Skip to main content
Log in

Reachability, observability, and minimality for shift-invariant two-point boundary-value descriptor systems

  • Published:
Circuits, Systems and Signal Processing Aims and scope Submit manuscript

Abstract

In this paper we study the system-theoretic properties of two related classes of shift-invariant two-point boundary-value descriptor systems (TPBVDSs), namelydisplacement systems for which Green's function is shift-invariant, andstationary systems for which the input-output map is stationary. For such systems it is possible to obtain detailed characterizations of the properties of weak reachability and observability introduced in [16] and of minimality as well. An important difference, that has also been noted before in a different context [9], is that there is a certain level of nonuniqueness in minimal realizations. Another property that is studied in this paper is that of extendibility, i.e., the concept of considering a TPBVDS as being defined on a sequence of intervals of increasing length. Necessary and sufficient conditions for extendibility are given.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. M. B. Adams, Linear estimation of boundary value stochastic processes, Sc.D. Thesis, Dept. of Aeronautics and Astronautics, MIT, Cambridge, MA, April 1983.

    Google Scholar 

  2. M. B. Adams, A. S. Willsky, and B. C. Levy, Linear estimation of boundary value stochastic processes, Part 1: The role and construction of complementary models,IEEE Trans. Automat. Control, vol. 29, no. 9, pp. 803–811, Sept. 1984.

    Google Scholar 

  3. M. B. Adams, A. S. Willsky, and B. C. Levy, Linear estimation of boundary value stochastic processes, Part 2: 1-D smoothing problems,IEEE Trans. Automat. Control, vol. 29, no. 9, pp. 811–821, Sept. 1984.

    Google Scholar 

  4. A. Ben-Israel and T. N. E. Greville,Generalized Inverses—Theory and Applications, Wiley-Interscience, New York, 1975.

    Google Scholar 

  5. I. Gohberg and M. A. Kaashoek, On minimality and stable minimality of time varying linear systems with well posed boundary conditions,Internat. J. Control, vol. 43, no. 5, pp. 1401–1411, 1986.

    Google Scholar 

  6. I. Gohberg and M. A. Kaashoek, Similarity and reduction for time-varying linear systems with well-posed boundary conditions,SIAM J. Control Optim., vol. 24, no. 5, pp. 961–978, Sept. 1986.

    Google Scholar 

  7. I. Gohberg, M. A. Kaashoek, and L. Lerer, Minimality and irreducibility of time-invariant linear boundary-value systems,Internat. J. Control, vol. 44, no. 2, pp. 363–379, 1986.

    Google Scholar 

  8. I. Gohberg, M. A. Kaashoek, and L. Lerer, On minimality in the partial realization problem,Systems Control Lett., vol. 9, pp. 97–104, 1987.

    Google Scholar 

  9. A. J. Krener, Boundary value linear systems,Asterisque, vol. 75–76, pp. 149–165, Oct. 1980.

    Google Scholar 

  10. A. J. Krener, Acausal realization theory, Part I: Linear deterministic systems,SIAM J. Control Optim., vol. 25, no. 3, pp. 499–525, May 1987.

    Google Scholar 

  11. D. G. Luenberger, Dynamic systems in descriptor form,IEEE Trans. Automat. Control, vol. 22, no. 3, pp. 312–321, June 1977.

    Google Scholar 

  12. D. G. Luenberger, Time-invariant descriptor systems,Automatica, vol. 14, no. 5, pp. 473–480, Sept. 1978.

    Google Scholar 

  13. R. Nikoukhah, System theory for two-point boundary value descriptor systems, M.Sc. Thesis, Dept. of Electrical Engineering and Computer Science, and Report LIDS-TH-1559, Lab. for Information and Decision Systems, MIT, Cambridge, MA, June 1986.

    Google Scholar 

  14. R. Nikoukhah, A deterministic and stochastic theory for two-point boundary-value descriptor systems, Ph.D. Thesis, Dept. of Electrical Engineering and Computer Science, MIT, Cambridge, MA, Sept. 1988.

    Google Scholar 

  15. R. Nikoukhah, M. B. Adams, A. S. Willsky, and B. C. Levy, Estimation for boundary-value descriptor systems,Circuits Systems Signal Process., vol. 8, no. 1, pp. 25–48, 1989.

    Google Scholar 

  16. R. Nikoukhah, B. C. Levy, and A. S. Willsky, Stability, stochastic stationarity, and generalized Lyapunov equations for two-point boundary-value descriptor systems, to appear inIEEE Trans. Automat. Control, vol. 34, no. 11, Nov. 1989.

  17. R. Nikoukhah, A. S. Willsky, and B. C. Levy, Boundary-value descriptor systems: well-posedness, reachability and observability,Internat. J. Control, vol. 46, no. 5, pp. 1715–1737, Nov. 1987.

    Google Scholar 

  18. W. M. Wonham,Linear Multivariable Control: A Geometric Approach, Springer-Verlag, New York, 1979.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

The research described in this paper was supported in part by the Air Force Office of Scientific Research under Grant AFOSR-88-0032, in part by the National Science Foundation under Grant ECS-8700903, and in part by the Army Research Office under Grant DAAL03-86-K-0171. The work of A. S. Willsky was also supported by INRIA during his sabbatical at the Institut de Recherche en Informatique et Systèmes Aléatoires, Rennes, France.

Also affiliated with and received support from the Institut National de Recherche en Informatique et en Automatique (INRIA), Rocquencourt, B.P. 105, 78153 Le Chesnay Cedex, France.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Nikoukhah, R., Willsky, A.S. & Levy, B.C. Reachability, observability, and minimality for shift-invariant two-point boundary-value descriptor systems. Circuits Systems and Signal Process 8, 313–340 (1989). https://doi.org/10.1007/BF01598418

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01598418

Keywords

Navigation