Linear Control Systems

Lecture # 21
Minimal Realizations

p. 1/2
Sylvester Inequality: Let A be an m n matrix and B be
an n p matrix

rank(AB) rank(A) + rank(B) n

rank(AB) min{rank(A), rank(B)}

p. 2/2
Lemma 1: If {A1 , B1 , C1 , D} and {A2 , B2 , C2 , D} are
two different realizations of H(s), then

C1 Ak1 B1 = C2 Ak2 B2 , k = 0, 1, 2,

Proof:

" #
1
h
At
i X tk k
X 1 k
(sI A) =L e =L A = k+1
A
k=0
k! k=0
s

1
X 1 k
C(sI A) B= k+1
CA B
k=0
s

C1 (sI A1 )1 B1 + D C2 (sI A2 )1 B2 + D, s

p. 3/2

X 1 k
X 1 k
C A
k+1 1 1 1
B +D C A
k+1 2 2 2
B + D, s
k=0
s k=0
s

X 1 h i
k+1
C1 Ak1 B1 C2 Ak2 B2 0, s
k=0
s

C1 Ak1 B1 C2 Ak2 B2 = 0, k = 0, 1, 2,
Definition:

X 1 k
H(s) = D + k+1
CA B
k=0
s

D , CB , CAB , CA2 B , are called the Markov

parameters of H(s)
p. 4/2
Corollary:

C1
C1 A 1
h i
B1 A1 B1 Aj1 B1 =

.. 1
.


C1 A1i1

C2
C2 A 2
h i
B2 A2 B2 Aj1 B2

.. 2
.


C2 A2i1

p. 5/2
Consider an n-dimensional realization {A, B, C, D} of
H(s). Let C be the controllability matrix and O be the
observability matrix

C
CA
h i
n1
C = B AB A B , O= .
.

.


CAn1

Let n
be the dimensional of a minimal realization

n
n

p. 6/2
Lemma 2: rank(OC) n
Proof: If n
= n, the lemma follows from Sylvester
inequality because

rank(C) n and rank(O) n rank(OC) n

If n
< n, let {A, B,
C,
D}
be an n
-dimensional realization

C

CA

..
. h
n 1 B A
n1 B
i
OC = n 1 B AB A

CA
..

.


CA n1
p. 7/2
Since A is n
n , by Cayley-Hamilton theorem
n , . . ., A
A n1 are linear combinations of I , A
, . . ., A
n 1 .
Hence

rank(OC)


C
A
C h i
A
B A
n 1 B

= rank .. B
.


A
C n 1
n

p. 8/2
Corollary: Let {A, B, C, D} be an n-dimensional
realization of H(s). If (A, B) is controllable and (A, C) is
observable, then the realization is minimal
Proof:
(A, B) controllable rank(C) = n
(A, C) observable rank(O) = n
By Sylvester Inequality

n + n n rank(OC) n rank(OC) = n

n = rank(OC) n
n n
=n

p. 9/2
If (A, B) is not controllable, (A, C) is not observable, or
both, then there is a controllable and observable realization
of lower dimension

Suppose (A, B) is not controllable. Then there is a matrix

P1 such that
" # " #
1 A11 A12 1 B1
P1 AP1 = , P1 B =
0 A22 0
h i
CP1 = C1 C2

where (A11 , B1 ) is controllable

p. 10/2
 " #1 " #
h i sI A11 A12 B1
C1 C2
0 sI A22 0
" #" #
h i (sI A )1 B1
11
= C1 C2
0 (sI A22 )1 0
" #
h i (sI A )1 B
11 1
= C1 C2
0
= C1 (sI A11 )1 B1

Hence, {A11 , B1 , C1 , D} is a controllable realization of

H(s)
Rename the realization {A, B, C, D}
p. 11/2
Let {A, B, C, D} be a controllable realization of H(s).
Check observability of (A, C). If it is observable, the
realization is minimal. Suppose (A, C) is not observable.
Then, there is a matrix P such that
" # " #
1 A11 0 1 B1
P AP = , P B =
A21 A22 B2
h i
CP = C1 0

where (A11 , C1 ) is observable

p. 12/2
 " #1 " #
h i sI A11 0 B1
C1 C2
A21 sI A22 B1
" #" #
h i (sI A )1 0 B1
11
= C1 0
(sI A22 )1 B2
" #
h i B
1
= C1 (sI A11 )1 0
B2
= C1 (sI A11 )1 B1

Hence, {A11 , B1 , C1 , D} is an observable realization of

H(s)
Is it controllable?
p. 13/2
Cliam: (A11 , B1 ) is controllable

Proof: Let A be n n and A11 be n1 n1

(A, B) is controllable
" #
(sI A11 ) 0 B1
rank = n, s
A21 (sI A22 ) B2
h i
rank (sI A11 ) B1 = n1 , s
(A11 , B1 ) is controllable

Thus, {A11 , B1 , C1 , D} is a minimal realization

Theorem: A realization is minimal if and only if it is
controllable and observable

p. 14/2
 Algorithm For Finding A Minimal Realization

1. Given a realization {A, B, C, D}, test controllability of

(A, B). If controllable, go to Step 3.

2. If (A, B) is not controllable, find a matrix P1 such that

" # " #
1 A11 A12 1 B1
P1 AP1 = , P1 B =
0 A22 0
h i
CP1 = C1 C2

such that (A11 , B1 ) is controllable. Then,

{A11 , B1 , C1 , D} is a controllable realization. Rename
it {A, B, C, D}.

p. 15/2
3. Given a controllable realization {A, B, C, D}, test
observability of (A, C). If observable, stop; the
realization is minimal.

4. If (A, C) is not observable, find a matrix P such that

" # " #
1 A11 0 1 B1
P AP = , P B =
A21 A22 B2
h i
CP = C1 0

where (A11 , C1 ) is observable. The realization

{A11 , B1 , C1 , D} is minimal.

p. 16/2
Example:
h 2
i
4s +7s+3 1
H(s) = s3 +4s2 +5s+2 s+1

Last lecture we obtained the controllable realization

0 1 0 0 0 0
0 0 1 0 0 0
A= , B =

2 5 4 0 1 0

0 0 0 1 0 1
h i h i
C= 3 7 4 1 , D= 0 0

p. 17/2

3 7 4 1
8 17 9 1
O=

18 37 19 1


38 77 39 1

rank(O) = 2

3 7 4 1
8 17 9 1
rank =4

0 0 1 0
0 0 0 1

p. 18/2

3 7 4 1
8 17 9 1
P 1 =

0 0 1 0


0 0 0 1

3.4 1.4 1 2
1.6 0.6 1 1
P =

0 0 1 0


0 0 0 1

p. 19/2

0 1 0 0 4 1
1
2 3 0 0
1
9 1
P AP = ,P B =


1.2 0.2 1 1 1 0
0 0 0 1 0 1
h i
CP = 1 0 0 0

A minimal realization is
" # " #
0 1 4 1
A11 = , B1 =
2 3 9 1
h i h i
C1 = 1 0 , D= 0 0

p. 20/2
Example: " #
s+1 1
H(s) = s+2 s+1
1 1
s+1 s+1

Last lecture we obtained the controllable realization

0 1 0 0 0
A = 2 3 0 , B = 1 0

0 0 1 0 1
" # " #
1 1 1 1 0
C= , D=
2 1 1 0 0

rank(O) = 3 (A, C) is observable

The realization is minimal
p. 21/2
Theorem: If {A, B, C, D} and {A, B,
C,
D} are two
different minimal realizations of the same transfer function,
then D = D and there is a unique nonsingular matrix P
such that
= P 1 AP, B
A = P 1 B, C
= CP

Proof: See Theorem 3.10, page 396

p. 22/2