Systems & Control Letters 8 (1987) 241-246 241

North-Holland

Feedback equivalence of constant linear systems

Joyce OHALLORAN
Department of Mathematical Sciences, University of Wisconsin-Milwaukee, Milwaukee, WI 53201, USA

Received 8 May 1986

Revised 18 July 1986

Abstruct: Two constant linear systems are said to be feedback equivalent if one can be transformed into the other via an element of
the feedback group, which acts bystate space feedback and by change of basis in the state and input spaces. Let C,,., be the space
of n-dimensional completely reachable systems with m-dimensional input (pairs of matrices, n X n and n X m). The action of the
feedback group partitions the space C,,,,, into finitely many orbits (equivalence classes), and the closure of each orbit is a union of
orbits. If one views orbit closure as deformation, then orbit closure may be considered in terms of perturbations or system failure. In
this paper we determine: (1) a classification of the orbits, and (2) the orbits contained in the closure of a given orbit. Both of these
problems have been solved previously (see [1,4,6,3]); here we present simple proofs and point out a connection between this problem
and the analogous problem for nilpotent matrices.

Keywords: Linear systems, Completely reachable pairs, Canonical forms, State feedback, Orbit closure.

1. Preliminaries

An n-dimensional constant linear system over R with m-dimensional input is determined by a pair of
matrices (A, B) where A is an n X n matrix and B is an n X m matrix. The pair (A, B) is said to be
completely reachable if the n X nm matrix [B, AB, A2B,. . . , AnmlB] has rank n. Throughout this paper, we
restrict our attention to completely reachable pairs of matrices. Let C,,,, denote the space of completely
reachable pairs of matrices of size n x n and n X m respectively. The feedback group is the Lie subgroup
of GL(n + m, W) consisting of matrices of the form

[s 01
K T

where S is in GL(n, R) and T is in GL(m, W). The feedback groups acts on the space C,,, as follows:

(A, B)g= (S(A + BT-%)S-, SBT-l).

This action is the compilation of state feedback (A + BK, B), change of basis in the state space
(SAS-, SB), and change of basis in the input space (A, BT-l). We will denote the orbit of (A, B) by
WA, B).
In the following, we denote the Kronecker indices of (A, B) by Kr(A, B), and we use < to denote the
specialization order on partitions of n (i.e. Kronecker indices). (See [3] for definitions.) In Section 2, we
present new proofs of the following two theorems:

Theorem 1. 0( A, B) = 0( A, B) if and only if Kr(A, B) = K( A, B).

Theorem 2. O(A, B) c O-(A, if and only if Kr(A, B) < Kr(A, B).

0167-6911/87/$3.50 Q 1987; Rlsevier Science Publishers B.V. (North-Holland)

242 J. OHaNoran / Feedback equivalence o/constant linear systems

By closure c we mean closure with respect to the standard topology on lRnZ+flnt.

In Section 3, we demonstrate a connection between Theorem 2 and the Gerstenhaber-Hesselink
Theorem for nilpotent matrices [2,1.6].

2. Orbit classification and orbit closure

Let (A, B) be a completely reachable pair of matrices with Kronecker indices dual to (X,, . . . , A,),
h,2h,r *a- > A,. The pair of matrices (A, B) is said to be in block form if the first n - A, rows of B
are zero and A has the form

- --
A, .. . x2 Al
coluInns columns columns

Note
-- that if (A, B) is in block form with Kronecker indices dual to (A,, . . . , A,), then the trupcation
(A, B) in C,+,A, (shown below) is in block .fsm with Kronecker indices dual to (A,, . . . , A,). A is the
upper left (n - A,) X (n - A,) comer of A, and B is the upper right (n - A,) X A, comer of A.

lT
i
--------L---
Xl rows [ L
El* * I *
------------
*

For A = (A,, . . . , A,) a partition of n, we define the canonical block form (A,, Bh) with Kronecker indices
dual to h as follows:
4

0 0

0 4

Xl m - A, 4
columns columns columns

3 is the A, x Aj identity matrix, and the 0 block to the left of the Ii block has Aj-i - hj columns.
 J. OHulloran / Feedback equivalence of constant linear systems 243

Example. The canonical block form in Cap with JSronecker indices dual to (2, 2, 1, 1) is

-0 1 0 0 0 0
0 0 1 0 0 0
0 0 1 0
0 0 1
0 0 0 0 1 0
0 -0 0 0 1
Note that A, = [0, Crml, CrF2,. . . , C,] where Ci is an n x Ai matrix, and B, = [0, C,,], C, an n x A,
matrix, such that AIB, = [Onxtm-X,j, C,], 0 I i I r - 1. It follows that the pair (A,, B,) has Kronecker
indices dual to A. Note that the truncation (& gA) of the canonical block matrices (Ah, Bh) is the
canonical block form in C,,-X1,hz with Kronecker indices dual to (A,, . . . , A,).

Proof of Theorem 1. Brunovskys argument [l, p. 1771 shows that Kr( A, B) = &( A, B) when 0( A, B)
= O(A, B).
For the other implication, we will show that any pair (A, B) with Kronecker indices dual to A is
equivalent to the pair (A,, Ah) in canonical block form. Clearly (A, B) is equivalent to (A, B.J for some
A. Let

where the third and fourth blocks in each matrix are A, x (n - A,) and A, x A, respectively. men
A + B,K has the form

[AB
0 01 --
It is easy to see that the pair (A, B) is completely reachable because the reachability matrix for
A = A + B,K, B = B, is

[[;l].[:],[q ,...,[o]].
Because the pair (A, B) is completely reachable, this -- matrix has rank n. It follows that the matrix
[B, xi?,... , A-31 has rank n - A,, and so the pair (A, B) is completely reachable.
We proceed-- by induction
-- on ---n. From the induction hypothesis, we have g E and K such that
(A;, B) = (S(A +gF--K)S-, SBT-l) is in canonical block form. Then the following choices of S, T,
and K transform (A + B,K, Bh) to canonical block form:

Thus (A, B) is feedback equivalent to (A,, Bh).

In the following let A > K such that no partition ~1 is strictly between A and K. Let A be dual to
(A l,. . . , A,.) and let K be dual to (K~, . . . , KS).

Lemma. If A, > K~, then there is a continuous fund& (A(e),, B(E)) in block form such that (A(e), B(E)) has
Kronecker indices h when E > 0 arid (A(O), B(0)) has Kronecker indices K.

Proof. By the minim ahty condition, K~ = A, - 1 and, for some j > 1, ~~ = Ai + 14 Aji-i, and K~ = hi .for i

other than 1 and j (see Hazewinkel and Martin [3,6.7]). Make the following changes from canonical block
244 J. OHalloran / Feedback equivalence of constant lineur systems

form (Ah, B,): replace the top 1 in each block with E for blocks 1 through j - 1 and B,. For blocks 1
through j - 1 put a 1 below the E and in the top of the preceding block. Since Xj < Xj-i, the j-th block
has some zero columns; place a 1 in one of those zero columns and in the top row of the preceding block.
The resulting pair (A(E), B(E)) is shown below.
1

0 &

1
1 E
1
0
1

>
For example, if A is dual to (3, 2, 1) and K is dual to (2, 2, 2), then
001000

I
0
O :G!
A(E) = 0 1 0 B(E) = E 0 0
0 0 1 0
0 0 1
When E > 0, the pair (A(E), B(E)) has Kronecker indices dual, to (A,, . . . , A,) because its reachability
matrix is of the form
0 matrix of rank
----------- Aj+l+ ... +A,
(8 -------
0 0 1
0
. 1
--------_ ----------
(1) 1 ,...,
0 * *
---------- . 1
--&------
1 *
0
1.

(The entries (i) are either ak or 1.) The pair (A(O), B(0)) is just a skewed variation of the canonical form,
so it is easy to see that the pair (A(O), B(0)) has Kronecker indices K.

Proof of Theorem 2. Let X = Kr( A, B) and let K = Kr(A, B). In the space C,,,, let C,$ = {(A, B) E
C,,, 1rank[ B, AB, . . . , AS-B] I t }. This is a closed subset of C,, m because it is a finite umon of zero sets
of determinant functions. From Theorem 1, we see that C;$, is a union of orbits. Thus, if O(A, B)
c O(A,, then (A, B) is in O;$, whenever (A, B) is in C,f$,. It follows that K < A.
For the converse, we proceed by induction on n, with the following induction statement: If K < A, then
there is a continuous family (A,, Be) in block form such that Kr(A,, B,) = h when E > 0 and Kr(A,, .B,)
= K.
 J. OHaNoran / Feedback equivalence of constant linear systems 245

The statement is trivial when n = 1. Let A be dual to (A,, . . . , h,) and let K be dual to (K~, .,. . , K~). If
rank B > rank B, the lemma establishes the theorem. If rank B = rank B, then we can choose block
forms where B = B (e.g. the canonical form). The truncations (A, 3) and (A;, B) have Kronecker
indices dual to (h,, . .., h,) and (K~,. . ., K$) respectively, and (K~, . . . , K~) P- (h2,. . ., ii,). (Note that (A, B)
and (A, B) have truncations; in the only case where this is not true, we have rank B > rank B.) By the
induction hypothesis, there is a continuous family (& B) in block form, where Kr(& B,) is dual to
(A *,. . ., A,) when E > 0 and Kr(&, Be) is dual to (Kz,. . ., ~,).Then the pair (A,, B,) which establishes the
theorem is:

3. Nilpotent matrices

Similarity classes of nilpotent matrices over R are orbits under the conjugation action of the Lie group
GL(n, R); S E GL(n, R) acts on an n X n matrix A by MS-. Since every nilpotent matrix is similar to
one in canonical Jordan form, the orbits are parameterized by partitions of n (sizes of Jordan blocks). As
in the case of the feedback group acting on linear systems, the closure of an orbit is a union of orbits, and
we have a theorem analogous to Theorem 2:
Gerstenhaber-Hesselink Theorem [2, 1.61. If A4 and N are nilpotent matrices whose Jordan blocks are of
sizes h = (A,, . . ., A,) and K = (K~,. . . , K~) respectively, then O(N) C o(n;l) if and only if K > h.
Here we demonstrate why orbit closure for systems is the reverse of orbit closure for nilpotent matrices.
For A a partition of n, let N, be the nilpotent matrix in Jordan form corresponding to h. Let N = NC,,,,
the nilpotent matrix with one n X n Jordan block. It is easy to show that the pair of matrices (N, B,) has
Kronecker indices A, where B, is the n X (n + 1) matrix
r 01

I i
N-N, :
6 .
1
It is also easy to show that (N, B,) is feedback equivalent to (N,, B,); the pair (N,, B,) is essentially
Brunovskys canonical form (see [5, p. 1231).
For example, the following pair of matrices has Kronecker indices (3,l):

r : ; Jr : i ; il.

Suppose A > K and there is no p strictly between X and K. In the case that Nh has more blocks than N,, a
consequence of this minimality condition is that if K = ( K1,. . . , K,), then h = ( K~, . . . , KrAl, fc, - 1, 1). A
continuous family from N, to Nh is
0 1 0 1
0 - 0 -
. . . .
0 0 e-0
0 0
N(E) = 0 1 > 0 1
. .
- 1 - 1
0 E 0 0
0 0
246 J. OHalloran / Feedback equivalence of constant linear systems

N(E) is similar to N,, for E > 0 and N(0) = Nh. For the corresponding systems, let B, be the n x (n + 1)
matrix
0
N-N(&) :
i, *
I 1I
Then (N, Be) is feedback equivalent to (N, B,) when E is not 1, and (N, B,) + (IV, B,) as E + 1.

Example.
Kronecker indices (2,1,1) Kronecker indices (2, 2)

1 I I[
000 0 0
01 0 0 e-1

0 1-E 0
0 1 0 01 01 01 0 0 01 0 01

So we see that in certain simple cases (the cases of the lemma in Section 2), orbit closure for linear
systems can be established by considering a path in the space of nilpotent matrices and by following that
path backwards. At least for these cases, it is clear that orbit closure for linear systems is the reverse of
orbit closure for nilpotent matrices.

Acknowledgements

I would like to thank Clyde Martin and Chris Byrnes for presenting this problem to me and for
encouraging me to pursue problems in geometric aspects of systems theory.

[l] P.A.A. Bnmovsky, A classification of linear controllable systems, Kydernetica (Praha) 3 (1970) 173-187.
[2] M. Gerstenhaber, On nilalgebras and linear varieties of nilpotent matrices, III, Anna/s o/Math. 70 (1959) 167-205.
[3] M. Hazewinkel and C.F. Martin, Representations of the symmetric group, the specialization order, systems and Grassman
manifolds, Ens.+. Math. 29 (1983) 53-87.
[4] R.E. Kahnan, Kronecker invariants and feedback (+ errata) in: L. Weiss, Ed., Ordinary Differential Equations (Academic Press,
New York, 1972) 459-471.
[5] A. Tarmenbaum, Invariance and System Theory: Algebraic and Geometric Aspects, Lecture Notes in Math. No. 845 (Springer,
Berlin-New York, 1981).
[6] W.A. Wonham and AS. Morse, Feedback invariants of linear multivariable systems, Automatica 8 (1972) 93-100.