How non-zero initial conditions affect the minimality of linear discrete-time systems

Abstract

From the state-space approach to linear systems, promoted by Kalman, we learned that minimality is equivalent with reachability together with observability. Our past research on optimal reduced-order LQG controller synthesis revealed that if the initial conditions are non-zero, minimality is no longer equivalent with reachability together with observability. In the behavioural approach to linear systems promoted by Willems, that consider systems as exclusion laws, minimality is equivalent with observability. This article describes and explains in detail these apparently fundamental differences. Out of the discussion, the system properties weak reachability or excitability, and the dual property weak observability emerge. Weak reachability is weaker than reachability and becomes identical only if the initial conditions are empty or zero. Weak reachability together with observability is equivalent with minimality. Taking the behavioural systems point of view, minimality becomes equivalent with observability when the linear system is time invariant. This article also reveals the precise influence of a possibly stochastic initial state on the dimension of a minimal realisation. The issues raised in this article become especially apparent if linear time-varying systems (controllers) with time-varying dimensions are considered. Systems with time-varying dimensions play a major role in the realisation theory of computer algorithms. Moreover, they provide minimal realisations with smaller dimensions. Therefore, the results of this article are of practical importance for the minimal realisation of discrete-time (digital) controllers and computer algorithms with non-zero initial conditions. Theoretically, the results of this article generalise the minimality property to linear systems with time-varying dimensions and non-zero initial conditions.