Abstract
Descriptor fractional discrete-time linear systems are addressed. Three different methods for finding the solution to the state equation of the descriptor fractional linear system are considered. The methods are based on: Shuffle algorithm, Drazin inverse of the matrices and Weierstrass-Kronecker decomposition theorem. Effectiveness of the methods is demonstrated on simple numerical example.
Access provided by Autonomous University of Puebla. Download conference paper PDF
Similar content being viewed by others
Keywords
1 Introduction
Descriptor (singular) linear systems have been considered in many papers and books [1–8]. First definition of the fractional derivative was introduced by Liouville and Riemann at the end of the 19th century [9, 10], another on was proposed in 20th century by Caputo [11] and next one in present times by Caputo-Fabrizio [12]. This idea has been used by engineers for modeling different processes [13, 14]. Mathematical fundamentals of fractional calculus are given in the monographs [9–11, 15]. Solution of the state equations of descriptor fractional discrete-time linear systems with regular pencils have been given in [7, 16] and for continuous-time in [5, 6]. Reduction and decomposition of descriptor fractional discrete-time linear systems has been considered in [17]. Application of the Drazin inverse method to analysis of descriptor fractional discrete-time and continuous-time linear systems have been given in [18, 19]. Solution of the state equation of descriptor fractional continuous-time linear systems with two different fractional has been introduced in [8].
In this paper three different methods for finding the solution to descriptor fractional discrete-time linear systems will be considered and illustrated on single example.
The paper is organized as follows. In Sect. 2 the basic informations on the descriptor fractional discrete-time linear systems are recalled. Shuffle algorithm method is described in Sect. 3. Drazin inverse method is given in Sect. 4. Section 5 reccals Weierstrass-Kronecker decomposition method. In Sect. 6 single numerical example, illustrating three methods is presented. Concluding remarks are given in Sect. 7.
The following notation will be used: \( \Re \)—the set of real numbers, \( \Re^{n \times m} \)—the set of \( n \times m \) real matrices, \( Z_{ + } \)—the set of nonnegative integers, \( I_{n} \)—the \( n \times n \) identity matrix.
2 Preliminaries
Consider the descriptor fractional discrete-time linear system described by the state equation
where, \( x_{i} \in \Re^{n} , \) \( u_{i} \in \Re^{m} \) are the state and input vectors, \( A \in \Re^{n \times n} ,\begin{array}{*{20}c} {} \\ \end{array} E \in \Re^{n \times n} ,\begin{array}{*{20}c} {} \\ \end{array} B \in \Re^{n \times m} , \) and the fractional difference of the order α is defined by
where
It is assumed that \( \det E = 0 \) and the pencil of the system (2.1) is regular, that is \( \det [Ez - A] \ne 0 \) for some \( z \in C \) (the field of complex numbers). To find the solution of the system (2.1) at least three different methods can be used. These methods are the Shuffle algorithm method [17], the Drazin inverse method [18] and the Weierstrass-Kronecker decomposition method [7]. These methods was previously used to find the solution of the descriptor standard discrete-time linear systems and was extended to fractional systems. The question arise, does the order α has influence on the solution computed by the use of these methods?
In the next section, three different approaches to finding the solution to the state Eq. (2.1) of the descriptor fractional discrete-time linear systems will be given.
3 Shuffle Algorithm Method
First method is based on row and column elementary operations [20] and use the Shuffle algorithm to determine the solution [17].
By substituting (2.2a) into (2.1) we can write the state equation in the form
where \( c_{k} \) is given by (2.2b). Applying the row elementary operations to (3.1) we obtain
where \( E_{1} \in \Re^{{n_{1} \times n}} \) is full row rank and \( A_{1} \in \Re^{{n_{1} \times n}} \), \( A_{2} \in \Re^{{(n - n_{1} ) \times n}} \), \( B_{1} \in \Re^{{n_{1} \times m}} \), \( B_{2} \in \Re^{{(n - n_{1} ) \times m}} \). The Eq. (3.2) can be rewritten as
and
Substituting in (3.3b) i by i + 1 we obtain
The Eqs. (3.3a) and (3.4) can be written in the form
If the matrix
is singular then applying the row operations to (3.5) we obtain
where \( E_{2} \in \Re^{{n_{2} \times n}} \) is full row rank with \( n_{2} \ge n_{1} \) and \( A_{2,j} \in \Re^{{n_{2} \times n}} \), \( \bar{A}_{2,j} \in \Re^{{(n - n_{2} ) \times n}} \), \( j = 0,1, \ldots ,i \) \( B_{2,k} \in \Re^{{n_{2} \times m}} \), \( \bar{B}_{2,k} \in \Re^{{(n - n_{2} ) \times m}} \), \( k = 0,1 \). From (3.7) we have
Substituting in (3.8) i by i + 1 (in state vector x and in input u) we obtain
If the matrix
is singular then we repeat the procedure.
Continuing this procedure after finite number of steps p we obtain
where \( E_{p} \in \Re^{{n_{p} \times n}} \) is full row rank, \( A_{pj} \in \Re^{{n_{p} \times n}} \), \( \bar{A}_{pj} \in \Re^{{(n - n_{p} ) \times n}} \), \( j = 0,1, \ldots ,p \) and \( B_{pk} \in \Re^{{n_{p} \times m}} \), \( \bar{B}_{pk} \in \Re^{{(n - n_{p} ) \times m}} \), \( k = 0,1, \ldots ,p - 1 \) with nonsingular matrix
In this, case premultiplying Eq. (3.12) by \( \left[ {\begin{array}{*{20}c} {E_{p} } \\ {\bar{A}_{p,0} } \\ \end{array} } \right]^{ - 1} \), we obtain the standard system
with the matrices
Eventually, we reduce the descriptor system to standard system with delays. To compute the solution x i of (3.14), now we can use methods given for standard discrete-time linear systems with delays, e.g. iterative approach (initial conditions are needed).
4 Drazin Inverse Method
Second method use the Drazin inverses of the matrices \( \bar{E} \) and \( \bar{F} \) [18].
Definition 4.1
[18] A matrix \( \bar{E}^{D} \) is called the Drazin inverse of \( \bar{E} \in \Re^{n \times n} \) if it satisfies the conditions
where q is the smallest nonnegative integer, satisfying condition \( {\text{rank }}\bar{E}^{q} = {\text{rank }}\bar{E}^{q + 1} \) and it is called the index of \( \bar{E} \).
The Drazin inverse \( \bar{E}^{D} \) of a square matrix \( \bar{E} \) always exist and is unique [1]. If \( \det \bar{E} \ne 0 \) then \( \bar{E}^{D} = \bar{E}^{ - 1} \). Some methods for computation of the Drazin inverse are given in [20].
Lemma 4.1
[18] The matrices \( \bar{E} \) and \( \bar{F} \) satisfy the following equalities:
-
1.
$$ \bar{F}\bar{E} = \bar{E}\bar{F}\, {\text{and}}\,\bar{F}^{D} \bar{E} = \bar{E}\bar{F}^{D} ,\bar{E}^{D} \bar{F} = \bar{F}\bar{E}^{D} ,\bar{F}^{D} \bar{E}^{D} = \bar{E}^{D} \bar{F}^{D} , $$(4.2a)
-
2.
$$ \ker \bar{F}_{1} \cap \,\ker \bar{E} = \{ 0\} , $$(4.2b)
-
3.
$$ \bar{E} = T\left[ {\begin{array}{*{20}c} J & 0 \\ 0 & N \\ \end{array} } \right]T^{ - 1} ,\bar{F} = T\left[ {\begin{array}{*{20}c} {A_{1} } & 0 \\ 0 & {A_{2} } \\ \end{array} } \right]T^{ - 1} ,\bar{E}^{D} = T\left[ {\begin{array}{*{20}c} {J^{ - 1} } & 0 \\ 0 & 0 \\ \end{array} } \right]T^{ - 1} ,\det T \ne 0, $$(4.2c)
\( J \in \Re^{{n_{1} \times n_{1} }} \), is nonsingular, \( N \in \Re^{{n_{2} \times n_{2} }} \) is nilpotent, \( A_{1} \in \Re^{{n_{1} \times n_{1} }} \), \( A_{2} \in \Re^{{n_{2} \times n_{2} }} \), \( n_{1} + n_{2} = n \),
-
4.
$$ (I_{n} - \bar{E}\bar{E}^{D} )\bar{F}\bar{F}^{D} = I_{n} - \bar{E}\bar{E}^{D} \,{\text{and}}\,(I_{n} - \bar{E}\bar{E}^{D} )(\bar{E}\bar{F}^{D} )^{q} = 0. $$(4.2d)
Similar as in previous case, substitution of (2.2a) into (2.1) yields
where
Premultiplying (4.3a) by \( [Ec - F]^{ - 1} \) we obtain
where
Theorem 4.1
The solution to the Eq. (4.4a) with an admissible initial condition x 0, is given by
where q is the index of \( \bar{E} \). Proof is given in [18].
From (4.5) for i = 0 we have
In practical case, for u i = 0, \( i \in Z_{ + } \) we have \( x_{0} = \bar{E}^{D} \bar{E}x_{0} \). Thus, the equation \( \bar{E}x_{i + 1} = Ax_{i} \) has a unique solution if and only if \( x_{0} \in \text{Im} \bar{E}\bar{E}^{D} \), where Im denotes the image.
5 Weierstrass-Kronecker Decomposition Method
Third method use the following Lemma, upon which the solution to the state equation will be derived.
Lemma 5.1
[7, 20, 21] If (2.3) holds, then there exist nonsingular matrices \( P,Q \in \Re^{n \times n} \) such that
where \( N \in \Re^{{n_{2} \times n_{2} }} \) is nilpotent matrix with the index µ (i.e. \( N^{\mu } = 0 \) and \( N^{\mu - 1} \ne 0 \)), \( A_{1} \in \Re^{{n_{1} \times n_{1} }} \) and n 1 is equal to degree of the polynomial
A method for computation of the matrices P and Q has been given in [22].
Premultiplying the Eq. (2.1) by the matrix \( P \in \Re^{n \times n} \) and introducing new state vector
we obtain
Applying (5.1) and (5.3) to (5.4) we have
where
Taking into account (2.2a), from (5.5) we obtain
and
The solution \( \bar{x}_{i}^{(1)} \) to the Eq. (5.7) is well-known [20] and it is given by the following theorem.
Theorem 5.1
[7, 20] The solution \( \bar{x}_{i}^{(1)} \) of the Eq. (5.7) is given by the formula
where the matrices Φ i are determined by the equation
To find the solution \( \bar{x}_{i}^{(2)} \) of the Eq. (5.8) for \( N \ne 0 \) nilpotent (e.g. for \( N = \left[ {\begin{array}{*{20}c} 0 & 1 \\ 0 & 0 \\ \end{array} } \right] \) we have two equations with two unknown elements) we simple start with solving the equation related to zero row and then continue solving the rest of the equations, see e.g. [7, 20].
If \( N = 0 \) then from (5.8) we have
From (5.3), for known \( \bar{x}_{i}^{(1)} \) and \( \bar{x}_{i}^{(2)} \), we can find the desired solution of the Eq. (2.1).
6 Example
Main goal of this chapter as well as whole paper, is to show, how to use presented methods, for computation of the solution of the fractional discrete-time linear system described by the Eq. (2.1). The following example will be used to describe the procedure for computation of the solution.
Find the solution x i of the descriptor fractional discrete-time linear system (2.1) with the matrices
for α = 0.5, u i = u = 1, \( i \in Z_{ + } \) and \( x_{0} = [\begin{array}{*{20}c} 1 & 2 & { - 2} \\ \end{array} ]^{T} \) (T denotes the transpose).
In this case, \( \det E = 0 \) and the pencil of the system (2.1) witch (6.1) is regular since
6.1 Case of Shuffle Algorithm Method
Following Chap. 3, we compute
and the Eqs. (3.3a) and (3.3b) has the form
Using (2.2b) we obtain \( c_{1} = - 0.5 \), \( c_{2} = 1/8 \), …, \( c_{i + 1} = \left. {( - 1)^{i + 1} \frac{\alpha (\alpha - 1) \ldots (\alpha - i)}{(i + 1)!}} \right|_{\alpha = 0.5} \) and the Eq. (3.5) has the form
The matrix \( \left[ {\begin{array}{*{20}c} {E_{1} } \\ {\bar{A}_{10} } \\ \end{array} } \right] = \left[ {\begin{array}{*{20}c} 1 & 0 & 0 \\ 0 & 1 & 0 \\ { - 1} & 0 & { - 1} \\ \end{array} } \right] = \left[ {\begin{array}{*{20}c} {E_{1} } \\ {\bar{A}_{10} } \\ \end{array} } \right]^{ - 1} \) is nonsingular and the solution to the state Eq. (2.1) has the form
where
The desired solution of the descriptor fractional system (2.1) with (6.1) has the form
6.2 Case of Drazin Inverse Method
Following this chapter, we compute
For c = 1 the matrices (4.4b) have the form
Using e.g. formula \( \bar{E}^{D} = V[W\bar{E}V]^{ - 1} W \) where \( \bar{E} = VW = \left[ {\begin{array}{*{20}c} { - 2} & 0 \\ 0 & { - 0.667} \\ 2 & 0 \\ \end{array} } \right]\left[ {\begin{array}{*{20}c} 1 & 0 & 0 \\ 0 & 1 & 0 \\ \end{array} } \right] \), we compute
since \( \det \bar{F} = 0.187 \ne 0 \). Taking into account that
the desired solution for the descriptor fractional system (2.1) with (6.1) has the form
where the coefficients c j are defined by (2.2b). From (6.13) for i = 0 we have
Hence, for given u 0 = u = 1, the initial condition \( x_{0} = [\begin{array}{*{20}c} 1 & 2 & { - 2} \\ \end{array} ]^{T} \) satisfy (6.14) and their are admissible.
6.3 Case of Weierstrass-Kronecker Decomposition Method
In this case the for (6.1) matrices P and Q have the form
and
The Eqs. (3.5) and (3.6) have the form
The solution \( \bar{x}_{i}^{(1)} \) of the Eq. (6.17a) has the form
where
From (5.3) for i = 0 we have
The desired solution of the descriptor fractional system (2.1) with (6.1) is given by
where \( \bar{x}_{i}^{(1)} \) and \( \bar{x}_{i}^{(2)} \) are determined by (6.18) and (6.17b), respectively.
6.4 Comparison of the Results
Using Matlab/Simulink computing environment, the solution for 10 first steps have been calculated and shown on the Figs. 1, 2 and 3, where Fig. 1 represent solution for order α = 0.1, Fig. 2 represent solution for order α = 0.5 and Fig. 3 represent solution for order α = 0.9. Additionally solid line (blue) represent solution obtained by Drazin inverse method, dash-dot line (green) represent solution obtained by Shuffle algorithm method and dash-dash line (red) represent solution obtained by Weierstrass-Kronecker decomposition method.
All three methods gives coherent result. Smaller order α, results in faster response stabilization (see state variable x 1, x 3). The greatest disadvantage of the Weierstrass-Kronecker decomposition method is its first step, that is decomposition, which is difficult for numeric implementation. Similar problem occurs in Shuffle algorithm method, where elementary row and column operation need to be applied. Finally, the Drazin inverse method, where most difficult part is computation of the Drazin inverse of the matrix E. In author opinion, this method suits best for numerical implementation, since computation of the Drazin inverse is easy for numerical implementation.
7 Concluding Remarks
The descriptor fractional discrete-time linear systems have been recalled. Three different methods for finding the solution to the state equation of the descriptor fractional discrete-time linear system have been considered. Comparison of computation efforts of the methods has been demonstrated on single numerical example. Iterative approach have been used to compute the desired solution of the systems.
In Drazin inverse method admissible initial conditions should be applied. In Shuffle algorithm method admissible initial conditions as well as future inputs should be known. The weak point of Weierstrass-Kronecker decomposition approach is computation of the P and Q matrices, where elementary row and column operations method is recommended. The same method is used for Shuffle algorithm. In summary, the Drazin inverse method seems to be most suitable for numerical implementation. An open problem is extension of these considerations to the system with different fractional orders.
References
Campbell, S.L., Meyer, C.D., Rose, N.J.: Applications of the Drazin inverse to linear systems of differential equations with singular constant coefficients. SIAMJ Appl. Math. 31(3), 411–425 (1976)
Dai, L.: Singular Control Systems, Lectures Notes in Control and Information Sciences. Springer, Berlin (1989)
Dodig, M., Stosic, M.: Singular systems state feedbacks problems. Linear Algebra Appl. 431(8), 1267–1292 (2009)
Guang-Ren, D.: Analysis and Design of Descriptor Linear Systems. Springer, New York (2010)
Kaczorek, T.: Descriptor fractional linear systems with regular pencils. Int. J. Appl. Math. Comput. Sci. 23(2), 309–315 (2013)
Kaczorek, T.: Singular fractional continuous-time and discrete-time linear systems. Acta Mechanica et Automatica 7(1), 26–33 (2013)
Kaczorek, T.: Singular fractional discrete-time linear systems. Control Cybern. 40(3), 1–8 (2011)
Sajewski, Ł.: Solution of the state equation of descriptor fractional continuous-time linear systems with two different fractional. Adv. Intell. Syst. Comput. 350, 233–242 (2015)
Nishimoto, K.: Fractional Calculus. Decartess Press, Koriama (1984)
Oldham, K.B., Spanier, J.: The Fractional Calculus. Academmic Press, New York (1974)
Podlubny, I.: Fractional Differential Equations. Academic Press, San Diego (1999)
Losada, J., Nieto, J.: Properties of a new fractional derivative without singular kernel. Prog. Fract. Differ. Appl. 1(2), 87–92 (2015)
Dzieliński, A., Sierociuk, D., Sarwas, G.: Ultracapacitor parameters identification based on fractional order model. Proc. ECC, Budapest (2009)
Ferreira, N.M.F., Machado, J.A.T.: Fractional-order hybrid control of robotic manipulators. In: Proceedings of the 11th International Conference on Advanced Robotics, ICAR, pp. 393–398. Coimbra, Portugal (2003)
Miller, K.S., Ross, B.: An Introduction to the Fractional Calculus and Fractional Differenctial Equations. Willey, New York (1993)
Kaczorek, T.: Solution of the state equations of descriptor fractional discrete-time linear systems with regular pencils. Tech. Transp. Szyn. 10, 415–422 (2013)
Kaczorek, T.: Reduction and decomposition of singular fractional discrete-time linear systems. Acta Mechanica et Automatica 5(4), 1–5 (2011)
Kaczorek, T.: Application of Drazin inverse to analysis of descriptor fractional discrete-time linear systems with regular pencils. Int. J. Appl. Math. Comput. Sci. 23(1), 29–33 (2013)
Kaczorek, T.: Drazin inverse matrix method for fractional descriptor continuous-time linear systems. Bull. Pol. Ac.: Tech. 62(3), 409–412 (2014)
Kaczorek, T.: Selected Problems in Fractional Systems Theory. Springer, Berlin (2011)
Kaczorek, T.: Vectors and Matrices in Automation and Electrotechnics. WNT, Warszawa (1998)
Van Dooren, P.: The computation of Kronecker’s canonical form of a singular pencil. Linear Algebra Appl. 27, 103–140 (1979)
Acknowledgment
This work was supported by National Science Centre in Poland under work No. 2014/13/B/ST7/03467.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2016 Springer International Publishing Switzerland
About this paper
Cite this paper
Sajewski, Ł. (2016). Descriptor Fractional Discrete-Time Linear System and Its Solution—Comparison of Three Different Methods. In: Szewczyk, R., Zieliński, C., Kaliczyńska, M. (eds) Challenges in Automation, Robotics and Measurement Techniques. ICA 2016. Advances in Intelligent Systems and Computing, vol 440. Springer, Cham. https://doi.org/10.1007/978-3-319-29357-8_4
Download citation
DOI: https://doi.org/10.1007/978-3-319-29357-8_4
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-29356-1
Online ISBN: 978-3-319-29357-8
eBook Packages: EngineeringEngineering (R0)