) that do not appear in the output y(t), i.e., they are blocked by the system. In a state space model x(t) = Ax(t) + Bu(t) these are the solutions of the generalized eigenvalue problem for the system matrix S(): S()q = 0 Remark 8.1 In general, S() may not have full rank. The poles are values of where the rank of S() drops from its normal rank, i.e., its rank almost everywhere. This is analyzed using the Kronecker Canonical Form.

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Proof We have from the GEVP: v Av + Bw Cv + Dw et (v Av + Bw) et (Cv + Dw) (vet Avet + Bwet ) (Cvet + Dwet ) x(t) + Ax(t) + Bu(t) C(x(t)) + Du(t) = = = = = = = = 0 0 0 0 0 0 0 0

and y(t) = 0 as desired.

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Types of Zeros
The system zeros can be separated into three different kinds. input decoupling zeros output decoupling zeros transmission zeros The rst two come from simple structural observations about S().

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Lemma 8.2 is an input decoupling zero if [I A|B] is singular, i.e., is a generalized eigenvalue of S(). The input decoupling zeros are the eigenvalues of Ar and do not exist for a minimal system. Proof Compute the reachable part of (A, B) 3 2 A X Br 5 4 r 0 Ar 0 Since (Ar , Br ) is reachable h Ar X Br i is full rank for all therefore id

must be an eigenvalue of Ar .

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T Lemma 8.3 is an output decoupling zero if I AT |C T is singular, i.e., is a generalized eigenvalue of S(). The output decoupling zeros are the eigenvalues of Ao and do not exist for a minimal system. Proof Compute the unobservable part of (A, C) 3 2 Ao X 7 6 6 0 Ao 7 5 4 0 Co Since (Ao , Co ) is observable 4 must be an eigenvalue of Ao . 2 I Ao Co 3 5 is full rank for all therefore od

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General Reduction

Theorem 8.1 For any system matrix, there exists orthogonal V and W such that V S()W has the form
2 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 6 4 X1 . 0 . . . . ... ... . . . Xk 2 4 I Af Cf Bf Df 3 5 Y . . . 0 ... ... . . . . 3 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7. 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7 7 5

Y1

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where the Xi are full row rank matrices, the Yi are full column rank matrices, that are independent of and Df is invertible. Note that the blocks in the upper triangular part may depend on .
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Corollary 8.1 is a nite zero of S() if and only if it is a nite zero of 3 2 I Af Bf 5 4 Sf () = Cf Df

1 Furthermore, is an eigenvalue of Af Bf Df Cf . Note that the system (Af , Bf , Cf , Df ) is not necessarily minimal.

Proof Sf () is square and 2 3 I 0 4 5 Sf () 1 Df Cf I

2 4

In Af + 0

1 Bf Df Cf

Bf Df

3 5

1 Since det(Sf ()) = det(Df ) det(I (Af Bf Df Cf )), the zeros of det(Sf ()) are the eigenvalues of the matrix 1 e Af = Af Bf Df Cf

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A Stable Approach

construct an orthogonal W such that [ Cf | Df ] W = b where D is of full column rank. 2 I Af Cf Bf Df 3 2 b b E A 0 X b Df 3 5 h b 0 | Df i

Apply to Sf ()

Sf ()W = 4

5W = 4

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e The eigenvalues of Af are the generalized eigenvalues of the pencil b b (E A), i.e., e b b b (I A) = (E A)E 1
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b where D is square and invertible.

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Generalized Eigenvalues

b b The QZ algorithm: First (W T AV, W T EV ) = (H, U ) then converge to 2 3 2 e ... a ... 6 11 7 6 11 6 . 7 6 .. .. .. .. . 7 6 6 . . . . . 7 6 H b A)Z = 6 b Q (E 6 76 .. .. 6 7 6 6 7 6 . . 5 4 4 enn b b The solutions of det(E A) = 0 are the ratios i = aii /eii .

7 7 7 7 7 7 7 5 ann

. . .

Notice that if det(S()) 0 then it cannot occur that both aii and eii are simultaneously zero, so the ratio i is well dened. i can be innite if eii = 0, and it is known that this occurs when the matrix b Df is singular. In such case there will be less than n nite zeros.
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