Systems & Control Letters 3 (1983) 123-131 August 1983

North-Holland

System structure at infinity

L.M. SILVERMAN and A. KITAP(~I
Departmentof ElectricalEngineering-Systems,Universi(vof SouthernCalifornia,Los Angeles.CA 90089-0272.USA
Received 31 March 1983

Kevwords: Structure algorithm, Infinite zeros, Smith-McMillan factorizalion.

I. Introduction

The structure at infinity of a rational matrix ( S m i t h - M c M i l l a n factorization at infinity) has been the
subject of a n u m b e r of recent papers [2,4,6,8,9]. Several different algorithms have been proposed to
c o m p u t e this structure and various relationships with other structural properties of linear systems have
been brought out. In this paper we will follow up an approach initiated by Hautus [1], which makes use of
the Structure Algorithm [3]. It will be shown that a particular version of this algorithm (nested) provides all
the structural information needed to obtain the S m i t h - M c M i l l a n factorization at inifinity.

2. Infinite pole-zero structure and the Structure Algorithm

The S m i t h - M c M i l l a n factorization at infinity can be defined as follows [2].

Definition. Let H(s) be a p × m rational matrix with rank q. Then H(s) can be factorized as

H ( s ) = B ' ( s ) [ a(s)O 001B2(s) (l)

where B~(s) and B2(s) are bicausal transformations and A ( s ) contains the p o l e - z e r o structure at infinity
which is unique;

A(s) = d i a g [ S ....... S ..... ]

with n o >i n I >/n 2 • - • >/n u_l. The n, are defined as the infinite pole and zero orders of H(s).

The infinite p o l e - z e r o orders where shown by Hautus [1] to be related to indices generated by a
particular version of the Structure Algorithm [3]. It will be shown here that these indices are algorithm
independent. Moreover it will be shown that the matrices B~(s) and B2(s) can also be c o m p u t e d explicitly
using the same algorithm.
In the following section, the Structure Algorithm will be defined and several of its properties noted.

3. The Structure Algorithm

Let HA(s) be a rational matrix with the Laurent expansion

HA(s)= ~ HA!s ' (2)

t = --r

0167-6911/83/$3.00 ' 1983, Elsevier Science Publishers B.V. (North-Holland) 123

Volume 3, Number 3 SYSTEMS & CONTROL LETTERS August 1983

where H I are M a r k o v p a r a m e t e r s and r is the principal order of Hk(s) [1]. Then we can also write H A( s ) in
the form
H~(s) =srOl, + G~(s)
where

D A =~ H~- r = lim s-"H~(s).

S u p p o s e that

where D A has q~ rows and rank qA and GA(s) is p a r t i t i o n e d c o n f o r m a b l y as

GA(s)= d;~(s " (4)

A l s o let

~'A ~ lira s-r(sGA(s)). (5)

The Structure A l g o r i t h m generates such a sequence HA(s) from a specified

H(s)=srD+G(s), D= lim s "H(s), (6)

with the p r o p e r t y that for some finite integer a,

q,, = rank D, = q

where q is the rank of H(s) (as a rational matrix).

The algorithm is initialized by first n o r m a l i z i n g H(s) as follows: Let q_,. = rank D, then there exists a
n o n s i n g u l a r matrix S_ ~ such that

w h e r e / 9 - r has q r rows and rank q_r. H ,.(s) is then defined as

O r(S) = S r m ( S ) = s r O r-~- a r(S) (8)
where

G_r(s)=S__rG(s)= d ,.(s " (9)

N o t e that (~ ~(s) has principal o r d e r < r so that sG ,.(s) has principal o r d e r at most r and let
/) r ~ lim s - " ( s G ,.(s)).

Hence, the matrix

-r + = ' H ,.(s) (10)

o [sg_,(s) o I,, ,, ~ -

has the r-th M a r k o v p a r a m e t e r with rank q ,+ ~ >/q ,.. This matrix can then be n o r m a l i z e d as a b o v e and

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the cycle repeated. Specifically, if H~(s) is the matrix obtained at the end of the k-th cycle, if q~ ~ q,
H~+ i(s) is determined as follows: Let

qk + I ~, (ll)

then there exists a nonsingular matrix S, +~ such that

(12)
&+l Q = 0

where D~+ i has q~+ i rows and rank q~+l. Let

(13)
0 I~,_,,s
and note that

D~] = lim s-'M,(s)H~(s). (14)

Hence, if we define
H~+,(s) = &+IM~(s)H~(s), 15)
then
H~+l(s )=srD~+,+G~+,(s) 16)

where D~+t i s i n the form of Eq.(3).

It follows from the above that

H~(s) = N , ( s ) H ( s ) 17)

where
k
N,(s)= I--I S~_,M~_,_,(s) (M_ r , = I ) (18)
t= --r
is a nonsingular polynomial operator.
To illustrate the algorithm, consider the matrix
$2 S3]
n(s) = (19)
S -I S

where the principal order is 3. Since

D= .,-~o
lim s-3H(s)= [ 00 1]
0 q 3=1'

S 3 = I , H 3(s )=H(s)and

M-3(s) = 0 Os] "

Hence

k ? - 3 = lim s-2[s -' s]=[O 0] (20)

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so that

q- 2 = rank ~;_ 3 (21)

With S _ z = I,

D-2=
[o ~]0

so that

i,2-]
~ S 3

H-2(s)=S-2M-3H-3 1 s2 (22)

(23)

To find H_ i(s):
kT_2= lim s-2[l s z]=[O 1] (24)
S ~

and

q-i= [E_2 =rank 0 1 (25)

By choosing

~ =I', o], ~[~ Os]

we obtain

H
-
E(s)=S_jM
--
,H_,=
-
[s2 s,]
-s2+s 0
=
s
3 0
0
1 +
0 -s2+s
. (26)

Similarly
E_,= lims-2[-s2+s 0]=[-1 0], (27)

(28)

~ (s)=(o', o]
and the algorithm terminates with

Ho(s = M_,(s)H_,{s)= -s~ + s 2

s,]
o (29)

=[01 0s][ 1-1 0][~1 0][~s 0]

H(s)'s (30)

The matrices & of the algorithm are not unique. A normalized way of choosing the matrices turns out to
be useful. It is not difficult to show that the rows of H ( s ) can bd permuted initially so that at the (k + I)-st
step of the algorithm t h e f i r s t q a . ~ - q~ rows of Q together with the rows of D-~ are linearly independent. If

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this is done then for the modified matrix, P H ( s ) (where P is the approximate permutation matrix) S~+ ~ can
be chosen in the normalized form

lu, 0 ]
S~+I= Kh+I ~,-u~ (31)

The integers qk are system invariants [1,8,1 1] and do not depend on the choice of the S~'s. To see this,
consider the matrix sequence

n -r 0 ... 0 ]
H -~+l H -~ "" 0
Tk =

Hk ... H-r+l H-~ 1 , T_ r = H r,

where H i are Markov parameters of H ( s ) . Let p~ = rank T k, then it is easily shown that q_,. = p r and
(32)

qk = P ~ - P ~ - I " (33)
Since the pk's are determined totally by the Markov moments, the same must be true of the q~'s. Hence, the
qk's are not algorithm dependent and are system invariants. As we have indicated, moreover, they are
explicitly related to the infinity zero orders.

4. Decomposition

We will now show how the Structure Algorithm yields an explicit form for the S m i t h - M c M i l l a n
factorization at infinity.
Let J be a nonsingular matrix such that

°o]
Then

H~(s)j=[H'~(s)H'2(s)
] (35)
H2,(s) H22(s)

where s - ~ H i j ( s ) is bicausal since

lim s - t r i l l ( s ) = lq.
s ~

At this point, therefore, we can decompose H ( s ) as (suppressing the variable s)

H = s ~N~ I H . s - r

lu 0 ] [ H i i s -r HI2 S-r" j - I
(36)
= s r N , ~ H21H~l ( H 2 2 _ l121Hl~lHi2)s -~ 0 Im - q

Since H ~ s -r is bicausal and H~2 s - r is proper,

- I,,,_ q j t (37)

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is bicausal. Moreover, since N,~-I and B2 are nonsingular and rank H ( s ) = q,

H 2 2 - H21H ~ IHi2 = O.
Let N(s)=s'N,~-I(s) when the Sk's are chosen in thenormalized form (Eq. (30)) for PH(s). Then,
clearly
[, 0]
PH = N H21H~l 0 &~. (38)

Consider now the specific structure of N,-I(s).

[,emma. The matrix N~ I(s) is in the form

lq, 0 0
Nlo(S ) lq ,,, q s I 0

N,~- '(s) = Nzo(s) N2,(s) (39)

m . + l +r,0(S) l I, , i s - " - "

where N, ts / is a proper rational matrix.

Proof. See Appendix.

From the lemma it immediately follows that N ( s ) can be decomposed as

N(s)=L(s)[A(s) 0 ] (40)
0 It, _ qs -"

Ii'"
where

q 0
Iq • . ~ - q sr I
A(s) = (41)

Iq_q,, iS "

and

lq ~ 0

Nto(S) lq , . , - u ,

L(s) = N2o(s) Nz,(s)s (42)

No+,.,,(~) N+,.,(~)s N,~+l.,(s)s " ll,_q

Observe that L ( s ) is bicausal since the elements below the diagonal are of the form N,l(s)s~, which by
the temma are proper rational matrices.
The following explicit form for the Smith-McMillan factorization at infinity nov,, follows easily.

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Theorem. The p × m proper rational matrix H( s ) can be decomposed as

H ( s ) = B ' ( s ) [ A(s)O 001B~(s) (43)

where
lq 0]
Bl(S)=p-It(s) s- ('H2IHIIIAI I Ip q
(44)

and B2(s) as specified by Eq. (37) are bicausal matrices.

Proof. After substituting (40) into (38), Eq. (43) follows directly. It only remains to show that Bl(s) is
bicausal. Let

Q ( s ) = s "HztH ~'A?'
and Hi, = srR(s) since r is the principal order of H(s), R ( s ) is bicausal,

s-rR-'(s)Hz.(s) and s "A['(s)

are proper. []

To illustrate the decomposition procedure consider the example of the previous section. We generated
q-3=l,q-2= l , q _ l = 1 a n d q . = 2 . Hence

A(s)=
[,, 0]
0 1 ' -s
0]
s 3 "

Therefore,

N(s)=s3[
S
1
-
01=[1 0][s 01
s -3 s -2 1 0

so that

Bl(s ) = [ 1
S -

and since q = 2 (full rank H(s))

B2(s)=s-3H.(s)=s :
- - S 3 q- S 2
;lls: -l+s i
,]
0

which can be verified to be bicausal.

5. Conclusion

In the previous work on the structure of a rational matrix at infinity [1,2,4,6] the main emphasis was on
the order of the infinite zeros and the characterization of the Smith McMillan factorization at infinity in
various system-theoretic terms. In this paper we have produced an explicit characterization of the complete
decomposition. Both the infinite p o l e - z e r o structure matrix A and the bicausal transformations B~ and B,
are expressed in terms of quantities produced by a normalized version of the structure algorithm.
Use of the normalized structure algorithm is not necessary: for computational purposes the freedom ill
c o m p u t i n g the constant matrices S~ can be exploited. This freedom is reflected in the matrices B~ and B 2
which are known not to be unique [2].

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Appendix

Proof of lemma. From (17) N. is in the form

N,(s)= S,,M,~_,(s)... S_r+lM_r(s)S_r. (AI)
Using the above equation, define A,(s) as

A (s)=S,_tM_,=[ lq, 0 ] (A2)

-K, s-lip_q,

which yields
N~-I(s)=A r(s)A_r+I(S) ' ' ' A (s)M,,.
The structure of N ~ l ( s ) will now be established by induction. It is clear that N,.+ll(s) satisfies (39). Let
N , I(s) be in the specified form;
Iq, 0 "'" 0
Nto(s ) s Ilq , , _ q ,
U~ ' ( s ) = (A3)

Ur+k+, o(S) S - ~ - rip _ q~

Then N~-+l,(s) is given as

U[+t,(s) = U ~ - ' ( s ) M ; 'A,+ ,Mk+,

(A4)
Y, ( s ) I? _ q S - ~ -r - I -- K~+ , I/,_ ,,,,,

where
lq r 0 " " "

Nio S-IIq .,, q .

T, = (AS)

Nk+r.O " "" l,l~ ,1~ S-~ -r

and

Yk(s) = [ N , + r + l . o ( S ) " " N]~+r+l.,+r(S) ] • (A6)

By appropriately partitioning (A4), N, +',(s) takes the form
7-, 0 0
N;+',( s ) = L'(s) lq,., _ ,ts - ~ - "- I 0
y ~ ( s ) + K2+,s - ~ - ' - - K~+ is L-r- I ll,_,h, S-' -"- I

where

y~(s) = [U;+r+,.0(s)
[ N}+r+ ].o(S )
...
''" N}+r+l.,+,.(s)]
+r/S'l:[ Y}2(S)

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and Ykl+i(S) contains the first qk+ i - q ~ rows of Y~(s). Also

K,+, = [K2+, K~2+,]

and K2+, contains first qk+ i - q~ columns of K , + t. Hence

SL+ I + r ( s - ~ - I - r m 2
k+l)"
is proper and

$1
I[ k+r+l.t
gff+ I +r,t
+s_~_l-rKl+l

are proper since i E [0, k + r]. Therfore,

I N~-+~(s) is in the form given in Eq. (39). []

References

[I] M.L,J. Hautus, The formal Laplace transform for smooth linear systems, Proceedings of International Symposium on Mathematical
System Theory, Udine, Italy (June 16-27, 1975).
[2] J.M. Dion and J. Commault, Some factorizations at infinity of rational matrix functions and their control interpretation,
Workshop on Feedback and Synthesis of Linear and Nonlinear Systems, Bielefeld (June 22-26, 1981).
[3] L.M, Silverman, Inversion of multivariable linear systems, 1EEE Trans. Automat. Control (June 1969) 270-276.
[4] A.I.G. Vardulakis, D.N.J. Limebeer and N. Karcanias, Structure and Smith-MacMillan form of a rational matrix at infinity,
University of Cambridge Engineering Department Report (November 1981).
[5] M.L.J. Hautus and L.M. Silverman, System structure and singular control, Linear Systems and Its Applications, to appear.
[6] C. Commault and J.M. Dion, Structure at infinity of linear multi-variable systems: A geometric approach, Proceedings 20th 1EEE
Conference on Decision and Control. San Diego ( 1981 ) 112- I 17.
[7] L.M. Silverman, Discrete Riccati equations: Alternative algorithms, asymptotic properties and system theory interpretations,
Control and Dynamic Systems (1970) 313-386.
[8] P.M. Van Dooren et al., On the determination of the Smith-MacMillan form of a rational matrix from its Laurent expansion,
IEEE Trans. Circuits and Systems (March 1973) 180-189.
[9] G.C. Verghese and T. Kailath, Rational matrix structure, 1EEE Trans. Automat. Control (April 1981) 434-439.
[10] T. Kailath, Linear Systems (Prentice-Hall, Englewood Cliffs, N J. 1980).
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