7

Modeling Interconnected Systems:

A Functional Perspective
Stanley R. Liberty 7.1 Introduction ....................................................................................... 1079
Academic Affairs, Bradley University, 7.2 The Component Connection Model ........................................................ 1079
Peoria, Illinois, USA 7.2.1 Detailed Insight to C o m p o n e n t Connection Philosophy
7.3 System Identification ............................................................................ 1082
7.4 Simulation .......................................................................................... 1082
7.5 Fault Analysis ...................................................................................... 1082
7.6 Concluding Remarks ............................................................................ 1083
References .......................................................................................... 1083

7.1 Introduction pressed for simplicity of presentation in this chapter.) This

This chapter, adapted from Liberty and Saeks (1973, 1974),
contains a particular viewpoint on the mathematical modeling
of systems that focuses on an explicit algebraic description of
system connection information. The resulting system repre-
sentation is called the component connection model. The
component connection approach to system modeling provides
useful ways to tackle a variety of system problems and has
significant conceptual value. The general applicability of this
viewpoint to some of these system problems is presented here
at a conceptual level. Readers interested in specific examples
illustrating the component connection model should first refer
to Decarlo and Saeks (1981). Additional references are pro-
vided on specific applications of the component connection
philosophy to system problems. Readers with a clear under-
standing of the general concept of function should have no
difficulty comprehending the material in this section.
7.2 The Component Connection Model
A system, in simplistic mathematical terms, is a mapping from
a set of inputs (signals) to a set of outputs (signals) (i.e., an
input/output relation with a unique output corresponding to
each input). (In using this external system description, the
context of an internal system state has been deliberately sup-
may be abstractly notated by:
y = Su, (7.1)
where S is the symbol for the input/output relation (the
system). On the other hand, one may think of the physical
system symbolized by S as an interconnection of components.
Engineering experience explains that a particular S is deter-
mined by two factors: the types of components in the system
and the way in which the components are interconnected. This
latter observation on the physical structure of a system gives
rise to the component connection viewpoint.
Again, thinking of a physical system, the system's connection
structure can be held fixed while the types of system compo-
nents or their values change. Experience explains that for each
distinct set of components or component values, a unique
input/output relation is determined. From a mathematical
perspective, a given connection description determines a map-
ping of the internal component parameters to the input/
output relation.
Now, one can generalize this slightly by thinking of the
physical system as an interconnection of subsystems, each
with its own input/output relation. Note that a subsystem
may be either a discrete component, an interconnection of
components, or an interconnection of "smaller" subsystems.
This hierarchical structure is germane to the component con-

Copyright © 2005 by AcademicPress. 1079

All rights of reproduction in any form reserved.
1080
nection philosophy and is precisely the fundamental concept
of large-scale system theory.
Thinking in this way, one notes that a given connection
description determines a system-valued function of a system-
valued variable. Because this function is entirely determined by
the connections, it is called the connection function:
S = f(Z), (7.2)
where Z symbolizes the internal subsystem descriptions or
component parameters and where fsymbolizes the connection
function. In the special case where the subsystems represented
by Z are linear and time-invariant, Z may be interpreted as a
matrix of component transfer functions, gains, or immitances
(the precise physical interpretation is unimportant), which is
also the case for S. One should not, however, restrict the
thinking process to linear time-invariant systems. In addition,
it is important to point out that, even when all of the subsys-
tems are linear, the connection function fis nonlinear.
What may be surprising is that for most commonly encoun-
tered systems, the nonlinear function f can be completely
described by four matrices that permit the connection function
to be manipulated quite readily. Indeed, feasible analytical and
computational techniques based on this point of view have
been developed and applied to problems in system analysis
(Singh and Trauboth, 1973; Prasad and Reiss, 1970; Trauboth
and Prasad, 1970), sensitivity studies (Ransom, 1973, 1972;
Ransom and Saeks, 1975; DeCarlo, 1983), synthesis (Ransom,
1973), stability analysis (Lu and Liu, 1972), optimization
(Richardson, 1969; Richardson et al., 1969), well-posedness
(Ransom, 1972; Singh, 1972), and fault analysis (Ransom,
1973, 1972; Saeks, 1970; Saeks et aL, 1972; Ransom and
Saeks, 1973a, 1973b; DeCarlo and Rapisarda, 1988; Reisig
and DeCarlo, 1987; Rapisarda and DeCarlo, 1983; Garzia,
1971). The reason for this core of linearity in the fdescription
is that connection information is generally contained in "con-
servation" laws that, upon the proper choice of system vari-
ables, yield linear "connection" equations.
To obtain an intuitive feel for what types of manipulations
one performs on f to solve the systems problems previously
mentioned, consider, for example, a classical passive network
synthesis problem. In this problem, one is given the input/
output relation S, and one knows what type of network struc-
ture is desired. For example, a ladder synthesis problem state-
ment consists of a transfer function specification and the
"connection information" of ladder structure. The S and fare
specified, and it is desired to determine Z (the components).
Clearly, to find Z, one must invert f. In this case, one seeks a
right inverse of f because the uniqueness of Z is not a concern
and f is viewed as "onto" the class of transfer functions of
interest.
If, on the other hand, one is attempting to identify the value
of a component in an interconnected system of components
given external measurements and knowledge of the connec-
Stanley R. Liberty
tions, then one seeks a left inverse off. Here, the concern may
be with uniqueness, and fis viewed as one-to-one and into the
set of input/output relations.
Another classical system problem encountered in design
analysis is that of determining the sensitivity of the input/
output relation S to variations in certain component values.
In this case, differentiation of the connection function fwith
respect to the component parameters of interest is the major
constituent of the sensitivity analysis. Specific applications of
the component connection model to sensitivity analysis are
contained in Ransom ( 1973, 1972), Ransom and Saeks ( 1975),
and DeCarlo (1983).
The conceptual description just described should provide
the reader with a "feel" for the component connection phi-
losophy. This chapter now provides more detailed insight.
7.2.1 Detailed Insight to Component
Connection Philosophy
Although an abstract functional interpretation of the con-
nections in a system is conceptually valid, it is of no practical
value unless one has a specific and computationally viable
representation of the function. Fortunately, there is such
a representation, and the conceptual problem of inverting
or differentiating the connection function may actually be
carried out.
Classically, in circuit and system theory, connections are
represented by some type of graph (e.g., linear graph, bond
graph, signal flow graph) or block diagram. This graphical
depiction of connection information can readily be converted
into a set of linear algebraic constraints on the circuit or system
variables for subsequent analysis. As such, it is natural to adopt
an algebraic model of the connections from the start.
The precise form of the component connection model with
its algebraic description of a system's connection information
may be seen by examining Figure 7.1. Figure 7.1(A) shows a
box depiction of a system with inputs u and outputs y. The
inner box labeled Z represents the system components, and the
outer donut shaped area represents the system connections
(e.g., scalers, adders, Kirchhoff law constraints, etc.). Now, if
Z represents a matrix of component input/output relations,
the following may be abstractly written:
b = Za, (7.3)
where b denotes the vector of component output variables and
a the vector of component input variables. The component
connection model can be obtained by re&awing the system of
Figure 7.1(A) as in Figure 7.1(B), where the components and
connections have been separated. Thus, the overall system is
composed of two interconnected boxes. One box contains the
components as described by equation 7.3, and the second
donut-shaped box contains the connections. The donut-
shaped box has inputs u and b and outputs a and y. Finally,
7 Modeling Interconnected Systems: A Functional Perspective
y =
(A) System with Inputs / Outputs
FIGURE 7.1 A System as an Interconnection of Components
since the connections are characterized entirely by linear alge-
braic constraints, the donut-shaped box may be mathemati-
cally modeled (i.e., the connections) by the matrix equation:
[;] = r Lll L121
LL21 L22J [ : ] (7.4)
The component connection model is thus a pair of equations,
7.3 and 7.4, with the matrix Z representing the components,
and the set of four L matrices representing the connections.
An interesting observation can be made here. In the very
special case where each component is an integrator, the
following is true:
b=a. (7.5)
Substituting equation 7.5 into 7.4 yields:
= L l l b q - L12u.
(7.6)
y = L21bq- L22u.
The reader will recognize these equations as the familiar "state
model" of linear dynamical system theory. Thus, intuitively, the
component connection model may be viewed as a generaliza-
tion of the linear state model. In fact, the L matrices describe
how to interconnect subsystems to form a large-scale system S,
just as integrators used to be patched together on an analog
computer to simulate a system. If one views the L matrices as a
generalization of the state model, where the integrators have
been replaced by general components, a beneficial cross fertil-
ization between component connection theory and classical
system theory results. It is possible and indeed useful to talk
about controllable or observable connections (Singh, 1972).
The component connection model was first used intuitively
by Prasad and Trauboth (Singh and Trauboth, 1973; Prasad
and Reiss, 1970; Trauboth and Prasad, 1970) and formalized by
Saeks (Saeks, 1970; Saeks et al., 1972) for application in the
1081
u
(B) Separated Components and Connections
fault isolation problem. Existence conditions for the L matrices
were first studied by Prasad (Prasad and Reiss, 1970) and later
by Singh (1972) who have shown that the existence of L
matrices is a reasonable assumption. This is essentially the
same type of assumption that one makes when assuming that
the state equations of a system exist. As seen above, if the
components in the system are integrators, then the L matrices
are precisely the state matrices.
The advantage of the component connection model over the
classical graphical and diagrammatic connection models is
that, being inherently algebraic, the component connection
model is readily manipulated and amenable to numerical
techniques. Moreover, this model unifies the various graphical
and diagrammatic models. In fact, electronic circuits, which
are commonly described by hybrid block diagram-linear graph
models, are handled as readily as passive circuits or analog
computer diagrams [see DeCarlo and Saeks (1981) for some
simple examples].
Using the component connection model, the desired repre-
sentation for the connection function is obtained. This is
illustrated by a linear example since the concept can be more
intuitively understood in the linear case. It is important to
point out again, however, that more generality is actually
present. Viewing Z as a matrix of transfer functions, the overall
system transfer function is desired. Simultaneous solution of
equations 7.1, 7.3, and 7.4 yields:
S = L22 q- L21(1 - ZLH) 1ZL12= f ( Z ) , (7.7)
and we have a representation of the connection function in
terms of the four L matrices even though the connection
function is nonlinear in Z. This matrix representation facili-
tates manipulation of the connection function as shown later
(Ransom, 1973, 1972; Saeks, 1970; Ransom and Saeks, 1973b,
1973a). The first observation that the connection function
could be so represented was made by Saeks (1970), while the
first exploitation of the concept is attributable to Ransom
(1973, 1972) and Saeks (1973b, 1973a).
1082
7.3 System Identification
In a system identification problem, one is normally asked to
identify the mathematical input/output relation S from input/
output data. In theory, this is straightforward if the system is
truly linear (Chang, 1973), but in practice this may be difficult
due to noisy data and finite precision arithmetic. The non-
linear case is difficult in general because series approximations
must be made that may not converge rapidly enough for large
signal modeling (Bello et al., 1973). In both linear and non-
linear identification techniques, random inputs are commonly
used as probes (Bello et al., 1973; Cooper and McGillem, 1971;
Lee and Schetzen, 1961). The identification of S is then carried
out by mathematical operations on the system input and
output autocorrelations and the cross-autocorrelations be-
tween input and output.
This section does not contain a discussion of such tech-
niques, but some observations are presented. It should be
noted that if only input/output information is assumed
known (as is the case in standard identification techniques),
then system identification does not supply any information on
the system structure or the types or values of components. In
such cases, the component connection model cannot be used.
In many applications, however, connection information and
component type information are available. In such cases, the
component connection model may be applicable. Indeed, for
identification schemes using random inputs, it is easily shown
that the component correlation functions and the overall
system correlation functions are related by:
Ryy = L21abbLT1 + RyuLT22 + L22Ruy -- L22RuuL2T2. (7.8)
Raa = LllRbbL1T1 + LllRbuL~ + L12RubLTll + L12RuuL1T2. (7.9)
L21Rbu = [Ryu - L22Ruu]. (7.10)
Rab = LllRbb + L12Rub. (7.11)
The Rjk is the crosscorrelation of signal j and signal k. If the left
inverse of L21 exists, then the subsystem correlation functions
can be determined and used to identify the subsystems via
standard identification techniques. However, in general, this
left inverse does not exist and either the type information or
the psuedo-inverse of L21 must be used to yield subsystem
models.
7.4 Simulation
There are numerical challenges in computer simulation of
large-scale systems. These difficulties are due to the simulta-
neous solution of large numbers of differential equations. The
efficiency in solving a single differential equation is entirely
determined by the numerical techniques employed. However,
in analyzing a large-scale system from the component connec-
Stanley R. Liberty
tion viewpoint, the starting point is a specified collection of
decoupled component differential equations and a set of
coupled algebraic connection equations. Thus, it is possible
to take advantage of the special form of the equations charac-
terizing a large-scale dynamical system and to formulate
analysis procedures that are more efficient than those which
might result from a purely numerical study of the coupled
differential equation characterizing the entire system.
Such a procedure, namely a relaxation scheme, wherein one
integrates each of the component differential equations by
separately iterating through the connection equations to
obtain the solution of the overall system, was implemented
over 30 years ago at the Marshall Space Flight Center (Prasad
and Reiss, 1970; Trauboth and Prasad, 1970; Saeks, 1969). The
feasibility of the scheme was verified, and significant computer
memory savings resulted. The key to this approach of the
numerical analysis of a large-scale system is that numerical
routines are applied to the decoupled composite component
differential equations rather than an overall equation for the
entire system. Thus, the complexity of the numerical compu-
tations is determined by the complexity of the largest compo-
nent in the system. In contrast, if the numerical procedures are
applied directly to a set of differential equations characterizing
the entire system, the complexity of the numerical computa-
tions is determined by the complexity of the entire system (the
sum of the complexities of all the components).
Since 1970, computer simulation software has evolved sub-
stantially, and packages that deal with large-scale systems
either explicitly or implicitly exploit the component con-
nection philosophy. One of the more recent software de-
velopments for modeling and simulation of large-scale
heterogeneous systems is an object-oriented language called
Modelica; see Mattson et al. (1998) for additional information.
7.5 Fault Analysis
Fault analysis is similar to system identification in that the
system is reidentified to determine if the component input/
output relations have changed. It should be clear that connec-
tion information is essential to detection of a faulty compo-
nent. As before, note that fault analysis is not restricted to
linear systems. To illustrate some of the technique, the discus-
sion will focus on a linear time-invariant situation.
To attack the fault analysis problem, assume that there is a
given set of external system parameters measured at a finite set
of frequencies S(~oi), i = 1, 2 . . . . . n and that there are the
connection matrices, Lll, L12, L2~, and L22. Compute or ap-
proximate Z(o~). For simplicity of presentation, assume that
L22 = 0. There is no loss of generality with this assumption
since one can always replace S(~oi) by S(coi) = S(o~i) - L22 and
then work with the system whose measured external param-
eters are given by S and whose connection matrices are
Lll = Lll, L12 = L12, L21 = L21, and L22 = 0.
7 Modeling Interconnected Systems: A Functional Perspective
In the most elementary form of the fault analysis problem,
assume that S(~o) is given at only a single frequency and
compute Z(~o) exactly. This form of the problem was first
studied by Saeks (1970) and then extended by Saeks and
colleagues (Ransom and Saeks, 1975; Saeks et al., 1972). Its
solution is based on the observation that the connection func-
tion f can be decomposed into two functions (under the
assumption that L22 = 0) as:
f=hog. (7.12)
Here, g is a nonlinear function that maps the component
parameter matrix Z into an intermediary matrix R via:
R = g(Z) = (1 - Z L l l ) - l Z , (7.13)
and h is a linear function that maps R into the external
parameter matrix S via:
S = h(R) = L21RL12. (7.14)
The left inverse o f f is given in terms of g and h via:
f-L = g-%h-L. (7.15)
A little algebra will reveal that g-L always exists and is given by
the formula:
Z = g-L(R) = (1 + RLH)-LR. (7.16)
Thus, the fault isolation problem is reduced to that of finding
the left inverse of the linear function h. This is most easily done
by working with the matrix representation of h as:
h = [LT @ L21], (7.17)
where ® is the matrix tensor (Kronecker) product (Ransom,
1972; Saeks et al., 1972; Rao and Mitra, 1971). Standard matrix
algebraic techniques can be used to compute h -L. Indeed, the
rows of h can each be identified with external input/output
"gains." Thus, the problem of choosing a minimal set of exter-
nal parameters for fault analysis is reduced to the problem of
choosing a minimal set of rows in h that render its columns
linearly independent (Singh, 1972). There are difficulties with
this technique in certain cases, but fortunately, a number of
approaches have been developed for alleviating these (Ransom,
1973, 1972; Ransom and Saeks, 1973b).
7.6 Concluding Remarks
Although this chapter has not provided a complete or detailed
explanation of component connection philosophy, the reader
should now have a fundamental understanding of the power
1083
and utility of the philosophy. Even though the component
connection approach to modeling large-scale systems origi-
nated over three decades ago, it is likely that its full potential
has not been realized. There are several areas of research in
which the component connection approach might lead to new
results. One of these is the area of optimal decentralized
control of large-scale systems.
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