Relationship between an LPTV system and the

equivalent LTI MIMO structure

D.C. McLernon

Abstract: It is understood how to transform a linear periodically time-varying (LPTV) filter/

difference equation into an equivalent multiple-input/multiple-output (MIMO) structure, or
transfer matrix, with linear time-invariant (LTI) elements, but no published method exists for
the reverse operation. The paper presents a technique to transform from the LTI MIMO structure
to the original single-input/single-output LPTV difference equation and discusses its implica-
tions. In addition, it is shown how this new result is then used to represent parallel and cascade
connections of LPTV systems as single LPTV filters, implement order reduction of an LPTV
difference equation, and finally obtain an LPTV difference equation representation that is
equivalent to an LPTV state-space structure.

1 Introduction 2 Statement of problem

While the modern origins of research into linear periodi- Consider the following general LPTV difference equation
cally time-varying (LPTV) continuous-time filters/systems for the direct-form-I structure (see Fig. la):
go back over 40 years [ l , 21, the first investigation of
LPTV digital filters was a short (not widely referenced)
paper by Fjallbrant [3] in 1970. While these filters can be An) = c a;(n>x(n 4+ cbj(nlY(n - A
MI

i=O
-
j= I
M Z

(1)
either one- or two-dimensional [4-81, the growing interest
in one-dimensional 'LPTV filters/systems has been driven U~(H+ N i ) = u;(II),bj(n + N,) = bj(n) (2)
by applications in communications where signals with
cyclostationary statistics are often observed and processed.
Applications include the filtering of cyclostationary common multiple of { { N i } 2 o ,
approach in [6], if we define
{N,}z
where the fundamental period is N, with N being the lowest
Following the
processes [9], channel equalisation [lo, 1 I], blind signal

t
separation [12] and use in multiple access [ I 31. Even H,,
a framework traditionally used by control engineers to xk(n) = X(nN +k) - 00 5 II 5 00

address robustness issues, has recently been employed in yk(n) = y(nN 4- k ) 0 5k 5N -1

conjunction with LPTV filters [14]. For other applications (3)
and a more comprehensive review, see [6].
aik ) a;(nN
= ~ ; ( k= +
k) 0 5 i 5 MI
Also in [6], all the interrelationships between the various bjk = bj(k) = bj(nN k )+ 1 5 j 5 M2
equivalent structures for an LPTV filter (realised by a
difference equation) were derived, and examples were then we may re-write the single LPTV difference equation
given to show how this could assist the analysis of LPTV in (1) as N cross-coupled difference equations, but where
cascade, parallel and inverse filtering configurations that each equation now has different time-invariant coefficients.
could arise in the applications mentioned above. Again in Then, after taking the z-transform and solving, we obtain
[6], one well-known equivalent structure for an LPTV filter
was derived-the multiple-input/multiple-output (MIMO) Y ( z ) = B-'(z)A(z)X(z) = H(z)X(z) (4)
realisation, H(z), or the transfer matrix. However, what has
not been understood before is how to go backwards from where:
H(z) to the equivalent LPTV difference equation (see
Fig. 1). This important new result will now be derived
and its implication in analysing and simplifying different
LPTV configurations will also be presented.

0IEE, 2003
IEE Proceedings online no. 20030509
DOI: 10.1049/ip-vis:20030509
Paper first received 2 I st June 2002 and in revised form 13th February 2003
The author is with the Institute of Integrated Information Systems, School
of Electronic and Electrical Engineering, The University of Leeds, Leeds
LS2 9JT, UK

IEE Proc.-Vis. Image Signal Process., Vol. 150, No. 3, June 2003 133
 -
(LPTV to MIMO - known)
~ '(O) ' N - l ; " _ 1 1 Y(O) ON-7 Y(N) "'

-
Ox(1) ON-, x(N+I) "'
Oy(1) 0N-l y(N+1)

b,l
"'

x(n) fi (9)

0N-l X(N-1) 0N-l "' ON-l y(N-1) ON-7 "'

(MIMO to LPTV - unknown) [ON-l =(N-1) zeros]

fi (zN) is closely related to H(z) in (4). For N=2, for example, if

b
ai@)=ai(n+N)
bj(n)=b,(n +N)

Fig. 1 Given the MIMO model (H(z) or H(p)),

how do we return to the LPTV direct form-I structure?
U LPTV structure
b MIMO structure

with coefficients age formed from { a U } and { b y } ,and

N,,(z)
= i:
i=O
aj'z-' = a01 + (a21 - +
aolb20 alobl,)z-'

- a21b 2 0 ~ - 2
2
k=l D(z) =
i=O
biz-; = 1 - (b20 + b,, + bl0b,,)z-'
with each coefficient P k formed from { b y } . + b20b21z-2 (7)
So we have gone from the LPTV difference equation So ifwe are given H(z), i.e. {ay;i = O:Ml, ke = 0, O:N,N> and
in (1) to the MIMO equivalent structure H(z) in (4)-see {Pi;i = O M 2 } , then one approach would be to attempt to solve
Fig. Ib. That much is well known. But what is not 12 nonlinear equations in 10 unknowns ( { a q } and {bq}),i.e.:
understood is, if we know the elements of H(z) in (4),
how we find the LPTV coefficients { a q } and { b v } in (1). a00 = c@
Let us deal first with the obvious approach, and for 00
(a20 - aoob21 + a l l b l o ) = El
ease of understanding (without loss of generality) let the
LPTV filter in (1) be second-order with period N = 2. Then (8)
from (4)
@20 + 621 + bl0bll) = PI
b2ob21 = P 2
H ( z ) = B-l(z)A(z)
This has been tried by the author using various nonlinear
optimisation algorithms. Even for only a second-order
LPTV filter with period N = 2 (as in (S)), it is cumbersome
and convergence is not guaranteed, but for higher-order
filters and larger N i t becomes totally impractical. So this is
the aim of this paper-to find an effective analytic solution
to (S), generalised for any order and any periodicity N.

3 Solution to problem
where HU (z)= N u (z)/D(z),with
This new result is presented in the Appendix (Section 9.1)
for the most general case. However, precisely because of
its generality, the underlying principle is somewhat hidden.
NOO(Z) = c a; z
2
i=O
00 -i -
- a00 + (a20 - aoob2, + a,,b,o)z-' So the basic reasoning is expounded here in Section 3, with
the derivation for the particular case of a second-order
. .- a20b21z-2 LPTV filter in (1) with period N = 2. So let us expand A(z),
B(z) and H(z) in (4) and (6) as matrix polynomials in z-':
No,(z) = =&ayz-; = (a10 + aolblo)z-'
i=O

+ (a21b10 - a10b21)z-2
2
A(z) =
1
N , ~ ( z=)
i=O
c ~ ~ O Z -=
~ (all +~ ~ ~ b ~ , )

134 IEE Pr0c:fi.s. Image Signal Process.. Vol. 150. No. 3. June 2003
 1 - b20Z-l -bloz-l 1 rank o f M must be at least two less than its maximum possible
B(z) = [ -bl, 1 -b21z-'] = [ -611 f] rank. Since M is 4 x 4 we can say that if (15) is true then
rank M 5 2 (19)
So (19) is a necessary condition [Note 11 for an arbitrary
N(z) second-order MIMO H(z) to be realised by a second-order
H ( z ) = B- (z)A(z)= ~

2 LPTV difference equation in (1) with the feedback coeffi-

j;z-i cients calculated from (18). Conversely, if (19) does not
i=O hold, then (1) cannot be used to model H(z). Now using
this solution for b from (1 8) in (1 3) and (14), we can then
solve for [A0 A I ] (eight equations in six unknowns):

k
r=O
PIZ-'
BIZ P2Z

- No +N l z - ' +N 2 ~ - 2 1 0 -b20 No NI
-
c
2
BIZ-'
(1 1) =[-bll 1 0 Ihb::]([ 0 No]
1=0

Then, from (9)-(11) (see also in the Appendix

(Section 9.2) for an alternative derivation),
2
(A, + A , z d ) pIz-' = (B, + B I Z - ' )
I=o
x ( N o+ N l z - ' +N2z-*) (12)
and by equating powers of z-l we can partition the
resulting linear equations in terms of the unknown block
matrices [Ao A I ] and [Bo B , ] :
where iiis the ith row of

and Fi is the ith row of

Solving for [Bo B 1 ]gives NI N2

BM=[B, Bl]M So again from Section 9.3 in the Appendix, let the solution
to (21) be
a = P,'al (22)
where What are the implications of (1 8) and (22)? Firstly, if we
have the elements of the MIMO model H(z) that we know
originated from an LPTV filter representation in (l), then
(1 8) and (22) will give us the exact LPTV coefficients in
(1). Secondly, if we are given the elements of an arbitrary
MIMO model H(z), then we can immediately check if an
exact LPTV representation might exist by perfonning a
rank examination as in (19). If H(z) fails this test, then
perhaps (1 8) and (22) would still give us coefficients for an
LPTV filter in (1) that might in some way 'approximate'
After re-arranging, this produces the following eight equa-
H(z)? Thirdly, using (18) and (22) with the recent results
tions in four unknowns:
from [6], we can now replace cascade and parallel combi-
nations of any different LPTV structures with a single

where ri is the ith row of M . From the Appendix (Section
9.3), let the solution be
b = Pzbl
where P;f represents the pseudo-inverse of Pb.
Now consider (1 5). The two rows of B in BM= 0 are
clearly two linearly independent left eigenvectors of M
corresponding to two zero eigenvalues. This implies that the
Note 1: The fact that (19) is theoretically only necessary and not sufficient
for H(z) to be realised by the LPTV difference equation in (I), follows on
two counts. Firstly, if a LPTV filter in (1) produces the MIMO structure
H(z), this implies that (15) holds-not the other way around. Secondly, if
(1 5) holds this implies that rank M 5 2. There may, however, be cases where
rank M s 2, but one cannot find suitable coefficients so that (19) holds and
also with the appropriate structure for [Bo B , ] in (IO). But in practice,
(18) after many simulations, we have observed (without exception) that (19)
appears to be also a sufficient condition for the existence of a second-order
LPTV difference equation in (1) that will exactly realise H(z). Note that we
have carefully said 'sufficient condition for the existence of', because one
case has been observed where (19) was true (and we also knew a priori that
coefficients for ( I ) did actually exist to realise H(z)), but the algorithm did
not retum these correct coefficients-see observation 2 in Section 5.

IEE Proc.-Vis. Image Signal Process., Vol. 150, No. 3, Juwe 2003 135
equivalent LPTV difference as in (1). Finally, order reduc- From (1 6), rank M = 4, and so from (1 9) H(z) will not have
tion and LPTV state-space to LPTV difference equation an exact second-order LPTV filter realisation, but from
transformation can now be carried out. Before the deriva- (18) and (22) we still obtain the following LPTV coeffi-
tion of (18) and (22), none of the above could have been cients for use in (1):
achieved. This will now be illustrated with some examples.
[a00 a10 a20 h o b2o]
4 Examples = [0.8466 4.1407 2.1174 -0.2190 -0.24281

Let the period N = 2 in all the following examples. [%I all a21 61' b211
Example 1: Obtaining the exact LPTV equivalent for a = [4.2983 6.1635 5.2848 -0.7440 -0.37441
MIMO system, H(z): Consider an arbitrary second-order (26)
MIMO structure H(z) as in (6) and (7). The problem is to
examine whether this MIMO filtering operation can be From (6) and (7), the LPTV coefficients in (26) are
more efficiently carried out using an LPTV filter structure equivalent to a MIMO H(z), which if calculated is (as
as in (1). So let H(z) be expected) not identical to H(z) in (25):

kOi,,(z)= 0.8446 + 1.084722-1 + O.7927zf2

= 1 + 9.2z-I
N~,(z) +
1.2zF2,NoI(z)= 6 . 4 ~ ~ ~' . O Z - ~
= 3 . 1 9 9 5 ~+
-
&'~I(z) ~ '0 . 3 9 3 0 ~ - ~
NI,(z) = 4.5 - 9.32-', N I I ( z ) = 4 + 1 . 8 ~ - 1- 6 . 4 ~(23)
~ ~
fiIo(z) = 5.5336 O.O788z-'
D(z) = 1 + 0 . 4 5 ~+~ 0' . 3 2 ~ ~ ~ - (27)
GII(z)= 4.2983 + 3.24782-' + 1 . 2 8 3 2 ~ - ~
From (16) we confirm that rank M = 2 , and so from (19) b(z) = 1 + 0 . 4 5 4 3 ~ +
~ '0 . 0 9 0 9 ~ ~ ~
H(z) may have an exact second-order LPTV filter realisa-
tion. So from (1 8) and (22) we obtain the following LPTV So can we now say that (26) in some way 'optimally
coefficients for (1): approximates' (25) via (27)? Tempting as this may appear,
no such claim should be made, and while for certain H ( z )
and particular inputs (usually narrowband) we have
observed that the LPTV filter implementation may be, to
varying degrees, 'close' (in the time-domain) to the
MIMO realisation, little confidence can be placed in
such an approach. We are currently investigating modifi-
cations to the algorithm to see if such a method can be
But since (19) is only necessary and not sufficient for (24) to developed.
realise (23), we need to check this result. So from (6) and (7) Example 3: Order reduction f o r an LPTVfilter: Consider a
the LPTV coefficiects in (24) are equivalent to a MIMO second-order LPTV filter as in (1) with the following
system we will call H(z),which if calculated turns out to be coefficients:
identical to H(z) in (23). So this confirms that (24) is indeed
the LPTV filter equivalent of H(z) in (23). [aoo ain a20 bio b20]
This result has other implications. Consider two LPTV
= [ 1 3.3260 1.7680 0.3580 0.39781
systems. From [6] the cascade structure in Fig. 2 has an
equivalent MIMO representation, H(z) =H2(z)H,(z) (with [a01 all a21 bll b211
+
H(z)=Hl(z) H2(z) for a parallel arrangement). Now = [3 4.5488 1.0976 0.3512 0.43901 (28)
knowing H(z)we can find a single equivalent LPTV differ-
ence equation. The important difference now is that we do Can we replace this second-order LPTV filter with a lower-
not need to apply (1 9)-it will always be true-as H(z) will order filter? From (6) and (7) we get the second-order
always have an exact LPTV difference equation realisation MIMO equivalent H(z), where:
via (l), when H(z) comes from a cascade or parallel structure
of LPTV filters-see the Appendix (Section 9.4) for a proof. N00(z) = 1 + 2 . 9 5 7 4 ~ -~ '0 . 7 7 6 2 ~ ~ ~
Example 2: Can we use this method to obtain the LPTV NO, (z) = 4 . 4 ~ -
~ 1' . 0 6 7 2 2 ~ ~
approximation for a MIMO system, H(z)? Repeat
example 1, where now we have for H(z) N,,(Z) = 4.9 - 1.1885zY' (29)
NI 1 (z) = 3 + 1.0723~-I- 0 . 4 3 6 6 ~ ~ ~
"(z) =1+ 22-I + 32-2, NO,(z)= 1 + 5z-I + 3z-2
D(z) = 1 0 . 9 6 2 6 ~ +
~ '0 . 1 7 4 6 ~ ~ ~
NI,(z) = 6 + 4z-I + 7zP2,N I l ( z ) = 5 + 72-I + S Z - ~
-
(25)
D(z) = 1 + 1 . 7 ~+~ 0' . 9 ~ ~ ~ Checking the zeros of the numerator and denominator
terms of H(z) in (29) shows a common factor of
lA - O.2425zp', which we can cancel out to give a new
H(z) with:

fioO(z)= 1 + 3.2z-1, fiOI(Z) = 4.42-I

fiIO(Z)= 4.9, GI (z) = 3 + 1.sz-l (30)
Fig. 2 Two LPTV filters in cascade-see example I and
Section 9.4 b(z) = 1 - 0 . 7 2 ~ ~ '

136 IEE Proc -VIS Imuge Signal Process, Vol 150, No 3, June 2003
 via (7)
!B MIMO structure H(z) in (6)
LPTV filter in (1)
4
via (18) and (22)

I arbitrary 1st-order coefficients

equivalence due to
cancellation of
different common factors
I 2nd-order 1 (1 +az-') each time between
numerators and denominator
in H(z)
I 2nd-order I F

Fig. 3 First- and second-order LPTVjilter equivalence

See discussion in Section 5

So, solving the first-order [Note 21 ?quivalent of (17) and It is well known [ 151 how to obtain the transfer matrix H(z)
(2 1) (i.e. configured for a first-order H(z) and not a second- from (32):
order MIMO structure to avoid the problem described in
Fig. 3 in Section 5), then rank M = 1, and we get the first- Noo(z)= 2 - 6 . 5 6 ~ -
~ '2.5zY2
order (see (1)) LPTV filter equivalent of (28):
N~,(Z)
= -10~-' - 16.72~~'
Nl0(z) = 2 + 0.222-', N l , ( z ) = -4 - 5 . 8 8 ~ -~ '4 . 7 6 ~ ~ ~
D(z) = 1 + 1.022-' + 0 . 3 5 ~ ~ ~ (34)

So from (1 8), (22) and (34) we get the coefficients for the
equivalent LPTV difference equation in (1):
Remembering that rank M = 1 satisfies only the necessary
condition for a first-order LPTV realisation to exist, [a00 a10 a20 bI0 b201
then from (6)Aand (7) we can confirm that (31) does
= [2 -174.4 57.5 -41 8.051
indeed realise If(.).
Example 4: From an LPTV state-space structure to the
[a01 all a21 bll b21 I
equivalent LPTV difference equation: Consider the follow- = [ -4 1.5565 0.5913 0.2217 0.04351 (35)
ing SISO LPTV state-space structure:

5 Discussion of results

From the previous theoretical results and the four examples

in the preceding two Sections, it is important to make a
where: number of observations and comments.
Observation 1: Referring to Fig. 3, consider a first-order
A(n) = A(n + 2), +
B(n) = B(n 2) LPTV filter as in (l), and via (7) generate the first-order
C(n) = C(n + 2) and D(n) = D(n + 2) equivalent MIMO H(z).If we now use H(z) in (1 8) and (22),
where these equations are configured for a second-order
LPTV filter in (l), then we get a set of second-order LPTV
A(0) =
-0.7 -0.2 coefficients for (l), and not the original first-order filter
(33) coefficients. However, once again via (7), this second-crder
C(O) = [-3 41, D(O) = 2 LPTV filter can be shown to produce a second-order H(z),
which will be identical (through pole/zero cancellation) to
A(l) =
[ -:.5 -0.9 the original H(z). This is intuitively what we would expect to
happen. Finally, the whole process can be repeated ad
C(1) = [ 1 11, D(1) = -4 infinitum (see Fig. 3) to generate a set of different second-
order LPTV filters which are all equivalent to the original
first-order LPTV filter.
Note 2: For example, (15) and (16) for a first-order LPTV filter now As an example, consider the following coefficients for a
become: first-order LPTV filter:

[ - b1, ,
01 0 -blo
0 ]M=O [a00 a10 a20 61, bzo] = [ 1 2 0 0.8 01
[a,, a,, a21 bl, b21] = [ 3 4 0 0.9 01
(36)
IEE Proc.-vis. Image Signal Process., Vol. 150, No. 3, June 2003 137
 LPTV filter in (1)
<
via (7)

via (18) and (22)

MIMO structure H(z) in (6)

I arbitrary 2nd-order coefficients

arbitrary 2nd-order coeffi 2 (nearly always) rank M s 2

rank Ms2 no equivalence

Fig. 4 How algorithm in Section 3 can occasionallyfail

See discussion in Section 5. Numbers represent the order of the sequence of events

From Fig. 3, this will produce the following first order filter, so there is no equivalence. One such rare exception
H(z): is for the coefficients below (albeit unstable, but this is
irrelevant):
No0(z)= 1 + 3.2~-,Nol(z) = 4 . 4 ~ ~
N~,(z)= 4.9,NiI(z) 3 + 1.8z-I [aoo a,, a2, b10 b2,1 = [ 1 2 3 4 51
zz (37)
[a,, ail a21 611 b21] = [ 6 7 8 9 101
D(z) = 1 - 0.72~-I
(40)
which in turn gives the following coefficients for a second-
order LPTV filter: Note also that Pain (22) is now unusually not full rank. Also,
. . A
note that here rank M = 2 (see (19)), but consistent with
[2oo a10 a20 gin 6201 [Note 11, rank M = 2 correctly implies the existence of
= [1 3.326 1.768 0.3580 0.39781 second-order LPTV coefficients for (1) that will exactly
realise H(z). However, in this case the algorithm does not
b o 1 4 1 221 4, 6211 actually return these coefficients of (40), but gives (via path
= [ 3 4.5488 1.0976 0.3512 0.43901 (38) 3 in Fig. 4) the following coefficients which do not realise
H(z),because some of the feedforward values are incorrect:
These are equivalent to a second-order MIMO system
H(z):
[ a o O a10 a20 b10 b2,1 = [-1 2 1 4 51
fio0(z) = 1 + 2.9574~-I - 0 . 7 7 6 2 ~ - ~ [a01 all Q21 b,, b,,] = [-I 7 1 9 101
&no,(z) = 4 . 4 ~ -
~ 1 . 0 6 7 2 ~ ~ ~ (41)
filO(z)= 4.9 - 1.1885z- (39) Strangely, just by changing the coefficient 10 in (40) to
GI (z) = 3 + 1 .O723zp1- 0 . 4 3 6 6 ~ ~ ~ 10.000 1, the algorithm performs correctly, re-generating
the original LPTV coefficients in (40) via path 2 in Fig. 4,
fi(z) = 1 - 0.9626~-I + 0.1746~- with Pa in (22) now full rank.
These cases are rare-in fact this was the only one
Finally, it is clear that k(z) = (1 - 0.2425z-)H(z), as observed after numerous simulations were performed. At
predicted via Fig. 3. The conclusion to be drawn from all present we do not have a theoretical explanation, and the
this is that when we use (18) and (22) we need to consider search for one is currently the purpose of ongoing research.
in advance (and adjust the equations of the algorithm
accordingly) the order of the equivalent LPTV filter that Observation 3: Finally, in the case of example 2 we
we wish to derive. Otherwise we will end up with a LPTV considered a stable MIMO H(z), and derived the coeffi-
filter that will model the MIMO structure H(z), but whose cients for an approximate LPTV equivalent filter in (1). It
order is too large. So, in this particular case, we should not is impossible to predict in advance of applying the
have used (18) and (20) (based on a second-order LPTV algorithm whether this approximate LPTV filter will be
filter), but their first-order equivalents [Note 21 and this stable or unstable, although in simulations it is usually
would then have returned the original LPTV coefficients of stable. While there does not appear any theoretical a priori
(36), but as first-order vectors. method to ensure stability, this is not a problem, as
example 2 was only included to show the limitations of
Observation 2: Referring to Fig. 4, let us suppose that we trying to approximate a MIMO system using the
have a second-order LPTV filter in (1) and we generate an proposed algorithm. Thus this approach is not recom-
equivalent second-order MIMO H(z) via (7)-see path 1. If mended and so stability in example 2 is not an issue,
we subsequently use (18) and (22) to return to a second- and we will not attempt a theoretical stability analysis.
order LPTV filter realisation (via path 2 in Fig. 4), we get
(as expected) the original second-order coefficients of (1).
However, through simulations, rare exceptions have been 6 Conclusions
observed where we do not return to the original coefficients
for (1) (see path 3), and this new LPTV filter also does not In a recent paper [6] a summary of many LPTV
have the same impulse responses as the original LPTV filter/system applications in communications was
138 IEE Proc.-Vis. Image Signal Process., Vol. 150, No. 3, June 2003
given, and all the interrelationships between the various 12 OROZCO-LUGO, A.G., and MCLERNON, D.C.: A blind signal
separation method for SDMA based on periodically time-varying
equivalent structures for an LPTV filter were derived. modulation. Proceedings of IEE Nat. Conf. on Antennas and propaga-
While other researchers [ 15, 161 have tackled the problem tion, University of York, UK, 3 1 March-1 April 1999, IEE Conf: Publ.
of obtaining the equivalent minimal LPTV state-space 461, pp. 182-186
13 ROVIRAS, D., LACAZE, B., and THOMAS, N.: Effects of discrete
representation when given the elements of the transfer LPTV on stationary signals. Proc. IEEE Int. Conf. on Acoustics,
function matrix H(z), one question has remained speech and signal processing, Orlando, USA, 13-17 May 2002,
pp. 1217-1220
unsolved-how to return from the MIMO structure H(z) 14 XIE, L.S., WANG, C., and ZHANG, S.: H, deconvolution of periodic
in (6) to the equivalent LPTV difference equation in (1). channels, Signal Process., 2000, 80, pp. 2365-2378
A solution has now been derived for any order of LPTV 15 LIN, C.-A., and KING, C-W.: Minimal periodic realisations of
transfer matrices, IEEE Trans. Autom. Control, 1993, 38,
filter with any period N, and a number of examples have pp. 4 6 2 4 6 6
been presented to show how this result may be applied in 16 COLANERI, P., and LONGHI, S.: The realisation problem for linear
practice. periodic systems, Automatica, 1995, 31, pp. 775-779
17 Proceedings of IEE Seminar on MIMO: communications systems from
In addition, this result will now allow both the simpli- concept to implementation, IEE, Savoy Place, London, 12 December
fication and the analysis of interconnections of various 2001, Publication no. 2001/175
LTI and LPTV structures (in communication systems)
within a consistent mathematical framework, where 9 Appendix
issues of complexity, sensitivity, etc. may now be dealt
with. The LTI structures may be represented as LPTV 9.1 Generalisation of solution in Section 3
systems with period N,but where the coefficients do not This is the generalisation of the solution presented in
alter. Even the LPTV structures can each also have Section 3 now for an LPTV filter of any order and any
different periods (say N I to NQ), and analysis can now period N . To simplify nomenclature, let P = M I = M2 in
be carried out ov,er the whole interconnection using period (l), and then expand the matrices in (4) as matrix poly-
N=N, where N is the lowest common multiple of nomials where we can show that [Note 31
{Ni}?= I .
Finally, future work will deal with the issues raised in -[-PI -[-PI
Section 5, as well as attempting to extend the results in this B(z) = 2 Biz-,
i=O A(z) = 1 Aiz-
i=O
paper for use in the analysis and representations of the
important emerging area of MIMO communication P
systems [ 171. NizP
H(z) = L
5
i=O
piz-

7 Acknowledgments
So the problem is, given { N } and { P I } for H(z) in (42),
The author would like to thank Dr D. Wilson for his help how do we find the matrices { A , } and { B , )that contain the
with the development of this paper. LPTV coefficients { a , } and {b,} in (1). So from (4) and
(42) we can write

8 References
1 JURY, E.I., and MULLIN, EJ.: A note on the operational
i=O
-[-PI

i=O 1
solution of linear difference equations, J1 Franklin Inst., 1958, 266, Equating powers of z- gives:
pp. 189-205
2 JURY, E.I., and MULLfN, EJ.: The analysis of sampled-data control
systems with a periodically time-varying sampling rate, IRE Trans.
Au!oni. Control, 1959, 4, pp. 15-21
3 FJALLBRANT, T.: Digital filters with a number of shift sequences in
each pulse repetition interval, IEEE Trans. Circuit Theory, 1970, 17,
pp. 4 5 2 4 5 5
4 McLERNON, D.C., and KING, R.A.: A multiple-shift, time-
varying, two-dimensional filter, IEEE Trans. Circuits Syst., 1990, 37,
pp. 120-1 27
5 McLERNON, D.C.: Finite wordlength effects in two-dimensional
multirate periodically time-varying filters, IEE Proc., Circuits Devices
Sy~t.,1997, 144, pp. 277-283
6 McLERNON, D.C.: One-dimensional linear periodically time-varying
structures: derivations, interrelationships and properties, IEE Proc., Vis.
Image Signal Process., 1999, 146, pp. 245-252
7 RATCHANEEKORN, T., and BOSE, T.: Stability of 2-D periodic
state-space filters. Proceedings of IEEE Int. Conf. on Acoustics,
speech and signal processing, Orlando, USA, 13-17 May 2002,
pp. 3549-3552
8 McLERNON, D.C.: Properties for the state-transition matrix (44)
of a LPTV two-dimensional filter, Electron. Lett., 2002, 38,
9
pp. 1748-1750
GELLI, G., PAURA, L., and TULINO, A.M.: Cyclostationarity-based
+
This represents K = 1 P - [-PI equations in (1 - [-PI)
filtering for narrowband interference suppression in direct-sequence unknowns. Note that if K is even (as in Section 3 ) we can
spread spectrum systems, IEEE 1 Sel. Areas Conimun., 1998, 16, split (44) into two complementary (disjoint) sets of K/2
pp. 1747-1755 equations each. In the case where K is odd, (44) can be split
10 GELLI, G., and VERDE, E: Blind LPTV joint equalisation
and interference suppression. Proceedings of IEEE Int. Conf on Acous- +
into two sets of ( K 1)/2 equations, with each set having
tics, speech and signal processing, Istanbul, Turkey, 5-9 June 2000,
pp. 2753-2756 Note 3: Let X=mN+n, O s n s N - 1, where X , m, n and N are all
11 OROZCO-LUGO, A.G., and McLERNON, D.C.: Blind
equalisation via periodically time-varying filtering at the transmitter. integers, with Nand n non-negative. Then we can define [XI= m (i.e. based
Proceedings of IEE Colloq. on Digital filters: an enabling technology, on modulo-N arithmetic). So, for example, if X = P = 2 and N = 2
IEE, Savoy Place, London, 20 April 1998, IEE Collog. Dig. 1998/252, ( X = m N + n j-2 =(-1)2 +
0 j[-2]= -I), then -[-PI = -[-2] =
pp. 11/1-11/6 -(--I)= I , whichfrom(42)impliesBo,BI (andAo,Al)asin(9)and(10).

IEE Plot.-Vis. h u g e Signul Process., 61. 150, No. 3 . .June 2003 139
one equation in common. Without loss of generality, where the NP x 1 column vector b = [b10b20...bP0
assume that K is even, and then we obtain Pb is an (N2K/2)x NP
API = B P 2
matrix, bl is an N2K/2 colwnn vector and 6
is the pseudo-
=+ BM = 0 for M = [P2P;'P3- P4] inverse of p b . Both p b and b are formed from the appropriate
A P 3 = BP4 rows of M = [P2P11P3-P4].Now using the elements of b in
(45) (47) to reconstruct B, then from (31) we get A(Pl P3)= +
with:
+
B(P2 P,), which can be re-structured to give another set of
over-determined linear equations and an appropriate solution
P,a = a, + a = P,+a, (48)
where the N(P+ 1) x 1 column vector a = [ a o o a l o ~ ~ ~
-POI PI1 P21 P3I ... PKI2-11 - a p O a O l a l 1 "'ap1 ...aO,N- la 1 ,N- 1 . . . u ~ N - 1 l T , P, is an
0 POz PIz P2I " ' PKl2-2' (N2K/2)x N(P+ 1) matrix formed from the rows of
(PI+P3),and al is an N2K/2 x 1 column vector formed
PI = 0 0 Pol &I ... PK/2-3I
+
from B(P2 P4).Finally, following similar arguments as in
Section 3, then from (45) the generalisation of (19) gives
rank M 5 {minimum dimension of M } - N (49)
- 0 0 ." P(K/2+[-P]-I)z-
- which is a necessary condition for (1) to exactly realise an
- N o NI N 2 N 3 ... NK/2- 1 arbitrary MIMO system H(z). This generalisation of (19)
0 No NI N 2 '.. NK/2-2 follows from the fact that the N rows of B in (45), which are
the left eigenvectors ofMcorresponding to zero eigenvalues,
P 2 =
0 0 No NI ... NK/2-3
are linearly independent. The proof of the linear indepen-
. . . . . dence of the eigenvectors will not be formally given here. It
follows directly from the imposed structure of B and is
- 0 0 '.' N(K/2+[-P]-l)- obvious from the examples in Table 1, given the relative
positions of the ones and the zeros in the rows of B.
- PK/2I PK/2+ I 1 PK/2+21

PK/2-11 PK/21 BK/2+IJ 9.2 An alternative derivation of (12) or (43)

PKl2-2' P K / 2 - 11 PK/2' It is instructive to note that (12) can also be obtained by a
p3= block realisation of an LPTV filter. Consider the particular
case of second-order, N = 2 in (1)-but this is easily
generalised for (43). Using (1)-(3) we can write
- P(K/2+[-P])' fi(K/2+[-P]+I)' P(K/2+[-P]+2)'
1 0 0 0 0 0
bK/2+3' ' " -
PK/2+2J ... 0 -41 1
-b20 -blo 1 0 0 0
PK/2+1' ... 0
0 -b21 -hi1 1 0 0 ...
0 0 -b20 -blo 1 0
P(K/2+[-Pl+3)J ' .. PPI-

NK/2+3 ' ' ' 0 -

NK/2+2 . .. 0
NK/2+l

NK/2+[-P]+3
' ' '

' ' ' NP

0

-
(46)

=+ [i;: . .I[i;]
0

o:
0

[:,.: .I[;]
+
where K = 1 P - [-PI, A and B are N x N( 1 - [-PI)
and Piis N(l - [-PI) x (NK/2). 0 0
Now since B in (45) is a matrix of not only the time-
varying feedback coefficients { bv} in (l), but also contains
some constant elements (i.e. ones and zeros-see (15)),
then we can re-structure (45) to get a set of over-
= lo
determined linear equations, as in Section 3:
Pbb = b, jb = Pbfb, (47) +BOYn =A&, +A,Xn-, -BIYnpl (50)
140 IEE Proc-Vis. Image Signal Process., Vol. 150, No. 3, June 2003
Table 1: Illustration of the linear independence of the rows of B in BM=O in (45) (i.e. left eigenvectors of M
corresponding to zero eigenvalues) for different orders of LPTV filter and different periods, N
First-order i n (1) Second-order in (1) Third-order i n (1)

N=2:B=[-b1, :: IO:-
'=[-bl1
1 0
1
-40 -blo
-q, -b21
0
0
-401
0

where Ao, A I , Bo and B1 are defined in (9) and (lo),

U, = bo(n) yl(n>lTand Xn = [xo(n) xl(n)lT. Using the defi-
nitions in (5), take the z-transform of (50); after rearran-
ging this gives

Y (z) = H(z)X(z)
H(z) = (Bo +B,z-')-'(A, +A,z-')
-
-
N, + N,z-' + N2z-2
2 (51)
Biz-'
i=O

from which we finally obtain (12). (55)

z(n - 1) =
9.3 Why use PL and P t in (47) and (48)?
Consider Pbb = bl in (47), with the following discussion,
e(n - l)[a(n - l)x(n - 1) + b(n - l)x(n - 2)]
where appropriate, also applying to (48). This represents an +c(n - l)b(n - 1) - f ( n - l)y(n - 2)1
over-determined set of linear equations, and from simulations
we have observed three conditions that can and do occur.
+
e(n - 1) c(n - l)d(n - 1)
(56)

Finally, substitute (55) and (56) into (53), which after

Condition I : Consistent set of equations with unique re-arranging gives
solution. P b is h l l rank and rank[Pb] =rank[Phlbl].
Choose unique solution. This corresponds to examples 1,
3 and 4 in Section 4.
Condition 2: Consistent set of equations with infinite where
number of solutions. Pb is not full rank and
rank[Ph] = rank[Pblbl]. Choose minimum-norm solution.
This corresponds to a rare case observed in simulations
but not included within section 4.
Condition 3: Inconsistent set of equations with unique least-
squares solutions. P b is full rank and rank[Pb] < rank[Pblbl]. +
x [b(n)d(n) a(n - l)e(n - l)]
I
Choose unique least-squares solution. This corresponds to
example 2 in Section 4.
To accommodate the above three scenarios, we use the
pseudo-inverse and write b =Pgbl . Finally, from simula-
tions it appears that Pa is rarely rank deficient-see
observation 2 in Section 5.
-c(n - llf(n - l)[c(n)d(n) e(n)l+
9.4 All cascade and parallel structures of LPTV
b,(n) = +
c(n - l ) d ( n - 1) e(n - 1)
filters can be realised by a single LPTV filter So Fig. 2 is equivalent to the second-order LPTV differ-
This claim was made in example 1 of Section 4 to explain ence equation in (57) and (58). While the above is a proof
why (1 9) (or (49) in general) will always be true for cascade for two first-order filters in cascade, due to lack of space a
or parallel structures. So consider the cascade structure of formal proof for higher-order filters will not be given, but it
two first-order LPTVs in Fig. 2, where each filter has is clear how this approach may be easily generalised.
coefficients with period N . For simplicity, use different Finally, a parallel structure can also be analysed in a
nomenclature for the coefficients, and so we can write: broadly similar manner.
So from [6] and Fig. 2, H(z) = H2(z)Hl(z), and thus we do
) u(H)x(.)
~ ( 8= + b(n)x(n - 1) + -
C(TZ)Z(~ 1) (52)
not need to apply the rank test in (49) to H(z) for cascade (or
parallel structures), because we now know that a single LPTV
+
y(n) = d(n)z(n) e(n)z(n - I ) +f(n)y(n - 1) (53) filter can always realise H(z), and so (49) is always true.

IEE Proc.-Vis. Image Signal Process., Vol. IXJ, No. 3, June 2003 141