1. Introduction
Many of the dynamical systems require mathematical model represented by a combined set of differential and algebraic equations. The latter usually refer to constraints imposed on the system in a natural way, resulting from physical laws (e.g., the law of conservation of energy) or defined by the designer (e.g., constrainted motion of the object related to its area of work).
The considered class of systems has different nomenclature in the literature. They are usually called descriptor systems [
1], singular systems [
2], generalized state-space systems [
3] or differential-algebraic equations (DAEs) [
4]. In this paper we will use the term “descriptor systems”.
The history of descriptor systems dates back to the 19th century. In 1868 Weierstrass laid the foundations for this theory considering elementary divisors of regular matrix pencils [
5], which was then generalized by Kronecker in 1890 for singular pencils [
6]. These problems were also investigated by Gantmacher in his monograph in 1959 [
7].
A matrix pencil is a set of matrices of the form
, where
is a parameter and
A,
B are matrices of the same size. Regularity of the matrix pencil guarantees the existence and uniqueness of the solution to the state equation of the considered class of dynamical systems [
1,
8]. The pencil is said to be regular if
A,
B are square matrices and
.
The descriptor systems theory flourished in the second half of the 20th century. In 1958 Drazin introduced a generalized inverse of a square matrix [
9], which was used in 1976 by Campbell et al. to derive the solution to the state equation of the descriptor continuous-time linear system [
10]. Other forms of the solution were obtained by: Rose in 1978 using the Laurent series expansion [
11], Yip and Sincovec in 1981 using the Weierstrass–Kronecker canonical form [
12]. In subsequent years, lots of papers on analysis and design of descriptor systems were written.
There are many applications of the descriptor systems theory such as analysis of electrical, mechanical and multibody systems as well as modelling of problems in robotics, fluid mechanics, chemical engineering, economy and demography, see, e.g., [
1,
13,
14,
15,
16,
17,
18]. Some of complex systems require hybrid models, which are not only based on ordinary differential equations (ODEs) [
19].
An overview of state of the art in descriptor systems theory is given in [
1,
2,
8]. Stability of this class of dynamical systems was investigated in [
1,
8,
20,
21]. Descriptor closed-loop systems were also studied: with state-feedback [
1,
8,
22], with output-feedback [
1,
8,
23] and with dynamical feedback [
1,
8,
24,
25,
26]. However, all these works focused mainly on the problems of the pole assignment and regularization of descriptor systems.
Local and global stability criteria for a population model with two age classes were considered in [
27]. A special class of stable systems are superstable systems with more restricted dynamics requirements, i.e., with the norm of the state vector decreasing monotonically to zero [
28,
29,
30].
In this paper superstabilization of descriptor continuous-time linear systems via state-feedback using Drazin inverse matrix method will be investigated. The paper is organized as follows. In
Section 2, basic definitions and theorems concerning descriptor systems and the Drazin inverse are recalled. The stability and superstability of this class of dynamical systems are discussed in
Section 3. In
Section 4, descriptor continuous-time linear systems with state-feedback are examined and the procedure for computation of the gain matrix such that the closed-loop system is superstable is presented. Numerical examples and concluding remarks are given in
Section 5 and
Section 6, respectively.
The following notation will be used: —the set of real numbers, —the set of real matrices and , —the set of complex numbers, —the identity matrix.
2. Preliminaries
In this paper we will consider the continuous-time linear state-space model in the form
where
is the state vector,
is the input vector and
,
. The characteristic feature of descriptor systems is that
, i.e., the matrix
E is not invertible. We distinguish two subclasses of the considered class of systems:
descriptor systems with the regular matrix pencil
, i.e.,
descriptor systems with the singular matrix pencil
, i.e.,
There are several techniques for analyzing the system (
1) with (
2), e.g., the Laurent series expansion method [
11], the Weierstrass–Kronecker decomposition method [
12] and the Drazin inverse matrix method [
10]. In this paper, we will focus on the last one.
Assuming that for some chosen
we have
and premultiplying (
1) by
we obtain
where
Note that this transformation can be done only for descriptor systems with the regular matrix pencil
. Observe that Equations (
1) and (
4) have the same solution
.
Definition 1 ([
8,
10])
. The smallest non-negative integer q is called the index of the matrix if Definition 2 ([
8,
10])
. A matrix is called the Drazin inverse of if it satisfies the conditionswhere q is the index of defined by (6). The Drazin inverse, like the standard matrix inverse, always exists and it is unique [
8,
10]. From (
7)–(
9) it follows that if
, then
. Some methods for computation of the Drazin inverse are given in [
8,
31,
32].
Lemma 1 ([
8,
10])
. The matrices and defined by (5) have the following propertiesAlso, the matrices , and can be written in the formwhere , is nonsingular, is nilpotent, i.e., for some μ, , and , , . Let
be the set of admissible inputs
and
be the set of consistent initial conditions
for which Equation (
1) has a solution
for
.
Theorem 1 ([
8,
10])
. The solution to Equation (4) (or equivalently (1)) for and is given bywhere is the k-th time derivative of the input vector and q is the index of . From (
14) for
we obtain consistent initial conditions for the system
where
is an arbitrary vector.
Note that the matrices (
5) depend of the choice of the parameter
c. However, in the solution (
14) they appear as products
,
,
,
,
, which are independent of the choice of
c [
8].
3. Stability and Superstability of Descriptor Continuous-Time Linear Systems
In this section the stability and superstability of descriptor continuous-time linear systems will be discussed. Necessary and sufficient conditions for these properties will be given using Drazin inverse matrix method.
3.1. Stability
In the following considerations it is assumed that
, i.e., the descriptor continuous-time linear system (
1) has exactly one equilibrium point [
8].
Definition 3. The descriptor continuous-time linear system (1) is called asymptotically stable iffor all consistent initial conditions and . In contrast to standard dynamical systems (i.e., with ), where we can study their stability based on the eigenvalues of the matrix A, in descriptor systems we analyze the eigenvalues of the matrix pair .
Definition 4. The characteristic equation of the matrix pair has the formwhere and is the characteristic polynomial of the matrix pair . Theorem 2 ([
8])
. The matrix pair (or equivalently the system (1)) is asymptotically stable if and only if its eigenvalues , (roots of the characteristic equation) satisfy the condition Taking into account that Equations (
1) and (
4) have the same solution
, we expect that both models also have the same set of eigenvalues.
Definition 5. The characteristic equation of the matrix pair is given bywhere and is the characteristic polynomial of the matrix pair . Lemma 2. The characteristic polynomials of the matrix pairs and are related by Proof. The characteristic polynomial of the pair
has the form
which is equivalent to (
20). □
Note that the characteristic equations of the matrix pairs
and
have the same form. Therefore, both pairs have the same set of eigenvalues and Theorem 2 can be used for the roots of Equation (
19).
The following approach can also be used to test the stability of the descriptor continuous-time linear system (
1).
Lemma 3. The matrix has eigenvalues of the pair (or ) and additionally zero eigenvalues, i.e., its characteristic equation has the formwhere is the characteristic polynomial of the matrix . Proof. Using (
13) we have
since
. It is easy to see that
and
.
Using again (
13) we can write
since
.
Note that
. Then from (
13) we have
if and only if
, where
, i.e.,
is a scalar matrix (a nilpotent matrix
N can not be scalar). Hence, Equation (
24) can be written in the form
since
.
Equating (
23) and (
25) to zero we have
which is equivalent to (
22). □
Theorem 3. The descriptor continuous-time linear system (1) is asymptotically stable if and only if the matrix has r stable eigenvalues (satisfying the condition (18)) and zero eigenvalues. Proof. The proof follows directly from Lemma 3. □
Based on the above considerations we have the following Theorem.
Theorem 4. The descriptor continuous-time linear system (1) is asymptotically stable if and only if one of the following equivalent conditions are met:
3.2. Superstability
The asymptotic stability of a dynamical system ensures that its free response decreases to zero for
, however its value may increase significantly in the initial part of the state vector trajectory. In superstable systems the norm of the state vector decreases monotonically to zero for
, which prevents such undesirable effects [
28,
29,
30].
The following norms will be used:
∞-norm of a vector
∞-norm of a matrix
Definition 6 ([
29])
. A matrix of the continuous-time linear systemis called superstable if Quantity is called the superstability degree of the matrix A. If the matrix is superstable, then it is also stable, however the reverse implication does not hold.
Lemma 4 ([
29])
. For a superstable matrix A we have Theorem 5 ([
29])
. If the system (30) is superstable, then Now let us consider the descriptor continuous-time linear system (
1). The solution to Equation (
4) (or equivalently (
1)) for
has the form
Lemma 5. The matrices and , where is arbitrary, satisfy the equality Proof. The matrix
can be written in the form
since
. □
Using Lemma 5 Equation (
34) can be rewritten in the form
where
is an arbitrary matrix.
Taking into account (
14) and (
15) for
it is easy to see that if
, then
. Therefore, from (
37) we have
If the matrix
is superstable (i.e., it satisfies the condition (
31)), then by Lemma 4 we have
. From the inequality (
38) we obtain
and the norm of the state vector decreases monotonically to zero. Therefore, the following theorem has been proved.
Theorem 6. The descriptor continuous-time linear system (1) is superstable if and only if there exists a matrix such that the matrix satisfies the condition (31). The matrix G shall be chosen so that the superstability degree of the matrix takes value higher than zero, i.e., the term eliminates from the matrix unimportant entries that are further canceled through multiplication by .
4. Descriptor Continuous-Time Linear Systems with State-Feedback
In this section descriptor continuous-time linear systems with state-feedback will be examined. The procedure for computation of the gain matrix such that the closed-loop system is superstable will be presented.
First we shall show that Equation (
4) can be decomposed into two equations as follows.
Lemma 6. The Equation (4) is equivalent to the following equations: Proof. Premultilpying (
4) by
we obtain
which is equivalent to
Next, multiplying (
45) by
we get
and
since
. Then, subtracting (
44) from (
4) we have
and
Premultiplying (
49) by
we obtain
Using (
12) and the fact that
for
we have
since
. □
It is easy to check that the first two components of (
14) are the solution to Equation (
42) and the third component of (
14) is the solution to Equation (
43).
4.1. Problem Formulation
Let us consider the system (
1) with the state-feedback
where
is the new input vector,
,
are defined by (
40) and
.
To simplify the notation we introduce
Using (
53) Equations (
42), (
43) can be rewritten in the form
Substituting (
52) into (
54), (
55) we obtain
The problem can be stated as follows. Given , , , find K such that the closed-loop system is superstable.
4.2. Problem Solution
Lemma 7. It is possible to choose the matrix K such that , or , .
Proof. Let
and
. Taking into account (
13) and (
40) we have
Hence, for we have and for we have . □
Choosing the matrix
K such that
, i.e.,
, from (
56), (
57) we obtain
where
The solution to Equation (
60) is well-known [
8] and it is given by
since
.
The solution to Equation (
61) can be obtained using the approach given in [
8] and it has the form
where
and
are the
k-th time derivatives of
and
. Taking into account that
from (
64) we have
4.2.1. Stability of the Closed-Loop System
Lemma 8. If then for descriptor continuous-time linear system (1) with the state-feedback (52) such that we have if and only if . Proof. The proof follows immediately from (
66) for
, i.e.,
Therefore, if then also . □
Hence, the stability of the closed-loop system (
60), (
61) depends only on Equation (
60), i.e., on the matrix
. Thus, we can use the considerations presented in
Section 3.1.
Theorem 7. The descriptor continuous-time linear sysstem (1) with the state-feedback (52) such that is asymptotically stable if and only if one of the following equivalent conditions are met: 4.2.2. Superstability of the Closed-Loop System
Theorem 8. The descriptor continuous-time linear sysstem (1) with the state-feedback (52) such that is superstable if and only if there exists a matrix such that: the matrix satisfies the condition (31); is satisfied.
Proof. The first condition can be proven in a similar way as Theorem 6, so we will focus on the proof of the second condition. Assume
. Using (
41), (
63) and (
67) we have
Taking into account (
13) and using (
71) for
(i.e.,
) we obtain
where
,
,
. It is easy to check that
since by Lemma 5 it follows that
and from (
72), (
75) we have
,
. Using (
13) and (
72)–(
76) we obtain
and
Let
. The norm of (
78) can be expressed by
Thus, for
we have
. In general case for any matrix
T we obtain the condition (
68). Note that the matrix
G does not change the solution
and its choice is arbitrary. The term
is used to eliminate unnecessary elements that may occur in the matrix
. □
6. Concluding Remarks
In this paper the descriptor continuous-time linear systems with regular matrix pencil have been investigated using Drazin inverse matrix method and the procedure of state-feedback synthesis such that the closed-loop system is superstable has been proposed.
The presented approach differs from those discussed in the literature, which are mainly focused on the problems of the pole assignment and regularization of descriptor systems, i.e., properties that can be determined basing on the state Equation (
1). The method given in the paper allows to design the state-feedback that affects pole-independent system properties such as positivity or superstability for which the standard approach is not applicable. Although a superstable system is also an asymptotically stable one and its poles must have negative real parts, the superstability itself does not depend on the exact location of poles, i.e., from two systems with the same set of stable poles one may be superstable and the other one may not.
The main contributions of this paper can be summarized as follows:
An alternative method for testing the stability of descriptor continuous-time linear systems has been proposed (Theorems 3 and 4);
Necessary and sufficient conditions for the superstability of this class of dynamical systems have been established (Theorem 6);
The procedure for computation of the state-feedback gain matrix such that the closed-loop system is stable (Theorem 7) and superstable (Theorem 8) has been given.
The effectiveness of the presented approach has been demonstrated on numerical examples. The considerations can be extended to fractional-order descriptor continuous-time linear systems.