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Systems & Control Letters 45 (2002) 237 247

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A Lyapunov approach to analysis of discrete singular systems


Q.L. Zhanga , W.Q. Liub; , David Hillc
of Science, Northeastern University, Liaoning 110006, Peoples Republic of China of Computing, Curtin University of Technology, Curtin, WA 6102, Australia c School of Electrical and Information Engineering, The University of Sydney, Sydney, NSW 6907, Australia
b School a College

Received 22 October 1999; received in revised form 25 August 2001

Abstract In this paper, a new type generalized Lyapunov equation for discrete singular systems is proposed. Then it is applied to study problems such as pole clustering, controllability and observability for discrete singular systems. First, some necessary and su cient conditions for pole clustering are derived via the solution of this new type Lyapunov equation. Further, the relationship between the solution of the Lyapunov equation and structure properties of discrete singular systems will be investigated based on these results. Finally, a type of generalized Riccati equation is proposed and its solution is used to design state feedback law for discrete singular systems such that all the nite poles of the closed-loop systems are clustered into a specied disk. c 2002 Elsevier Science B.V. All rights reserved.
Keywords: Discrete-time singular systems; Lyapunov equation; Stability; Pole clustering

1. Introduction It is well known that Lyapunov equation plays an important role in the analysis and synthesis of control systems. Lyapunov equation approach has become a powerful tool in solving di erent problems for standard state-space systems [8,17,21]. In recent years, quite a few researchers have been working hard to extend the Lyapunov equation approach to the case of singular systems. Since singular systems may possess impulse behavior, which is quite di erent from the standard state-space systems [4], there exist di erent types of Lyapunov equations for singular systems in the existing literature. For example, Lewis [10] proposed one type of Lyapunov equation for handling the optimal control problem of singular systems. Takaba [16] developed another type of Lyapunov equation and used its solution to check the regularity, impulse free behavior and stability. The latter Lyapunov equation was also applied to investigate H control problems for singular systems in [12]. There are also other related works on this issue [11,15]. One common disadvantage of these results is their incapability of dealing with the impulsive behavior for singular systems. Also, most of these Lyapunov equations were solved via the decomposed fast and slow subsystems, which are not always numerically stable. Bender [2] dened a type of reachability and observability grammians which were related to a type of Lyapunov-like equations. Recently, Zhang et al. [18] further investigated the similar Lyapunov equations and

Corresponding author. E-mail address: wanquan@cs.curtin.edu.au (W.Q. Liu).

0167-6911/02/$ - see front matter c 2002 Elsevier Science B.V. All rights reserved. PII: S 0 1 6 7 - 6 9 1 1 ( 0 1 ) 0 0 1 8 4 - 0

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gave unique solutions to the equations. These solutions were expressed via decomposed system parameters. As to impulsive behavior of singular systems, Zhang et al. [20] investigated this issue via new types of Lyapunov equations. The solutions of these Lyapunov equations were obtained via Laurent parameters with decomposed system parameters. However, the uniqueness of these solutions has not been investigated. The pole clustering problem for singular systems was once investigated via Lyapunov equation approach by several researchers [5,6,14]. The Lyapunov equations they used could not handle the impulsive or non-casualty behavior for singular systems. This problem will be investigated here via a new proposed Lyapunov equation, which can handle the non-causal behavior. In this paper, a new Lyapunov equation is proposed for discrete singular systems and its solution will be used for solving pole-clustering problem. Moreover, the relationship between the solution of the proposed generalized Lyapunov equation and structure properties (controllability and observability) will be investigated. It can be shown that the pole clustering in a specied disk is equivalent to that the generalized Lyapunov equation has unique solution with full rank. Also, it is proved that the proposed Lyapunov equation has such a solution if and only if the discrete singular systems are C-controllable and C-observable. This new Lyapunov equation permits discrete singular systems to have non-causality behavior. This is a signicant di erent feature compared to the existing results. Also, all solutions are closely associated with the original system parameters. Finally, a type of generalized Riccati equation is dened and be used to assign all the poles of discrete singular systems into a specied disk. The structure of this paper is arranged as follows. Some preliminary results on causality, controllability, observability for discrete singular systems and the solution to the proposed Lyapunov equation will be discussed in Section 2. In Section 3, some results on pole clustering, controllability and observability via the proposed Lyapunov equation will be presented. Two numerical examples will be shown to illustrate the proposed approach in Section 4 and concluding remarks will be given in Section 5.

2. Preliminary results and new Lyapunov equation In this section, some preliminary results on causality, stability, observability and controllability for discrete singular systems are presented. Also, a new type Lyapunov equation will be dened and its solution will be investigated. Consider the following discrete singular systems: Ex(k + 1) = Ax(k) + Bu(k); y(k) = Cx(k); x(0) = x0 ; (1)

where x(k) Rn is the state vector, u(k) Rm is the control vector, and y(k) Rl is the output vector. E Rnn ; A Rnn ; B Rnm , and C Rln are constant with E possibly being singular. System (1) are usually denoted as (E; A; B; C). Also, assume that the system is regular (i.e., |zE A| 0). First, we give the following equivalence denition. Denition 2.1 (Dai [4]). System u Ex(k + 1) = Ax(k) + B (k); x(k) y(k) = C x(0) = x0 ; (2)

is called system restricted equivalent to system (1) if there exist two non-singular matrices P and Q such that x(k) = Px(k); QEP = E; QAP = A; QB = B; CP = C:

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In this paper, one chooses Q = (z0 E A)1 and P = I where z0 satises |z0 E A| = 0. Then one can obtain the following relationship: EA = A E; z0 E A = I: (3)

In this case, there exists a non-singular matrix T such that system (1) is system restricted equivalent to the following forward and backward subsystems [19]: E1 x1 (k + 1) = A1 x1 (k) + B1 u(k); y1 (k) = C1 x1 (k); E2 x2 (k + 1) = A2 x2 (k) + B2 u(k); y2 (k) = C2 x( k); x2 (0) = x2; 0 ; (5) x1 (0) = x1; 0 ; (4)

where E1 Rn1 n1 , E2 Rn2 n2 , A1 Rn1 n1 , A2 Rn2 n2 , B1 Rn1 m , B2 Rn2 m , C1 Rln1 , C2 Rln2 h1 h are all constant matrices with E1 and A2 being invertible, and E2 being nilpotent, i.e., E2 = 0; E2 = 0, where h is the nilpotent index. n1 + n2 = n. n1 = deg|zE A|. Moreover, T1 ET = T C = [C1 E1 0 ; 0 E2 C2 ]; T1 AT = A1 0 ; 0 A2 B1 T1 B = ; B2 (6)

z0 E1 A1 = I;

z0 E2 A2 = I:

Besides the system decomposition and equivalence, stability, causality, controllability and observability are important concepts for discrete singular systems [4]. Roughly speaking, the stability indicates that all the nite poles of the system are inside the unit circle. The condition for causality is E2 = 0. The following are basic results for these issues [4]. Lemma 2.1 (Dai [4]). System (1) is casually controllable if rank 0 E 0 E A B = n + rank(E): (7)

System (1) is R-controllable if rank[zE A B] = n; z C; (8)

where C denotes the complex plane. Also, system (1) is C-controllable, if it is R-controllable and [E; B] satises rank[E B] = n: (9)

From the above lemma, one can obtain the following results. Lemma 2.2. (i) System (1) is R-controllable if and only if
1 1 E1 A1 E1 B1

1 rank[E1 B1

1 1 (E1 A1 )n1 1 E1 B1 ] = n1 :

(10)

(ii) System (1) is C-controllable if and only if (10) is true with


1 rank[A2 B2 1 1 A2 E2 A2 B2

1 1 (A2 E2 )n2 1 A2 B2 ] = n2 :

(11)

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Proof. From Lemma 2.1; one can conclude that system (1) is R-controllable if and only if rank[zE A B] = rank zE1 A1 0 0 B1 zE2 A2 B2 = n; z C: (12)

From (6) one can see that zE2 A2 = (z z0 )E2 + z0 E2 A2 = (z z0 )E2 + I which indicates that zE2 A2 is invertible. So rank[zE1 A1 B1 ] = n 1 ; z C: (13) This indicates that (10) holds. Similarly; one can prove that (9) holds if and only if (11) is true. This completes the proof. It can be seen that the backward subsystem (5) is completely controllable if (11) holds. The C-controllability implies that both forward and backward subsystems are completely controllable. Similarly, we have the following results for observability. Lemma 2.3. (i) System (1) is R-observable if and only if
T T T E1 A1 E1 CT 1

T rank[E1 CT 1

T T T (E1 A1 )n1 1 E1 CT ] = n1 : 1

(14) (15)

(ii) System (1) is completely observable if and only if (14) is true with
T rank[A2 CT 2 T T T (A2 E2 )A2 CT 2 T T T (A2 E2 )n2 1 A2 CT ] = n2 : 2

Now one is in a position to investigate the stability of discrete singular systems. Let In+ (M) and In (M), respectively, denote the positive and negative inertia indices for a symmetric M Rnn . Given W 0, dene a new generalized Lyapunov equation for system (1) as AT VA ET VE = W or for system (2) as T T A VA E V E = W; where V R
nn

(16) (17)
nn

; WR

nn

and W R

are symmetric matrices, respectively. It is easy to verify that

V = (z0 E A)T V(z0 E A)1 ;

W = W:

In order to solve the above Lyapunov equation, the following congruence concept is required. If X is non-singular, then A and XT AX are called to be congruent. X is called a congruent transformation. Lemma 2.4 (Golub and Van Loan [7]). The inertia of a symmetric matrix are invariant under congruent transform. Theorem 2.1. Assume that A is invertible. Then; the following statements are equivalent: (i) System (1) is stable. (ii) For any positive denite matrix W 0; the generalized Lyapunov equation (17) has unique symmetric solution V satisfying In+ (V) = n1 ; In+ (V) + In (V) = n: (18)

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Proof. (i) (ii): Without loss of generality; one can assume that system (1) is in the form of (4) and (5). Then the generalized Lyapunov equation (17) is equivalent to
T T A1 V1 A1 E1 V1 E1 = W1 ; T T A2 V3 A2 E2 V3 E2 = W3 ; T T A1 V2 A2 E1 V2 E2 = W2 ;

(19)

where V= V 1 V2
T V2

V3

W=

W 1 W2
T W 2 W3

(20)

Therefore V1 is positive denite since system (4) is stable. Recall that the rst equation in (19) is standard Lyapunov equation and one can obtain

V1 =
i=0

T T T 1 1 (E1 A1 )i E1 W1 E1 (A1 E1 )i ;

h1

V2 =
i=0 h1

T T T 1 1 (A1 E1 )i A1 W2 A2 (E2 A2 )i ;

V3 =
i=0

T T T 1 1 (A2 E2 )i A2 W3 A2 (E2 A2 )i :

(21)

It can be seen that V3 is negative denite since W3 0 and In+ (V1 ) = n1 ; In (V3 ) = n2 : (22)

For solution V; it can be seen from [21] that there exists a congruent transformation matrix P satisfying T P VP = V1 0 0
T 1 V3 V2 V1 V2

(23)

By Lemma 2.4 one has In+ (V) = In+ (V1 ) = n1 ;


1 In (V) = In (V3 V2 V1 V2 ) = n2 :

(ii) (i): It is obvious from the rst equation in (19). In [9], similar problem is addressed via Stein equation with assumption of the solution existence of Lyapunov equations. Here, we addressed similar problem in general case via di erent techniques. Here we mainly used the decomposition structure in Eq. (6). Remark 2.1. (i) It can be seen that V is invertible. The two inertia indices are corresponding to the fast and slow subsystems. The negative part represents the non-causality behavior. (ii) This theorem gives a necessary and su cient stability condition for discrete singular systems when A is invertible. The general case (A is singular) is worth further investigation. (iii) It should be noted that the solution of this new type Lyapunov equation contains the no-causality of discrete singular systems.

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3. Structure property analysis via Lyapunov approach In this section, we will use the solution of Lyapunov equation (16) to analyze the structure properties for discrete singular systems. First, the problem of pole clustering problem will be investigated. Then, the solvability of the proposed Lyapunov equation is investigated and it can be seen that the existence of solution is closely associated with the C-controllability and C-observability of discrete singular systems. Let D(c; r) denote a circular disk centered at c with radius r, and (E; A) denote the set of nite poles of matrix pair (E; A). Proposition 3.1. Assume that c (E; A). Then the following statements are equivalent: (i) (E; A) D(c; r). (ii) For any positive denite matrix W; the following Lyapunov equation T (A c E)T V(A c E) r 2 E V E = r 2 W will have unique symmetric solution V with following property: In+ (V) = n1 ; In (V) = n2 : (25) (24)

Proof. Note that (E; A) = ( E; A) D(c; r) if and only if (E; (A cE)=r) = ( E; (A c E)=r) D(0; 1). Then the result can be derived immediately from Theorem 2.1. Remark 3.1. For almost all c C; (A c E) will be invertible if discrete singular system (2) is regular. So one can choose c as a real scalar in practice. For system (2), dene T T (A c E)T U(A c E) r 2 E U E = r 2 C C; (A c E)V(A c E)T r 2 EV E = r 2 B B : Also dene the following system: A cE x(k) + Bu(k); Ex(k + 1) = r y(k) = Cx(k): Then one can obtain the following result. Lemma 3.1. System (1) is controllable and observable if and only if so is system (27). Now one can discuss the solution of Lyapunov equation (26). If system (27) is C-controllable and C-observable, then one can prove that U = TT U 1 U2
T U2 T T

(26)

(27)

U3

T 1

(28)

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with T dened in (6) and

U1 =
i=0

T T 1 1 r 2 [E1 (A1 cE1 )T ]i E1 CT C1 E1 [(A1 cE1 )E1 ]i ; 1

h1

U2 =
i=0 h1

T r 2 [(A1 cE1 )T E1 ]i (A1 cE1 )T CT C2 (A2 cE2 )1 [E2 (A2 cE2 )1 ]i ; 1

U3 =
i=0

T r 2 [(A2 cE2 )T E2 ]i (A2 cE2 )T CT C2 (A2 cE2 )1 [E2 (A2 cE2 )1 ]i 2

and V=T with

V 1 V2
T V2 V3

TT

(29)

V1 =
i=0

1 1 T T T r 2 [E1 (A1 cE1 )]i E1 B1 B1 E1 [(A1 cE1 )T E1 ]i ;

h1

V2 =
i=0

T T r 2 [(A1 cE1 )1 E1 ]i (A1 cE1 )1 B1 B2 (A2 cE2 )T [E2 (A2 cE2 )T ]i ;


i

h1r 2

V3 =
i=0

T T [(A2 cE2 )1 E2 ]i (A2 cE2 )1 B2 B2 (A2 cE2 )T [E2 (A2 cE2 )T ]i

will satisfy Lyapunov equations (26). Theorem 3.1. Assume that (E; A) D(c; r). Then the generalized Lyapunov equations (26) have unique solutions (28) and (29) if and only if system (2) is C-controllable and C-observable. Furthermore; In+ (U) + In (U) = n; In+ (V) + In (V) = n (30)

Proof. Here only the observability part is proved for simplicity. From Eq. (26); one can obtain
T 1 T 1 E1 (A1 cE1 )T U1 (A1 cE1 )E1 U1 = r 2 E1 CT C1 E1 ; 1 T U2 (A1 cE1 )T E1 U2 E2 (A2 cE2 )1 = r 2 (A1 cE1 )T CT C2 (A2 cE2 )1 ; 1 T U3 (A2 cE2 )T E2 U3 E2 (A2 cE2 )1 = r 2 (A2 cE2 )T CT C2 (A2 cE2 )1 : 2

(31)

Note that (E; A) D(c; r) if and only if (E1 ; (A1 cE1 )=r) D(0; 1). Also system (2) is C-observable if 1 1 and only if (I; (A1 cE1 )E1 ; C1 E1 ) and (I; E2 (A2 cE2 )1 ; C2 (A2 cE2 )1 ) are completely observable. So the rst equation in (1) has unique solution U1 if and only if system (1) is R-observable.

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Recall that |zI E2 (A2 cE2 )1 | = |zI E2 [(z0 c)E2 I]1 |


h1

= zI +
i=1

i (z0 c)i1 E2

(32)

and E2 is nilpotent; one can conclude that (I; E2 (A2 cE2 )1 ; C2 (A2 cE2 )1 ) is stable. Thus; the last equation in (31) has unique solution U3 if and only if backward subsystem (5) is completely observable. It can be seen that the second equation in (31) always has solution U2 . From Lemma 2.4; system (1) is C-observable if and only if forward subsystem (4) and backward subsystem (5) are completely observable. This completes the proof of rst part. Since the inertia indices are invariant under congruent transformation; one can see that (30) is true. Remark 3.2. The solvability of these two Lyapunov equations are closely related with C-controllability and C-observaility of the original systems. Next, the proposed Lyapunov equation is used to design a state feedback controller such that all the closed-loop nite poles are inside a specied disk D(c; r). For this purpose, dene following generalized Riccati equation: T T T (A c E)T V(A c E) r 2 E V E (A c E)T V B(r 2 R + B V B)1 B V(A c E) = r 2 W; (33) where R Rmm is a positive denite matrix. Of course, one may represent this Riccati equation via the original system parameters. The solvability of (33) was once extensively investigated in [1,3,13] when W = CT QC with Q 0 since it is closely associated with the linear quadratic control problem of singular systems. It is also investigated in the general case in [19] when the discrete singular system is causal free. With solution from (33), one can design a state feedback law u(k) = Kx(k) with K R
mn

(34) (35) (36)

being given by

T T K:=(r 2 R + B V B)1 B V(A c E): Then the resultant closed-loop system will be Ex(k + 1) = (A B K)x(k):

Remark 3.3. With state feedback law (34); ( E; A B K) D(c; r) if and only if (E; A B K) D(c; r) due to Ex(k + 1) = (z0 E A)1 Ex(k + 1); (A B K)x(k) = (z0 E A)1 (A B K)x(k): Rewriting the generalized Riccati equation (33) T T (A c E B K)T V(A c E B K) E V E = (W + K R K) one can obtain the following result. Theorem 3.2. With W 0; if Eq: (33) has unique symmetric solution V satisfying In+ (V) = deg|z E A + B K|: (39) (38) (37)

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Then ( E; A B K) D(c; r): This theorem states that the Riccatti equation (33) can be used to design a control law such that all the poles of the closed-loop system are clustered in a specied disk.

4. Illustrative examples In this section, two examples are presented to illustrate the correctness of theoretical results in this paper. Example 1. Consider the following discrete singular system: 1 1 0 0 2 0 2 0 x(k): 0 0 1 x(k + 1) = 0 1 0 0 0 1 0 1 Let W = I; one can solve the generalized Lyapunov equation (17) v1; 1 1 v2; 2 2v1; 3 + v2; 2 v2; 2 1 v1; 3 + v3; 3 3 v1; 1 v1; 3 v3; 3 4 2 2 4v1; 1 4v1; 2 + v2; 2 2v1; 3 + v2; 3 v1; 1 1 v2; 2 2v1; 3 + v2; 2 2 v2; 2 1 v1; 3 + v3; 3 2 1 0 0 = 0 1 0; 0 0 1 where V:=(vi; j ). Therefore; one can obtain 4 8 12 V = 8 15 24 12 24 14 and (I; V ) = {0:1949; 10:3656; 43:5605}; In+ (V ) + In (V ) = 1 + 2 = 3: 2v1; 3 + v2; 3 v2; 2 + v3; 3

(40)

(41)

According to Theorem 2.1; the system is stable (or (E; A) D(0; 1)). However this system is not causal. In fact; it has unique nite pole at z = 1 and rank(E) = 2. This illustrates that Theorem 2.1 is true. 2 Example 2. Consider the following discrete singular system: 2 0 0 1 0 0 1 0 0 1 x(k + 1) = 0 1 0 x(k) + 0 u(k); 0 0 0 0 0 1 1 y(k) = [1 1 0]x(k): (42)

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It can be tested that this system is stable but with no-causality behavior since it has only one nite pole at z = 1 and rank(E) = 2. It is easy to check that the system is C-controllable and C-observable. Further; 2 1 1 0 1 0 1 (43) CT C = 1 1 0 ; BBT = 0 0 0 : 0 0 0 1 0 1 From (26) one can obtain 3u1; 1 1 1 0 u1; 2 u1; 3 2u1; 2 u2; 1 u2; 2 u2; 3 = 1 1 0: u3; 1 2u2; 1 u3; 2 u3; 3 u2; 2 0 0 0 from which we can derive 1 3 1 2 U = 1 1 0: 2 0 1 Similarly; one can obtain the equation for V from (26) 3v1; 1 1 0 1 v1; 2 2v1; 3 v1; 3 v2; 1 2v3; 1 v2; 2 v3; 3 v2; 3 = 0 0 0 v3; 1 v3; 2 v3; 3 1 0 1 and V can be solved 1 3 2 1 V = 2 1 0: 1 Therefore; we have (I; U) = {2:6667; 1:0000; 2:0000}; In+ (U) + In (U) = 1 + 2 = 3; (I; V) = {2:6667; 1:0000; 2:0000}; In+ (V) + In (V) = 1 + 2 = 3: 0 1

(44)

(45)

(46)

(47)

These results coincide with the statements in Theorem 3.1. These examples showed that theoretical results in this paper are correct and can be used to check the stability, non-casualty, controllability and observability for discrete singular systems. However, solving the proposed Lyapunov equation is not easy and we will tackle this problem in the future. 5. Conclusions In this paper, A new type of Lyapnov equation is proposed for discrete singular systems and its solution is used to solve the pole clustering problem. Further, the controllability and observability can be checked via the solutions of these Lyapunov equations. The advantage of this type Lyapnov equation is its capability to handle singular systems with non-causality behaviors. We believe that the generalized Lyapunov equation and Riccati equation developed here can be further used to dene controllability and observability grammians and then used to deal with balanced realization problem as well as model reduction problems. Also it is an imperative task to nd an e ective algorithm of solving the proposed Lyapunov equations and Riccati equations. All these indicate that the results here are important to the future study of discrete singular systems.

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Acknowledgements The authors thank anonymous reviewers for their corrections and useful comments. References
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