Reduced-order modelling of linear discrete-time systems via continued-fraction expansion of a z transfer function about z = 1 and z = a alternately

A new time-domain procedure is suggested for obtaining reduced-order models of linear time-invariant discrete-time systems. The procedure is based on presenting a new form of continued-fraction expansion (CFE) about z = 1 and z = a alternately, and deriving a realization form for the CFE. An algorithm is presented for obtaining the new CFE of the z transfer function of a linear discrete-time system from its state-space model directly, without having to determine the corresponding rational z transfer function. Also presented is a systematic approach to deriving two similarity transformation matrices: one is used to transform a state-space model from a general form to the CFE canonical form, and the other is used to transform a state-space model from the phase-variable canonical form to the CFE canonical form. Finally, an approximate aggregation matrix is constructed to relate the state vector of the original system to that of a reduced model obtained by the present method. The proposed procedure is illustrated with examples.     

Irreducible canonical realizations from external data sequences†

A direct procedure for obtaining a minimal realization of a linear multivariable time-invariant discrete system is described, by considering input/output data sequences as initial characterization.

The main feature of the procedure is to lead to a well-defined canonical form of the state-space matrix triple with a remarkable saving of computing effort

An example is given in order to display the mechanization of this approach     

The determination of state-space representations for linear multivariable systems

A new, relatively simple, constructive method is presented for obtaining state-space or normal form representations for linear, time invariant systems whose dynamics are expressed in a more general matrix differential operator form. The development employed provides new insight into various structural properties of linear systems. Equivalence is defined for a rather large class of linear systems, and an algorithm is given for reducing any member of this class to normal form. In order to outline the algorithm, a number of “well known” results involving polynomial matrices are employed for the first time, along with the “structure theorem”. An example is used to illustrate the algorithm and two appendices are employed to clarify the development.     

时滞相关型离散时变时滞奇异系统的鲁棒镇定

讨论含参数不确定的离散时变时滞奇异系统的时滞相关的鲁棒状态反馈稳定化问题. 在一系列等价变换下, 阐述了其和一个不确定正常线性离散时变时滞系统的鲁棒状态反馈稳定化问题的等价关系;利用矩阵不等式方法, 给出一个对所有容许的不确定, 使得闭环系统正则、因果且稳定的时滞相关鲁棒状态反馈稳定化控制器存在的充分条件以及无记忆状态反馈控制器的一个解.     

LQ (optimal) control of hyperbolic PDAEs

The linear quadratic control synthesis for a set of coupled first-order hyperbolic partial differential and algebraic equations is presented by using the infinite-dimensional Hilbert state-space representation of the system and the well-known operator Riccati equation (ORE) method. Solving the algebraic equations and substituting them into the partial differential equations (PDEs) results in a model consisting of a set of pure hyperbolic PDEs. The resulting PDE system involves a hyperbolic operator in which the velocity matrix is spatially varying, non-symmetric, and its eigenvalues are not necessarily negative through of the domain. The C₀-semigroup generation property of such an operator is proven and it is shown that the generated C₀-semigroup is exponentially stable and, consequently, the ORE has a unique and non-negative solution. Conversion of the ORE into a matrix Riccati differential equation allows the use of a numerical scheme to solve the control problem.     

New results in state estimation and regulation

An alternative technique to design linear state estimators and regulators is presented. This technique is based on transfer matrix considerations. The optimal regulator or estimator gain is obtained via spectral factorization and the solution of a simple equation in polynomial matrices.This approach provides further insight, displays the duality of estimation and control nicely, and bridges the state-space and frequency-domain techniques. The resulting design procedure is computationally attractive and particularly simple for system matrices in the observer or controller canonical form.     

Note on ‘ On the definition of transfer function ’

An algorithm for directly obtaining the canonical state-space model corresponding to the Cauer third form of continued fraction expansion (CFE) from a given general state-space model is presented. The algorithm can be used to determine the transfer function of linear time-invariant system from its state-space model as well as to obtain the reduced order models..Two new similarity matrices, one transforms a state-space equation from a general form to a Cauer third CFE canonical form, and the other transforms a state-space model in phase-variable form to a state-space model in a Cauer third CFE canonical form, are derived. Using these matrices an approximate relationship between the original state vector and the state-vector of reduced model obtained by the method of Cauer third CFE is established     

Determination of the inverse system using differential operator representation

A new method is presented for the transition from state-space representation to differential operator representation where dynamic and output matrices are the generalized matrix polynomials. Using this representation, we have obtained the minimal-order inverse of a linear multivariable proper system with an equal number of inputs and outputs. A numerical example is presented to illustrate the main results.     

Subspace-based identification of discrete time-delay system

We investigate the identification problems of a class of linear stochastic time-delay systems with unknown delayed states in this study. A time-delay system is expressed as a delay differential equation with a single delay in the state vector. We first derive an equivalent linear time-invariant (LTI) system for the time-delay system using a state augmentation technique. Then a conventional subspace identification method is used to estimate augmented system matrices and Kalman state sequences up to a similarity transformation. To obtain a state-space model for the time-delay system, an alternate convex search (ACS) algorithm is presented to find a similarity transformation that takes the identified augmented system back to a form so that the time-delay system can be recovered. Finally, we reconstruct the Kalman state sequences based on the similarity transformation. The time-delay system matrices under the same state-space basis can be recovered from the Kalman state sequences and input-output data by solving two least squares problems. Numerical examples are to show the effectiveness of the proposed method.     

分数阶系统变阶次状态空间建模及稳定理论

结合分数阶微积分算子的叠加原理,提出了变阶次状态空间建模方法.将分数阶系统推广到状态空间领域,实现了最小阶状态空间转换,并可根据实际需要通过增加状态变量来提取某一阶次的输出信号.对于各阶次均小于1的变阶次状态空间实现的分数阶系统,提出了变阶次分数阶系统的稳定性判定定理.最后通过实例仿真验证了所提出方法的有效性.     

Time-domain input-output representations of linear systems

A non-oriented matrix pencil model containing internal and external variables is shown to possess properties useful for modelling and design of linear dynamical systems. Three of these properties are trivial inversion, invariance under a useful class of operations, and simple decomposition using easily-implemented row and column operations. Realizations of state-space and polynomial operator models are given, then a definition of system dimension and a minimal-reduction algorithm. A new time-domain canonical form compatible with polynomial operator systems is described. Examples of the use of the model in algebraic design problems are given.     

一类不确定离散奇异系统的鲁棒稳定化

讨论了离散奇异系统矩阵E中含时不变参数不确定的鲁棒状态反馈稳定化问题.首先,在一系列等价变换下,阐述了其和一个不确定正常线性离散系统的鲁棒状态反馈稳定化问题的等价关系;然后,利用线性矩阵不等式(LMI)方法,给出了鲁棒状态反馈稳定化控制器存在的一个充分必要条件,控制器的设计方法及控制器的一个解;最后,通过一个数值算例验证了本设计方法的有效性.     

时滞奇异摄动系统的鲁棒控制

当不确定出现在滞后状态矩阵时,考虑了一类时滞的奇异摄动系统的二次稳定性,用线性矩阵不等式方法给出了上述系统二次稳定的充分条件,然后在此基础上用一种LMI迭代算法给出了控制器的设计,最后仿真算例表明了该方法的有效性.     

Eigenvalue-based characterization and test for positive realness ofscalar transfer functions

An eigenvalue-based characterization of positive realness of transfer functions of a single-input single output time-invariant linear system is derived. Based on this characterization, we propose an efficient computational procedure to determine if a given transfer function is positive real. The input for this eigenvalue-based test is any given, not necessarily minimal, state-space representation of the linear system. The test only involves standard matrix computations, such as computing eigenvalues of a matrix or a matrix pencil. Results of numerical experiments are reported     

Singular linear-quadratic optimal control problem for a class of discrete singular systems with multiple time-delays

The singular linear-quadratic optimal control problem for a class of discrete-time linear singular systems with multiple time-delays is investigated. The equivalent relationship between this problem and the non-singular linear-quadratic problem for standard state-space discrete-time linear systems without time-delay is derived, and the necessary and sufficient condition guaranteeing this equivalent relationship is also given. The optimal control is synthesized as state feedback, and the closed-loop system is regular, impulse-free and without time-delay. An example is given to show the validity of the proposed method.