Aucomorrca, Vol. 33, No. 4, pp.

669-673, 1997
0 1997 Elsevier Science Ltd. All rights reserved
Printed in Great Britain
tms-1098/97 $17.00 +o.cm

PII:!aoO5-1098(%)00193-8

Brief Paper

H, Control for Descriptor Systems: A Matrix Inequalities

Approach*
IZUMI

MASUBUCHI,t

Key Words-Descriptor

YOSHIYUKI KAMITANE,S
NQBUHIDE
SUDA (1

ATSUMI

OHARAg

and

systems; H, control; convex optimization; matrix inequalities.

Abstract-This
paper considers the H, control problem for
descriptor systems that possibly have impulsive modes
and/or jw-axis zeros. First, we propose matrix inequalities
that give a generalized stability condition and an H, norm
condition
for descriptor
systems. Using these matrix
inequalities, we show that the solvability of a set of matrix
inequalities is necessary and sufficient to the existence of a
proper controller that satisfies a prescribed H, norm
condition as well as stabilizing the closed-loop system and
eliminating all impulsive modes. These inequalities are
equivalent to certain linear matrix inequalities, to which we
can get solutions whenever they exist using efficient
polynomial-time algorithms. 0 1997 Elsevier Science Ltd.

respectively column and row full-rank. On the other hand,

also algebraic Riccati inequalities
and linear matrix
inequalities
(LMIs) provide H, norm conditions
for
stat&space systems (Sampei et al., 1990; Gahinet, 1992;
Scherer. 1992: Iwasaki and Skelton. 1994: Gahinet and
Apkarian 1994). However, such algedraic inequalities have
not been applied to the descriptor H, control problem.
In this paper, we propose an alternative solution to the
descriptor H, control problem utilizing some new results on
matrix inequalities for descriptor systems, which we also
present here. First, we derive a generalized Lyapunov
inequality equivalent to the admissibility of descriptor
systems, where in this paper we define a descriptor system as
admissible if it is regular and has neither impulsive modes
nor unstable finite modes (Morihira et PI., 1993; Takaba et
of., 1995). Next, we present a generalized algebraic Riccati
inequality (GARI) condition that is necessary and sufficient
for a descriptor system to be admissible and to satisfy an H,
norm condition with a prescribed level.
Using these matrix inequalities, we reduce the descriptor
H, control problem to solving certain GARIs or equivalent
LMIs, for which we can get solutions via efficient numerical
algorithms (Boyd and El-Ghaoui,
1993; Nesteroz and
Nemirovskii, 1994; Vandenberghe and Boyd, 1994; Boyd et
al., 1994). The solvability of these CARIS or LMIs is
necessary and sufIicient for the existence of descriptor H,
controllers without such assumptions on plants as the jo-axis
zeros condition and rank conditions, and therefore our
method is applicable to any descriptor plants. The controller
calculated from a solution to the inequalities eliminates a11
impulsive modes as well as satisfying a prescribed H, norm
condition, and is proper with a McMillan degree no more
than the number of the exponential modes of the plant.

1. Introduction
The descriptor form (Ei = Ax +

. .) is a natural representation of linear dynamical systems, and makes it possible to

analyze a larger class of systems than state-space equations
(i = Ax +. .) do. In particular, the descriptor
form
explicitly describes static constraints on physical variables
and impulsive elements
(see e.g. Lewis, 1986). A
considerable number of notions and results in control theory
based on the state-space
representation
have been
generalized for descriptor systems, such as controllability and
observability (Cobb, 1984a), pole assignment (Cobb, 1984b),
LQ problems (Cobb, 1983; Lewis, 1985; Bender and Laub,
1987; Katayama and Minamino, 1992) and Lyapunov
equations (Lewis, 1985; Takaba et al., 1995).
The descriptor
H,
control problem,
which treats
(generalized) plants in descriptor form, has been studied by
Morihira er al. (1993) and Takaba et al. (1994), who
generalized the J-spectral factorization (Green et al., 1990) to
solve the descriptor H, control problem, while Wen and
Yaling (1993) applied the generalized eigenvalue problem
(Glover et al., 1991). These results give H, norm conditions
for descriptor systems in terms of generalized algebraic
Riccati equations (GAREs) and, as in state-space H,
problems based on Riccati equations, assume that descriptor
plants have no jw-axis zeros and that D,, and D2, are

2. Matrix inequalities for descriptor systems

In this section, we present matrix inequalities that
characterize some properties of descriptor systems. Let us
consider the following descriptor system:
Ei=Ax+Bw,

z=Cx+Dw,

(1)

where x E R is the descriptor variable, w E Iw is the

exogenous input and z E Iw is the controlled output. The
matrix E E Wx has rank r (sn). The other matrices have
appropriate sizes. Since (1) can always be rewritten as

*Received 11 January 1995; revised 20 December 1995;

revised 15 May 19%; received in final form 1 October 1996.
This paper was not presented at any IFAC meeting. This
paper was recommended for publication in revised form by
Associate Editor F. Delebecque under the direction of
Editor R. F. Curtain. Corresponding
author Dr Izumi
Masubuchi. Tel. +81 761 51 1292; Fax +81 761 51 1149;
E-mail masubuti@jaist.ac.jp.
t School of Information Science, Japan Advanced Institute
of Science and Technology, Tatsunokuchi, Ishikawa 923-12,
Japan.
$Kinki Nippon Railway Co. Ltd, Habikino, Osaka 583,
Japan.
Department of Systems Engineering, Osaka University,
Toyonaka, Osaka 560, Japan.
11
Department of Electrical and Electronic Engineering,
Hosei University, Koganei, Tokyo 184, Japan.

[f

;][;]

= [;:
z=

[C

J,][;]
+[;]w?(24
I]

[Ix
5

from now on we assume that D = 0.

Definition 1.

(I) A pencil SE -A
(or a pair (E, A))
det (SE -A) is not identically zero.

is regular

if

(II) For a regular pencil SE -A, the finite eigenvalues of

SE-A
are said to be the fir&e modes of (E, A).
669

Brief Papers
Suppose that Eui = 0. Then the infinite eigenvalues
associated with the generalized principal vectors vlr
satisfying Euk = Au, _, , k = 2, 3,4,
, are impulsive
modes of (,5, A).
(III) A pair (E, A) is admissible if it is regular and has
neither impulsive modes nor unstable finite modes.
The augmentation (2) does not change the finite modes or
impulsive modes of the original descriptor system (Verghese
et al., 1981).
Takaba et al. (1994) proposed an algebraic condition
(generalized
Lyapunov equation, GLE) necessary and
sufficient for the admissibility of a pair (E, A), which is
assumed to be regular.
Lemma 1. (Takaba et al. (1994)). Suppose that the pencil
SE - A is regular and that (E, A, C) is impulse observable
and finite dynamics detectable. Then (E, A) is admissible if
and only if there exists a solution X to the GLE
E=X = XTE 2 0, A=X + XTA + CTC = 0.

(Necessity) Since (E, A) is admissible, there exist nonsingular matrices L and R such that
[i

~]=LER,

[:

~]=LAR

(7)

for a stable matrix A,. We also write

B1 =LB,
[ B2

[C,

CJ=CR.

The transfer function (4) is represented as G(s) = Ci(sf AI))BI - C2B,. From llG1j2< y, there exists P>O such
that
-ATP - PA, - CTC,
BTP - BTCTC
z 2 I

PB, - CTGB2
- B:C;CZ B, I

>

y2I

(Zhou and Khargonekar, 1988; Scherer, 1992). Let (Y> 0 and

define W := CT& + (~1and Z := CTC,. Then W > 0, and, for
sufficiently small a,

Since the regularity of the plant happens to be destroyed

by feedback input, an algebraic condition that guarantees
regularity as well is important to develop controller synthesis
theory using the descriptor form. Modifying the GLE
condition in Lemma 1, we propose a matrix inequality
condition equivalent to the admissibility of (E, A) without
assuming that (E, A) is regular.

is also valid. Using this inequality, we can easily verify that

Lemma 2. A pair (E, A) is admissible if and only if there

exists X E R such that

satisfies (5b). The condition (5a) obviously holds for this X.

q

ETX = X=E 2 0,
ATX + X=A < 0.

(34
(3b)

Proof (Suficiency) Suppose that (2.3) has a solution X.

Since A and X are nonsingular from (3b), for any non-zero
complex number s,
det (SE - A) = (-s) det A det ~I-A-IE
i

holds. The right-hand side of this equality, which is not

identically zero, proves the regularity of (E, A). Next, the
matrix L:= -ATX - XTA is nonsingular and satisfies the
condition that (E, A, L*) is observable (Cobb, 1984a). From
Lemma 1, (E, A) has neither impulsive nor unstable finite
modes.
(Necessity) This is obvious from Lemma 1.
q
When SE -A

is regular, the transfer function

G(s) = C(sE - A)-B

(4)

is defined. The following theorem gives a generalized

algebraic Riccati inequality (GARI) condition necessary and
sufficient for SE -A to be admissible and for ]]Gll_ < y for
given y > 0.
Theorem 1. The pair (E, A) is admissible and l/G/lx < y if
and only if
(I) there exists X E Px such that
ETX = XTE 2 0,
A=X + XTA + C=C + $ XTBBTX

(54
< 0,

(5b)

-ATP - PA, - CTC,

BTP + B;Z

x=L=~z
[

Ei =Ax + B,w + B2u,

YAT+AYr+BBT+lYCTCYT<O.
Y2

(W
(6b)

Proof. We prove only (I) here.

(Sufficiency) Lemma 2 guarantees the admissibiliy of
(E, A). The H, norm condition is derived by simple
manipulations.

(84

z = C,x + D,,, + Dnu,

(8b)

y = C,x + D2, w + Dzzu,

(84

where x E R is the descriptor variable, u E Rm is the control

input, w E LP is the exogenous input, y E Iwpis the measured
output and z E R is the controlled output. The rank of the
matrix E E kFxn is r (sn). Without Iosss of generality, we
assume that D,, = 0, i = 1, 2, j = 1, 2. If this is not satisfied,
we can rewrite the descriptor system as in (2). Though such
an augmentation
of a descriptor
system contributes
additional components to the descriptor variable, it does not
increase the computational complexity of the LMI-based
synthesis method of this paper, as we shall comment at the
end of this section.
We represent a dynamic output feedback controller as
foIlows:
Q=&+By,

u=&,

(9)

where 4 E Rc and b E !3PcXr. Note that any proper

controller, which can have a feedthrough term, is represented
in the form (9) with an appropriate integer ne Later we shall
discuss the regularity and infinite modes of the controller.
The closed-loop system is
E,i, = A,x, + B,w,

z = Ccx,.

(IO)

where x, = [.xr ST] and

21,

(II) there exists Y E RPx such that

YET= Er?O,

R-
1

-w

3. Main result
Let us consider the following descriptor system:

E,:= 1:

or

PB, + ZTBz > o

y21 - BTWB2 I

E,:=

Ac:=[&,,

BI
o , cc:= [C,

$1,

(11)
01.

From Theorem 1, the H, norm condition IlC,(sE, A,))B,II < y with the admissibility of the closed-loop system
is equivalent to the existence of X, E R(+c)~(+~)such that
EcX, = X:E, 5 0,
4(X,,

A,. B,, C,) < 0,

(124
(12b)

671

Brief Papers
where

Now we show an algebraic condition for the existence of an

H, controller. This is a generalization of state-feedback and

observer results in the state-space

nl., 1990, Scherer, 1992).
Theorem

2. (i) The following

formulation

statements

(Sampei et

(I) and (II) are

equivalent.
(I) Given y >O, there exists a controller of the form (9)
such that the closed-loop system (10) is admissible and
such that /[C&E, - A,)-BJ,
< y.

respectively. These inequalities are compared with the

generalized Riccati equations proposed by Takaba cr nf.
(1994).
To complete the purpose of this paper, we have to present
a computational method to solve these coupled GARB.
However, quadratic inequalities such as (13)-(15), or (17)
and (15) have never been studied. On the other hand, there
are efficient aleorithms to solve LMIs (Bovd and El Ghaoui.
1993; Nestero; and Nemirovskii, 1994; \iandenberghe
and
Boyd, 1994, Boyd et al., 1994), which are used for state-space
H, control problems (Gahinet, 1992; Iwasaki and Skelton,
1994; Gahinet and Apkovian, 1994). In order to find a
solution of (13)-(15), we give an equivalent LMI condition
below. From now on, we assume that
EC

(II) (a) There exist F E R and X E Rnx such that

E=X = X*E 2 0,
%JX;A

(1%

+ B,F, B,, C,)<O.

Pb)

(b) There exist G E RnxP and Y E Rnx such that

Ep=

YETsO,

%J p; (A + CC*)*,

[0

W)

B, =

(c) The matrices X and Y satisfy

ET(yZY-=-

X)20,

E = E,

(164

c = F,

Pb)

B = -y2A-TY-G,

(W

Y2

Bl

(15)

(ii) If (II) holds, we can assume that A:=y2YmT - X is

nonsingular (if this is not true then, for appropriate
K l (0, l), KX instead of X satisfies (b) and the
nonsingularity of A). First, a controller of the form (9)
satisfying (I) is given by

- BC, + L B,BTX

[ 1,
12

where Y-T:=(Yr-.
(Note that X and Y are
nonsingular if (a) and (b) hold.)

a = A + B,c

(18)

for simplicity, as well as Dij = 0. Every descriptor system can

be represented
in a form satisfying these assumptions.
According to (18) we can use the following notation:

(144

CT, B:) < 0.

z=z=>o,

ZEFP,

01

where All E W,
Bll E WXq and C,, E IPx. We define
M,, U, and My, U, as column full-rank matrices satisfying
the following equalities:
r
1

A12

A
C;;

M&=

o2

L 0 rx(n+m-r)
~~

IJ
,

- A-=t?BTX

+ A-T%y(X;A + B,F, B,, C,).

(164

Further, from the above {i?, a, A, c}, we get a proper

controller as follows: Based on, a singular-value decomposition of E, we represent E and A by

Let Nx and NY be column full-rank matrices with maximum

sixes satisfying fl,M, = 0 and NFMy = 0 respectively.
Proposition 1. (i) The following statements

(I) and (II) are

equivalent.
(I) The inequalities (13)-(15) have a solution {X, Y, F, G}.
(II) There exist symmetric matrices Px, PV E R such that

where X > 0. If A22 is nonsingular, the controller is regular

and has no impulsive modes. If a22 is singular, we redefine a
as

(19)
NT&,&

> 0,

where
-XoAT

where K is a scalar such that AZ2 + KI is nonsingular and such

that the new A satisfies (12b). Such a K always exists, and we
obtain a proper controller satisfying the H, norm condition
whenever (II) holds. The order of the controller is no more
than r (=rank E).

Q,:=

-GA

of (I) and (II),

and for the derivation of the formula (16). The other part is
obvious.
cl

A, B,, C,) - uXTB2B:X

%,,(Y*; A=, C:, BT) - SYC:C,

< 0,
YT < 0

-c,
-A-&

x:=[zop

;I,

-B,

VI

VI

-GB,

- B:Y,

Proof: See the Appendix for the equivalence

4(X;

-X&T

-BT
Q,:=

If E = I, Theorem 2 coincides with the results of the

state-space H, synthesis based on Riccati inequalities
(Sampei et al., 1990; Scherer, 1992). From Finslers theorem
(Jacobson, 1977; Boyd et af., 1994) the inequalities (13b) and
(14b) hold if and only if there exist scalars u and 6 that
satisfy

- AX;

-c,x:

-C:

YI

Yl

&:=[f;

i].

1 (204
1 GOb
I

(2Oc)

(ii) If (19) is solvable, a solution to (13)-(15) is given by

X:=y,f-=,

Y:=~Y-*,

F:=(,i-r~)r,
(21)

G:=(ZY-I)=,
where

(174
(17b)

X:=[o

xr],

E:=[Yy,

01,

(22)

672

Brief Papers

IX, WI:= -px(JT~d)_JT~*Mxllix,

V-T ZT]:= -pv(JT~yJ)-J=~~MyUt,,
@)x:=(Qx+ pxMxMTx)-> a,:= (Q, + /d&M?)->

(23)
(24)

and J:= [& O,,X(,,+sl]T.If X or P is singular they should be

modified by adding diag{O,,,, c&,} with Ia1 small enough
not to invalidate (19).
Proof

See the Appendix.

Most of the computational complexity in solving (19)

depends on r(r + l), the number of the elements of Px and
Pv. This ensures that such an augmentation of descriptor
forms as (2) does not increase the complexity, since it retains
the number of finite modes.
4. Conclusions
We have presented algebraic conditions characterizing the
admissibility and H, norm conditions for descriptor systems.
Using these algebraic conditions, we have reduced the
descriptor H, control problems, which involves satisfying H,
norm conditions and eliminating the impulsive modes of the
plant, to solving linear matrix inequalities.
References

Bender, D. J. and A. J. Laub (1987). The linear-quadratic

optimal regulator for descriptor systems. IEEE Trans.
Autom. Control, AC-32,672-688.
Boyd, S. and L. El Ghaoui (1993). Method of centers for
minimizing generalized eigenvalues. Lin. Alg. Applic.,
l&I/189,63-111.
Boyd, S., L. El Ghaoui, E. Feron and V. Balakrishnan
(1994). Linear Matrix Inequalities in System and Control
Theory. SIAM, Philadelphia.
Cobb, J. D. (1983). Descriptor variable systems and optimal
state regulation. IEEE Trans. Autom. Control, AC-28,
601-611.
Cobb, J. D. (1984a). Controllability, observability and duality
in singular systems. IEEE Trans. Autom. Control, AC-29,

control for descriptor systems-a J-spectral factorization

approach. In Proc. 16th SICE Symp. on Dynamical System
Theory, Kobe, Japan, pp. 261-266.
Nesterov, Y. and A. Nemirovskii (1994). Interior-point
Polynomial Algorithms in Convex Programming. SIAM,
Philadelphia.
Sampei, M., T. Mita and M. Nakamichi (1990). An algebraic
approach to H, output feedback control problems. Syst.
Control Lett., 14, 13-24.
Scherer, C. W. (1992). H,-optimization without assumptions
on finite or infinite zeros. SIAM J. Control Optim., 30,
143-166.

Takaba, K., N. Morihara and T. Katayama (1994). H,

control for descriptor systems--a J-spectral factorization
approach. In Proc. 33rd IEEE Conf on Decision and
Control, Lake Buena Vista, FL, pp. 2251-2256.
Takaba, K., N. Morihira and T. Katayama (1995). A
generalized Lyapunov theorem for descriptor system. Syst.
Control Lett., 24,49-51.

Vandenberghe,
L. and S. Boyd (19%). Semidefinite
programming. SIAM Rev., 38,49-95.
Verghese, G. C., B. C. Levy and T. Kailath (1981). A
generalized state-space for singular systems. IEEE Trans.
Autom. Control, AC-26,811-831.
Wen, T. and C. Yaling (1993). H,-optimal control for
descriptor systems. In Proc. 12th IFAC, World Congress,
Sydney, Vol. 2, pp. 201-204.
Zhou, K. and P. P. Khargonekar (1988). An algebraic Riccati
equation approach to H, optimization. Syst. Control Lett.,
11,85-91.
Appendix-Proof
Proof of Theorem 2. (Necessity) Suppose that (I) holds.
Then, from Theorem 1, there exists X, that satisfies (12).
Moreover, when X, is partitioned as

X,= [cl:

;::I,

Control, 4,421-448.

Glover, K., D. J. N. Limebeer, J. C. Doyle, E. M. Kasenally

and M. G. Safonov (1991). A characterization of all
solutions to the four block general distance problem.
SIAM J. Control, 29,283-324.

Green. M.. K. Glover. D. J. N. Limebeer and J. C. Dovle

(19%). A J-spectralfactorization
approach to H, control.
SIAM J. Control Optim., 29,283-324.

Iwasaki, T. and R. E. Skelton (1994). All controllers for the

general xx control problem: LMI existence conditions and
state space formulas. Automatica, 30, 1307-1317.
Jacobson, D. H. (1977). Extensions of Linear-Quadratic
Control, Optimization and Matrix Theory. Academic Press,
New York.
Katayama, T. and K. Minamino (1992). Regulator and
spectral factorization
for continuous-time
descriptor
systems. In Proc. 31st IEEE Conf on Decision and
Control, Tucson, AZ, pp. 967-972.
Lewis, F. L. (1985). Preliminary notes on optimal control for
singular systems. In Proc. 24th IEEE Conf on Decision
and Control, Fort Lauderdale, FL, pp. 262-272.
Lewis, F. L. (1986). A survey of linear singular systems.
Circuits Syst. Sig. Process, 5, 3-36.

Morihira, N., K. Takaba and T. Katayama (1993). On the H,

X,, E Rn(x~, (A.l)

we can assume that X, and the diagonal blocks Xi, and Xz2
are nonsingular. If not, we derive another solution Xi tha:
satisfies this assumption as follows. We denote by K and K
fixed nonsingular matrices such that ETX = KTE 2 0 and
ETR = i?k 2 0, and define

1076-1082.

Cobb, J. D. (1984b). Feedback and pole placement in

descriptor systems. Int. J. Control, 33, 11351146.
Gahinet, P. (1992). A convex parametrization
of H,
suboptimal controllers. In Proc. 31st IEEE
Control
Decision and Control, Tucson, AZ, pp. 937-942.
Gahinet, P. and P. Apkarian (1994). A linear matrix
inequality approach to H, control. Int. J. Robust Nonlin.

X,, E R,

K,:=

[ 0

0
R

Next, let 6 be a positive scalar that is small enough to satisfy

3,(X, + OK; A,, B,, C,) > 0 and that is not an eigenvalue of
-K -X,,
or -K;X,.
Then we can easily see
-K-X,,,
that (12) and the above assumption of nonsingularity hold for
Xi:= X, + BK, instead of X,.
Now define the matrices

1
x1
I
X,,X,X21
0
jc:=STX,T
=[

s:=

I
0
[ -XTzrXr 12 I 1

f:=

E,:=S-E,t,

I
[ -XFiX2,

X*, I

A,:=S-A,f,

B,:=S-B,,

C,:= C,T.

Then, from (12)

FT(E;X,)F
?$l?(X,, A,, B,, C,)t

= ET,? = XTB 20,

= ;;(x,,

hold. The (l,l)-blocks

of^ (A.2)
X,, - X,2X;zXz, and F:=CX;iX2,.

(A.2a)

A:, rf,, C,) <O

(A.2b)

imply (13) for X :=

Next, we define

I
1) T,=
4 1 -X,X,,
x1,
0
X,:=STX,-T
=[ o *I

-X:rX6
I

E,:=S-E,T,

ii,:= S-B,,

A,:=S-A,T,

C,:= C,T,

673

Brief Papers
where the * part is not used in the following. From (12)
i+( E;fX)T = E:j,
?%JX,,

= X:E, 2 0,

A,, B,, C,)F = 5$(x,, ;i,, B,, cc) <O

(A.3a)
(A.3b)

and t by (16), we derive VI;= v,*= VT,= S,.(X;A +

B,F, B,, C,) < 0 from (13b) and V, <O from (14b). Finally,
we obtain (12) from

hold. Define

Then it is easily verified that (A.3) implies

- E,Y: = Y,E: s 0,
y( c

AT, Cz:, sf, < 0.

(A.4a)
(A.4b)

the (l,l)-blocks
of (A.4) guarantee that (14) holds for
Y:= y2Xrir and G:= X;TXT,B.
Lastly, from (12a), ET(y2YeT - X) = ET(X,,X;iX2,)
=
X:,X~2T(X:,E)X,;X,,
2 0.
(SujIciency) Suppose that (II) holds. Then we can assume
that A:= y2YmT- X is nonsingular. If we set fi := E and
xc:=

yy

-j,

Proof of Proposition 1. (Necessity). Suppose that (13)-(B)

hold. Then X and Y are nonsingular. Setting X := yX -T,
Y:=yYeT, W:=Y(FX-)~
and Z:=y(Y-G),
we have
the following LMIs:
&ET = EjiT 2 0,
ET? = PTE t 0,
-AtT-gAT-B,WT-C,9
-Bf
[

-ATP

we get (12a) from (13a), (14a) and (15). Next, we shall see
that this X, satisfies (12b). Define the matrices

(A.3

ET( P - k -) 2 0,
WB:

- PTA - C$Z - ZTC2

-B:P

-tCT
yl
0

-B,
0

-PTB,

-CT

-C,

YI

1 (4.6
>o,

> 0.
0
VI I

VI
0

(A.7)

Since E is assumed to be the diagonal form of (18) the

equality conditions in (AS) imply that X and Y have the
following forms:

a=[< XJ PpJ

&:=S-A,t,
&:=SmA,T,

&:=s-BE,
&:=S-B,,

&:=C,t,
c,:=C,T,

where X,, Y, E IP are nonsingular. Defining Px := Z-f ,

and Pv:= ?,;Z-, we get the first inequality in (19) from the
inequality conditions in (A.5). Next, if we set X,, as in (2Oc),
it is easy to check that (A.6) is identical to
Q, - M,UT,[ ;$].JT - J[X,

W]U,MT, > 0,

(A.8)

and consider the partitions

where vi, v, E Rnx. Then p2 = vi - vi + vi2 + VT2 holds

(see Lemma 4 in Sampei et al., 1990). Further, setting a, fi

which gives NTd,N, >O. We obtain NTQVNy >O from

(A.7) in the same way.
(Sufficiency) Suppose that (19) holds, and define X and Y
by (21). Then (13a), (14a) and (15) are easily checked. Next,
applying Theorem 1 of Iwasaki and Skelton (1994), we see
that [X, W] defined in (23) satisfies (A.6). The proof of
(A.7) is similar. Setting F and G as in (21) we get (13b) and
(14b) from (A.6) and (A.7) respectively.
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