1 Minimal Realizations
Definition: A realization (A, B, C) is minimal if (A, B) is controllable and
(A, C) is observable.
Theorem: For any (A, B, C) there exists a nonsingular similarity
transformation T that transforms the original system into the form
Aco 0 Ao 0 Bco
Ac Acō A1 A2 Bcō ,
Ā = T −1 AT = −1
0 , B̄ = T B =
0 Ac̄o 0 0
0 0 A3 Ac̄ō 0
£ ¤
C̄ = CT = Cco 0 Cc̄o 0 .
In this form:
1) The subsystem (Aco , Bco , Cco ) is controllable and observable and
C(sI − A)−1 B = Cco (sI − Aco )−1 Bco ;
2) The subsystem µ· ¸ · ¸ ¶
Aco 0 Bco £ ¤
, , Cco 0
Ac Acō Bcō
is controllable;
3) The subsystem µ· ¸ · ¸ ¶
Aco Ao Bco £ ¤
, , Cco Cc̄o
0 Ac̄o 0
is observable;
4) The subsystem (Ac̄ō , 0, 0) is neither controllable nor observable.
Problem: Given a non-minimal realization (A, B, C, D) find an equivalent
realization (Ā, B̄, C̄, D̄) that is minimal.
MAE 280A 1 Maurı́cio de Oliveira
2 The Singular Value Decomposition
Theorem: For any matrix A ∈ Rm×n with rank(A) = r < n there exist real
square matrices
£ ¤ £ ¤
U = U1 U2 , V = V1 V2 ,
and a diagonal real matrix
· ¸
Σ+ 0
Σ= ,
0 0
such that
¤ Σ+ 0 V1T
· ¸· ¸
A = U ΣV T = U1
£
U2 ,
0 0 V2T
where
U U T = U1 U1T + U2 U2T = I, V V T = V1 V1T + V2 V2T = I,
and Σ+ > 0.
Proof: There exists orthogonal U and V such that
AAT = U Λ1 U T , AT A = V Λ 2 V T ,
where Λ1 ≥ 0, Λ2 ≥ 0. Also, if A = U ΣV then
AAT = U ΣV T V ΣT U T = U ΣΣT U T ,
AT A = V ΣT U T U ΣV T = V ΣT ΣV T .
One can prove that the choice
Λ1 = ΣΣT , Λ2 = ΣT Σ,
is possible.
MAE 280A 2 Maurı́cio de Oliveira
3 Computing Minimal Realizations
3.1 Computing Controllable Realizations
Let (A, B, C) be a non-minimal realization.
1) Compute C(A, B).
2) Compute the singular value decomposition
¤ Σ+ 0 V1T
· ¸· ¸
T
£
C(A, B) = U1 U2 T = U 1 Σ+ V 1 ,
0 0 V2
where Σ+ > 0 and
U1 U1T + U2 U2T = I, V1 V1T + V2 V2T = I.
3) Set
r = rank C(A, B) = dim Σ+ .
4) Compute
−1/2 1/2
R 1 = U 1 Σ+ T1 = U 1 Σ+ .
Theorem: The realization
(Ā, B̄, C̄) = R1T AT1 , R1T B, CT1
¡ ¢
of order r is controllable and B(sI − A)−1 C = B̄(sI − Ā)−1 C̄.
Proof: First note that
· T¸ · ¸
U I 0
U T U = 1T U1 U2 = U1T U1 = I,
£ ¤
, ⇒
U2 0 I
so that for
−1/2 1/2
P = P T = R1 T1T = U1 Σ+ Σ+ U1T = U1 U1T
we have
P C(A, B) = (U1 U1T )(U1 Σ+ V1T ) = U1 Σ+ V1T = C(A, B).
MAE 280A 3 Maurı́cio de Oliveira
That is
P C(A, B) = P B P AB · · · P An−1 B = B AB · · · An−1 B .
£ ¤ £ ¤
Therefore
(AP )B = A(P B) = AB,
(AP )2 B = AP (AP B) = AP (AB) = A(P AB) = A2 B,
..
.
(AP )n B = AP An−1 B = An B.
Consequently
Āi B̄ = (R1T AT1 )i R1T B,
= (R1T AT1 )(R1T AT1 ) · · · (R1T AT1 )R1T B,
= R1T (AT1 R1T )(AT1 R1T ) · · · (AT1 R1T )B,
= R1T (AP )i B,
= R1T Ai B,
so that
C(Ā, B̄) = B̄ ĀB̄ · · · Ān−1 B̄ ,
£ ¤
= R1T B AB · · · An−1 B ,
£ ¤
= R1T C(A, B)
As R1 has full-column, rank C(Ā, B̄) = r and therefore (Ā, B̄) is controllable.
Finally remember that
∞
X
−1
C (sI − A) B= Hi , Hi = CAi−1 B.
i=1
Since
H̄i = C̄(Āi−1 B̄),
= (CT1 )(R1T Ai−1 B),
= C(P Ai−1 B),
= C(Ai−1 B) = Hi ,
we conclude that ¢−1
C (sI − A)−1 B = C̄ sI − Ā
¡
B̄.
MAE 280A 4 Maurı́cio de Oliveira
3.2 Computing Observable Realizations
Let (A, B, C) be a non-minimal realization.
1) Compute O(A, C).
2) Compute the singular value decomposition
¤ Σ+ 0 V1T
· ¸· ¸
T
£
O(A, C) = U1 U2 T = U 1 Σ+ V 1 ,
0 0 V2
where Σ+ > 0 and
U1 U1T + U2 U2T = I, V1 V1T + V2 V2T = I.
3) Set
r = rank O(A, C) = dim Σ+ .
4) Compute
1/2 −1/2
R 1 = V 1 Σ+ T1 = V 1 Σ+ .
Theorem: The realization
(Ā, B̄, C̄) = R1T AT1 , R1T B, CT1
¡ ¢
of order r is observable and B(sI − A)−1 C = B̄(sI − Ā)−1 C̄.
Proof: Note that
1/2 −1/2
P = P T = R1 T1T = V1 Σ+ Σ+ V1T = V1 V1T
and
P O(A, C)T = (V1 V1T )(U1 Σ+ V1T )T = O(A, C)T
and follow the same steps as in the previous proof.
MAE 280A 5 Maurı́cio de Oliveira
3.3 Computing Minimal Realizations
Let (A, B, C) be a non-minimal realization.
1) Compute C(A, B) and O(A, C).
2) Compute the singular value decomposition
¤ Σc 0 VcT
· ¸· ¸
T
£
C(A, B) = Uc Uc̄ T = U c Σ+ V c ,
0 0 Vc̄
where Σc > 0 and
Uc UcT + Uc̄ Uc̄T = I, Vc VcT + Vc̄ Vc̄T = I.
3) Compute the singular value decomposition
¤ Σco 0 VcoT
· ¸· ¸
1/2 T
£
O(A, C)Uc Σ = Uco Uco¯ T = Uco Σ+ Vco ,
0 0 Vco¯
where Σco > 0 and
T T
Uco Uco ¯ = I,
+ Uco¯ Uco Vco VcoT + Vco¯ Vco¯T = I.
4) Set
r = rank O(A, C)Tc = dim Σco .
5) Compute
R1 = Uc Σ−1/2
c Vco Σ1/2
co T1 = Uc Σ1/2 −1/2
c Vco Σco .
Theorem: The realization
(Ā, B̄, C̄) = R1T AT1 , R1T B, CT1
¡ ¢
of order r is a minimal realization.
Proof: Combine the two previous theorems.
MAE 280A 6 Maurı́cio de Oliveira
