Algebraic and Geotnetric Methodsin Nonlinear Control Theory

Algebraic and Geometric Methods in
Nonlinear Control Theory
Mathematics and Its Applications
Managing Editor:
M . HAZEWINKEL
Centre for Mathematics and Computer Science. Amsterdam. The Netherlands
Editorial Board:
F. CALOGERO, Universita deg/i Studi di Roma. Italy
Yu . I. MANIN. St~klov Institute of Mathematics. Moscow. U.S.S.R.
A. H. G. RINNOOY KAN. Erasmus University. Rotterdam. The Netherlands
G.-c. ROTA . M.I. T ..Cambridge. Mass . U.S.A .
Algebraic and Geotnetric

Methodsin
edited by
M. Fliess
Laboratoire des Signaux et Systemes,
CNRS - Ecole Sup~rieure d' Electricit~,
Gif-sur-Yvette, France
and
M. Hazewinkel
Centre for Mathematics and Computer Science,
Amsterdam, The Netherlands
D. Reidel Publishing Company
...
A MEMBER OF THE KLUWER ACADEMIC PUBLISHERS GROUP "
Dordrecht / Boston / Lancaster / Tokyo
library of Congress Cataloging in Publication Data
Algebraic and geometric methods in nonlinear control theory.

(Mathematics and its applications)
Includes index.
1. Control theory. 2. Nonlino;:ar theories. I. Fliess, M. (Michel),
1945. II. Hazewinkel, Michie!. III. Series: Mathematics and its
applications (D. Reidel Publishing Company)
1985
629.8'312
86-13073
QA402.3.A4534
ISBN-13: 978-94-010-8593-9
e-ISBN-13: 978-94-009-4706-1
DOl: 10.1 007/978-94-009-4706-1
Published by D. Reidel Publishing Company

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All Rights Reserved

1986 by D. Reidel Publishing Company, Dordrecht, Holland
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SERIES EDITOR'S PREFACE
It isn't that they can't see the solution. It is
Approach your problems from the right end

and begin with the answers. Then one day,
perhaps you will find the final question.
that they can't see the problem.

G.K. Chesterton. The Scandal of Father
Brown 'The point"of a Pin'.
'The Hermit Clad in Crane Feathers' in R.

van GuIik's The Chinese Maze Murders.
Growing specialization and diversification have brought a host of monographs and

textbooks on increasingly specialized topics. However, the "tree" of knowledge of
mathematics and related fields does not grow only by putting forth new branches. It
also happens, quite often in fact, that branches which were thought to be completely
disparate are suddenly seen to be related.
Further, the kind and level of sophistication of mathematics applied in various
sciences has changed drastically in recent years: measure theory is used (nontrivially) in regional and theoretical economics; algebraic geometry interacts with
physics; ihe Minkowsky lemma, coding theory and the structure of water meet one
another in packing and covering theory; quantum fields, crystal defects and
mathematical programming profit from homotopy theory; Lie algebras are relevant
to filtering; and prediction and electrical engineering can use Stein spaces. And in
addition to this there are such new emerging subdisciplines as "experimental
mathematics", "CFD", "completely integrable systems", "chaos, synergetics and
large-scale order", which are almost impossible to fit into the existing classification
schemes. They draw upon widely different sections of mathematics. This programme, Mathematics and Its Applications, is devoted to new emerging
(sub)disciplines and to such (new) interrelations as exempla gratia:
- a central concept which plays an important role in several different mathematical
and/ or scientific specialized areas;
- new applications of the results and ideas from one area of scientific endeavour
into another;
- influences which the results, problems and concepts of one field of enquiry have
and have had on the development of another.
The Mathematics and Its Applications programme tries to make available a careful
selection of books which fit the philosophy outlined above. With such books, which
are stimulating rather than definitive, intriguing rather than encyclopaedic, we hope
to contribute something towards better communication among the practitioners in
diversified fields.
v
vi
SERIES EDITOR'S PREFACE
System and control theory is a branch of applicable mathematics which studies

dynamic phenomena with both the ideas of external forces and partialobservations-only explicitly incorporated. That immediately totally changes many
of the questions one is naturally led to ask. It also generates new and different
mathematical problems to study and solve. This is already abundantly clear in the
deceptively simple looking case of linear systems x=Ax + Bu, y = ex, and becomes
even more evident for nonlinear ones x = f (x, u), y = h (x). Linear systems are comfortable. A great deal is known and rewards/ outputs are proportional to
efforts/inputs. Eminently fair. The world, however, is nonlinear. This complicates
things and may seem daunting. The well-prepared engineer and mathematician,
however, rejoices in this fact and makes it work to his advantage. This book will
help.
The unreasonable effectiveness of mathematics in science ...
Eugene Wigner
Well, if you know of a better 'ole, go to it.
As long as algebra and geometry proceeded

along separate paths, their advance was slow
and their applications limited.
But when these sciences joined company
they drew from each other fresh vitality and
thenceforward marched on at a rapid pace
towards perfection.
Bruce Bairnsfather
Joseph Louis Lagrange.
What is now proved was once only imagined.
William Blake
Bussum, May 1986
Michiel Hazewinkel
TABLE OF CONTENTS
Series Editor's Preface
xi
Preface
CONTROLLABILITY, OBSERVABILITY, REALIZATION

AND OTHER STRUCTURAL PROPERTIES
B. JAKUBCZYK / Realization Theory for Nonlinear Systems;
Three Approaches
C. REUTENAUER / The Local Realization of Generating

Series of Finite Lie Rank
33
Z. BARTOSIEWICZ / Realizations of polynomial Systems
45
P. E. CROUCH and C. I. BYRNES / Symmetries and Local

Controllability
55
A. J. KRENER / The Intrinsic Geometry of Dynamic

Observations
77
H. KELLER and H. FRITZ / Design of Nonlinear

Observers by a Two-Step-Transformation
89
FEEDBACK SYNTHESIS AND LINEARIZATION

TECHNIQUES
H. NIJMEIJER / On the Input-Output Decoupling of
Nonlinear Systems
101
A. ISIDORI / Control of Nonlinear Systems Via

Dynamic State-Feedback
121
M. D. DI BENEDETTO / A Classification of Nonlinear

Systems Based on the Invariant Subdistribution
Algorithm
147
C. I. BYRNES and A. ISIDORI / Asymptotic Expansions,

Root-Loci and the Global Stability of
Nonlinear Feedback Systems
159
D. CLAUDE / Everything You Always Wanted to Know

About Linearization
181
viii
TABLE OF CONTENTS
T. J. TARN, D. CHENG, and A. ISIDORI / Feedback

Linearization and Simultaneous Output Block
Decoupling of Nonlinear Systems
227
w.
M. BOOTHBY / Global Feedback Linearizability of

Locally Linearizable Systems
243
w.
RESPONDEK / Global Aspects of Linearization,

Equivalence to Polynomial Forms and
Decomposition of Nonlinear Control Systems
257
W. J. RUGH / The Extended-Linearization Approach for

Nonlinear Systems Problems
285
C. REBOULET, P. MOUYON, and C. CHAMPETIER / About the

Local Linearization of Nonlinear Systems
311
OPTIMAL CONTROL
H. J. SUSSMANN / Envelopes, Conjugate Points, and
Optimal Bang-Bang Extremals
325
I. A. K. KUPKA / Geometry of the Optimal Control
347
M. FLIESS and F. LAMNABHI-LAGARRIGUE / Volterra Series

and Optimal Control
371
A. J. VAN DER SCHAFT / Optimal Control and

Hamiltonian Input-Output Systems
389
DISCRETE-TIME SYSTEMS
S. MONACO and D. NORMAND-CYROT / Nonlinear Systems in
Discrete Time
411
J. W. GRIZZLE / Local Input-Output Decoupling of

Discrete Time Nonlinear Systems
431
E. D. SONTAG / Orbit Theorems and Sampling
441
VARIOUS OTHER THEORETICAL ASPECTS

A. M. BLOCH and C. I. BYRNES / An Infinite Dimensional
Variational Problem Arising in Estimation
Theory
487
R. SCHOTT / Iterated Stochastic Integrals in

499
C. HESPEL and G. JACOB / Approximation of Nonlinear

Systems by Bilinear Ones
511
TABLE OF CONTENTS
ix
APPLICATIONS
R. MARINO / Feedback Linearization Techniques in
Robotics and Power Systems
523
B. D'ANDREA and J. LEVINE / C.A.D. for Nonlinear

Systems Decoupling, Perturbations Rejection
and Feedback Linearization with Applications
to the Dynamic Control of a Robot Arm
545
S. MONACO and S. STORNELLI / A Nonlinear Feedback

Control Law for Attitude Control
573
DADUGINETO / Identification of Different Discrete

Models of Continuous Non-linear Systems.
Application to Two Industrial Pilot Plants
597
S. BELGHITH, F. LAMNABHI-LAGARRIGUE, and M.-M. ROSSET /

Bang-Bang Solutions for a Class of Problems
Arising in Thermal Control
623
INDEX
633
A purely linear world would be a sad place to live in.
PREFACE
A dynamical system, in the sense that the word is used in mathematical system and
control theory, is something like
xf(x,u),
= h(x),
(1)
i. e. we have a time evolution recipe for a quant~ty x which depends on additional

parameters u which can be used as inputs or controls and, in addition, the basic
quantity x is not directly observable: the only directly accessible quantities for
observations or measurements are certain derived numbers y=h(x). Intuitively x is
high dimensional and u and y live in fairly low dimensional spaces. Thus the concept
incorporates both the ideas of a possible presence of external forces and the idea of
observers.
Of course, there are a million variations on the evolution recipe encoded by (1):
equations in discrete time instead of continuous time, there can be delays, there can
be additional stochastic aspects such as noise and disturbances, etc.
The workhorse of applied system theory is no doubt the linear system
x = Ax + Bu. y = Cx.
(2)
A lot is known about systems like (2) and they are immensely useful in many
applications, i.e. modeling situations. Morever, to a first approximation around a
reference trajectory, every system is linearizable if explicit time dependence of the
matrices A, Band C is allowed.
It is however, also totally clear that the study of linear systems alone is by no
means enough. First there is, of course, the fact that in many situations there is not
(and cannot be) a well-determined reference trajectory. More important in the long
run, even from the applications standpoint alone, is the observation that the purely
linear world is a sad one and an expensive one. The (feedback) controls needed to do
all kinds of things tend to be massive; there is a depressing, yes, linearity about it
which precludes using something like pressure-point control, where use is made of,
say, the bifurcation points of the parametrized family x = f(x, u), to steer things with
very small (changes in the) u. (Not that this is, at the moment, a workable,
implemented technique.) To appreciate what we are hinting at it might be good to
reflect that if electronics was purely linear, i.e. if it consisted basically of Ohm's law,
we would have no fun with transistors, television, memory cells, etc.; in fact you
would not be reading these lines.
xi
xii
PREFACE
Nor is there mathematically a reason to stay away from nQnlinear systems. Many,
and very powerful, techniques have been developed and much can be said and done.
That one also needs varied and powerful parts of mathematics to deal competently
with nonlinear systems is, to our minds, an added inducement. Analysis, geometry
and algebra in their various aspects are all sorely needed, testifying to the vigour of
the subject.
This book can probably not be used as an introduction to the world of nonlinear
control systems, even though there are many survey-type contributions. For that the
reader is advised to consult, for example, W. J. Rugh, Nonlinear System Theory,
Johns Hopkins Univ. Pr., 1981; H. J. Sussmann, Lie Brackets, Real Analyticity and
Geometric Control, In: R. W. Brockett et al. (eds.), Differential Geometric Control
Theory, Birkhauser, 1983, pp. 1-116; M. Fliess, M. Lamnabhi, F. LamnabhiLagarrique, An Algebraic Approach to Nonlinear Functional Expansions, IEEE
Trans. CS 30 (1983), 554-570, A. Isidori, Nonlinear Control Systems: An
Introduction, LN Control Inf. Sci. Vol. 72, Springer, 1985. The present book is
instead a fairly comprehensive survey of the present state-of-the-art of substantial
parts of nonlinear system theory. It cettainly does not cover all aspects of nonlinear
system theory; that would be totally impossible in a volume this size. The core topics
are present in the form of both surveys and newer contributions, but many other
aspects are barely treated: large systems are not really covered, there is but little
about stochastics, identification problems are ignored by and large, etc. Much
remains and much is present, as a glance at the table of contents will show.
The book also constitutes the proceedings of a conference held in Paris in June
1985, organized with support from the Centre National de la Recherche Scientifique
and from the Laboratoire des Signaux et Systemes, SUPELEC, in Gif-sur-Yvette.
The world is nonlinear and mathematics now seems prepared to start taking
advantage of the fact. We hope and expect that this book will contribute to these
developments.
Amsterdam and Paris, April 1986
Michel Fliess
Michiel Hazewinkel
Controllability, Observability,
Realization and
other Structural Properties
REALIZATION THEORY FOR NONLINEAR SYSTEMS; THREE APPROACHES

Bronislaw Jakubczyk
INTRODUCTION
The aim of this paper is to give a short presentation of
three approaches that exist in the nonlinear realization
theory of continuous-time systems. They differ from each
other in the way of describing the input-output behaviour
of the system. The first describes this behaviour by a
general causal operator mapping input signals to output
signals. We will call this approach general and start the
exposition with it. The second approach uses a formal power
series in noncommuting variables as the input-output description of the system. For any specific regular input the
series turns to a converging series giving the value of the
output. This approach assumes analyticity of the system.
The third approach describes the input-output behaviour
by a Volterra series and, in general, also assumes analyticity. The theory is mainly developed for finite Volterra
series.
The three approaches will be presented in Chapters 1,2,
3, respectively. They were originated in the papers Jakubczyk [25]
(cf. also [24]) the first, Fliess [14] the second (see also
[12],[13],[27]), and Isidori, Ruberti [23], Brockett [3],
Crouch [6] the third. The background for them was prepared
in the earlier papers of Sussmann [41]-[44] who solved the
uniqueness problem and identified minimality.
In the paper we put the main emphasis on the existence
problem and constructions of realizations from the input-output map (or i . o . series). The existence problem seems~
already, fairly well understood. In ~ll the three approaches
the existence conditions are simple and can be split into a
regularity condition (analyticity or smoothness) and a rank
condition which is responsible for the finite dimensionality
of the realization. In the formal power series and Volterra
series approaches the regularity condition takes the form
of a growth condition on the coefficients (Volterra kernels)
of the series. To have the existence of global realizations
one has, in general, to impose an additional condition of
extendability. This is directly related to the property of
ordinary differential equations which can be solved equally
well for positive and negative times.
Our second aim is to show the interconnections of the
3
M. Fliess and M. Hauwinkel (eds.), Algebraic and GeOlrU!tric Methods in Nonlinear Control Theory, 3-31.
1986 by D. Reidel Publishing Company.
B. JAKUBCZYK
three approaches. In particular, we show that the general

and formal power series approaches are to much extend equivalent, at least in the analytic case (Chapter 2.3). We also
show thatthe three ranks used in these approaches are
equivalent in the cornmon domain of definition. A part of the
results stated in this paper are new results of the author.
Most of their proofs will appear in (31].
Unfortunately, we have no place for stating the recent
results on Hamiltonian realization theory for nonlinear
systems [39], [7]-[9], [30], [32], where the techniques of all the
three approaches are involved.
We describe the Sussmann's uniqueness and minimality
results very briefly (Section 1.3) as they are widely known.
Our presentation leaves apart some interesting classes of
nonlinear realizations like bilinear realizations (cf. [10],
[4],[12] and the monograph [38]) and polynomial realizations
(cf. Bartosiewicz's contribution in this volume and [1]). We
do not touch the realization problem for discrete-time systems (cf. [40],[26]) which is worse understood, in general.
1. GENERAL APPROACH
1.1. Formulation of the problem
Let \1 and Y be sets and let U ,Y be families of functions [O,T)-+\1 and [O,T)-+Y, respectively, where
< T < 00 is fixed. For the aim of this chapter the family
U. will be assumed to consist of all piecewise constant

functions (left continuous in the discrete topology of \1).
Enlarging the class of inputs does not change much the problem (cf. [25],[29]). We take the family Vequal to the
class of all functions [O,T) -+ Y.
Let F be any operator
F:U-+V
We recall that
is called causal (strictly causal)
if
ul [O,t] = VI [O,t]
(respectively ul [O,t) = VI [O,t
implies
that
(Fu) (t) = (Fv) (t)
for any u,v E U and t E [O,T) ,
where ~II denotes the restriction of the function ~ to
the interval I.
If F is causal (strictly causal), then it has a well
defined value
(Fu)(t) E Y depending only on a =ul [O,t]
(on
a = u[O,t)'
respectively) which wedenote
<F, a" = (Fu) (t)
REALIZATION THEORY FOR NONLINEAR SYSTEMS
A causal (strictly causal) operator can be equivalently

described in the following way. Let S denote the set of
restrictions of functions in U
to finite, right-open intervals
S = {ala = ul[o,t)' uEU, O~t<T}
(the "function" with empty domain, when
t = 0,
is denoted
bye). Let S denote the set of corresponding restrictions

to right-closed intervals. Then a causal (strictly causal)
F: 1L + V
defines a function P: S + Y (respectively
P: S + Y)
given by
P(a) = <F,a>.
Vice versa, any map P: S + Y (P: S + y)
defines a unique
causal (strictly causal) operator by
(Fu) (t) = P(ul [O,t])
(respectively, P(ul [O,t)
In our problem the sets nand Y will play the role
of the input and output spaces. The functions u E 11 and
y E Y will be called input and output signals or simply inputs and outputs. The operator F will be called the input-output operator and the map
the response map.
Consider a system
f(x,u),
h(x,u),
x(O) = x o '
y(t) EY.
x(t) EX,
u(t) En,
Here the state space X Will be an open subset of Rn

local version of the problem) and a finite dimensional,
( 1. 1 )
(for
Hausdorff, differentiable manifold (or Rn) for the global

problem. The functions f: X x n + TX, h: X x n + Y will have
some (specified later) regularity. System (1.1) is called
the (global) realization of F if, for all u E 'U, the
equation (1.1) has a solution and
y (t)
(Fu) (t) ,
t E [0, T)
( 1 .2)
We shall also consider local realizations of E, then

equality (1:2) will be satisfied for small t
only.
The main problem that we consider in this paper is when,
for a given input-output operator F, there exists a system
(1.1) represented by the quadruple E = (X,f.h,x)
which is
a realization of , F. There are different versiogs of it,
depending on what restrictions on the class of X and the
structure of f and h we make and how universal is the
B. JAKUBCZYK
coincidence of F and the input-output map defined by (1.2).

Note, that system (1.1) defines a causal operator u-+y
(under mild assumptions on f)
and a strictly causal
operator, if h does not depend on u.
We call the realization E of class Cr ,
(r=1 ,2, . ,00
r
or w)
if X is a C
manifold and the functions
h( ,u)
and <1>(, ,u)
are of class C r
for any uEn,
where (t,x,u)
is the local flow of f( ,u)
(i.e.
(t,x,u) = z(t), where z is the solution of
= f(z,u),
z(o) = x ). Here and further w stands for (real) analytic.
m
If n cR , then E is called the realization jointly of
class Cr when h(x,u)
and (t,x,u)
are of class Cr
with respect to all variables.

1.2. Existence of realizations
For the simplicity of exposition we shall take Y = R. The
simple extension to the multioutput case will be stated in
remarks.
For an input a = ul [O,t) E S (or a = ul [O,t] E S)
we
denote by
Ia I = t
its time of action. Elements a, b E S
can be multiplied (concatenated), when
lal+lbl <T and ab
denotes the function
(ab) (-r) =a (-r.)
for -r E [0, I a I)
and
(ab)(-r) = b(-r-Ial)
for -r E [lal,lal+lbl). In particular,
for T = 00, S forms a semigroup (monoid) with the identity
e, called semigroup of inputs. Also, if a E S, bE Sand
I a I + I b I < T ,. then ab E S.
The restricted piecewise constant inputs
denoted by
a ES
will be
a=(t 1 ,u 1 ) . (t k ,uk ), k~O, tiER+=[O,oo),

where
a(-r) = u.
i = 1, ,k and
are denoted by
for
lal = Tk
= 0, T. = t 1 + . +t.,
~
~
Similarly, the elements a E S
-r E [T. 1,T.),
~-
a = ( t 1 ' u 1) (t k , uk) uk + 1
where, additionally, a(T k ) = u k + 1
Let F: U -+ V
be a causal operator. We shall say that
the operator F is of class Cr
if the maps
(t 1 ,,tk ) -+<F,(t"u 1 )(tk ,uk ) u k + 1 >
are of class Cr
on E~ for any!:! = (u 1 , ,uk + 1 ),
(1.3)
k~O,
k = {~ER+
k\ t + ... +t <T},
u i Erl, where ET
!: = (t 1 ,.,t k )
k
1
Let rl be a subset of Rm. The F will be called jointly
of class Cr if the maps
(1 4)
Cr
Ek x rlk+1 for any k > o. Here a funcT

tion on a subset of Rn is meant of class Cr
if it has a
Cr extension to an open subset of Rn.
are of class
on
We shall use the standard notation

k matrix. Define a rank of F by
rank F =
sup
~,!,~
rank
where a = (t 1 ,u 1 ) .. (tk,u k )
all k > 1 and all sequences
-
"'k
d <
{~
{c ij }i,j=1
for a
F,ab.> }k. '-1'

J 1,J-
and the supremum is taken over

~ E rlk, t E R~ and
b = (b 1 ' ... , b k ) E S
such that \ a \ + \ b j \ < T.
Theorem 1.1. [31]. Let rl be a compact subset of Rm. The
causal operator F has a jointly analytic realization iff
F is jointly analytic and rank F is finite.
In the special case of finite rl this result was
shown in CelIe, Gauthier, Milani [5], cf. also the
contribution in this volume of these authors and Bornard.
For noncompact rl a jointly analytic F with finite
rank may not have a realization, as it is in the case of
F defined by the following system [20]
jt
= (x+u)
-1
x(O) = 0,
y = x,
u(t) E (0,"').
( 1 5)
In this system, whatever X=(-e,"')

is chosen for the state
space of a realization, with e: > 0, the right hand side of
the differential equation is not defined for u=e/2, x=-e:/2.
To avoid this kind of phenomenon we introduce the following
assumption.
Assume that T="'. A causal, analytic (jointly analytic)
operator F is globally analytically extendable (resp.
globally jOintly analytically extendable) iff the maps (1.3)
(resp. (1.4 have analytic extensions to Rk (resp. to
Rk x rl k + 1 ). We call a realization E complete, if the vector fields f ( , u), u E rl, are complete.
Theorem 1.2. [25 J. Let T="'. The causal operator F has an
B. JAKUBCZYK
analytic (jointly analytic), complete realization iff F

is analytic, g.a. extendable (resp. jointly analytic, g.j.a.
extendable) and rank F is finite.
The requirements of T=oo and of the global extendability
of F are not necessary for the existence of noncomplete
realizations. To formulate an adequate local extendability
condition let us consider the system
}{ = ux 2 ,
x (0) = 1,
Y = x,
u ( t) E (- 00 , 0) .
(1. 6)
rhe solution x(t)=(1-tu)-1

(for u=const)
escapes to infinity for t -+ U -1 < 0. On the other hand, the solution is
well defined for any positive time and any piecewise constant input, so the system defines a causal, jointly analytic operator F.
We shall say that a causal, analytic (jOintly analytic)
operator F is locally analytically (locally jOintly
analytically) extendable if there exist a function
p: n -+ (0,00)
such that each map (1.3) (respectively (1.4
has an analytic extension to the set of t E Rk (respectively, of
(.!:,~) E Rk x nk+1) satisfying the condition
I t 1 I p (u 1 ) + . + I tk I P (uk)
<
1.
( 1 .7)
In the case of system (1.6) the F is locally j.a. extendable with the function p(u)=-4u
More generally, if F has a jointly analytic realization on Rn , then F is locally j.a.extendable with the
function
p(u) = c- 1 supllf(x,u)ll,
where II II is the Euclidean norm in Rn , the supremum is
taken over a compact neighborhood K of Xo and C is the
distance between x
and Rn " K. The same is true if F
o
has a local realization in the following sense.

the local realiWe shall call the system I=(X,f,h,x)
o
zation ot the operator F if X is an open subset of Rn
and there exists a function p: n -+ (0,00)
such that the
coincidence expressed in (1.2) is satisfied for all
u = a = (t 1 ,u 1 ) (t k ,u k )u k + 1 E Sand t E [0, lal] such
that inequality (1.7) is satisfied. If p is big then this
means that the realization is good for small times only.
Theorem 1.3. [28],[29]. The causal operator F has a local
analytic (jointly analytic) realization iff F is analytic
.REALIZATION THEORY FOR NONLINEAR SYSTEMS
(jointly analytic), locally a. extendable (resp. locally

j.a. extendable) and rank F is finite.
To state the most general existence theorem (within the
class of analytic systems) choose an input a E S and define
the shifted operator Fa by
Fa ,(U)
= F(au),
where au denotes the concatenation of a and u and u

denotes any piecewise constant function 10,T-1 al) -+- n.
Theorem 1.4. [31]. The causal operator F has an analytic
(jointly analytic) realization iff F is analytic (j.analytic), rank F is finite and Fa is locally a. extendable
(locally j. a. extendable) ' for any a E S.
In the nonanalytic case the existence problem is more
involved due to the difficulty of formulating the extension
assumption. A global result will be formulated in Theorem
1.9. Here we state a local theorem. In this case one can
construct a realization good only after a transient input
a E S, wi thout any extension assumption. The following theorem uses the minimal existence hypothesis.
Theorem 1.5. [29]. If the operator F is causal, of class
c r (jointly of class Cr ) and rank F is finite, then the
shifted operator Fa has a local realization of class Cr
(jointly of class Cr ),
for any input a E S at which the
supremum in the definition of rank F is attained.
Remark. The realizations in Theorems 1.1-1.5 are minimal in
the sense of Section 1.3, with dim X = ~ank F. This follows from the constructions.
Remark. Theorems 1.1-1.5 as well as further results hold for
the output space Y=R r ,
instead of Y=R.
In fact, one can
even consider an infinite number of the components of the
output, so the problem is to realize simultaneously a family of (scalar output) causal operators
output .functions
{Fa}=F
(then the
{hal
also form a family). In this case

r
the F is of class C
if the F
are of class Cr. The
rank of F is defined in the analogous way,
()
a.
rank F = sup rank {a-t < F J, ab . > }.

i
. -1 '
l.,J-
where the supremum is, additionally, taken over all possible

sequences al, ,a k The extendability conditions should
be imposed for all Fa, with the function p
independent
of a.
Recall that a manifold is called second countable if
10
B. JAKUBCZYK
it has a countable topological basis. In the noanalytic case

one can easily show that non second countable manifolds may
appear as the state spaces of our realizations. It was recently shown [51 that in the case of analytic F in Theorem 1.2 the minimal realization may be non second countable.
Theorem 1.6. The realizations in Theorems 1.1,1.2 and 1.4
are second countable, provided F is jOintly analytic or
n is countable.
This result follows from the constructions of realizations, which give minimal realizations, in fact. Then, the
state space X is the image of a countable family of analytic maps defined on a-compact spaces. Thus X is a-compact and so second countable.
In general, we have the following characterization of
the existence of second countable realizations.
Theorem 1.7. [31). Let the operator F in Theorems 1.2 and
1.4 be analytic and satisfy the extendability and rank conditions. Then F has a second countable realization iff
there exists a countable subset n' en with the following
property: for any a E S with values in n there exists
a' E S with values in n'
such that
<F,ab>
<F,a'b>
for all bES satisfying

lal+lbl<T.
We call the realization Euclidean if its state space
is an Euclidean space.
Yheorem1.8. If the operator
has a second countable realization of dimension n and class c r

(jointly of class Cr ),
then it has an E~clidean realization of class c r
(resp.
r
jointly of class C ) and dimension less then or equal to
2n.
The proof follows by applying the Whitney and Grauert
imbedding and extension theorems. In general, one loses the
minimality of realization whiie passing from a realization
on a manifold to an Euclidean realization.
To formulate a global result in the smooth case we define the following group. Consider the set of sequences
A = {( t 1 ~ u 1 ) . (t k ~ uk) I k ..::. 0 ,
tiE R,
Consider the equivalence relation in

identifications
(OiU) ,... e,
u i En}.
generated by the
11
where e is the empty sequence (with k=O). Define G as

the set of equivalence classes of this relation and let
[ ] denote the equivalence class. Then G is a group with
the idenitty [e], the product
[ (t 1 ; u 1) . (t k ; uk) ] [ ( T 1 ; v 1 ) . ( T P ; V p)] =
= [( t 1 ; u 1) . . (t k ; uk)
(T
1 ; v 1) . . ( T P ; V p) ]
and the inverse
Our semigroup S of piecewise constant inputs (when

is a subsemigroup of G if we identify
to>
o.
].-
T=oo)
( 1 8)
Basing on (1.8) we shall use the simplified left-hand side

notation for all the elements of G. The factors
(to,Uo)
1
1
with to < 0 are introduced in order to describe "backward
1
actions" of the input.

As described in Section 1.1 a strictly causal operator
F: U ~ l' can be alternatively described by the map (response map)
P: S ~R, where P(a) = <F,a>.
Let P be a map P: G ~ R. We say that p ' is of class
r
C
if the maps - (t 1 'k .. ,t k ) ~Pt1,u1) .. (tk,uk))
are of
r
class C
as maps R ~ R. Define
rank P
sup
~-,!,E.
a -
rank {at 1o- Pt1,u1) (tk,uk)bj)}i,j=1'
where the supremum is taken over all k ~ 1, ~ E. nk, t E Rk

and b E Gk
(cf. the definition of the rank of F). We call
P of class Cr
if F is of class Cr.
Theorem 1.9. [25]. Let T = 00. A strictly causal operator
F has a complete realization l: of class Cr , r ~ 1, iff
the map P: S ~ R is of class Cr and there exists an extension P: G ~ R of P which is of class Cr and rank P
is finite.
Let F be strictly causal. Define the following rank
of F which will be called normal rank
B. JAKUBCZYK
12
sup
~,!,,'
where
all
rank
a = (t 1 ,u 1 ) ... (tk,u k )
k > 1,
~ E ~k,
t E R~
lal + Ibjl + Ibjl <T.

Obviously, rankNF
~rank
{a~. <F,b. a b~>}~ . 1

1
1,J=
and the supremum is taken over

and
F.
,e.'
E Sk
such that
While the rank of
gives,
in general, the dimension of the minimal realization ~,

the normal rank gives the dimension of the Lie algebra of
vector fields generated by ~. It is also responsible for
the existence of realizations on Li-= groups, i.e. with X a
finite dimensional Lie group and f( ,u)
left invariant
vector fields on X (see Gauthier, Bornard [20]).
Theorem 1.10. [20]. Let T = 00. The strictly causal F has
an analytic realization on a Lie group, iff F is analytic,
rankNF is finite, and the corresponding response map P: S+R
has the analytic extension to the group G. Then the minimal
dim X is equal to rankNF.
The finiteness of the normal rank also guarantees the
existence of a global realization, without any extension assumption.
Theorem 1. 11. [20]. I f F is strictly causal, analytic and
rankNF
is finite, then there exists an analytic, second
countable realization of
F.
1.3. Minimality and uniqueness

The notion of minimality of the realization is introduced to
have uniqueness. Obviously, if E is a given realization of
the input-output map F and we change coordinates in X by a
diffeomorphism, then we obtain another realization E'
of
F, related to ~ by this diffeomorphism. Therefore "uniqueness" will mean "uniqueness up to a diffeomorphism".
Minimality should be introduced in such a way that the
following statements hold: (i) if there exists a realization
of F, then there exists a minimal realization of F,
(ii) two minimal realizations of the same input-output map F
are isomorphic (diffeomorphic). This is only possible in the
analytic case, in general.
Note that in the case of linear systems minimal realization is defined as dimension minimal, i.e. the realization
with the smallest possible dimension of the state space. This
definition is equivalent to "minimal = reachable + observable"
and to "minimal = of dimension equal to the rank of the Hankel
matr ix", cf. [35].
Let
operator
= rank F.
F.
L
l3
be an analytic, local realization of an

Then L is called locally minimal if dim
is called dimension minimal, if there is no
local realization of F with a smaller dimension.

Recall ([45], [22]) that L is called accessible at
x E X if the attainable set from x has a nonempty interior.
L is accessible if it is accessible at any x EX.
L is
called observable at x if there exists a neighborhood V
of x such that for any two different initial points in V
there exists an input u E l(
which distinguishes these
points at the output.
L
is observable if this holds for
V = X.
Let us restrict our considerations to the piecewise constant inputs. (Analogous results hold for more general inputs
but one has to assume some regularity of L with respect to
u, e.g. jOint analyticity.). The following theorems are easy
to prove.
Theorem 1.12. Let L be an analytic local realization of an
operator F. Then, the following conditions are equivalent:
(i)
(ii)
(iii)
L
L
L
is locally minimal
is dimension minimal
is accessible and observable at
xo.
Theorem 1.13. If there exists a local, analytic realization

of F,
then there exists a locally minimal, analytic realization of F. Two locally minimal, analytic, local realizations of F are locally isomorphic (related by a local,
analytic diffeomorphism).
One can partially extend the above theorems to the nonanalytic case, replacing the rank of F in the definition
of local minimality by a local rank [29] (see also [22]).
Analogous global results were, chronologically, the
first general results in the nonlinear realization theory
( Sus smann [4 2 ] , [4 4 ])
Let L be an analytic realization of F.
L
is called
minimal if it is accessible and observable.
Theorem 1.14. [44]. If F has an analytic realization then
it also has a minimal analytic realization. If T=oo, then
two minimal, complete, analytic realizations of F are diffeomorphic.
The theorem does not hold in the nonanalytic case, in
general. It holds if the analyticity is replaced by the completeness and symmetry of the system (for any u E n there
is u' En such that f( ,u) = -f( ,u'. In the uniqueness
part, the analyticity and minimality can be also replaced by
strong minimality (reachability and observability), cf. [44],
[25]. The uniqueness part can also be strengthened to the
following formulation ([ 44], [25]): "if Land L'
are,
14
B. JAKUBCZYK
respectively, minimal and accessible (observable and minimal), analytic, complete realizations of F, then there
exist a surjective submersion (injective immersion)
~: X'+X
which carries E'
to Eo Other refinements of
Theorem 1.14 can be found in [18], [19].
In the original Sussmann's definition minimality is defined as orbit minimality and observability. The orbit from
Xo of a system E is the set of pOints reachable from Xo
piecewise by trajectories of the vector fields f( ,u),
u En, admitting going backwards in time. Orbit minimality
of E means that the orbit from x
is the whole X.
It was proved in [41] that theOorbit is a submanifold
of X. This suggests the first step in, proving'the existence
part of Theorem 1.14: restrict the system to the orbit from
xO. The second step is to make the system observable by factorizing the new X through the equivalence relation of indistinguishability. This was carried out in [43] and [44].
1.4. Constructions of realizations
1.4.1. Local construction [29]. We shall outline an elementary construction of the local realization in Theorem 1.5
which, with a modification, also works in the case of
Theorem 1. 3 .
Let a = (t 1 ,u 1 ) . (tk,u k ) and ~, t = t* and b be
such that the supremum in the definition of rank F is at1
k
tained. Consider the function ~ = (~ , ... ,~ ), where
~j(.!:)
Then rank
n
d~
= <F,(t1,u1)(tk,uk)bj>.
(.!: *) = rank F = n
n: R + R
and a projection
rank d~ (x ) = n, where
and there exist an injection

7T:
such that
~=7TO~On
and
= t*.
o ERn is such that n(x)
0
Let X be a neighborhood of Xo in
is a local diffeomorphism on X. Define
h(x,u)
<F,
~(n(xu>,
where we denote
For abE S
define
Rn
x EX,
such that
15
<Pb (x) =
where
--1
1jJ
'IT
(ljJb, ... ,ljJb)
ljJb
ljJb
n (x) ,
and
ljJa<.:!:.l = <F,(t1,u1)(tk,uk)bbj>.
Take
f(x,u)
It can be proved ([29]) that
l: = (X,f,h,x )
is a local
o
Fa' where
realization of the shifted operator
k,
a = ( ti ' u 1 ) .. (t uk)
In the analytic case of Theorem 1.3 it is possible,
using also negative tt,
to choose a so that its effect
on
is equivalent to the identity input
e,
[29].
1.4.2. Global construction via "gluing together". This construction can be used for proving Theorem 1.4 and (after a
preliminary step) for proving Theorem 1.1. The construction
goes in two steps.
Step 1. For any a E S construct a local realization l:a of
the shifted operator
Fa'
which exists by Theorem 1.3. In
fact, the local construction in Section 1.4.1 gives a locally

minimal realization, so dim l:a = rank Fa = rank F.
Step 2. Glue together the local realizations
l:a'
a E S,
into a global realization l:. More precisely, the "gluing

together" is realized by identifying the pOints x E Xa and
x' EX
iff they produce the same output after applying

a'
any input b E S with I b I sufficiently small. In other words,
x and x'
are identified if, treated as initial pOints
for the realizations l:a and l:a"
they define the same
input-output operator F. From Theorem 1.13 it follows that
l:
and Z:,
are locally diffeomorphic, so they glue together
well (cf. [31] for more details).

The "gluing together" idea was first realized in CelIe,
Gauthier, Milani [5] for constructing a global realization
as in Theorem 1.1 with ~ a finite set. There the Sussmann's
factorization technique [43] was used instead of uniqueness
result [29] stated in Theorem 1.13.
1.4.3. Global construction via Nerode factorization [25].
This construction was used for proving Theorems 1.2 and 1.9.
16
B. JAKUBCZYK
The whole construction is based on the Cr

map P: G -+ R.
In Theorem 1.9 this map is given explicitely. The assumption
of Theorem 1.2 guarantee the existence of a unique analytic
extension P of the map P: S -+ R,
such that rank P = rank F.
Define the Nerode type equivalence relation in G
a-b**P(ac)
Let
let
x
Vc EG.
X=G/..... be the set of equivalence classes in

[a]
denote the equivalence class of aEG.
[a] E X define
h(x)
and
= P(bc)
[e) ,
P(a),
where
the maps <Pb: X -+ X,
is the identity in
bEG,
<Pb(x) = [ab],
Define
G.
by
x = [aJ.
Provided, X has a differential structure and

we could define
f ( x,u )
G,
and
For
<P
is smooth,
= ~<P
dt (t,u) ( x ) t=O
The topology and the differential structure in

k
defined as follows. Define maps
1jJu: R -+X
are
by
1jJu (!:.) = [(t 1 ,u 1 ) (tk,u k ) ].

The topology in
is defined as the strongest topology
such that all the maps 1jJu are continuous. Analogously, the
Cr
differential structure on X is the strongest Cr
differential structure such that the maps 1jJu are of class
Cr.
It was proved in [25] that X with this topology and
differential structure is a Hausdorff, differentiable ~aniis
fold of class
dim X = rank P,
and E = (X,f,h,x )
o
(minimal, in the
a global realization of F of class Cr
analytic case) .
Another possible interpretation of the above construction is to view G as a sort of infinite dimensional Lie
group. The differentiable structure on G can be given by
functions
class Cr
q):
G -+ R
such that
with respect to
(t 1 ,u 1 ) ... (tk,u k )) are of

(t 1 , .. ,t k )
for any k..::. 1,
q)(
17
u 1 ' .. , Uk
X
En.
G/G,
o
Then
is obtained as the homogeneous space
where
Go = {a E G I P ( ab)
Vb E G}.
P (b)
2. FORMAL POWER SERIES APPROACH

2.1. Fliess' local approach
Let us first explain why noncommutative formal power series
appear in the problem. Consider an analytic system
L = (X, f , h, x ).
Then h = h ( , u)
and f
= f ( , u), u En,
o
u
u
are families of analytic funct~ons and vector fields on X.
There is no canonical coordinate system on X, but we can
take, instead of coordinate vector fields
a/ox. the vector
fields
h
fu'
1-
the function
Differentiating consecutively
along the vector fields
ficients
f
The collection
{L
u1
. f
u 1 u k + 1
uk
uk
, . ,f
(h
uk +1
we obtain the coef-
u1
) (x ).
0
(2.1)
forms nothing else but a for-
mal power series of noncommutative variables u En.

It appears that this collection represents the! mfnimal L uniquely, at least locally.
Let us introduce the formal power series notation. Let
~
be a set (possible infinite). Think of the elements of
r:,
as formal variables. The free semigroup generated by r:,
is the set of words
a. E r:,}
].
with the natural product (concatenation). The free monoid
~* is obtained by adding to r:,+ the empty word A. The

formal power series of the noncommuting variables a E ~,
with coefficients in R,
is the formal series
Q =
<Q,w>w.
(2.2)
wE~*
where <Q,w> is a real coefficient at the monomial w.

If
we want to neglect the free term <Q,A>A, we write sum
(2.2) over
~+.
The family of all formal power series forms
18
B. JAKUBCZYK
an associative algebra denoted by

and the product given by
Q + Q' =
l:
with the addition
R~>~
<Q , w> + <Q', w> ) w
wE~*
QQ'
l:
l:
w'w"=w
wE~*
<Q,w'> <Q',w"w.
(2.3)
The corresponding algebra of polynomials (finite series

(2.2
is denoted by R<~>.
We have also the Lie product in these algebras
[Q,Q'] = QQ' - Q'Q which turns them into Lie algebras.
There is also the duality product (scalar product)
<Q,Q'> =
<Q,w> <Q' ,w>,
l:
wE~*
when this series is well defined (e.g. when Q or Q'

a polynomial)
For w = Ci. 1 Ci. k E ~* define the (Lie) polynomial
[ w]
vIe
= [...
[Ci.
can now define the
1'
Ci.
is
2 ] , , Ci. k ]
Lie
rank of a series
k
rankLQ = sup rank {<Q,[w.]v.>} . . l '

~
J
~,J=
":!!..' Y..
where the supremum is taken over all
~
k >
and all sequences
= (w 1 ' ,wk ) v = (v 1 , . ,vk ), wi E~, Vj E~*.

Let us turn back to the realization problem. Instead of
collection of coefficients (2.1) we c~n consider the formal

power ser ies Q = l: <Q, w>w, where we take ~ = S1 , the sum
is taken over
w E S1 + , and
<Q,u 1 . u k + 1 > = f
u1
uk
(h
uk + 1
) (x ).
0
(2.4)
Thus, any system l: defines a formal power series of the

var iwtble s u E S1 .
This suggests the following definition. Let s1, .. ,sn
denote commutative variables and denote by
Z=R[[s1, . ,sn]]
the commutative algebra of formal power series of the

variables s1, .. ,sn. Let V = V([s1, .. ,sn]] denote the
Lie algebra of formal vector fields. Denote by
A=A(s1, ,sn)
19
the algebra of germs of (real) analytic functions at 0 ERn

and by VA=VA(s1, ... ,sn)
the Lie algebra of germs of analytic vector fields at 0 ERn.
Let Q be a formal power series in ~<n (with no free
term). The pair r=({f} E~,{h } (~)
is called the formal
u u"
u u"
realization (respectively, local analytic realization) of Q
of dimension n if f E V, h E.: Z. ( respectively, f EVA,
u
u
+
u
hu EA)
and (2.4) holds for any w=u 1 ... u k + 1 En. The
strictly causal version of the following theorem was given
in Fliess [14].
Theorem 2.1. [14]. Let n be finite and let Q be a series
in ~<n with no free term.
(a) There exists a formal realization r of Q iff
rankLQ is finite (minimal n=rankLQ). Two formal
realizations of Q of dimension n=rankLQ are rel~ted
by a formal diffeomorphism.
(b) There exists a local analytic realization of Q iff
rankLQ is finite and there exist constants r > 0 and
C > 0 such that
I<Q,u 1 ... u k + 1 >1 < Crkk!
(2.5)
for any w=u 1 ... u k + 1 En+. Two local analytic realizations of Q of dimension n=rank Q are related by an
analytic, local diffeomorphism. L
Part (b) of this theorem can be applied for obtaining
a local analytic realization of the form
*=
g (x) +
o
m
E
i= 1
u.g.(x),
1.
1.
of the input-output map

(Fu)
(t)
x(O)
h (x) ,
(2.6)
Fgiven by the series
t
+<Q,i 1 ... i k > f
1.1 l.kE~
0
E.
where ~ is the finite alphabet ~={0,1, ... ,m}, Q is a

series in ~<n, u i (t) E [-e;,e;], e; > 0, and u o ::: 1.
Corollar~. [141. The input-output given by (2.7) has a
20
B. JAKUBCZYK
local analytic realization of form (2.6) (for e sufficiently small) iff rankLQ is finite and Q satisfies condition
(2.5) in Theorem 2.1.
Remark. In the strictly causal version of Theorem 2.1 the
function h is independent of u. Therefore, the coefficient <Q,u 1 u k + 1 > in (2.4) is independent of u k +,.
It
is then better to denote (2.4) by
we define another series
<Q,u 1 ... u k >.
In this way
and we should take the sum de-
fining Q over ~* instead of ~+.

Another way of looking at the series in (2.7) is to
treat it as a Volterra series with constant kernels. This
way was taken in [33] ,[34]. The global result proved there
can be reformulated to the form.
Theorem 2.2. Let the series (2.7) converge for any bounded,
measurable u and any t > o. There exists a global, complete, analytic realization of F iff rankLQ is finite.
Actually, in [34] a factorization rank of a Volterra
series was used instead of rankLQ. We will see in Section
3.1 that these two ranks naturally coincide for Volterra
series with constant coefficients.
2.2. Constructions
The following is a slight modification of the construction
in [14]. Since rank LQ = n < 00,
thus there exist sequences
w1 ' . ,w n E ~ + and v 1 ' . ,v n E ~* such that
rank{<Q, [w.]v.>}=n. Define the formal power series of
and
.1
n + 1
commutative variables
h u (s1' ... ' sn) = <Q, exp(s,[w 1 ]) ... exp(s n [w n ])u>

\jiuj(s1'.' sn+1)=<Q,exp(s1[w1])exP(sn[wn])exp(sn+1u)Vj>.
Define
\jiu = (\jiu1,.,\jiun)
and
It follows from our rank assumption that the Jacobian of \ji

at 0 is nonsingular, thus we can apply the formal inverse
theorem to get the map
and
X =
(x 1 '
,X n ),
X = \ji
-1
4'uj(s1,,sn+1) = Xjo l/Ju(s1,,sn+1)
Define
21
f uJ.(s1''s n ) = al uJ./as n+ 1(s1''s n+ 1) sn+1= 0

j=1, .. ,n.
for
.a/as.,
UJ
r = ({f u },{hu }),
Then the collection
is the desired formal realization of
where
Q.
The proof of the existence part of Theorem 2.1 in [14]

is incomplete (the assumption rankLQ <
is not used es00
sentially) but it follows (part (a

from the above construction and the following lemma.
Lemma 2.1. [31]. Let \P1' '\Pn be formal power series in
R[[s1, ... ,sm]]
and let
alP
rank --~ (0)

as.
\P n + 1 = a \Pi/as,
for any
and
k = (k 1 , .. , k m),
ki
where
O.
For Q,Q' E RrI

P = Q w Q' E R::< rI by
<P,u 1 .u k > =
Pi,qi
s=(s1, .. ,sm)
Then the equations

i=1, . ,n+1,
1/J1' ,1/Jn E R[[s1' ,sm]]

define the shuffle product
1:
p.+q.=1
~
where
~,J=1'
i=1, .... ,n,
\P.(1/J1,
.. ,1/J n ,0, ,0) = \P.(s1'
. ' sm) ,
~
~
have a unique solution
}z:+ . '
P1
Pk
q1
qk
<Q,u 1 ... u k ><Q' ,u 1 ... u k >,
take the values
0,1
and
u oi
denotes the
empty word A. This product turns R::<rI into a commutative,

associative algebra. Note that any polynomial WE R<rI> defines a linear operator RW in ~<n given by
<~Q,w>
= <Q,wW>.
The following construction was presented in [27].

w1 , .. ,Wn En + and v 1 , .. ,Vn En*
rank{<Q,[w.]v.>} = n = rank Q. Define
Let
QiJ. = R[
Then
gebra
{Qij}
be such that
wi
]R
Vj
Q,
i,j = 1, . ,n.
is the invertible matrix over the shuffle al-
Rn. Denote
{H ij } = {Qij}
-1
Introduce the linear
22
B. JAKUBCZYK
operators
K.
in
R:<rI
given by
2: H . .W(R[
]Q).
j=1 ~J
Wj
Define
h u (s 1 ' .. , s n ) = <exp (s 1 K 1) . exp (s n Kn ) Ru Q, A> ,
f
.(s1' .. 's ) = <exp(s1K1) ... exp(s K)R

Q,A>.
uJ
n
n n uv.
J
Then the collection r = ({h },{f }),
where f = f .a/as.,
u
u
u
UJ
J
is a formal realization of Q.
If Q additionally satisfies condition (2.5) in
Theorem 2.1, then both constructions give local analytic
realizations of Q.
The proof can be derived from Theorem
1.3 and Theorem 2.3 in Section 2.3.
For another, recurrent construction of the power series
h a n d f . defining the realization we refer the reader
u
UJ
to [31].
2.3. Global approach and equivalence
In this section we develope a global version of the formal
power series approach (partially initiated in [27]).
We also show that the general and formal power series
approaches are, basically, equivalent. Our consideration ~s
restricted to the strictly causal case.
Let rI be a set (possible infinite) which will play
the role of the input space.
We treat the elements of rI as formal variables. Define the subsets of RrI
S ( rI) = {exp ( t 1 u 1 ) .. exp ( tk uk)
k_>O, t. >0, u. (rI}
G ( rI) = {exp ( t 1 u 1) ... exp ( tk uk)
k_>O, t. ER, u. ErI},
~-
were exp(tu)
denotes the formal power series
2:t i (i!)-1 u i
and we use the usual product (2.3) in RrI>~
With this
product S(rI)
forms a semigroup with identity (monoid) and
G(rI)
forms a group, where
Recall that in Section 1.2 we introduced the semigroup

S of piecewise constant inputs with values in
rI (with the
unbounded time horizon T=oo)
and G denotes the group of
"forward-backward" inputs introduced in Section 1.2 after
23
Theorem 1.8. The following is easy to prove.

Lemma 2.2. [31]. The semigroups S and S(~)
the groups G and
phism given by
G(~)
as well as
are isomorphic, with the isomor-
( t 1 ' u 1 ) ... (t k , uk)
-+
exp ( t 1 u 1 ) .. exp ( tk uk) .
This lemma shows that all the results of Chapter 1 concerning piecewise constant inputs can be translated into the
formal power series form. Namely, one should represent the
piecewise constant input jt 1 ,u 1 ) ... (tk,u k ) by the series
exp(t 1 u 1 ) .. exp(t 1 u 1 )
and consider the response map P on
the semigroup S(~)

(or a subset of it) instead on S.
We can do one step more. Namely, we can represent any
analytic, strictly causal operator F
(equivalently, any
analytic map on S, S(~)
or G(~
by the formal power
series defined by
d
<Q,u1 .. uk>=a:i: .. at"<F,(t1,u1) .. (tk,uk1

_ _ _ +(2.8)
1
k
t i - . -tk-O
Lemma 2.3. If F is analytic, then
(2.9)
<F , (t 1 ' u 1) ... (t k , uk) > = <Q , exp ( t 1 u 1) . exp ( tk uk) > ,
where the series defining the right side of (2.9) converges

k
for t
in a neighborhood of 0 E R. Conversely, if for a
given Q E R~ each such series converges locally and so
defined analytic function extends analytically to the set
t 1 + ... +t k <T,
ti~O,
then the Q defines via (2.9) a
unique analytic, strictly causal operator
There is also equivalence of ranks.
F: 11.
Theorem 2.3. [31]. If
is analytic and
-+
V .
is defined by
(2.8)
(equivalently, by (2.9, then rank F = rankLQ.

Lemmas 2.2.,2.3 and Theorem 2.3 show that the general
approach and the approach of formal power series are equivalent, at least for piecewise constant controls and analytic
systems.
3. VOLTERRA SERIES APPROACH
3.1. Existence conditions
This appraoch seems to be the most popular up to now, at
least among engineers. It started in the early seventies with
24
B. JAKUBCZYK
the successful treatment of bilinear systems (cf. [23], [10],

[38] and the bibliography given in the last reference). One
of the directions is to apply the multiply Laplace transform
and prolong the transfer function approach from the linear
to the multilinear case. This gives a tool for constructing
realizations, at least for finite Volterra series. This
pOint of view is nicely presented in [38].
Here we shall only shortly discuss the question of
existence of general realizations and present a structure
theory of finite Volterra series given in Crouch [6]. Our
aim is to make comparison with the other approaches rather
then to make a complete presentation of this appraoch. For
a more complete presentation of the approach we refer the
reader to the work of Crouch and the monograph [38] (see also
[11], [21]). We begin with the following two results of
Brockett [3].
Consider an analytic system of the form
m
}{ = g (x) + l: u.g.(x),
o
i= 1 ~ ~
where
x(t) ERn,
ui(t) ER,
x(O)
y(t) ER
Theorem 3.1. [3], [37]. There exist

that the output y(t)
converging expansion
y ( t)
= (Fu)
h (x) ,
and
T >0
(3 1)
g(x o ) =0.
and
e;
>0
such
can be expressed in the form of the

(t)
for 0 < t < T and

lUi I < e;, where 0k+1 = t
and the sum is
taken over k > 1 and 1 ~ i 1 , .. ,i k ~m. The kernels
i 1 i k
W
are analytic on [O,T)k+1 and defined uniquely by
the system.
i1 ... i k
Recall that the kernel W
is called smoothly
separable if it can be written as a finite sum of products
i1
of smooth functions of separated variables (e.g. W (01'02)=
= l:<.p. (01) 1/1. ( 2 ,
Take the time horizon T = 00.
j
Theorem 3.2. [3] The operator
given by finite Volterra
series (3.2) has a complete, analytic realization of form

i1 i k
(3.1) iff each kernel W
is smoothly separable and
25
satisfies the stationarity condition

(3.3)
This is also equivalent to the existence of a bilinear realization of F.
In order to single out a rank condition for Volterra
series we make the following definitions.
Let 6 denote the set of pairs
(i,a), where
i=1, ,m and a E [O,T). We denote by A+ the free semigroup generated by A,
i.e. the set of words w=a 1 . a k
(where a i E 6, k ~ 1) wi th the concatenation as product.
Let
6*
= 6 * U { A} ,
Denote
where
is the empty word.

(3.4)
a . = (i., a .) E 6
where
aE[O,T).
and
Define, inductively,
<w a ,a 1 [a p ] . a k > = <W a ,a 1 a k >,
<W a , a 1 .. La p a q ] . ak> = <W a , a 1 . a p- 1 [a p .. a q- 1] a q . a k >
- <W a , a 1 ... a p- 1 a q.[a p .. a q- 1la q+ 1 a.K> ,
where
1~p<q~k.
The rank of the Volterra series
W gi-
ven in (3.2) is defined by

k
(3.5)
rank W = sup rank {W , [ w . ] v . >}. . l '

.
a.
1 J 1,J=
J
where the supremum is taken over all
1,
and all se-
w1 ' ,wk E 6+, v 1 ' ,vk E!l* and a 1 , ,a k E [O,T).

This type of rank was first used in [6] and [34] with
a different formulation. The formulation given above is more
concise and, in the language of Section 2.1, can be interpreted as follows. Let
W = r<wa,w>w be the formal power
quences
series over the noncommutative variables in

cOefficients
<Wa ,w>,
+
wE A,
6,
with the
defined by (3.4). Then
rank W can be equivalently defined as the. Lie rank of the

family of formal power series {W}, a E [O,T)
a
Theorem 3.3. The operator F given by a finite Volterra
26
B. JAKUBCZYK
series (3.2) has an analytic, complete realization (3.1) iff

i1 ... i k
k+ 1
the kernels W
are analytic on [0,00)
, satisfy
the stationarity condition (3.3) and rank W is finite. Then
rank W is the minimal dimension of the realization.
Theorem 3.4. [31]. The operator (3.2) has an analytic local
realization of form (3.1) iff the kernels are stationary,
rank W is finite and there exist positive constants p,C,r
i 1 i k
are analytic on [0,p)k+1 and have

_i1 ... i k
analytic extensions W
to the complex polydisc
I z 1 I < p , ... , I zk +1 I < p such that
such that
for all z1, ... ,zk+1

in this polydisc.
Neccessity in Theorem 3.3 is showed in [3],[6]. The
sufficiency follows from Theorem 1.2 as the analyticity and
the stationarity of the Voltera kernels imply that they extend to analytic functions on Rk+1. Thus, operator (3.2)
gives a jOintly analytic, globally j.a. extendable F. The
conclusion follows from Theorem 3.5 below.
Theorem 3.4 can be derived from Theorems 1.3, and 3.5
which establishes the equality of rank Wand rank F.
Theorem 3.5. [31].
If the Volterra kernels in (3.2)
satisfy the conditions in Theorem 3.3 or Theorem 3.4 and

is the operator given by (3.2), then
rank F
= rank W.
It can be easily proved that if
go = 0
in (3.1), then
the Volterra kernels in (3.2) are constant. Then this

series can be written in the form
where
vl
/', = {1, .. ,m}.
= {Ww}WE/',*
The collection of constants
forms nothing else but a formal power sertes

l:
wE/',*
WW w.
27
One can easily see that the definition of rank Wand the
definition of the Lie rank in Section 2.1 coincide in this
case, i.e.
rankLQ = rank W,
Theorem 3.5 was proved for constant Volterra kernels in [34],
in the course of proving an equivalent of Theorem 2.2.
3.2. Crouch's theory of finite series. In [6] the following
structural results were obtained for minimal realizations of
finite Volterra series. Define rank .W as in (3.5) but
]
taking the supremum with the words w.E f..* of length at

1
least j.
Theorem 3.6. Any minimal, complete analytic realization of a
finite Volterra series (3.2) is diffeomorphic to a realization ~ = (X,f,h,x o ) with the following properties:
(a)
(b)
X is an n-dimensional Euclidean space,

n=rank W,
Xo = 0,
f
is of the form f(x,u) = go(x) + ~u.g. (x)
and
1
go, ... ,gm

(c)
and
o =
are polynomial
there exist a splitting
such that
and
A 1X 1 + d 1
A 2 X 2 + d 2 (x 1 )
and
i=1, ... ,m
g.1
take the form
=
b.lp (x 1 ',x p- 1)
n.
nj = rankjW - rank j + 1W and Xj E R J,
the Lie algebra L generated by go, ... ,gm is finite
where
(d)
dimensional, solvable and its ideal generated by

g1, ... ,gm is nilpotent.
The construction in [6]
o~ the above realization is
obtained by proving that, if L is a minimal realization
of a finite stationary Volterra series, then (d) holds. Then
the state space X is obtained as a homogeneous space
28
B. JAKUBCZYK
of a nilpotent Lie group. The structure of such homogeneous

spaces gives statement (a). Another proof of the Crouch's
theorem and its extension to
by Kupka [36].
COO
case was recently given
Institute of Mathematics
Polish Academy of Sciences
00-950 Warsaw, Sniadeckich 8, Poland
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Conf. Inf. Sci Syst., Princeton University, Princeton
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M. Fliess, 'Sur la realisation des systemes dynamiques

bilineaires' , C.R.Acad.Sc. Paris A-277(1973), 923-926.
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M. Fliess, 'Realizations of nonlinear systems and abstract, transitive Lie algebras', Bull. Amer. Math.
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M. Fliess, 'Realisation locale des systemes non

lineaires, algebres de Lie iltrees transitives et
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M. Fliess, 'Fonctionnelles causales non lineaires et

indeterminees non commutatives', Bull. Soc. Math.
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M. Fliess, M. Lamnabhi, F. Lamnabhi-Lagarrique, 'An

algebraic approach to nonlinear functional expansions',
I.E.E.E. Trans. Circuits and Systems 29(1983).
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M. Fliess, 1. Kupka, 'A finiteness criterion for nonlinear input-output differential systems', SIAM. J.
Control. Optimiz. 21 (1983), 721-728.
[18]
J.P. Gauthier, G. Bornard, 'Existence and uniqueness of

minimal realizations for a class of
J. Control Optimiz. 22(1984).
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COO
systems', SIAM
----

minimal realizations in the
Letters 1(1982), 395-398.
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case, 'Syst. Contr.
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minimal realizations of nonlinear systems', SIAM J.
Control Optimiz. (to appear)
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E. Gilbert, 'Minimal realizations for continuous-time

2-power input-output maps', IEEE Trans. Automat.
Control. AC-26(1981).
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R. Hermann, A.J. Krener, 'Nonlinear controllability

and observability', IEEE Trans. Automat. Control,
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A. Isidori, A. Ruberti, 'Realization theory of bilinear

systems', in Geometric Methods in System Theory,
D. Mayne, R. Brockett eds. D. Reidel 1973, 81-130.
30
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B. Jakubczyk, 'Existence and uniqueness of minimal

realizations', Proc. Conf. Analyse des Systemes,
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B. Jakubczyk, 'Existence and uniqueness of realizations of nonlinear systems', SIAM J. Control Optimiz.
lJH1980), 455-471.
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B. Jakubczyk, 'Invertible realizations of nonlinear

discrete-time systems', Proc. Conf. Inf. Sci. Syst
Princeton 1980, 235-239.
[27]
B. Jakubczyk, 'Construction of formal and analytiC

realizations of nonlinear systems~ in Feedback Control
of Linear and Nonlinear Systems', Hinrichsen, Isidori
eds. Springer 1982.
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B. Jakubczyk, 'Realizations locales des operateurs

causales non lineaires', C.R.Acad.Sc. Paris 299 (Ser.
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operators', SIAM J. Control Optimiz. 24(1986), No.2
(to appear)
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systems', to appear in Proc MTNS Conf. Stockholm 1985.
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causal operators', in preparation.
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B. Jakubczyk, in preparation.
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series', in Optimization Techniques Part I, Proc.
IFIP Warsaw 1979, Iracki, Malanowski, Walukiewicz
eds. Springer 1980, pp. 302-310.
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B. Jakubczyk, B. Kaskosz, 'Realizability of Volterra

series with constant kernels', Nonlinear Analysis,
Th. Math. Appl.~(1980), 167-183.
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R.E. Kalman, P.L. Falb, M.A. Arbib, Topics in Mathematical System Theory, New York 1969.
[36]
I.A.K. Kupka, 'On finite Volterra series and a theorem

of P. Crouch', SIAM J. Control Optimiz. 23(1985), 297305.
[37]
A.J. Krener, C.M. Lesiak, 'The existence and uniqueness of Volterra series for nonlinear systems',
IEEE Trans. Aut. Cont. AC-23(1978), 1090-1095.
[38]
31
W.J. Rugh, Nonlinear System Theory, The John Hopkins

University Press, Baltimore 1981.
[39]
A.J. van der Schaft, System Theoretic description of

physical systems, CWI Tract 3, Amsterdam 1984.
[40]
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and integrability of distributions', Trans. Amer. Math.
Soc. 180(1973), 171-188.
[42]
-- =
H.J. Sussmann, 'Minimal realizations of nonlinear systerns', in Geometric Methods in System Theory, D. Mayne,
R. Brockett eds. D. Reidel 1973.
[43]
H.J. Sussmann, 'A generalization of the closed subgroup theorem to quotients of arbitrary manifold' ,
J. Diff. Geom. 10(1975), 151-166.
[44]
H.J. Sussmann, 'Existence and uniqueness of minimal

realizations of nonlinear systems', Math. Systems
Theory 10(1977), 263-284.
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nonlinear systems', J. Diff. Eq. 12(1972), 95-116.
THE LOCAL REALIZATION OF GENERATING SERIES OF FINITE LIE RANK
Christophe Reutenauer
Universite du Quebec a Montreal
and
CNRS (Paris)
1.
INTRODUCTION
Realization of nonlinear systems by state-space is a classical problem

in control theory. This problem has been completely solved by Kalman
[10J in the case of linear systems. Similarly, it was solved for bilinear systems (see Brockett [2J, d'Alessandro, Isidori, Ruberti [lJ,
Fliess [3J, Sussmann [12J). In the general case, let us mention the
work of Sussmann [13J, Hermann, Krener [7J and Jakubczyk [9J: they
assume that the solutions are regular at any time and for any inputs.
This restriction lead Fliess to study local realization of nonlinear
systems [5J.
The present paper deals with the latter subject; there are no new
results here, but we give elementary proofs of F1iess' results [5J.
He shows that to these systems correspond generating series (wfiich are
noncommutative formal power series) which have the property that their
Lie rank is finite (*). Then he shows existence and unicity of locally reduced (or minimal) realizations and shows that minima1ity is equivalent to the two following properties: weak local controllability
and weak local observability.
We want to give here a simple proof of these results, especially
the proof of unicity, for which F1iess uses in [5J sophisticated results on Lie groups and algebras. The present work extends the "synt;lctic" approach of series with finite Lie rank, as studied in [5J,
and of nonlinear systems. Hopefully, this will lead to find a realization, which is minimal (in some sense) and which is given directly
by the generating series; this would be analogue to the bilinear case,
where the minimal state-space is directly given by the Hankel matrix.
Our main tool here is the theorem of Poincare-Birkhoff-Witt. We
treat only the "analytic" case of [5J. The "formal" case is simpler
and is obtained by omitting in the sequel everything dealing with convergence or majoration of coefficients.
(*)
Bilinear systems correspond to generating series whose rank is

finite.
33
M. Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 33-43.
c. REUTENAUER
34
I want to thank Michel F1iess for encouraging and stimulating

discussions on this subject.
2.
GENERATING SERIES OF FINITE LIE RANK
We consider a system of the following form

n
4(t)=Ao(q) + E u.(t)
i=l l.
{
(1)
y(t)=h(q)
where the state q belongs to a connected analytic R-variety Q. where

the Ai's are analytic vector fields and h a real analytic function defined in a neighborhood of the given initial state q(O). The inputs
u 1 . u are real and piecewise continuous.
By ~liess [4J th.III.2. the output y of system (1) is given by
the following formula (for small enough time and inputs):
n
y(t)=hl (0) + E
E
(A . A. hi (0
q
":2:0
. J\)
.
Jo
J"v
q
v
Jo
f~ de . de
J"v
Jo
(2)
where Iq(Q) means evaluation in q(O) and where the iterated integrals
fd~j d~.
are defined by the formulas (u O is the constant function
V
JO
equal to 1):
and i f \) :2: 1
't'
[u j (,) dT f 0 dC
. d~. J
\)
J\)_l
JO
Actually. the input-output behaviour of system (1) is completely
defined by its generating series ([4J p.12). which is a noncommutative
formal power series in the variables xO ,xn :
g=hlq(O) +
E
E
(A . A. hi (0) x . x.
\):2:0 jO'" ,j\):2:0
JO
J\)
q
J\)
JO
(3)
Recall that a formal power series in the noncommutative variables

xO x is a mapping g from the free monoid X* generated by I={xo""
x } intonR, denoted by w ~ (g,w), for any word (= element of X ) w,
iRc1uding the empty word, denoted by 1. The formal series g will also
be denoted by
g= E (g,w)w
wX*
The set of formal series is denoted by RX. Following [5J, we
give a definition. inspired by Eq. (3). First. let us say that a
(commutative) formal series in R[[qJJ = R[[Q1, ,QdJJ (where the Qi's
35
are commutative variables) is convergent if it converges in a neighborhood of 0; similarly, we say that a formal vector field, that is, an
operator of R[[qJJ of the form (*)
A=
l::;lc;d
Sk(q1,,qd) a!k
where the Sk are in R[[qJJ, is convergent, if the 8 k 's are convergent

formal series. Because of the reverse order in Eq. (3) of the A's and
the x's, we let the formal vector fields operate at the right of the
formal series.
Definition 1
A formal series g E RX is produced differentta11y if there exists
an integer d, an homomorphism p from the free monoid into the multiplicative monoid of the endomorphisms of R[[qJJ such that px is a formal vector field for any x in X, a convergent formal series h in
R[[qJJ such that
* (g,w)=h(pw)I O
VWEX,
(that is, (g,w) is the constant term of the series which is the image
of h under the operator pw).
We call the couple (p,h) a differential representation of g, of
dimension d.
It is now obvious that if g is the generating series of system
(1), then it is produced differentially (take local coordinates around
q(O) in Eq. (3)). Conversely, if a series g is produced differentially, then one may associate to it a system of type (1), whose generating series is g. Thus, the study of differential repres'entations
of series is equivalent to the study of local realizations of systems
like (1).
Before stating the main result, ~e need some notations. Denote
by R<X> the set of noncommutative po1ynomias, that is, formal series
having only a finite number of nonzero coefficients Then RX
i~
isomorphic to the dual of R<X> (because R<X> ~ R(X*) and RX ~RX ,
as vector spaces), with duality
RX
(S,P)
x R<X>
~
(S,P)= E (S,w) (P,w)

WEX*
The set R<X> possesses an associative product, which extends linearly the concatenation of words in X*
Thus, the algebra R<X> acts
(*)
A formal vector field may also be defined as a derivation of the

algebra R[[qJJ, which is continuous for the usual topology of
R[[qJJ.
36
C. REUTENAUER
naturally at the left and at the right of RX, in the following

way
S
P= L (S,Pw)w
WEX*
S= L (S,wP)w
WEX*
(,4)
These two actions are associative (that is, SoPQ=(SoP)oQ and

PQoS=po(QoS)) and commute each to another (that is po(SoQ)=(poS)oQ).
We denote by L<X> the Lie algebra generated by the elements of
X: an element of L<X> is called a Lie polynomial.
Definition 2
The Lie rank of a formal series gERX
tor space
is the dimension of the vec-
{p glpEL<x>}
We say that a formal series gERX satisfies to the convergence
hypothesis (C) if
(C) For any Lie polynomials P 1 ' . 'P , there exist constants a and C
such that
q
i1
i
i 1 ++i
V i 1 , ,iq EN,I(g,P 1 Pqq)l~ac
q i 1 ! i q !
Note that one may replace il! .. i ! by (i 1 + ... +i q )!, because these
numbers satisfy to
q
i1 + +i
i 1 !iq ! ~ (i 1 ++iq )! ~ q
q i1~iq
Now, we can state the following fundamental result.
Theorem (F1iess [5J)
A series g E RX is differentially produced if and only if its Lie
rank is finite and if it satisfies to the convergence hypothesis. In
this case, its Lie rank d is equal to the smallest dimension of' all its
differential representations. If (U,h) and (u',h') are two differential
representations of dimension d of g (with the same R[[qJJ), then there
exists a continuous and convergent(*) automorphism of R[[qJJ such
that h'=~(h) and ~(kuw) = ~(k)U'w for any word w and any series k in
R[[qJJ.
Note that the fact that ~ is bijection is equivalent to the we11known jacobian condition
J Cl~(qj)
Clqi
(*)
that is, for any qi'

term.
~(qi)
(o)l;eo
is convergent and without constant
37
The third part of this paper is devoted to the proof of the theoWe need before some definition and results.
On RX is defined another product, the shuffle, which is associative and commutative and which will be important in the sequel;
this is not a surprise, as the shuffle intervenes already for systems
of the form (1): indeed, by F1iess ([4J prop. 11.4), if two systems
admit the generating series gl and g2' then the system whose output
is the product of the outputs of these two systems admits as generating series the shuffle of gl and g2.
If w is a word of length Iwl = p (w = Y1.~ , Yi E ~) and ~
c {l, ,p}, denote by wlI the word Yi Yi ' wl~h I = {11 <.<l r }
Then the shuffle u*v of two words u anat v isr defined as
rem.
u*v = L w(I,J)
where the sum is extended to all partitions (I,J) of (l, ,lul + Ivl)
with Card (I) = lui, Card (J) = Ivl and where the word w(I,J), of
length lui + lvi, is defined by
w(I,J) II
= u,
w(I,J)IJ
=v
Note that there are (lui + Ivl) such words.

lui
Example Y1Y2 * Y2Y3 = 2Y1Y~Y3 + Y1Y2Y3Y2 + Y2Y1 Y2Y3 + Y2Y1Y3Y2
+ Y2 Y3Y1Y2 The shuffle S*T of two series in RX is then defined
by
L:
(S,u)(T,v)u'lev
S * T
U,VEX*
(extension by linearity and continuity). From now on, we denote S*T
simply by S T: there will be no ambiguity because we consider here
only the shuffle structure of RX(*). However, R<X> will be considered with its concatenation structure.
Lemma 1
Let c : R<X>
p
R<X>ep be the concatenation homomorphism defined by

c (x) = xe1. ..1 + lex 1 + 1.1. ..ex
p
For any series Sl' . 'Sp in RX
and any polynomial P one has
(Sl S ,p) = (S18 .. S ,c (P))

P
where the duality between RX

R<X>ep, that is
. P
(16)
and R<X> is extended to RX8P and
(Sl' .es p ' P1- .ep p ) = (Sl'P 1 ) (Sl ,P p )

It is enough to prove the lemma when the S's and the p's are
words; in this case, it is a simple consequence of the definition of
the shuffle.
(*)
RX possesses also the noncommutative product which extends

the concatenation of words.
38
C. REUTENAUER
Lemma 2
If P is a Lie polynomial, then
c (P) = pel. 1 + 1.P .. 1 + 1.1. .. eP
p
This is true if P = XEX. Moreover, if it is true for P and Q,

then also for [P,QJ = PQ - QP, as is easily verified. So, the lemma
follows.
We shall use the following classical result.
Theorem (Poincare-Birkhoff-Witt)
Let Pl""'P , be a basis of L<X>. Then the polynomials
--j
n
,
1
Jr
p, ... P, , r :;:: 0, il, ... ,ir,jl, ... ,jr :;:: 1, il< ... .
For a proof, see [8J, corollary C p. 92.
3.
PROOF OF THEOREM
a. Let g be a series having the differential representation (~,g) of

dimension d. We show that the Lie rank of g is ~ d and that g satisfies (C). For the first assertion, we do as in [5J II.a. Let T,
(l~i~d) be the series
1
T1, = ~ 3(h~w) I w
w 3qi
0
Let P be a Lie element. We extend ~: X* ~ End (R[[qJJ) to an
algebra homomorphism from R<X> into End (R[[qJJ). Then ~(P) is a
continuous derivation (because derivations form a Lie algebra) of
R[[qJJ, hence
(p
S,w) = (S,wP) = h ~(wp)lo = (h ~w)~plo
3(h~w) (q,~p)JI
3q,1
l <'<d
_1_
= ~ (T"w)(qi~P)1
,1
Thus P 0 S = ~(q,~P) I T, is a linear combination of Tl, ,Td

We show now tAat 1 g satisfies to (C)~) By assumption, tIie series
h and q,~x, (l~i~d, O~j~n) are convergent in a neighborhood of O.
We thus ~ayJfind constants a and C such these series are all bounded
by the same series
f = a
r r
C q
=a(l-Cq)
-1
il
id
in the sense that the coefficient of ql qd is bounded by
il+" .+id
a C
It is then easily shown that h~w (w of length p) is
bounded by the series f~P, where ~ is the differential operator
~=d_a_.L
l-Cq 3q
(*)
We follow Grebner [6J, chap. 1.
39
A simple computation shows that
f~P
= a(daC)P
1.3 (Zp-l)
(l_Cq)Zp+l
Hence, we obtain
a(daC)P(Zp)!
Zp p!
As (Zp) is bounded by ZP, we obtain
p
I(g,w) I s a(ZdaC)P p!
Now let Pl""'P be Lie polynomials, y , ,y new Letters and

g' E Ry1, ,y th~ series having the difterential representation
(l1',h) with l1,y i q = l1Pi' The previous paragraph implies that if w is a
word of length p in the y's, then one has an inequality of the form
l(g',w)1 S SD P p!
In particular
i
i
il
i
l(g,Pll Pqq)1 = l(g"Yl yqq)1
SD
i l + . +i
q(il++i q )!
which proves (C), in view of the remark following the definition of (C).
b.
We come now to the converse, which is the essential part of the
theorem. Let g be a series of Lie rank d and which satisfies to the
convergence hypothesis.
Let Lo = {p E L<X> I pog = a}. By assumption, Lo is of finite codimension d in L<X>. Moreover, it is a sub -Lie- algebra of L<X>.
Let Pl,""Pn "" be a basis of L~X> such that Pdtl""':n"" is a basis of L. Let Sl"",Sd the ser1es defined by ~s.,P.) - O. . and
j
=0
(S., p.l p.r)

1
rem).
Then
if r
=0
or if jl+ ... +j
1,J
~ Z (use the P-B-W theo-
(1)
L:
il' . , id~O
Note that the Si's have zero constant term, which ensures that
the sum is well-defined.
In fact, we shall prove a more general result.
Proposition 1
Let Lo be a sub-Lie-algebra of L<X> of codimension d. Let P1 P d
be a basis of L<X>modu10 Lo and Sl 'Sd series.in RX without
constant term such that (Si'P,) = 0i j and wich vanish on the left
o
_
_
ideal J = R<X>L.
Then
J
~ = {sl(s.p)
= 0 VPEJ} = R[[Sl Sd]]
Moreover, any S E R[[Sl' Sd]] has a unique expression as series in the Si's.
40
C. REUTENAUER
Proof
1.
We show that Ji contains R[[Sl"",Sd JJ As Ji is closed for
the usual topology of RX and closed for the operation T + ToP
(p E R<X, because J is a left ideal, it is enough to show that it is
also closed for the shuffle. Let S,T in JL: it suffices to show that
(ST)ow
vanishes on Lo for any word w (it will imply that ST vanishes
on X*L , hence on J).
Lemma 3
T + Tox is a derivation for the shuffle.
By the lemma (which is well-known), (ST)ow is a linear combination of series of the form (Sou) (Tov). As S,T vanish on J, we obtain
that Sou, Tov vanish on L
Lemma 4
Let i > j, T1 , . ,T. series without constant term and Q1, ,Qj be
Lie polynomials. TBen
0
(T 1 T i , Q1 . Qj) = 0
The lemma follows from lemma 1 and 2: write that (T .. T.,
Q1 Q.) = (T1~ T., c.(Q1 Q.)) and note that c.(Q ~.), ~ich
is theJproducE from 1 t6 j of J
1 1
J
Q~tl1
..1S1 +
. ~1 + 1$1 eQ~
1.Q~
is a sum of tensors each of which has a 1 as factor; as (Tk , 1) = 0,

we obtain lemma 4.
By this lemma, the shuffle of two series which vanish on Lo is
still vanishing on L. Hence each (Sou)(Tov) vanishes on Lo' and so
does also (ST)ow.
0
2.
We prove that Ji C R[[S, "",SdJJ. Let S E J i . We have to find
coefficients ai1, . ,id such Ehat
i1
id
(2)
s =
L:
a.
. Sl" ,Sd
1 1 ""
For I
1
= (i
1 , ,id )
.
,1 d
11 ,,1d
, let a(I)
= a 1l " " ' d

1 ,
S(I)
= s111"'Sd--d,
. + ... + i d an d I' -- 1. 1 1
I
I
P(I) = P1 1 . p d1d ' III -- 11
d BY t h e P-B-W
theorem, we have to show that both sides of Eq (2) have the same value
on any polynomial of the form
;1,1
ir
P1 "'P r ' r ~ 0, 1_~ i 1 < d, then this polynomial is in J, hence both sides
map it to zero. Hence, we have to find coefficients a(I) such that
VJ
(S,P(J))
=E
a(I)(S(I),P(J))
(3)
Lemma 5
(i)
If III > IJI or if III = IJI and I ;II; J, then (S(I),P(J)) = 0
(ii) (S(I),P(I)) =-rr-If III > IJI, use lemma 4. Otherwise, use lemma 1 and 2 to prove that
41
which is true for any series Ti without constant term and any Lie polynomials Q..
Lemma J 5 shows that Eq. (3) is a triangular system of linear equations in the a's, with I! on the diagonal. Hence, it admits one and
only one solution, which proves the proposition.
Eq. (1) is proved by using the fact that in this case one has:
III < IJI implies (S(I), P(J = 0 (use lemma 1 and 2).
Eq. (1) gives almost the differential representation of g. Indeed, g is given in (1) as a commutative series in Sl, ,Sd' and by
proposition 1, R[[Sl, .. ,SdJJ is isomorphic to an algebra of commutative formal power ser1es in a variables. We have to define ~ and h. We
let h = g and define ~w (w E X*) as T ~ Tow.
By lemma 3, ~x is a continuous derivation, which maps R[[Sl' '
SdJJ into itself (by the proposition). Moreover
(g,w)
= (gow,
1)
= (h
~w,
1)
and the constant term of h ~w is also the constant term of h ~w when

expressed as a series in the S. 's (because the latter are without
constant term).
1
We still have to show that the operators ~x are convergent. The
series Plog, ,Pdog being linearly independant, we may find polynomials Ql, ,Qd such that
(p i 0g, Qj )
i ,J.
Let Tl, ,Td be defined by

Ti = gOQi
The T. 's are without constant term, vanish on J and we have
(4)
(T i , Pj ) = (gOQi' Pj ) = (g, QiPj) = (pjog, Qi)

Hence by the proposition
R[[Tl, ,TdJJ
0..
J,1
= J.l = R[[Sl, ,Sd JJ
As for g, we have relations of the form

(Tj,P(I
(5)
I!
S (I)
j
I
Moreover by (4), the T. 's satisfy to the convergence hypothesis.
Thus, by (5), the T. 's may b~ written as convergent series in the S.'s.
We use now the foll~wing classical result.
1
Theorem (of implicit functions)
Let tl, ,t d convergent series in R[[sl, ,sdJJ without constant term
and such that R[[sJJ = R[[tJJ. Then each si may be written as a convergent series in tl, ,t d
By this theorem, eacli Si is a convergent series in Tl, ,Td
As previously, the series
,,~
~x
= T. ox
J
42
C. REUTENAUER
satisfy to (C) and are thus convergent series in the S.'s; hence, they
are also convergent series when expressed as series in 1the Ti's. All
this shows that (~,h) is a differential representation of g.
c.
Now, let g be a series of Lie rank d and (~,h) be a differential
representation of dimension d of g. We use the notations of paragraph
b.
Lemma 6
The mapping n: R[[qJJ-+ RX which maps k onto ~ (k ~wl)w is a
w
continuous homomorphism (for the shuffle), such that for any word w
one has n(k ~w) = n(k)ow.
This lemma is a simple consequence of [4J prop. III. 1.
Lemma 7
The mapping 0: RX -+ RX which maps S onto ~ (S,P(I)) S(I)
I!
is a continuous shuffle homomorphism.

In order to prove this lemma, note that if Sl"",Sn,'" are the
series which are the elements of the dual basis of the P-B-W basis
constructed on Pl, . ,Pn, ,which correspond to Pl""'Pn "" then
~X~> = R[[Sl"",Sn, ... JJ and the ma~ping of lemma 7 is just a proJect10n: Sl -+ Sl"'" Sd -+ Sd' S -+ 0 1f n > d.
By lemma 6, n(R[[qJJ contajns g = n(h) and is closed for the
operations T -+ Tow. Hence, it contains the Ti's defined by (4), hence
also R[[TiJJ = R[[SiJJ. As the restriction of 0 to R[[SiJJ is the
identify, the mapping = 0 on: R[[qJJ -+ R[[SiJJ is surjective. As it
is a continuous homomorphism from an algebra of formal power series in
d commutative variables into another, is also injective. We deduce
that n is also a bijection R[[qJJ -+ R[[S.JJ: first, n is injective
(otherwise = 0 0 n is not); moreover we ffiay find series k l , ,kd in
R[[qJJ such that q. -+ ki is a continuous automorphism of R[[qJJ and
such that (k i ) = Si' As n(R[[qJJ) contains R[[SiJJ and R[[qJJ =
R[[k.JJ, we have that Si is a series in the n(ki)'s: Si = s(n(kl ), ,
n (kdt)
Apply 0: then Si = 0(Si) = s(S~"",Sd)' which shows that s

has only the term Si' hence Si = n(k i ). This shows that n(R[[qJJ) =
n(R[[k JJ) = R[[n(ki)JJ = R[[S.JJ and n is a bijection as claimed.
~e still have to prove tfie assertions about convergence (we have
already seen that any differential representation of dimension d of g
is isomorphic to the one defined by Sl"",Sd)' By assumption, the
series g and the operators T -+ Tox of R[[S.JJ are convergent when ex1
pressed as series in the n(qi)'s (as h and ~x are convergent, when expressed in the qi's). Hence the series Ti of (4) are convergent in
the n(qi)'s. Hence n is a convergent isomorphism from R[[qJJ onto
R[LTiJJ
This ends the proof of the theorem.
References
[lJ
P. d'Alessandro, A. Isidori, A. Ruberti: Realization and structre theory of bilinear systems, Siam J. Control 12 (1974) 517-535.
GENERATING SE RIES OF FINITE LIE RANK
[2J
R.W. Brockett: On the algebraic structure of bilinear systems,
In: Theory and Application of Variable Structure Systems (Mohler, Ruberti, ed.), Acad. Press (1972) 153-168.
[3J
M. F1iess: Sur 1a realisation des systemes dynamiques bi1ineaires, C.R. Acad. Sci. Paris A 277 (1973) 923-926.
[4J
M. F1iess: fonctionne11es causa1es non 1ineaires et indeterminees non commutatives, Bull. Soc. Math. France 109 (1981) 3-40.
[5J
M. F1iess: Realisation locale des systemes non 1ineaires, a1gebres de Lie fi1trees transitives et series generatrices non commutatives, Invent. Math. 71 (1983) 521-537.
[6J
W. Gr8bner: Die Lie Reihen und ihre Anwendungen, Berlin, VEB
Deutscher Verlag der Wissenschaften (1967).
[7J
R. Hermann, A.J. Krener: Nonlinear controllability and observabi1ity, IEEE Trans. Automat. Control 22 (1977) 728-740.
[8J
J.E. Humphreys: introduction to Lie algebras a~d representation theory, Springer Verlag (1980).
[9J
B. Jakubczyk: Existence and uniquences of realizations of nonlinear systems, SIAM J. Control Optimiz 18 (1980) 455-471.
[10J
R.E. Kalman: Mathematical description of linear dynamical systems, SIAM J. Control 1 (1963) 152-162.
[llJ
M. Lothaire, Combinatorics on words, Addison Wesley (1983).
[12J
H.J. Sussmann: Minimal realizations and canonical forms for
bilinear systems, J. Franklin Inst. 301 (1976) 593-604.
[13J
H.J. Sussmann: Existence and uniquences of minimal realizations
of nonlinear systems, Math. Systems Theory 10 (1977) 263-284.
Departement de Mathematiques et d'Informatique

Universite du Quebec a Montreal
C.P. 8888
Succ. "A"
Montreal, Quebec
H3C 3P8
CANADA
43
REALIZATIONS OF POLYNOMIAL SYSTEMS
Zbigniew Bartosiewicz
Instytut Matematyki
Politechnika Bialostocka
Wiejska 45, Bi~ystok
Poland
1. INTRODUCTION
This paper is a continuation of the previous author s paper
[1J, where a new definition of a polynomial input-output
system has been proposed. We have been interested in immersions of nonlinear systems into polynomial ones (immersions
into simpler systems as affine or linear ones have been
studied by Fliess and Kupka [4J, Claude, Fliess and Isidori
[2] and Claude (3J). The observation algebra of a nonlinear
system has appeared to be a useful tool for examination of
this problem. Finite generatedness and regularity of the
observation algebra are necessary and sufficient in order
that the nonlinear system may be regularly immersed into an
algebraically observable polynomial system. Here we study a
more general case - without assumptions about regularity and
observability. Now the observation algebra does not have to
be finitely generated but has to be a subalgebra of a finitely generated algebra. However , we complete the result of
[1] proving that if the observation algebra is finitely generated then there is an immersion into an algebraically
observable polynomial system.
The results on immersions into polynomial systems give
an idea how to study conditions under which a response map
may be realized as a polynomial system. We use here the theory of Jakubczyk [6]. It appears that the construction of a
realization given in (6) allows to define an algebra of
functions corresponding to the response map which plays a
role of the observation algebra. We have to emphasize that
polynomial realizations considered here are not canonical or
minimal in the usual sense. Henoe, the dimension of a polynomial system may be much bigger than the dimension of the
minimal realization.
We also have to mention many connections with Sontag's
work [8J, which deals with discrete time polynomial systems.
45
. M. Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 45-54.
46
Z. BARTOSIEWICZ
2. POLYNOMIAL SYSTEMS
Let us recall some notions given in [1J.
By the control space U we mean an open set in Rn and
the output space is Rr. We also have the set U of admissible
controls, which are measurable functions u: [0, Tu ] ~ U
with Tu ~ 0 depending on u. We assume thatU. contains the
piece-wise constant controls.
Definition 1. An input-outPUt system 2: is a triple (M,S,h)
where M is a 0 00 manifold, S is a family {So( I oC eU} of 0 00
vector fields satisfYing the following condition
for all u E U. and mE M the system
~t
and
If(t} =
3 u (t)<'f(t)
,~(O)
has an unique maximal solution 10.., m,u : [O,Tm,u }~ M,

h = (h 1 , , hr ) : M -+ Rr is a 0 00 output function.
Definition 2. The observation algebra of a system ~ denoted by 1C or d{(2:;) is the smallest subalgebra of Coo(M,R)
containing hi' i=1, ,r , and stable under the action of
the vector fields of 2 . If ~ has no zero-divisors then Q
or Q(~) means the field of quotients of ~ and is called
the observation field of the system z:
an alfebra over R we mean a pair (A,~), where A is a
commutat ve ring with identity and If: R--+ A is a ring
homomorphism with ~(1)=1 A homomorphism of algebras
fJ.: A~ B means a ring homomorphIsm whose restriction to R
(identified with ~R is the identity. An algebra A is
called finitely generated if there are a1' '~ A such
that R[a1' '~) = A. Then a1' '~ are said to generate
the algebra.
If A is an algebra, X(A) denotes the set of all homomorphisms It: A--+ R. Let X be a set and A be an algebra of
real functions on X. For x E X by ex we denote a homomorphism
ex : A--+R, defined by ex(a) = a{x), called the evaluation
at x.
By
Definition 3. A variety (X,A), denoted also by X, is a set

X and a finitely generated algebra A without zero-divisors
of real functions on X such that the map X-+X(A) : x~ ex
47
is bijective. The elements of A are called the pOl~omial

functions on X. If (X 1 ,A 1), (X 2 ,A 2 ) are varieties ~en a map
f : X1 -+- X2 is polynomial if for every I.f e: A2 ~ f e A1
f is an isomorphism if it is a polynomial bijection and f -1
is also polynomIal.
0
Definition 4. A smooth algebraic manifold (M,A), denoted

also by M, is a 0 00 manifold M and an algebra A COOO(M,IR)
such that (M,A) is a variety eM denotes the set of pOints of
M). A vector field f on M is ci1led a polynomial vector
field if fCA) cA.
Definition 5. An input-output system ~ = (M, 8,h) is a
polynomiil system if M is a smooth algebraic manifold, c: is
a family of polynomial vector fields and the components of h
are polynomial fUnctions. A polynomial system ~ is said to
be algebraically' observable if "3{( E) = A, where A is the
algebra of polynomial functions on M.
Let us recall that elements a1' '~ of an algebra A without
zero-divisors are alfebraiCall, de~endent if there is a nonzero polynomial PER T1 , ,Tk suOb that P(a1' '~) = O.
If there is no such P, a 1 , ,ak are algebraically independent.
A subset 0 cA is algebraicallY independent if every
finite subset of Cis. I transcendence basIs ot A is a maximal algebraically independent subset Cc A. The transcendence
degree of A (tr deg A) is the cardinality of a transcendence
basis. The dimension of a smooth algebraic manifold (M, A) is
equal to tr deg A. (See (8J and [1J for more details.)
Let K be a field containing /R as a subfield. K is said
to be a finite~ tenerated extension of /R if there are a 1 ,
,~ K such t a K = lR(a1' '~)' where the last symbol
denotes the field of rational fUnctions generated bya 1, ,
~. If K is a finitely generated extension of IR then tr degK
~ ~ If A is an algebra without zero-divisors and QA means
the field of quotients of A then tr deg A = tr deg QA.
:5. IMMERSIONS INTO POLYNOMIAL SYSTl!MS
DefiD.1tioD 6. All immersion of ~. - (M,::: ,h) into

~'. (MI, 8 1 ,hI) is a 0 GO mapping -r : M-+ M' suoh that
(1) for all (x,y) MXM : if h(x)"h(y) then }t('T(x,,1t(T'(y ,
(ii) for all Cu,m)E \l)( M and t e: rO,Tm,u) :
z. BARTOSIEWICZ
48
h(~m , u(t)} = hl(i~(m) , uCt). I

If there is an immersion of E into r: we say that E may be
represented as a subsystem of E' what we denote by !: ~I
The main result of this section may be stated as follows.
Theorem 1. A system ~ may be represented as a subsystem of
a polynomial system ~'if d{(l:)CAC eoO(M,R), where A is a
finitely generated algebra such that S",(A) C A for ~ U.
Proof. We shall show that z:: may be immersed into a polynomial system on IRk. Let X(!!)cA = lR[a1' '~]C. eOO(M,R),
where a 1 , , ~ I;: A. Then hi = wi ( a1 ' , ~ ) ana
So( a i = vi(a 1 , ,~), where wi'v i IR[T 1 , ,Tk]. Now let us
put z:'= (M',2',h' ), where M'= IRk , h~(X) = wi(x) and
...... 1
~k
at
()
I.d.il"
'::'0( (x) ::: "-0 i=1 vi (x) ~ The immersion T: M-? M ~s eJ.ined by 1:' (m) ::: (a 1 (m), ... , ~(m. 1:' is a ect\) mapping. Let us
check condition (i) in Definition 6. If h(T(m 1):::h(t(m 2 )
then wi(a1(m1), ,~(m1) = wi(a1(m2), ,~(m2) for i=1,
,r whioh means that h i (m 1 ) ::: h i (m 2 ). To oheck condition
(ii) let us consider lfm,u- a trajectory of ~ Let
't'=1:' .. ~m,u We obtain '1-'(0) =t(~m., u(O=T(m) and since
ret) =('t 1(t), ,'t'k(t), 'Yi(t) = ai(lfm,u(t), we have
-%to/i(t) = (Sult)aiH'fm,ult
=
v~(t)(a1""'~)(im,u(t)
= v~(t)('Y1(t),,'Yk(t).
Henoe, 't" satisfies the equation
~t 'Y(t)
which means that
h~('t'(t
2~(t)('V(t
for t(O,Tm,u)
~= f~(m),u . Moreover,
= wi (a 1('m, u (t), '~(~m,u (t) )
= hi(\fm,u (t)) ,
which gives condition (1i). 0

Example. Let
= (M, S
,h) be given by the following
49
REALIZA nONS OF POLYNOMIAL SYSTEMS
equations on M=R
x2
x1 = e
U E
R.
Then h : IR. -+ IR, h(x 1 ,x2 )
=e
x1
, 2<><, (x1 ,x2 )= e
x 2 ':'\
-:.\
~ +"'*2
x1
x 1 x2
X1( X2)2
X1( X2)3
is generated bye, e e , e
e
, e
e
, .
x ( x )k
~ itself is not finitely generated since e 1 e 2
cannot
x
x1 x 2
X1( X2)k 1
be obtained as apolynomial of e 1 , e e , , e
e
-,
but 1{ is contained in the algebra generated by
x1
x2
x1
x2
e
and e Let a 1 (x 1 ,x2 ) = e
, a 2 (x 1 ,x2 ) = e Then
h = a 1 and SoC. a 1 = a 1a 2 , SoC. a 2 = '" a 2 Henoe Z may be immersed into I:: , ... (M',:=;',hl) where M' = 1R2, (z1,z2) = T(x 1 ,x2 }
x 1 x2
..... I
. '0
()
I
= (e ,e ), '::'ot(z1,z2) = z1 z 2'<fZ + oC. z 2 'Oz:"' h(z1,z2)=z1
and
We are able to give a partial oonverse of Theorem 1.

Theorem 2. If a system r. = (M, '2 ,h) m~ be represented as
a subsystem of a polynomial system then 4( Ct:;)C A where A
is a finitely generated subalgebra of coO (M,R).
Proof. Let "t be the immersion of ~ into a polynomial system :t:: I. Since Jtl C AI , where A is the finitely generated algebra of pol~omials on M, then, by Lemma 1 below,
d( = 'til ('1(') c 't"-It(A') = A and A is finitely generated. 0
Lemma 1. Let 't": M ~ M' be an immersion of .E ... (M,:::: ,h)
into Z:' = (M~S',h') and -r*: C oO (M',n)-7 COO (M,IR) be defined
by ('t'iC'f)(m) =~("t'(JI. Then "t'*(l{')=e.
Proof. If we denote by (m,t)~ ~~(t)m the flow oorresponding to the veotor field SoC. and put ':f(t 1 , , t k ) =
= t~ (tk) '~~ (t 1)m then the known formula gives
k
-&1 ...
~ (h o ~)(o, ,0) = :::

::: h(m). This and
k
0<.1
o<.k
oondition (ii) of Definition 7 imply that
Zo BARTOSIEWICZ
50
..-.
.::. 0<:
.-.
1
't~O{i)
.::..
o(k
= 0d{ 0
hi'"
"(..... I
;::, 0<.
.-, I i )
.:::.'"
hi
which gives
Corollary 1. It!; may be immersed into a polynomial system

then tr deg "X (Z) is finite.
Proof. This follows from Theorem 2 and the fact that if
tr deg B ~ tr deg A (a finitely generated algebra has finite transcendence degree ) c::J
Bel then
corolla~2. If de (1:;) has no zero-divisors and L! may be

Immerse into a polynomial system then the observation field
Q(~) is a finitely generated extension of IR.
Proof. (similar as in [8,13.2J) From Theorem 2 1t(E) C

IRCa 1 , . ,~J, where a i e CoO(M,IR). Since 1{ has no zero-divisors we may define Q (Z) which is contained in lR(a 1 , ,~)
But a field which is contained in a finitely generated extension of IR is itself a finitely generated extension of IR
(see C7,Chap.X,Ex.6J). 0
If we assume that a new polynomial realization is algebraically observable we get a stronger condition.
Proposition 1. 2:; may be immersed into an algebraically
observable polynomial system iff -X (l::) is finitely generated.
=* This part was proved in ( 1].

Let4t:(I:) ... lR[a p ,~1. Let us construct the system
i: I exactly .in the same way as in Theorem 1 ( taking A =1{ (: ) ).
Since M1 .. nk we have to show that l( (1: I) ... lR[x 1 , ,xkl. We
may assume that a 1 , ,ak are linear~y independent and are
expressed by a i =:=: i ::: i h j
( a 1 , ,~ may be still
Proof.
=
o1
algebraically dependent).
Cs
But '2
i:=: i h j
0(.1
o(s
...
.. wi(a1' '~) is a polynomial in a1' '~. From the

construction of L. I we obtain '.:::.,' I i . S' i h lj (x 1 , , ~ )
= wi (x 1 , ,xk ) = xi
in
4{ (~I).
CI
'1
o(.s
so every coordinate function on IRk is
51
4. POLYNOMIAL REALIZATIONS OF RESPONSE MAPS

In this section we use some concepts presented in Jakubczyk
(6). Let the control spaoe U and the output spaoe be fixed.
We limit ourselves here to piece-wise constant controls although Jakubczyk's paper provides a setting for more general
classes of controls. Thus, let U mean the class of piecewise constant functions u : to, TuJ ~ U. If u Ct) = "'i for
t [6"i_1' 6"i)' i=1, ,k , 6 k=Tu and 6 i = ~=1 tj , 6 0=0,
tiC: IR+ = [0,+00), we use the notation u = Ctkt""k) (t 1 ,cx.. 1)
Let us introduce the multiplication in the set ~ by
vu = ('tm'~m) ('t1'~1)(tk,ok) (t1'o(1)
where
v = ('lm'\'>m) (T1,fo1) The neutral element (identity) e is
the empty sequence identified with all u=(O,cC.), 01.. e U. We denote by S the semigroup given by the set ~ and the multiplication defined above. There is a natural action of IR+ on
S defined by tu = (ttk'~k) (tt1'o(1).
Definition 7. A map p: S~ IRr is called a response map.
A response map is a formal description of "response experiments" carried out with some "system" black box We apply
a control u and after time Tu measure the output consisting
of r real parameters.
Defini tion
p
from a
p~( u,m) ..
be defined
8. The response map of a system ~ is the mapping

subset of t~x Minto nr defined by
h(\fm,u(Tu ) for pairs lu,m) such that ~m,u may
on [O,TuJ.
Defini tion 9.
A (C CO)
realization I:: x
= (z: , x o ) of a
response map p is an input-output system ~ = (M, S ,h) with

a distinguished point XOI! M such that p(u) = p~(u,xO)
for u E S.
The realization is .controllable if for any x 1 ,~E. M
there is UE S such that'S'x1'u(Tu) .. x 2 and observable if
for any x 1 ,x2E M, x1"x2 , there is u S such that P~llu,x1)
" p l:l (u,x2 ) A controllable and observable realization is
called miniDlal.
Let us denot.:! .. (v1 , ,vk ),
! = (t 1 , ,tp ), tiE IR+, vl'u j
!! = (u 1 , ,up ), p~1,
S. Define 'V ~: R~ ~ IRkr
k~1,
Z. BARTOSIEWICZ
52
Defini tion 10. A response map p is of class coO if for

every !!,y the function 'r' is of class CoO. Let us also
define
rank p = sup raruc D 't'~(1).
!!,y,!
Now we are going to define an algebra of real functions
corresponding to the response map. Let '~(p) denotes the
algebra of functions on the semigroup S containing Pi - the
components of the response map p and invariant under the
following operations :
f~fQ(.,
foL(u)= ~t f((t,e<.)u)lt=o' otffU.
(*)
Theorem 3. If P is a CcO response map and
d{
(p) c A, where
A is a finitely generated algebra of real functions on

invariant under
(~)
, then p has a polynomial realization.
Proof. (A sketch) The idea of the construction of the reais similar as in the proof of Theorem 1. Let A be
generated by f 1 , ,fk Then Pi=wi (f 1 , ,fk ), i=1, ,r,
f~= viCf1, ,fk), i=1, ,k, where wi and vi are polynomials in k variables. Define the realization (M,:=:: ,h,xo ) as
follows. Let M=Rk, x o=(f 1 (e), ,fk (e, h=(h 1 , ,hr ),
hi(x)=wi(x), XlRk, S,,(=~=1 vi&: . 0
IIZati~n
Corollary 3. If P is a COO response map and ~ (p) is fini tely generated then p has a polynomial realization. 0
Remark. The realization constructed in Theorem 3 is not
mInimal in general. It may be proved that if (M, '2 ,h,xO) is
a polynomial realization of a response map p then
dim M ~ tr deg 'J( (1::.) ). tr deg 'l{ (p) ~ rank p = n , where
n is the dimension of the minimal realization. This means
that in order that p has a minimal polynomial realization
it is necessary that tr deg lK(p) = rank p.
Now we are going to prove a necessary condition for the
existence of a polynomial realization. We limit ourselves
here to the analytic case. A realization (M,S,h,xO) is said
to be analytic if M is an analytic manifold, '2 is a family
of complete analytic vector fields and the components ~f h
are analytic functio~s. A response map is oalled analytio
53
Y"i
if the mappings
have real analytic extensions onto the
P
whole n Hence, for an analytic response map we may extend
this map to the group G obtained from S by admitting negative times in a sequence u=(tk'~k) . (t1'~1). We identify
(t 1 , oc.)(t 2 ,.,() = (t 1+t 2 ,..c.) and define the action of R on G
by tu= (ttk,"'k) (ttl' "'1 ) for t ~ 0 and tu= (ttl''''1) (ttk'..l~
for t < O. So, if p means the extension of p to the group G,
by~(p) we denote the algebra of functions on G defined in
exactly the same way as lK(p). A realization is called
weakly controllable if for any Xl'X 2 e M there is U G such
that ~x1,u(Tu)=x2' where Tu may be negative.
Theorem 4. If an analytic response map has a polynomial
analytic realization then '1{ (p) is isomorphic to a subalgebra of a finitely generated algebra.
Proof. (A sketch) Let (M,S ,h,xO) be a polynomial analytic
realization of the response map p. Then 1K(~)C A - the finitely generated algebra of Eolynomial functions on M. Now
shall relate "J(~) with 'l{(p) to obtain the required condi tion. Let 2:';1
be a weakly controllable and observable
Xo
realization obtained from ~x using the procedure described
in [9],[5]. It is constructed in two steps. Firstly, we consider O(xo' - the orbit of the system ~ from Xo which
appears to be a submanifold of M. Let i : O(xO)~ M be the
natural imbedding. It induces the epimorphism of algebras
i*: O'-'l(M)~OW(O(xo. Let. AI = i~(A) and -l{i = r*(1{(E. It
is easy to see that "l{'C AI and AI is finitely generated. Secondly, we consider indistinguishability relation in o(xo ) :
x'" y if for every u G h'fx,u=h"lfy,u and put MI = o(xo ) IN
It is easy to prove that the observation algebra of the system L! I is isomorphic to the algebra l{1. On the other hand
letus consider the equivalence relation in G : u'" v if
p<.wu )=p(wv) for all WE G. Define X=GI'" Now we consider
the algebra'1(Cp) generated by qi: X-+R, qi(lul) = Pi(uh
and invariant under the operations : f ---+ fo(.,
foC ( [u 1 ,) =
= ~t f(l(t,~)ul)lt=o Similarly as before it appears that
"1{ (p) is isomorphic to l{(p). The algebra 'i(p) is the observation algebra of the OW-minimal realization (i.e. weakly controllable and observable) constructed in [6}. Now,
54
Z. BARTOSIEWICZ
since two C W -minimal realizations of the same response map

are diffeomorphic, we obtain that iC(p) is isomorphic to
'l{(l!I) which means that 'l<.lp) is isomorphic to 1{i which is
a subalgebra of the finitely generated algebra AI. 0
Similarly as in Section 3 we obtain the following facts.
PrO~osition 2. An analytic response map p has a polynomial
ana ytlc algebraically observable realization iff 'lK(p) is
finitely generated. 0
Coroll~ 4. If an analytic response map has a polynomial
analyt1C realization then Q(p) - the quotient field of 4t(p)
is a finitely generated extension of IR. CI
Acknowledgment. I wish to thank B.Jakubczyk for suggestions

concerning Section 4.
REFERENCES
t1J Z.Bartosiewicz,'A new setting for polynomial continuous

[2J
C3.J
t4J
t5J
C6J
r: 7J
r8J
[91
time systems, and a realization theorem~ to appear in

J.Mathematical Control and Information,1985
D.Claude, M.Fliess and A.Isidori, I Immersion, directe et j
par bouclage, d'un systeme non lineaire dans un lineaire,
C.R.Acad.Sc.Paris 296, serie I , 1983 , p.237-240
D.Claude,'Linearisation par diffeomorphisme et immersion
des systemes~ Rapport de Laboratoire des Signaux et
Systemes, C.N.R.S.-E.S.E., France
M.Fliess and I.Kupka, 'A finiteness criterion for nonlinear input-output differential systems~ SIAM J.Control
Opt. 21,1983,p.721-728
,
R.Hermann and A.Krener, INonlinear controllability and
observability! IEEE Transactions on Automatic Control,
AC-22,1977,p.728-740
B.Jakubczyk, 'Existence and uniqueness of realizations
of nonlinear systems~ SIAM J.Control opt. 18, 1980,
p.455-471
S.Lang, Al~ebra, Addison-Wesley, Reading, Mass., 1965
E.Sontag,olynomial Response Maps, Springer Verlag,
New York, 1979
H.Sussmann, 'Existenoe and uniqueness of minimal realizations of nonlinear systems~ Math. Systems Theory 10,
1977,p.593-604.
SYMMETRIES AND LOCAL CONTROLLABILITY
P. E. Crouch and C. I. Byrnes
ABSTRACT
In this paper we review some ,results concerning the local
controllability of nonlinear control systems. We stress those results
which are most closely related to the existence of certain symmetries,
including results by the authors and H. J. Sussmann. We also comment
on the relation between this work and generalizations of Lie group
theory to semigroups and Lie wedges.
1.
Introduction
In this paper we describe some results on the local controllability of

nonlinear analytic (smooth) systems of the form,
x=f(x,u)
,xe:M
(1)
where Mn is an analytic (smooth) n dimensional manifold, and for each u

e: Q x -> f(x,u) = Xu(x) is an analytic (smooth) vector field on M. We
concentrate on those results which are most closely related to the
existence of "symmetries" of the system (1), and in particular the
papers by Crouch and Byrnes [4] and Sussmann [20].
For the purposes of studying local controllability it is usually
sufficient to be given the corresponding family F of vector fields {XU;
u E Q}, so we shall refer to such a family of vector fields as a
system.
If R~(X) is the reachable set of system F from x at time T,
subject to piecewise constant controls, let

F
R (T,x) =
F
U Rt(x)
O<t<T
55
M. F1iess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 55-75.
P. E. CROUCH AND C. I. BYRNES
56
denote the reachable set from x, up to time T.

locally controllable at Xo E M if
Xo
We say that system F is
interior RF (T,x o )
for each T > O.

(We write int.A for interior of A from now on).
Clearly for a system to be locally controllable at Xo then we require
that int.RF(T,x o ) * 0 for each T > O.
F
R (x) ;
u
T>O
If
(T,x)
is the reachable set from x, we say the system (1) is
ac~essible
at
if RF(x) has nonempty interior in M, and locally accessible at x if for

any open neighborhood U of x, the system (1) restricted to U is
accessible at x. For analytic systems these two properties are
equivalent.
As in Krener [15J local accessibility at Xo may be
described in terms of L(F), the Lie algebra generated by F, by the
local accessibility rank condition
where L(F)(x) is the subspace of TxM consisting of the elements of L(F)

evaluated at x. Clearly local accessibility from x is a necessary
condition for local controllability from x.
It is convenient at this point to introduce an important subclass
of systems defined by the equations
x ; Xo(x)
m
+
i;1
uiXi(x)
X E
M
(2)
where in this case we suppose that Q contains 0, and that the affine
span of Q is Rm. Moreover, if we are interested in local
controllability of the system about x o ' we assume Xo(x o ) ; O. As in
[21J, in the analytic case where the local accessibility rank condition
holds everywhere on M then int R~(Xo) * 0 for each T > 0, and hence
also lnt RF(T,X o ) * 0 for each T > O. It is shown in Sussmann [20J,
that system (2) is locally controllable at x o ' if and only if the
system is locally controllable at x o ' with the admissible control set
enlarged to include bounded measurable controls taking values in the
closure of the convex hull of Q. This mitigates our definition of
57
local controllability, at least fDr the subclass of systans described

by equations (2).
Necessary and sufficient condi tions for local controllabil ity of
system F fr'om Xo may be expressed in terms of the
jets at x o ' of each
element of F, or in terms of the vectors in L(F) (x o ), as is easily
deduced from the results in Krener [15J. A notable reference in this
direction is that of Sussmann where sufficient condi tions were sought
(X)
in terms of the values of XU F at Xo and their first order Lie

brackets at xo.
The complexi ty of this analysis, and others by
Bianchini and Stefani [1], Stefani [17J and [18J, leads one to ask
whether there are other cri teria which would enable one to deduce local
controllability, wi thout having to examine the Taylor series expansions
expl ici tl y.
In section (2) we review a basic result by P. Brunovsky [2J where
symmetry is first introduced to give sufficient condttons for local
controllability.
We also show how this result relates to the criteria
cOnjectured by H. Hermes, and proved by Sussmann [19J, which provided
the first set of condi tions for local controllability potentially
involving Lie polynomials of arbitrarily high degree.
In section (3) we review a general ization of Brunovsky's result
obtained by the authors [4] and give an example of its applicability to
a physical systan. Whereas Brunovsky's cri teria depend on a particular
choi ce of coordinate chart the resul t descri bed in section (3) may be
viewed as the coordinate free version. The major ingredient is a group
G of symmetries, (local diffeomorphisms) fixing Xo which permutes the
elements of F, and hence leaves trajectories of the systan invariant.
Thi s group, which may in general be a compact Lie transformation group,
has a I inear orthogonal representation on T M, and assuming that the
Xo
local accessibility rank condition holds, local controllability is
equivalent to the non existence of non zero fixed points of this
representation of G.
In section (4) we review some of the resul ts in the recent paper
by Sussmann [20J.
The major ingredients used there include a finite
symmetry group G of "pseudo autanorphisms" of the free Lie algebra L(Z)
in the noncommuting indeterminates Z 0' Z I ' Z , (for systans (2
m
and a "dilation" <5
degree,
de g<5(Z)
on L(Z), which is capable of defining the notion of

A
of an element Z
L(Z) in a variety of ways.
Let 1T
L(Z) .... L(F) be the homomorphism defined on generators by 1T(Zi) = Xi.
particular corollary of the work in Sussmann [20J general izes that of

[4J, in that the representation of G in T M is now allowed to have
Xo
fixed points v, as long as there exist elements H, HI Hk L(Z)
such that
58
CUT
1
(R.)
1
(X O )
Ct.
where dego(R i ) < dego(R), 1 ~ i ~ k, and R is a fixed point of the

group of automorphisms G of L(Z) induced by permutations of the family
F - {Zo
m
+
i-1
u.
z. ,
1
n}
defined by G.
This latter condition generalizes the essential component of the

condition conjectured by H. Hermes. Finally in section (5) we review
some related work on controllability, involving Lie wedges, and Lie
semi groups which has as yet not been utilized in the solution of the
local controllability problem. These results are announced in Hilgert
and Hofmann [13J.
2.
The Criteria of P. Brunovsky and H. Hermes
We first consider systems described by the equations (2), and describe

the conditions for local controllability about x o ' Xo(x o ) - 0,
conjectured by Hermes [9J. For such a system set
RI
span {ad k Xo (X I) , k > 0, 1 < i < m}
where adX(Y)
[X,YJ is the Lie bracket and define inductively the
subspaces Rk and Sk of L(F) by setting
Rr
Theorem 2.1
Sussmann [19J.
If system (2) satisfies the locally accessible rank condition at x o '

and N is the least (finite) integer such that SN(x o ) - T M, then the
Xo
system is locally controllable at Xo if for each even integer k, 2 < k
<N
Actually this result was only proved for m - 1 in [19J, but it is

not difficult to verify that the calculations are valid for m > 1. The
result also follows form the work in [20J. There is a particular
structure on L(F) which naturally exhibits the conditions imposed in
this result. We suppose L(F) may be written as a direct sum
L(F) = K ED P
(4)
59
where K is a subalgebra of L(F) consisting of elements of L(F) which

vani sh at x o , and P is a subspace satisfying the commutation rules
[K,KJ c:. K, [K,PJ c: P, [P,PJ C
(5)
I t is easily verified that if Xo e: K and Xl . . . Xm e: P, we have
Rr c: K for all even r's and Rr c: P for all odd r' s.

Rr ( x 0) + Rr_ 1 ( x 0) +
Thus for r even
+ R2 (x 0) + R 1 (x 0 )
Rr_ 1 (x 0) + + R1 (x 0) c:. Sr_ 1 (x 0 )

Thus conditions (3) are satisfied automatically. Hence any locally
accessible system whose Lie algebra L(F) has the above structure is
automatically locally controllable.
A class of examples, very pertinent to this section, is obtained
whenever M
Rn, Xo
= 0,
Xo is an odd vector field, that is
Xo (-x)
and each Xi' 1
< m is an even vector field, that is
X. (x) = X. (-x)
1
An easy calculation shows that in this case L(F) = K @ P, where K

consists of odd vector fields, which must vanish at x = 0, and P
consists of even vector fields. However, this class of examples is a
special case of a different manifestation of symmetry than is expressed
by the relations (4) and (5), and is described in the following result.
Theorem 2.2 Brunovsky [2J.
If F = {XU, u e: n} is a collection of analytic vector fields on R n
which has the property that for each u+ e: n there exists u
that
e: n such
-Xu (x)
(6)
then system (1) is locally controllable at x = 0, if and only if the

local accessibility rank condition is satisfied at x = O.
60
Brunovsky applies this result to systems of the form

r
x = f(x,u)
Xo(O)
where Xo ' Xl"

vector fields.
Xo (x) +
i=1
u.X.(x) +
1
i=r+1
uix i
(x)
[-1, 1J
U.
Xr are odd vector fields and Xr+1 . . . Xm are even

Clearly
f(-x,u-)
-f(x,u)
. ur ' -u r +1 ' . . . -urn)' Thus system (7) satisfies

where u = (u l
condition (6) and we may deduce (7) is local controllability at x = 0
if and only if it is locally accessibility at x = O. For r = 0, we
deduced this result from the Hermes conditions (3), but for r > 0 it is
inconceivable that this result may be deduced from those of Hermes.
3.
Group invariance and the Crouch-Byrnes conditions.
3.1 Let F = {XU; u oJ be a family of vector fields on a manifold M,

and G a compact Lie transformation group of M. We say F is G invariant
if for each u 0 there exists ug 0 such that
u
where g
gog
(8 )
G is viewed as the diffeomorphism of M given by x g(x).

Thus, if M = R n and s : R n Rn is the tliffeomorphism s(x) = -x,
condition (6) of Brunovsky may be expressed as the G invariance of F
where G is the group (e,s}, and e is the identity diffeomorphism.
If we now assume that in addition to the above assumptions on G,
each element of g fixes the point Xo M (g (x o ) = Xo for each g G),
we obtain a linear representation
where Ga is the group of isomorphisms of T M given by

Xo
G - {g
a *
xo
GJ
Since G has an invariant (Haar) measure we can construct a Ga

invariant inner product on T M. In particular we may assume that Ga
Xo
61
consists of orthogonal transformations.
Using Ga we may linearize the

action of G as follows. We assume that system (1) satisfies the local
accessibility rank condition at x o , so that we may choose vectors Xl, .
. . , Xn satisfying span {Xl(XO) . . . Xn(x o )} = n. Since F is G
invariant, L( F) is G invariant also. Thus, given g e: G, there exists
Xg1 e: L(F) such that
1
<
<
(9)
We may now define local coordinates for M about Xo by means of the

analytic mapping. : Rn ~ M, .(0) = x o , given by
y ) ~
where (t,x)
n
(11
.(y)
i=l
(It(X)(x) is the flow of the vector field X.
As in
Chevalley [3J, is a diffeomorphism on some neighborhood V of 0 e: R n

onto some neighborhood U of xO' Moreover we may identify V with a
Mviathemappingy~ (Yl Xl (x o ), . . Yn Xn
Xo
From equation (9) we deduce that
neighborhoodofOET
(x o ).
g((ll (
i=l
y i Xi) (x o ) ) =
(11
i=l
Yi
xgi )
(x o )
Thus if A(g) is the matrix representation of ITa(g) deffned by the basis

Xl(X O ) '
. Xn (x o ), and .(x) = y we have

g(x)
(A(g)y)
(10)
It follows that in the local coordinates Yl . Yn the nonlinear

action of g e: G on M is given by the linear action of A(g) on
M.
Xo
From equation (10) we can d.educe some important facts. Let GO be
the fixed point set of G, GO = {x e: M; g(x) = x for each g E G}, and GO
a
the fixed point set of Ga , then it is clear that Xo is an isolated
~
fixed point of G if and only i f 0 is an isolated fixed point of G .

a
Moreover by resorting to an orthogonal representation ITa of G, one can

show that GO {OJ if and only if G leaves a half space invariant.
a
a
Since G~ is the vector space on which Ga acts trivially, ~e have
62
P. E. CROUCH AND C.
r.
BYRNES
Lemma 3.1 Crouch, Byrnes [4J.

The following are equivalent
i) Xo is an isolated fixed point of G
ii) G has no non zero fixed points
iii) G
leaves no half space invariant

a
i v) IIa does not contain the tri vial representation
Condition (iii) is instrumental in obtaining a more useful

equivalent condition. We say that a set of vectors {v 1 v k }
n
contained in an n dimensional vector space E , 2n

pOsitive basis of En if any element v
> n+1 is a
En has an expansion
i= 1
> 0, 'and no proper subset of {v 1 v k } has this property.

In terms of this definition we may state the following result.
where (1i
Lemma 3.2
Crouch, Byr nes [4 J
Let B
. v ) denote a basis of T
n
contains a positive basis of T

hal f spaces.
3.2
Xo
Xo
M.
Each set
M i f and only i f G
has no invariant
The main result in Crouch and Byrnes [4J may be stated as follows.
Theorem 3.3
Crouch and Byrnes [4J.
An analytic system (1) defined by the family of vector fields F = {XU j

U n}, which is invariant under a compact group G of diffeomorphisms
wi th isolated fixed point x o ' is locally controllable at Xo if and only
i f it satisfies the local accessibility rank condition at xo'
Note that under the defini tion of G invariance given u n there
exists a unique element ug n. Thus G has another representation, lIb
: G ~ Gb where II b (u) = u g ' and n is invariant under Gb In the context
of system (2) G invariance of the family F will be satisfied in case
for each g G
63
SYMMETRIES AND. LOCAL CONTROLLABILITY
( 11)
<m
~ j
To demonstrate how lemma (3.2) leads to a proof of theorem (3.3),

we first make sane definitions. Let A denote the class of continuous
functions on R which are ceo on (0,) for sane > 0, vanish at 0, and
are strictly positive on (0,). Note A is closed under concatenation.
Given XU
F let
to F is a mapping
(t ,x) -+ aU(t)(x) 'denote its flow.

T)
A stream relative
R+ xM -+ M
(t,x) -+ n(t)(x)
defined by an expression of the form
n(t)(x)
aU1('I(t))O
u.
where each function ,.
for some integer r
a r('r(t))(x)
>
U.
A and a l i s the flow of X
F,
1 ~ i ~ r,
Note that if F isG invariant then (t,x)-+
1.
g(n(t)(g-1 (x)) is als: a flow for each g
G where
and
u. (g)
Xl,
Ui
' u i (g)
Il
Resorting to local coordinates y in which the action of G is

linear, as in the previous section, we suppose that there exist n, C
streams Si(t)(y), 1
<
<
n such that
+
and span {a 1 a }
n
eo
Rn.
(t
q.+1
1
( 12)
However by above A(g) (Si(t) (A(g)-1 y ))
S~(t)(y) is a stream for each g
G, and
64
.
Sl(t)(O)
g
A(g) a.t
q.
+ 0 (t
q.+l
1
),
< i <n
If G has an isolated fixed point, then Ga has 0 as an isolated
fixed point and by lemmas <3.1) and <3.2), Ga {a l

an} contains a
positive basis forR n .
Select gi
G so that vi
A (gi) a.,
Ji
<
<
k is such a positive basis and set

-i
<
(t)(y)
<
We make a series of further defini tions.
Let
( 14)
- e.
be expansions of the standard basis vectors in R n in terms of the

+
positive basis, with a ij , a ij
It follows that -i
S
0, and set
(+
tij(s) ) (y)
Sij(S)(Y) define streams relative to
F wi th
(15 )
+
( I f a:-.
= 0 then we set SiJ'+-(s)(y)
y).
lJ
relative to F by setting
oj (s)(y) = Sij (s)
..
Defining further streams
k'
S J(s)(y)
we obtain fran ( 1 4) and (15)

j+
0
0
j-
(s) (0)
(s) (0)
e.s + O(S)
J
-e.s + 0(5)
J
(16)
65
Now define maps (s,y)
-+
oj(s)(y) by
oj+ (s) (y)
s > 0
={oj-(lsl)(Y) , s
<
and finally set
It follows from
(16) that
nei ghborhood of 0 e: Rn wi th
~
~
(0, 0 0)
o s.
1
lji
is continuously differentiable in a
ei
' 1
<
<
Thus the inverse function guarantees that lji is a diffeomorphism on sane

open nei ghborhood of 0, onto another open neighborhood U of O. But by
the construction of lji, all points in U are reachable from 0 by
trajectories of system in positive time. This demonstrates the local
controllability of system (1) under the hypotheses of theorem (3.3) as
long as the initial assumption in equation (12) is satisfied.
Unfortunately establishing this result is also a problem, so a
different approach is used in Crouch and Byrnes [4J, as in Brunovsky
[2], to prove theorem (3.3). We note however that the analytic
assumption which is required there is not needed by Sussmann [20J, who
proves the result in case G is a finite group. Finally theorem 0.3)
may be improved, Crouch and Lammabhi [6J, by demonstrating that in the
anal yti c case
Xo e: into
R~ (x o ) , T ~ 0
3.3 As an example we consider the attitude control of satellites using

thruster jets as described in Crouch [4J.
The equations evolve
naturally in SO(3) x R 3, but since we are only concerned with a local
problem we parameterize SO(3) by the unit quaternious. We are
therefore interested in the local controllability of the following
equations on S3 x R 3 , about Wi
Xi = 0, 1 < i < 3, Xo = 1.
u 1 e: [-1,1J
U2
e: [-1, 1 J
a3
66
P. E . CROUCH AND C. I. BYRNES
Xo
(- WI XI - w2 X2 - W3 XS
(WI Xo + W3 X2 - 1Il2 XS
( 18)
x2
"2
1
2
Since x~ + xf + x~ + x~
in a neighborhood of X
= -1 ( W
X
11 -
=
=
1, we may wri te the last four equations (18)

0 as
+ S(w)x)
XIX
(19)
where x = (XI' x 2 , x s ), W = (WI' 1Il 2 , w3 )and S(w)x = X x W is the usual

cross product of 3-vectors. If R SO(3) is an orthogonal matrix,
RS(w)x = S(Rw)Rx and so
fix
~ {Rw 11 - (RxY (Rx) + S(Rw)Rx)
We introduce an abel ian group G c:: SO(3) xSO(3), and an action on

the state space R S x R S of the equations (17) and (19) by setting
whereR o is the 3x3 identity matrix and RI = diag (1, -1, -1), R2 =
diag (-1,1, -1), R3 = dia~ (-1, -1,1). The action of G is simply
defined by (w,x) ~ (R.w , R.xJ , 0 < i < 3. It is clear fram equations
1
--
(17) and (19) that equations (11) are satisfied with

diag (1,-1),
diag (-1,-1),
lI b (R
1f
2)
diag (-1,1)
b (R o ) = diag (1,1)
Thus the family of vector fields defining the systan of equations (17)
and (19) are indeed G invariant, and since G clearly has no non zero
fixed points in R 3 x R 3, by lemma (3.1), the hypotheses of theorem
(3.3) are sati sf ied. To deduce local controllability about x = w = 0
we need only check that the local accessibility rank condition is
satisfied but this is a standard argument as performed in Crouch [4J.
4.
Input symmetries and the conditions of H. Sussmann
4.1
In this section we describe some of the results of Sussmann [20J,
in relation to systan (2). The paper by Sussmann [19J should also be
consulted in this context.
We introduce m+l noncommuting
67
SYMMETRIES 'AND LOCAL CONTROLLABILITY
indeterminates
power
the
Z 0'
series
and
. Z
in Zo' Zl
L 0:1
form
Z , and let A(Z) denote the algebra of
Z1
over R.
Thus each element of A(Z) has
ZI' where the sum is over all multindexes I, for reals
homogeneous
degree
III
multiplication
elements
. Zi
,0
<
i, < m (of
J-
r).
Addition
is
performed componentwise and
performed as usual with ZI ZJ = ZI*J where I*J is the
cancatenation of I and J. Let L(Z) denote the (Lie) subalgebra of A(Z)

consisting of the Lie series. Thus each element in L(Z) has the form
00
Ri' where Ri
L(Z)
i= 1
That
i.
is,
Ri
is
Ai(Z) is a homogeneous Lie element, of degree
an
element of the free Lie algebra L(Z) in the

. Zm' whi ch when vi ewed as an el ement of the
indeterminates Zo' Zl'

free
associative
algebra A(Z) generated by Zo' Zl' . , Zm' belongs
~i
to A (Z), the subspace of A(Z) consisting of elements homogeneous of

degree i.
Let G(Z) denote the set of exponential Lie series in A(Z), that is
each element S E G(Z) has the form S = exp R, for some R E L(Z). By
the Campbell-Hausdorff formula G(Z) is a group. We introduce a system
in A( Z) by the equations
S=
m
S (Zo +
i= 1
z)
ii'
( 20)
As the class of admissible inputs we take those measurable functions u:

[0, TJ -+ 0 for some time T > 0 which are Lebesque integrable on [0, TJ.
I t follows from [20J that the reachable set S(Z,O) of thi s system from
S = 1, the identity in G(Z), is a sanigroup contained in G(Z).
In L(Z) we define the ideals
~k(Z)
A
linear
map
~k(Z)
inductively by setting
Ll (Z) = L(Z)
L (Z) -+ L (Z) is sai d to be a pseudo automorphi sm of
L( Z) ,in cas e
Such a pseudo automorphism may be extended to L(Z) by setting
68
co
i=1
co
R.1 =
co
i=1
where
Ri is the sum of the homogeneous components of A(R k ) of degree i
for k < i.
A now defines a mapping AU of G(Z) by setting

II
A (exp R) = exp A(R) , R e: L(Z)
It
is clear that i f AI' A2 are two pseudo autanorphisms then 01A2)/1 =
A/~ AI!.
As
Sussmann [20J an input symmetry for system (2) is a pseudo
in
autanorphism A of L(Z) such that / maps S(Z,O) into S(Z,O). By the

previous comment it makes sense to consider f ini te groups of input
symmetri es.
Given a one parameter group of dilations
{ I')
I')
<
< co}
Al
of A (Z),
extends in an obvious way to A(Z)

If
I')
degl')R = i.
(R)
Clearly
autanorphisms.
S(Z,O) i f
PiR for R e: A(Z) we say that R is
I')
I')p
homogeneous with
extends to A(Z) to form a one parameter group of
in Sussmann [20J,
As
I')
I')
is said to be compatible wi th
maps S(Z,O) into itself for 0
<
1, or equi valently for
p ~
each u e: 0 and p, 0 0 and v e: 0 such that
m
I')
(Zo+
i= 1
u.Z.)=T(Zo+
1
i=1
v 1 Z.)
(21)
L(Z) .. L(F) be the Lie algebra homomorphism defined on

Let 'IT
generators by setting 'IT (Zl')
X., 0 < i < m. As in Sussmann [20J, R
1
e:
L(Z)
is
homogeneous
said
to
'IT(R) (x o )
be
I')
neutralized
at
Xo
e: M if whenever R is
I')
i= 1
'IT
< i ~ k, and if R is not I')

homogeneous and degl')R i < degl')R for
homogeneous, i t i s a sum of I') homogeneous elements each of which
satisfies the above conditions.
69
4.2
The main resul t in Sussmann [20J may now be stated as
Theorem 4.1
Sussmann [20J.
The smooth system (2) is locally controllable at Xo E M in case (i) it

satisfies the local accessibility rank condition at x o ' (ii) there
exists a finite group G of input symmetries, (iii) there exists a one
parameter group of dilations
<5
of Al (Z), compati ble wi th S( Z, 0), such
that every fixed point of G in L(Z) is
<5
neutralized at xo.
In the situation of theorem (3.3) applied to system (2), and G a

finite group of diffeomorphisms, with isolated fixed point x o ' each
element g of G defines a permutation of the set of vector fields F,
A
It
which induces automorphisms g of L(Z) and L(Z), and an autmorphism g

of G(Z), which is an input symmetry. This latter fact follows from the
identi ty
It
dt g
(exp tR)
It
g (exp tR)g(R)
for R E L(Z), which implies that along a solution Set) of equation (20)
we have
d
dt g
It
(S(t
m
l(S(t (Zo + i!1 viet) Zi)

for some 0 valued admissible input v.
group G
(1TR) (x o )
If
is a fixed point of the
{g ; g e: G} of input symmetri es we have 1T (g R) (x o )

(wR) (x o ).
the group G
: T
Xo
M ~ T
That is (1TR) (x o ) e: T
Xo
M.
g*
M is a fixed point of
Xo
But under the assumptions of theorem
(3.3), Ga has no non zero fixed points, so any fixed point R
L(Z) of
G is automatically <5 neutralized at xo. Theorem (3.3) now follows in

this case.
It is important to notice that not all input symmetries are
induced from permutations of the family of "vector fields" F = {Zo +
L u. Z. ; u e: o}. Indeed consider the mapping T of S(Z,O) into

i=1 1 1
itself constructed as follows.
If u: [0, Tu] ~ 0 is an admissible
70
P. E. CROUCH AND C. 1. BYRNES
: [o,r ] ~ 0 be defined by v (t) = U(r -t). Let

u
u
u
u
su(r) be the element of S(Z,O) obtained by solving (20) with the
control and let v
control u and evaluating the solution at r
, and let S
(r) be the
u
v
u
element of S(Z,O) obtained by solving (20) with the control v, and
evaluating the solution at ru.

setting rA(s (r )) = S (r ).
u u
v u
rhe mapping rA is now defined by

As in Sussmann [20J, rA extends to an
autanorphism of A(Z), by defining rA on homogeneous elements of Ak(Z)

as
( 22)
Clearl y rA def ines a pseudo automorphi sm of L(Z) satisfying rA(R) =

(-1)
k+1
R, where R is any element in L(Z)
A (Z).
I t follows that r
is an input symmetry, which is even the identity map on {Zo
m
2: u i
i=l
Zi'UO}.
If G is a finite group of pseudo autanorphisms of L(Z) satisfying
in addition
( 23)
A
then r commutes with every element of G, and so G u{r} forms another

fini te group of pseudo aut oinorphi sms. If R is a fixed point of this
group, then R must be a fixed point of G, and, in addi tion, each one of
its nonzero homogeneous elements must have odd degree. In thi s case
we say R is totally odd. It now follows that in the case that the
group G of input symmetries satisfies (23), we may limit" thesearch of
fixed points of G, in theorem (4.1), to totally odd fixed points.
4.3
We now apply theorem (4.1) with G the group of input symmetries
generated by the set of all permutations ok and

lu.1
1
<
1,1
< i -< m} defined by 0k(Zo)
of {Zo
Zo' 0k(Z.)
1
+
=
2:
i= 1
u. Z.
+ Z.,
1
i .. k
Ok (Zk) = - Zk' 1 < k <m, and

(Z 0) = Zoo (Z.) = Z (.)' 1 _< i ~ m, ~
~
~
1
~l
Sm' the permutation group of the set {1, 2, . , m}. In this case
~
each element of G is an automorphism of L(Z) and in particular
71
satisfies condition (23). Moreover, any fixed point of G in L(Z) is a

sum of homogeneous elements of the form
o (R)
B(R)
a e: G
for sane Lie monomial R e: L(Z).
Since each ok commutes with each OJ.! we
Gk U Gko k , where Gk is group generated by OJ.!'
may wri te G
am' m
Thus i f R is a Lie monomial of L(Z) such that 0k(R)
k.
j.!
e: Sm' and
=
-R
o(R) +
B(R) =
However, 0k(R) = -R impl ies that in the expression for R, Zk appears an

odd number of times. Thus in this case all fixed pOints R of G
satisfy:
(i) R is totally odd as before, (ii) in the expression for R
= L R. each Lie monomial R 1. contai ns onl y an even number of each
i
element Zk'
<
<
m, (iii) R has the form
a e: S
(R k )
( 24)
for Lie monomials Rk

We also introduce the specific dilation 0
(Zo)
P (Zo) 0
(Z.)
1
e
p
Zi ' 1
oO(R) +
S.
e degree
is a Lie monomial we define the

deg e (R)
S.
e L
on Al (Z) def ined by 0
m, for sane
e,
S. e < co.
If R
of R, by setting
oi(R)
i=1
where oi (R) is the number of times Z i occurs in R.
Note that de g e (R)
dego(R), and that 0p as defined above is compatible with S(Z,O) in the

case 0
{u ;
lUi
s.
1 , 1
S.
S.
m}, as is clear from (21).
Since in
theorem (4.1) we only compare 0 degrees we may modify the above

defini tion to
P.E. CROUCH AND C. I. BYRNES
72
deg a (R )
i= 1
and still apply theorem (4.1) to the above special situation.
Sussman
[20J shows that wi th thi s def ini tion of deg a (R) we may also take a
to obtain
Theorem 4.2
co
Sussmann [20J.
The smooth system (2) with n
luil ~ 1, 1 ~ i ~ m} is locally
{u;
controllable at Xo e: M in case:
(i) it satisfies the local
accessi bil i ty rank condi tion at x o , (ii) there exists-a e: [l,coJ such
i
that whenever R e: L(Z) is a Lie monomial with cO(R) odd, 15 (R) even for
1
< i
(a)
m, then there are Lie monomials R I '
'IT(R) (x o ) =
i=l
Rk e: L(Z) such that
, a,1 e:R
a, 'IT (R,) (x o )
1
< deg a (R) , 1 < i < k.

For a = co we obtain a sharper version of theorem (2.1). Moreover
by making use of the flexibility in the choice of a, and the formula
(b)
deg a (R i )
A
(24) for G fixed elements in L(Z), Sussmann is able to apply theorem

(4.2) to a variety of more special situations.
5.
Cones, Lie wedges and Lie subsemi groups
The two techni ques reviewed in sections (3) and (4), rely on seemingly
different methods to obtain sufficient conditions for local
controllability at xo' In section (3) symmetries are used to ensure
that the attainable directions at x o , VI v , (see (12), and lemma
n
M = {L al,v l,
Xo
i=l
convex cone generated by VI
(3.2
satisfy T
a,
> OJ.
1 -
vn '
That is, T
M is the closed
Xo
Sussmann proves theorem (4.1) in
section (4), essentially by approximating the infini te "Lie group" G(Z)

by a nilpotent Lie group GN(Z), where N satisfies 'IT (;:.(Z) (\ A,N(Z) (x o )
T M, from the local accessibility rank condition, and approximating
Xo
M in a neighborhood of Xo by a homogeneous space GN(Z)/HN(Z).
In this
situation S(Z,n) is approximated by a subsemigroup sN(z,n)c.GN(z).

Local controllability at x o ' or the coset [HN(Z)J]. is then equivalent
to the condition
73
where the interior is relative to the topology of GN(Z) as a Lie group.

This is demonstrated by picking an identifiable (G invariant) element
of int SN(Z,Q), and ensuring that it lies in the isotropy group HN(Z).
See also Goodman [8], Rothschild and Stein [16] and Crouch [7] for more
instances of the approximation of a manifold by a homogeneous space of
a nilpotent Lie group.
These two approaches do, however, have a connection in sane recent
work by Lawson, Hilgert and Hoffmann (see [13] for a survey). Thi s
work concentrateI'! on the connection between a subsanigroup S of a Lie
group G and the subset L(S) c L(G) of the Lie algebra of G... where L(S)
e: L(G) ; exp R+X c S}.
Clearly S = G implies that L(S) = L(G),
but the converse is also true, [12]. Moreover, as in [10], [11], L(S)
satisfies the following properties of a subset W of a Lie algebra:
(i)
= {X
W + W = W, (ii) R W = w, (iii) W = W, (iv) exp adX(W) = W for all X e: W

n - W. Any subset W of a Lie algebra satisfying (1), (ii) and (iii) is
a closed convex cone, and is called a wedge. If it also satisfies
(iv), it is called a Lie wedge. In a certain sense, see [22], any Lie
wedge W in a Lie algebra L(G) has the form L(S) for sane subsanigroup S
of G.
Related results, as described in [13], have an impact on the
problem of determining when a left invariant control systan on a Lie
group G is controllable. Of particular interest to us is the result
given in [23], giving necessary and sufficient conditions for a wedge W
in a Lie algebra L(G), of a nilpotent Lie group G, to have the property
that exp W generates G as a sanigroup. (It is assumed that W generates
L(G)). I f a system is defined by a family F of left invariant vector
fields on G then we may set W to be the closed convex cone generated by
F to obtain the desired controllability resul t. In thi s case, however,
local controllability about the identity in G and controllability are
equivalent, because any semigroup containing the identity in its
interior must coincide wi th G. A generalization of the above resul t to
a systan on a homogeneous space M of nilpotent Lie group G, def ined by
a f-amily of vector fields F on M which is induced fran a family of left
invariant vector fields on G, would clearly go a long way to solving
the local controllabil ity problem in general.
Department of Electri cal and Canputer Engineering
Ari zona State Uni versi ty
Tempe, Ari zona 85287
USA
74
6.
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G. Stefani, "Local Properties of Nonl inear Control Systems,"

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19.
H. J. Sussmann, "Lie Brackets and Local Controllability: A

Sufficient Condition for Scalar-Input Systems," S.I.A.M. J. of
Control Vol. 21, (1983), pp. 686-713.
20.
H. J. Sussmann, "A General Theorem on Local Controllability,"

preprint, Mathematics Dept. Rutgers University, New Brunswick,
(1985) .
21.
H. J. Sussmann andV. Jurdjevic, "Controllability of Nonlinear

Systems," J. Diff. Eqns. Vol. 12, (1972), pp. 95-116.
22.
J. Hilgert and K. H. Hofmann, "On Sophus Lie's Fundamental

Theorems," preprint, Technische Hochschule Darmstodt, (1984).
23.
J. Hilgert, K. N. Hofmann and J. D. Lawson, "Controllability of

Systems on a Nilpotent Lie Group," Beitrage zur Algebra and
Geometric, Vol. 20, (1985), pp. 185-190.
THE INTRINSIC GEOMETRY OF DYNAMIC OBSERVATIONS

Arthur J. Krener
ABSTRACT
There are several ways to introduce geometry into the problem of
estimating the state of nonlinear process given observations of it. We
classify these as intrinsic or extrinsic.
We show how the
linearizability of this problem is related to the existence of an
intrinsic Koszul connection on the output space and its curvature and
torsion.
1.
Extrinsic Geometry
Consider the problem of estimating a process ~(t) from observation

of a related process ~(t). This can be formulated in stochastic terms as
a nonlinear filtering problem. We assume that the two processes are
described by stochastic differential equations
d~
f(~)dt +
g(Odw
(lola)
d~
h(~)dt + k(~)dv
(1.1b)
~(tO)
~o
(1.1c)
The state process ~(t) and output process ~(t) evolve on nand p
dimensional manifolds Nand P. The driving processes wet) and vet) are
m and p dimensional independent standard Wiener processes. The
initial condition ~O is an N valued random variable independent of
wet) and vet). This (1.1) is a local coordinate description using Ito
differentials. We regularly abuse notation by confusing local coordinate
descriptions with the intrinsic objects they describe.
The nonlinear filtering problem is to compute in real time the
conditional distribution of the current state ~(t) (or some useful
statistics such as the conditional mean) given the past observations
~(s), to ~ s ~ t.
are known. This
problem. Kalman
which an efficient
problems.
We assume that f, h, g, 'k and the distribution of ~O

is an extremely important and extremely difficult
and Bucy discovered the only broad class of models for
algorithm is known. These are the linear filtering
dx
A(t)x dt
B(t)dw
(1 2a)
dy
C(t)x dt
D(t)dv
(1 2b)
(1 2c)
Research supported in part by the NSF under MSC-8300884

77
78
A.J. KRENER
y.
These can be viewed as a special case of (1.1) where
= (t,x) and
If the initial condition xO is Gaussian then the conditional

distribution of x(t) is also Gaussian hence completely described by its
mean and covariance. These evolve according to ordinary differential
equations and so are easily computable in real time.
Actually only the
conditional mean need be computed in real time for the conditional
variance evolves independently of the observations
There have been several attempts to relate the complexity of the
nonlinear filtering problem to certain geometric aspects of the model
(1 .1 ).
(We use the term geometry in the broadest sense to include Lie
theoretic concepts.)
The program which has received the greatest effort was initiated by
Brockett [lJ and recently surveyed by Marcus [3J. The basic goal is to
find models (1.1) other than (1.2) for which the evolution of the
conditional density of ~(t) or some useful statistic such as the
conditional mean could be described by a finite number of sufficient
statistics which evolve according to ordinary differential equations
driven by 1/J.
The approach is to try to reduce the partial differential equation
which describes the evolution of the conditional density to ordinary
differential equations for a set of sufficient statistics. A certain Lie
algebra can be associated to the model (1.1) and if this algebra is
finite dimensional or admits an ideal of finite codimension then the
program can be successfully carried out. Unfortunately this approach has
not led to any new broad class of finite dimensional filters.
With the benefit of hindsight there are several criticisms that one
can make of this program. We should not really expect the conditional
density of ~(t) to be any easier to describe than the unconditional
density of ~(t) for the former can be seen as a special case of the
latter when h(~) is constant. Yet (1.2) is the only broad class of
models where the evolution of the unconditional density from a family of
initial distributions can be described by a finite number of sufficient
statistics. Moreover virtually noth.ing is known regarding infinite
dimensional nonlinear realization theory. The finite dimensional theory
has been extensively studied. This depends heavily on invariant
foliations rather than finite dimensional Lie algebras. Therefore it
seems a bit naive to expect infinite dimensional Lie algebras to play
such an important role in the infinite dimensional case.
Finally the Lie algebraic structure is extremely sensitive to small
perturbations of the problem. A small change in f, g, hand k of (1.1)
can dramatically change the resulting algebra. For example, a small
cubic nonlinearity can transform the Lie algebra of (1.2) from low
dimensional to infinite dimensional [3J.
The last point is particularly undesirable because the essential
role g and k play in defining the Lie algebra. Typically f and h
are derived from physical laws. The directions of g and k may also
follows from such laws but the magnitude and their dependence on ~ are
usually no more than the result of educated guesses by the modeler. Even
for the linear case (1.2) there is no consensus on how to choose Band
D.
79
It is for this reason that we call extrinsic any geometric structure

associated to (1.1) which depends on how the observations are imbedded in
noise, i.e., on g and k.
If the structure only depends on the
observations, i.e., only on f and h, then we call it intrinsic.
Another example of an extrinsic geometric structure is as follows.
~~e C:enct~~ f;~:c:.
c::C:Op:nbo[n:::) Eover0Nl by letting the fiber (~~
EI;
3)
be
k(l;~
We assume that this matrix is everywhere of full rank so that the

fiber dimension is m+p. Since the Wiener processes w(t) and v(t) are
standard it is natural to think of the columns of (1.3) as defining an
orthonormal basis for EI;' and hence a Riemannian structure on E. This
construction is even less intrinsic than the previous because we have
used only g(l;) and k(I;).
There have been suggestions in the literature that a study of this
Riemannian structure could assist in understanding the nonlinear
filtering problem. Perhaps this might be so but the arbitrariness in the
modeler's choice of g and k makes this approach highly suspect.
2.
Intrinsic Geometry
We will construct from f and h something resembling a Koszul

connection on the output space and show how the existence of this
connection, its torsion and curvature relate to the difficulty of the
observation problem. Recall [4J that a Koszul connection g is mapping
from pairs of vector fields to a third vector field.
(2.1 )
This mapping is linear over COO functions in the first argument

satisfies a Liebnitz formula in the second argument Y.
If a.
I
bj(~) are COO functions then
g
. (E b. yj
J
E a Xl.J
l
. E. (a. b . g . yj +
I, J
I J Xl
X and
and
(~)
(2.2)
L . (b.) denotes Lie differentiation of b. by Xi.

I
From this it follows
t~at g is completely determined locally by its Christoffel symbols r kij
where
(2.3)
a
a~i
The simplest example of a Koszul connection is ~p with

This is called the linear connection on
linear structure of ~p
if
r kij
o.
because it depends on the
Intuitively gxY can be thought how
is
A.J. KRENER
80
twisting along integral curves of X. If 'i/ Y = 0 then Y is parallel

along the integral curves of X. In t~iS way 'i/ defines parallel
translation on P and "connects" the various tangent spaces.
In defining the Christoffel symbols (2.3) we could have taken any
frame of vector fields not necessarily a coordinate frame. For our
purposes the latter will suffice. Of course (2.3) is a coordinate
dependent description of 'i/. If we make a change of coordinates ~ = ~(~)
then the new Christoffel symbols are given by
(2.4)
Because of the second summation, r~j

cannot be the components of a
tensor. Moreover it is possible for the Christoffel symbols to be zero
with respect to one coordinate system but not another.
We return to our dynamic observation problem. Since we are ignoring
the coefficients of the noise, we write it in a deterministic form
f(f,;)
(2. 5a)
h(f,;)
(2.5b)
To be completely analogous to (1.1) we should put a dot over the ~ in

(2.5b), but this notation is more standard and is essentially equivalent.
We assume that (2.5) is observable with all observability indices
equal to ~ = nip.
(This greatly simplifies the analysis. The general
case is treated in [2J from a different point of view. We discuss this
later. )
k-1
The observability assumption means that the functions L
(~i)' for
i = 1, , p;k = 1 , ,~, are independent and hence coul~ be taken as
local coordinates on N.
,
1 , ,p by
We define p vector fields gJ, j
Lgj L/- 1
(~,) ~,for 1 ~ k < ~

=
o~ for k
1
(2.6)
From this we define r~j by

iJ'
rk
< 'Lf(d~k)' [ad
~-1
(-f)g, ad
~-2
'
(-f)gJJ>
(2.7)
Generally these are functions on N but they transform like Christoffel

symbols under change of coordinates on P.
Lemma 1. Let ~ = ~(~) be a change of coordinates on P and let gj,
~j be defined by (2.6) and (2.7) in the ~ coordinates.
81
ProQf.
indUC[i:n.ror
By
Row Span
and
Lk
f
= 1 , ,
l!I!.
a~
.
[d.
k.!.1
Row Span
k 1
Lf (dl/J)
(dl/J)
(2.8 )
Lf (d~)
Lk
f
(d~)
Mod (2.8)
(2.9)
therefore
g
al/J
(2.10)
a~
and
(2.11 )
Mod {g, , ad ~-3 (-f)g}
Now
We expand this using (2.11) and (2.9).

(2.6). We are left with
1
p,O"
Most of the terms are zero
<
(2.12 )
al/J
-p
a~i
ad~-2(-f)gOL
(~-1)
ad
~-1
(al/J~
~l-
(-f)g
al/J.
~o
ad ~-2 (-f)g
L ~-2
~j
ad
(-f)g
I f CfJ = CfJ (~)
then (2.6) implies that
by
82
A.J. KRENER
Therefore (2.12) reduces to (2.4) as desired.

If (2.7) are only functions of ~, then they are the Christoffel
symbols of a Koszul connection on P intrinsically defined by the dynamic
observations (2.5).
Example.
x
Y
Consider the linear dynamic observations
Ax
Cx
(2.14a)
(2.14b)
This is the simplest problem for if (C,A) is an observable pair it is

easy to construct an asymptotic observer of x(t).
(A + GC)x - Gy
with error
(x
(2.15a)
x-x) dynamics
(2.15b)
x = (A + GC)x.
The observability assumption implies that the spectrum of (A+GC) can

be arbitrarily determined (up to invariance under complex conjugation) by
proper choice of G.
Therefore, the error can be made to decay
exponentially fast at an arbitrary rate.
We use BJ to denote the vector fields defined by (2.6) applied to
(2.14) which in this case reduce to
1
<k <~
k =
Then
r~j
i<
(2.16)
CkA, [A~-lBi, A~-2BjJ > 0
so the linear dynamics observations (2.14) induces the linear connection

P
on the output space P = R

We can generalize this example by adding output injection to the
dynamics
Ax + J(y)
(2.18a)
Cx
(2.18b)
83
We can add the same output injection to the observer to obtain the same
error dynamics
(A
x
(A +
GC)
x-
Gy
J(y)
(2.19a)
GC) x
(2.19b)
It is a straightforward exercise to verify that the vector fields gj

defined by (2.6) applied to (2.18) are the B j defined by (2.16). In
other words, the linear output injected dynamics observations (2".18)
induces the same linear connection on P = ~P as does the linear dynamic
observations (2.14).
Suppose we ask the question of when the nonlinear dynamic
observations (2.5) and the linear output injected dynamic observations
(2.18) are equivalent under changes of coordinates ~ = ~(x) and ~ = ~(y).
A change of state coordina~:s leaves r~j invariant.
Under a change of
r~J transform like Christoffel sy~bOls.
output coordinates the
Clearly
a necessary condition for the two problems to be equivalent is that the
r~j of (2.5) be functions of ~ alone, and hence define a connection on

P.
Furthermore there must be a change of output coordinates ~
~(~)
which takes the

When such a change of coordinates exists is a question at the very
heart of geometry. The solution dates to Riemann's Habilitation Lecture
of 1854 and the paper he submitted in 1861 to the Paris Academy [4J.
Reimann was concerned with the question of when what we now call a
Riemannian metric could be transformed to the standard Euclidean metric
by change of coordinates.
The solutions to the two problems are
essentially the same.
We denote the Jacobian of the change of output coordinates by
(2.20)
This should be an n x n invertible matrix.
Plugging into this (2.4)
with
r~j = 0 we obtain a system of linear first order partial
differential equations for the ~i thought of as functions of ~,
-I:
r ij ,~m
k
't'
84
A.J. KRENER
The equations (2.20) and (2.21) are first order linear partial
differential equations for the desired change of coordinates. Moreover
we can address the solvability of (2.21) independently of (2.20). The
former are solvable if certain integrability conditions are satisfied
(the mixed partials must commute). These are given by
I: (r ir
k
m,r
(2.22)
Since cps is assumed to be invertible, this is equivalent to Rijm

m
k
=
0 where
Ri~m is the coefficient of
q>:
in (2.22).
The
Ri~m are
components of the curvature tensor associated to V. If they are zero

then V is said to be flat.
If V is flat so that (2.21) is solvable then (2.20) is solvable iff
the columns of ~ are commuting vector fields.
After a little
calculation this is seen to be equivalent to
Tij
k
'=
r ij _
k
r ji
k
(2.23)
i .
Tk J so defined are the components of the torsion tensor

associated to V. If they are zero then V is said to be torsion free.
Therefo~e a necessary condition for the nonlinear (2.5) and linear,
output injected (2.18) dynamic observations to be equivalent is that
(2.7) define the Christoffel symbols of a flat and torsion free Koszul
cOhnection on P.
However this is not sufficient, we need some
additional conditions. Suppose we have transformed output coordinates to
The
~ = ~(~), so that the Christoffel symbols are zero;
r~j = o. If this
can be transformed into (2.18) where the Chr i s toffe,l symbols are also
zero then from (2.4) we see that ~ is necessarily an affine function of
y; a~/ay = constant. Applying the argument of Lemma 1 we see that
g = li
ax
ay
a~
and so
(2.24)
must be a commuting frame. We call (2.24) the frame of basic vector
fields associated to the output map ~.
On the other hand if the basic vector fields (2.24) are a commuting
frame then we can choose state coordinates x so that they are a
coordinate vector fields. It is straightforward to verify in these state
85
coordinates x and output coordinates y = W the nonlinear dynamic

observations (2.5) are transformed to (2.18). Therefore we have proved
a result of Krener and Respondek [2J which we can restate as follows.
Theorem 2. Let the dynamic observations (2.5) be observable with
one distinct observability index ~ of multiplicity p. It can be
transformed into linear, output injected dynamic observations (2.18) iff
(i)
The r~j of (2.7) are functions of
W.
(ii ) The Koszul connection V on P defined by r~j is flat and torsion

free
(iii) The basic vector fields (2.24) corresponding to any output
coordinates where the Christoffel symbols are zero must be a commuting
frame.
Remark. I f an addition {ad~(-f)gj: j

1, ... ,p} are commuting
and they commute with the basic vector fields then the output injection
J(y) = 0 so the system (2.5) can be transformed to a linear on (2.14).
The dynamic observations (2.5) are observable with observability
indices ~""'~p if
(i)
~1 ~ ~2
... ~ ~p
and ~1+"'+~P
(ik l 1 After reordering the output coordinates the n function

{Lf
($1): 1 ~ i ~ p; 1 ~ k ~ ~i} are independent hence coordinates.
(iii) If (k 1 , ... k) also satisfy (i) and (ii) then
or equal to (k 1 , ... ,k p ) in the lexographic order.
(~1''''~)
is less than
The generalization of the foregoing to dynamic observations with

several observabilty indices is not at all straightforward. The main
difficulty is proving the analog of Lemma 1. which allows the definition
of something like Koszul connection on P. To a certain extent these
difficulties can be sidestepped for those dynamic observations (2.5)
which are equivalent to linear, output injected observations.
The
following paraphases [2J.
As before we define
~l
L (L k - 1 (,h.)
gJ f
"'I
vector fields g 1 ... ,g P by

1
<
<
~i
k = ~i
The output coordinates are said to be special if

L . ( L k-1
gJ f
( '''.
"'I
) =
for 1 < k <

-
~j
>
~i
implies that
(2.26 )
Not every nonlinear dynamic observations (2.25) admits special

output coordinates. The linear part (2.14) of the linear, output
injected dynamic obs~rvations (2.18) can always be brought to dual
A.J. KRENER
86
Brunovsky form by linear change of coordinates and linear output

injection. In this form the output coordinates are special. Hence any
system t~ansformable to (2.18) admits special output coordinates.
I f . are special output coordinates for (2.5) then they must
satisfy
~
. -1
<di., ad J
1
(-f)gJ>
(2.2'7)
~. > ~i'
This is an underdetermined system of PDE's for
lolvable first of all the p dimensional column vectors
~or
To be
(2.28 )
should be functions of not ~ and hence define vector fields on the
output space. Then by the Frobenius Theorem i satisfying (2.27) exists
iff the distributions
C=span {yj:
ire involutive for i
~j > ~i}
=
1, ... p.
The important point about special output coordinates is that

between such coordinates are necessarily block upper
;r iangular.
In other words, if both and i are special output coordinates then
~ransformations
aai
if
Theorem 4.
(Krener and Respondek [2J) Let the dynamic observations
(2.5) be observable with indices ~1 ~ . ~ 1 . It can be transformed
into linear, output injected dynamlc observati~ns (2.18) iff
Formula (2.28A) defines vector fields on P and the distributions
(2.28b) are involutive. Hence special output coordinates exist.
(0)
(i)
I f . are special output coordinates then

1
< Lf(d. k ), [ad
~.-1
~.-2
(_f)gl, ad J
(-f)gJJ>
are functions of ., hence the Christoffel symbols of a connection on

(ii) This connection is flat and torsion free.
transformed to zero by change of output coordinates.
Hence r~j
(iii) If are special output coordinates in which the

frame of basic vector fields
P.
can be
r ij = 0 then the
k
THE INTRINSIC GEOMETRY OF DYNAMIC OBSERV AnONS
{ad
.-k
.
(-f)gJ:
1_<
_<
p;
1 < k-,
-
87
~.}
is commuting.
References
[lJ
Brockett, R.W. Remarks on finite dimensional nonlinear estimation.

Asterique, 75-76 (1980) pp 47-55.
[2J
Krener, A.J. and W. Respondek, Nonlinear observers with linearizable

error dynamics, to appear, SIAM J. Control and Optimization, 1985.
[3J
Marcus, S.I., Algebraic and geometric methods in nonlinear

filtering, SIAM J. Control and Optimization 22 (1984) pp 817-844.
[4J
Spivak, M. A Comprehensive Introduction to Differential Geometry,

V. II, Publish or Perish Press,Berkeley, 1979.
DESIGN OF NONLINEAR OBSERVERS BY A TWO-STEP-TRANSFORMATION *)
H. Fr i tz
Institut fur Systemdynamik
und Regelungstechnik
Universitat Stuttgart
D-7000 Stuttgart 80
West Germany
H. Keller
Institut fur Regelungsund Steuerungssysteme
Universitat Karlsruhe
D-7500 Karl sruhe 1
West Germany
ABSTRACT
A certain class of nonl inear time-variant systems can be transformed

into a general ized observer canonical form which enables a systematic
observer design by I inear methods. This paper deals with the derivation
of such a transformation which is carried out in two steps.
1. I NTRODUCT I ON
It is shown in [1] how one can design an observer for single output
systems which are nonl inear in the state variables but I inear in the
input variables. The nonl inear observer is I inearized in a two-steptransformation and designed by pole assignment. The first step is a
transformation of the system into an observabil ity canonical form. From
the structure of this observabil ity canonical form one can deduce the
conditions for the existence of the second transformation which carries
the system into a nonl inear observer canonical form.
In the present paper it is shown how this observer design method
can be extended to the more general class of single output systems
which are nonl inear as well in the state as in the input variables. For
this class a general ized observer canonical form is introduced which
contrary to previous forms depends on the first n time derivatives of
the input variables. Also this form is derived in two steps via a general ized observabil ity canonical form which has been introduced by
Zeitz [2]. The form of the nonl inearity in the corresponding observabil ity canonical vector determines the conditions for the existence of
the new general ized observer canonical form: The canonical nonl inearity
must be a certain polynomial in the unmeasurable system states.
*) This work was performed at the Institut fur Regelungs- und Steuerungssysteme of the University of Karlsruhe.
89
M,. Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 89-98.
90
H. KELLER AND H. FRITZ
This paper only deals with single ou~put systems although the
design method can also be appl ied to nonl inear systems with more than
one output as shown in [3].
It has to be mentioned that this treatment was developed from an
engineering point of view and that it is rather an analytic approach
than a differential geometric one [4,5].
2. DEFINITION OF THE 'GENERALIZED OBSERVER CANONICAL FORM' (GOCF)
Consider nonl inear systems presented by the state equations

(1)
(2)
where x is the n-dimensional state vector, u is the p-dimensional input

vector-and y is the scalar output. The input vector u is assumed to be
a sufficiently continuous and differentiable time function. f(x,u) and
h(x,u) are of the order n x 1 and 1 xl, respectively and are assumed to
possess a sufficient number of continuous partial derivatives within
the considered domains of state x and input u.
In extension of the observer canonical form for 1 inear systems
(cf. [6,7]) the 'general ized observer canonical form' (GOcF) is defined
as
*( *
- a o xn '
.*
X.
(n)
, ~, ... , ~
* (*
x i - 1 - a i - 1 xn
(3a)
... ~n,-_~+l))
,~,~,
i=2, ... ,n ,
= c * (x * , u) .
n -
(4)
As opposed to linear systems, this form depends on the first n time

derivatives of the input vector u. Assuming the continuous inverse of
the output equation (4) in some region, the GOCF can also be presented
as
- a
(y ,-u , -~ , .. ,(-~) )
<-1 - a i . .,l ( y
x*
n
c(y
,~)
(5a)
(.n,-~i+l))
,~,i!., ..
i =2, ... , n ,
(5b)
(6)
91
DESIGN OF NONLINEAR OBSERVERS BY A TWO-STEP-TRANSFORMATION
3. OBSERVER DETERMINATION FOR SYSTEMS PRESENTED IN GOCF

For a system presented in GOCF (5), (6) it is easy to design an observer
(7a)
:...*
x.
I
(7b)
i=2, ... , n ,
that achieves compensation of all nonl inear terms and pole assignment
for the resulting I inear homogeneous differential equation
(8a)
- k e
on'
e.
i=2, ... ,n ,
(8b)
of the n-dimensional error vector

e
= x*
- x"*
The constant gain coefficients k., i=O, ... ,n-l, can always be determined so that system (8) possessks desired eigenvalues in the left half
plane. Thus, the error convergence to zero can be made arbitrarily
fast.
4. THE DEFINING EQUATIONS FOR TRANSFORMATION INTO GOCF

If the considered system is not
I inear mapping
pres~nted
(n-1) )
,~
in GOCF a one-to-one non-
G ,
(n-l)
~
which carri.es system (1), (2) into system (5), (6) and the corresponding inverse
x*
-( *
= ~~
,~,~,
(n-l) )
,~
(10)
(n-l)
~
92
have to be determined. The changes of coordinates (9), (10) depend on

the input variables and their first n-1 time derivatives. G is the
. . .
.
(n-1)
(n+np)-dlmenslonal domain where ~(:s,,;!.,;!., ... ,;!. ) has a regular
jacobian matrix with respect to x and G* is the map of G. By use of the
abbreviation
;!.
u
;!.
(n-1 )
u
-
(9) and (10) can be wr i tten in the shortened notation
[~ ]
x * = ~ (:s"g) ,
and
-
.:s, = ~(.:s,
,;!.)
m
E
G,
( 11)
G*
(12)
The nonl inear vector functions v(x,u) and v(x*,G) are assumed to be continuous and partially differentiable with
to U, x and x*,
respectively. The total differentiation of (11) with respect to t and
the subst i tut ion of (1) 1ead to
respect
x. *
a~(.:s,,~)
ax
(.:s,,;:) +
a~(.:s,,~)
aG
By a componentially comparison of this vector equation with (5) and in

reference to (11) the following relations are obtained:
i=2, ... ,n.
(14)
93
By successive substitution of the i-th equation of (14) into the foregoing (i-l)-th equation of (14), i=n, ... ,2, and by appl ication of the
operator
" =
Mk Vi (~,~)
[a
[a
"]T i.(~,~) + -: Mk-l vi (~,~)

~JT ~A
a~ Mk-l vi (~,~)
a~
(15)
for k=I, ... ,n with

presented as
the last equations can be
= Mn c(y,~)
n
L
n k
M -
k=1
n-j
(n-j))
-
L
k=1
v. ( x,u,u, ... ,u
J---
(k))
a n - k y,~,~, ... ,~
n- j-k
(16)
a n - k y ,~,~, .
j=I, ... ,n-l ,
(k))
,~
( 17)
if the relation
( 18)
v (x,u) = x* = c(y u)
n - -
'-
is taken into consideration. Thus, the transformation (11) is completely establ ished by (17) and (18) if the functions c(y,u),
(n-l) )
a 1 ( y,u,u, ... ,u
- -
, ... , a
(.)
n-
1 y,u,u
-
are known. These so far unknown
( )
functions inclusive of ao(a,~,~, ... ,Q) have to be determined from the

so-called 'general ized characteristic equation' (GCE) (16), the characteristic equation for nonl inear systems of the form (1), (2).
Remark: By applying the GCE (16) to a I inear homogeneous system and

using the Cayley-Hamilton theorem it becomes clear that the well-known
characteristic equation for I inear systems is a special case of the GCE.
5. THE TWO-STEP-TRANSFORMATION INTO GOCF

When does there exist a solution of the GCE (16), i.e. when is it possible to determine the unknown functions c(y,~) and ai(y,~,~, .. ~~~i)),
i=O, ... ,n-l, from the GCE (16)? The answer can be given if the transformation into GOCF is applied to a system presented in the 'generalized observabil ity canonical form' (GO!CF)
x.
xi+l ,
xn
- f (~,~,~, ... ~~))
(19b)
Xl
(20)
.:.
i=I, ... ,n-l
( 19a)
94
which hQs been introduced by Zeitz [2] and is a consistent general ization of the linear observabil ity canonical form. It can be generated
from system (1), (2) by the transformation (cf. [2])
x.
I
i -1
M h (~,~)
i =1 , ... , n ,
[~]
e G
(21)
and exists (I oca II y) if the observability condition
[ah~~)r
rank
= n
(22)
[0-1 a:(~'~)
aM
is satisfied. Appl ied to the GOCF (3) , (4) this rank condition reads
ac*(x*,u)
nax*
n
0--0
rank
1//
ac*(x*,u)
nax*
n
n .
X--X
It is satisfied in the domain of state ~* and input Q where the partial

derivation of c*(x~,Q) with respect to x~ is unequal to zero. Since
any GOCF-representation within that domain can be locally transformed
one-to-one into the GOBCF (19), (20) it is obvious to carry out the
transformation into the GOCF (5), (6) in two steps:
a) At fi rst system (1), (2) is transformed into the GOBCF (19), (20)
with the transformation (21). G is the map of the (n+np)-dimensional
domain where the observabil ity condition (22) is satisfied.
b) If the scalar function t(x,u,u, ... ~~ in the n-th differential
equation of (19) fulfills-a-special-structural condition (see below)
.
) and eq (
. ...(nthe functions
c(
y,u
y,u,u,
,u i , .1= 0 , ,n- 1 ,can be
determined from the GCE related to the-system in GOBCF. With these
functions the transformation (11) can be calculated from (17) and
95
(18). If this condition is not satisfied the GOCF (5), (6) does not
exi st.
Now let system (1), (2) already be transformed into GOBCF (19), (20).
Then the GCE related to the GOBCF reads
o=
Mn c(y,~)
In
k=l
-n-k
(
(k)
M a n - k y.~.~, ... ,~
.
(23)
Herein the operator M is equal to the operator M defined in (15) but

related to the GOBCF-representation (19), (20) . To obtain the above
mentioned special condition which the function
t(i,~.~ .... ~~
satisfy the GCE (23) has to be solved for t(i.~.~ ....

shown in the next section for a second order system
~Q.
has to
This will be
6. SOLUTION OF THE GCE FOR A SECOND ORDER SYSTEM

For the order n = 2 the GCE (23) decreases to
o = M2 c(y.~)
Mal
(y.~.~)
ao(y,~,~,id)
(24)
or after the application of the operator M to
o
aal(Y'~'~)
3y
x2
Si nce the derivatives in the last equation are functions of y=xl

only the following necessary and sufficient condition for the solution
of theGCE (24) is yielded: t(R,~,~,~) has to satisfy the structural
condition
If this condition is fulfi lIed the functions K2(xl ,u), Kl (xl ,u,td and
Ko(xl ,~,i,Q) are known and the three unknown functions c(y,~)~ al(Y,~,~)
and ao(Y,~,~,Q) can be determined from the three partial differential
equations
96
With the knowledge of the functions C(y,~), a1 (y,~,~) and ao(y,~,~,Q)

the GOCF (5), (6) and the transformation (11) which carries system
(1), (2) into GOCF (5), (6) are known.
The equations to determine the transformation into GOCF can also
be derived for systems of higher order. However, with increasing order
.
f-(-x,u,u,
. ... ,u
(n)) has to
t he structura I con d
Itlons
whIC h t he f unction
satisfy become stronger and stronger [8].
- --
7. DETERMINATION OF THE OBSERVER
IN ORIGINAL COORDINATES
In section 3 it has been shown how the observer can be designed in the
transformed coordinates. To determine the observer in the original
coordinates the inverse transformation (12) has to be calculated, related to the estimated variables x and x* and differentiated totally
with respect to t:
_(A* A)
a~ ~ ,~ A*
--a-~-*-- x +
--a-G-- ~
The substitution of (7) and el imination of
yield
;*
by the transformation
97
"
=
X.
- ("* A)
aV i ~ ,~
a~*
,,*
""
,,(n)
ib,y,~,~ )
]
(A ")
~ =~ ~,~
_ ("* ")
aV i ~ ,~
i=I, ... ,n,
aU
"
where the components fi of the vector
fl(~'Y'~'~""~~)
,,(n)
read
ao(Y'~'~"":~) + ko[c(y,~) - vn(~'~)],
= -
(n-i+1))
f.(x,v,u,u,
,_-L__ ... , _u
A"
"A
i{~,y,~,~)
(n-i+1)
v. 1 (~, u, ~, .. , -u
,- ---
) -
(n-i+1))
-a 1 ( y,u,u, ... ,u
+
--
,-
REFERENCES
[1]
[2]
[3]
[4]
[5]
[6]
H. Keller: 'Entwurf nichtl inearer, zeitvarianter Beobachter durch

Polvorgabe mit Hilfe einer Zwei-Schritt-Transformation'. Automatisierungstechnik, 1985 (to appear)
M. Zeitz: 'Observabi I ity canonical (phase-variable) form for nonlinear time-variable systems'. Int. J. Systems Sci. J~ (1984),
pp. 949-958.
H. Fritz: 'Erweiterung eines Verfahrens zum Entwurf nichtlinearer
Beobachter'. Student thesis ~~, Institut fUr Regelungs- und
Steuerungssysteme, Universitat Karlsruhe 1985.
A.J. Krener and A. Isidori: 'Linearization by output injection and
nonl inear o~servers'. Systems & ControZ Letters 1 (1983),
pp. 47-52.
A.J. Krener and W. Respondek: 'Nonl inear observers with linearizable error dynamics'. SIAMJ. on ControZ & Optimization _tl (1985),
pp. 197-216.
T. Kailath: Linear Systems. Prentice Hall, Englewood Cliffs 1980.
98
[7]
J. Ackermann: Abtastregelung 1, Analyse und Synthese. Springer,

New York 1983.
-
[8]
C. Buhler: 'Untersuchung eines Beobachterentwurfsverfahrens fur

nichtl ineare Systeme'. Student thesis~, Institut fur Regelungs- und Steuerungssysteme, Universitat Karlsruhe 1984.
Feedback Synthesis
and
Linearization Techniques
ON THE INPUT-OUTPUT DECOUPLING OF NONLINEAR SYSTEMS
Henk Nijmeijer
Department of Applied Mathematics
Twente University of Technol~gy
P.O. Box 217, 7500 AE Enschede
The Netherlands
1. Introduction
During the last decade significant progress has been made in
the theory of input - ouput decoupling of nonlinear control
systems.
In fact
some of
the earlier attempts go back to
Singh
& Rugh [29], Freund [6] and Sinha [21], where a solu-
tion
of
the
static
state
feedback
noninteracting control
problem has been given if the number of scalar inputs equals

the number of scalar outputs. In this way the nonlinear version of Morgan's problem has been solved by a suitable adaption of the Falb-Wolovich rank condition, see
[12]
for an
excellent survey of the status of noninteracting control for

linear systems.
pIing
However for the more general block decou-
problem more advanced techniques were needed.
among others,
loped by Morse & Wonham and

seventies,
Basile & Marro in the early
in order to obtain the solution also for block
decoupling of a linear system, see [1,24,12,23]. After

it
took
This,
resulted in the geometric linear theory deve-
almost
Hirschorn [8]
ten
years
before
Isidori
et
al.
[9]
this
and
initiated a similar (differential) geometric
theory for nonlinear systems. It also became clear from [9]

that a
solution of
the nonlinear block decoupling problem
could be handled in this frame.
It
is the purpose of this
paper to give an exposition of
the differential geometric
101
102
H. NIJMEIJER
theory for the nonlinear input-output decoupling problem.

To keep the exposition as clean as possible most of the
proofs and further extensions have been skipped,
but
the
interested reader may find them in [17,18]. For those readers, who are not too familiar with differential geometry we
refer to [2]. Some of the most important concepts, needed in
the paper are defined in an appendix.
2. What is input-output decoupling?
Consider the nonlinear control system

m
~(t)
A(x(t + L B.(x(t u.(t) , x(O)
i=1 ~
~
(2.1)
Xo
y( t) = C(x(t
where x = (xl"" ,x n ) are smooth coordinates of a smooth ndimensional manifold M.A.B 1 Bm are smooth vector fields
on M and C : M ~ N is a smooth map from the state space M
into the smooth q-dimensional output manifold N. Moreover
the inputs u() = (u 1 (), ,um(T belong to the space of
admissible controls, i.e. they are such that the solutions
of the dynamical equation in (2.1) are well-defined. Because
we will concentrate in this paper on a local theory for decoupling of (2.1) one may think of (2.1) evolving on an open
neighborhood of Xo in IRn and the output values in an open
neighborhood of C( x O) in IRq. Let us firs t explain what is
meant by decoupling of (2.1). Suppose that the outputs in
(2.1) are partitioned into p blocks. say

(2.2)
Y1 (t) ':. C1 (X(.t

y (t) ~
p
C (x(t
p
that is C = (C 1 ' Cp )T and each Yi' i = 1 p a qidimensional vector (qi)l). Such an a priori subdivision naturally appears in various control systems. e.g. in a model
103
of a robot manipulator one can think of the position and

velocity of the endpoints of the link. Now the system with
the outputs as in (2.2) is input-output decoupled if there
is a partitioning of the inputs into p+l disjoint groups,
p+l
such that for
say 1 1 , ,1 1 with $ 10 = m = {1, ,m}
p+
j=1 J
a11 inputs u i in the j-th group, i.e. i E: 10, we have that
such an
input
does
not
1, ,j-l, j+l, ,p and

i
E:
pH
affect
j
the 1-th output Y1for 1
1, ,p. Moreover u o'

1
, has no interaction with all outputs (these inputs
are not effective
in the control of the system).
Besides
this noninterac ting condition we impose an additional constraint in the input-output decoupling, namely that the inputs in the
j-th group effectively
'control'
the corres-
ponding output Yo, j = 1, ,p. The simplest version of this

J
notion of decoupling,
already studied in [20,21,61
is the
case where the number of scalar output channels equals the

number of inputs, so p = m and qi = 1, i
E:
p, and each sca-
lar input u i only effects the i-th output Yi' i
E:
m.
First we will see what the noninteracting means in terms of

fields, B1, ,Bm and the functions C1, ,C p
For the moment we will assume that t~e number of scalar inthe
vector
puts m equals the number of vector outputs p. Then it is required that each of the inputs u i only affects one of the
outputs. After a possible relabeling of the inputs this
means the i-th input only influences the i-th output. Clearly the output Yo does not explicitly depend upon u. DifferJ
entiating yo(jem = p) with respect to t we obtain
J
-
(2.3)
So
YJo(t) = LACo(x(t
J
1=1
LB Co(x(tu1 (t)
1 J
the differentiated outputs Yo, j

J
* i,
do not depend upon
H. NIJMEIJER
104
(2.4)
LB. C.(x)
for
*i
or equivalently because LB C.(x)
oC.
dC .(x)
(2.5)
B.(x)
dC.(B.)(x) (where
J
_J(x
ox
Ker dC.(x) ,
* i.
Assuming that the inputs are sufficiently smooth we may differentiate (2.3) once more
(2.6)
..
y. (t)
LALAC(x(t
L [LALB C.(x(t
~=l
~ J
+ LB~LACj(x(tl u~(t) +
m
L LB LB C.(x(tuk(t)u~(t) +
k,~=l
m
L LB
~=l
~ J
C.(x(t~~(t).
~ J
Assuming (2.4) holds on ~n we have that

(2.7)
0, LB LB C. (x)
k i J
LALB.Cj(X)
1
0, i
j, k
m.
So (2.6) reduces to
YJ.(t)
(2.8)
= LALA
LB LAC.(x(tu~(t)
~=l
+ LALB C.(x(tu.(t)+
j J
J
+ LB C.(x(t~.(t)
j
and for j
C(x(t
LL
~=l B~
LB C.(x(tu.(t)u~(t)
j J
J
i this expression is independent from u i if
(2.9)
Now by (2.7) and (2.9) we see
0, i
j.
105
(2.10)
L[A B ]C.(X) =LAL B C.(X) -L B LAC.(x) = -LB.LAC/X) =0

,.
J
. J
.
J
1
1
L[B
B ]C.(x)=L B LB C.(x)-L B LB C.(X)= -L B LB C.(X)=O

j' i
J
j
i J
i
j J
i
j J
So (2.5) and (2.10) yield

B. (x)
(2.11)
[A,B.] (x)
[Bk,B.J(x)
n Ker dC .(x)
J
JFi
n
j*i
KerdC .Cx)
J
n KerdC.(x) ,
j*i
* i.
Clearly the above procedure can be repeated for the higher

order time derivatives of y . However the expressions look
J
more and more awkward. Fortunately there is much more concise formulation.
For this we need some more terminology.
Consider the set VeRn) of all smooth vector fields on Rn as

a Lie algebra with Lie product the usual Lie bracket.
For
any set of vector fields S c VClRn ) we denote by { }LA
the
Lie subalgebra generated by S. Furthermore for
x1 ,X 2
E VeRn)
o
1
define ad X X2 = X2 ' ad X X2 = [X 1 'X 2 ] and recursively
k
1
k-1
1
X2 ], k = 2,3, Associated
ad x X2 = [X 1 ,ad X
with
the
1
1
system (2.1) we define the following Lie algebras, see also
[ 19],
(2.13) Loi
and
the
Lie
ideal generated by L . in Lo '

01
denoted
by Loi,i E m. Note
that
by
which will be
definition Loi is
the
smallest Lie subalgebra in Lo which contains Loi and which

is
closed
[L 01.,L0 1 c
by
Loi
taking
the
Lie
product
with
Lo'
Also we introduce the distributions
i.e.
106
H. NIJMEIJER
X E IRn
R (X)
Span{L (X)}
Ri (X)
Span{L 01.(x)}
i E
~,
X E IRn
Ri (X)
Span{L01.(x)}
i E
~,
X E IRn
(Z.14)
Note that the distributions Ro,R i and Ri , and i E mare inthey are closed under taking Lie brackets,
volutive i.e.
e.g.
i f X1 ,X Z E Ro then [X 1 ,X Z]
smooth
Ro for
vector
fields Xl and 'xZ

Now the noninteraction of the i-th input on the j-th output,
j I i exactly means that
(Z.15) R. (x)
1
Ker dC.(x) , i E~,

J
Jt1
(Rn.
So far we have simplified things a little by assuming p
m.
In the general case we set
Span{L .(x)} , i
01
(Z.18) R.(x) = span{i. .(x)}, i

1
01
where Loi the Lie
p+1
--
p+1,
X E
--
IRn
ideal generated by Loi in Lo and
(Z.15)
becomes
(Z.19) R.(x)
1
n Ker dC.(x),
jfi
J
p,
IRn
and
(Z.ZO) RP+1 (x) c ~ Ker dC .(x),
j=1
J
Here (Z.ZO) means that the inputs in the (P+1)fh block have
no effect on one of the outputs.
107
Next we explain the notion output controllability, because

we
also
y j'
want
E.r..
that
the
inputs in I. 'control' the output

J
The distributions Ri are directly related to a
particular notion of nonlinear controllability called strong

(the system
accessibility
dim RO(x)
n,
(3.1) is
strongly accessible if
x ERn, see [22]). For example the reachable
set of (2.1) at time t has nonempty interior in the integral

submanifold of
point
x
the
involutive distribution Ro through the
At(x )(At(x ) is the time t solution of
= A(x),
x(O)
= x O).
We say that the inputs in I j 'control'

the output y. if by manipulating the inputs in I. the reachq.
able set in the output space ~ J has nonempty interior. This

condition is equivalent to
Summarizing we say that the system (2.1) with the output

grouping (2.2) is input-output decoupled if (2.19), (2.20)
and (2.21) hold.
Remarks (i) So far we haven't put any natural constraints on
the system, such that the input-output decoupling is possible. However, in order that the noninteracting property is
well-posed one has the requirement that the outputs in (2.2)
are locally independent,
that
two
different
means that
oC
rank ox (x)
(ii)
outputs
for example, excluding
coincide. Mathematically
oe 1
oC
15'X (x) + .. + rank ~ (x),
this
x E Rn.
Notice that the conditions (2.19)-(2.21) guarantee the
noninteracting
Xo
rank
therebye,
is chosen.
for (2.1,2) no matter what initial condition

This is most
transparently seen in passing
from equation (2.3) to (2.4) (and also from (2.6) to (2.9
H. NIJMEIJER ,
108
(iii) By definition we have

[A,Ri](x) c Ri(x) and [Bj'Ri](X)
i
p+ 1 , j
E!., x
Ri(x),
iRu
3. How to achieve input-output decoupling?

Clearly in general it is very unlikely that the conditions
given in the
foregoing section indeed are satisfied.
This
means that decoupling is almost impossible for a nonlinear

system (as is also true for a linear system).
This raises
the question is it possible to obtain noninteracting by adding control loops to the original system. The control schemes we will allow for are static state feedbacks,
Le. an
admissible control law for (2.1) is of the form
(3.1)
u = a(x)
where
a: Rn ~ Rm, ~ : iRn ~ iRmxm
~(x)v
are
smooth functions and
v = (v 1 , ,vm) represent the new inputs. To keep as much

open loop
control as
possible it
is required that
~(x)
= (~i/x
is nonsingular for all x
Rn. Applying the
feedback law (3.1) to (2.1) we obtain

(3.2)
~(t)
A(x(t
A(x)
A(x)
L B.(x(tvi(t)
i=1 ~
where
(3.3)
L B.(x)~ .. (x).
j= 1 J
J~
In the static state feedback noninteracting control problem

we seek a feedback law (3.1) which achieves the input-output
decoupling as sketched in section 2 for the sytem (3.2) with
outputs (2.2). Or, equivalently, find a feedback (3.1) such
Af
that the corresponding distributions Ri of (3.2) defined by
ON THE INPUT OUTPUT DECOUPLING OF NONLINEAR SYSTEMS
109
(2.18) satisfy (2.19) - (2.21). As such it is impossible to

find conditions on the nonlinear maps a and
in (3.1) such
that the new dynamics (3.2) with outputs (2.2) are inputoutput decoupled (except for the earlier mentioned scalar
input scalar output case with m
p, see [4,6,21]). However,
if we suppose that there exists a feedback (3.1) such that

the modified system (3.2)
is
input-output decoupled with
respect to the outputs (2.2) we see that by the definition

that (see remark (iii), section 2)
(3.4a)
[A, R.l ](x)
(3.4b)
[B j ,Ri ] (x)
~f
~f
~f
R. (x), i E p+l,
Ri(x),. i E p+l, j E ~,
~f
E IRn
x E IRn
Using (3.3) we see that this implies

f
Ri (x) + Span{B 1 (x), ,Bm(X)}
~f
[A,Ri ](x)
(3.5)
i E p+l
~f
[B j ,Ri ](x)
x E IRn
~f
Ri (x) + Span{B 1 (x), ,Bm(x)},
iEp+l, j E ~, X E IRn
But
exactly
(3.5)
means
that
locally controlled invariant (see
way
the R~'S are
regular
defined
controllability
these
the
Af
distributions R.l are
[8, 9]). Moreover in the

distributions
distributions,
cf.
[11,
are
14].
also
But
these two observations open the way for tackling the problem
from the other side.
First recall the following results. Suppose that D is an
involutive distribution on IRn which is locally controlled
invariant for the system (2.1). So
110
H. NIJMEIJER
[A,D](x) c D(x) + Span{Bl(x), ,Bm(~)} ,
IR n
(3.6) {
[Bi,D](x) c D(x) + Span{B 1 (x), ,Bm(X)},
Now if the distributions D, span{B 1 , ,Bm},

D n span{B 1 , ,Bm}a11 have constant dimension on a neighborhood of a point
then on a (possibly smaller) neighborhood 0 of
Xo
Xo
there exists a feedback (3.1) such that
(A,D] (x) c D(x),
(3.7) {
X E
[Bi ,D] (x) c D(x) ,

where
A and
~. are as
1
E!!),
in (3.3),
0,
x EO,
see [8,9,10,13]. Let there
be given an invo1utive constant dimensional distribution K

on M. Then, according to [8, 9, 13] there exists a suprema1
local
controlled
invariant
distribution
D* c K, i.e. D*
satisfies (3.6) and is the maximal element of the class of

distributions
satisfying
this
property.
point no constant dimensionality of D
Note
that at
this
is assumed. However
imposing the additional constraint that D* , span{B 1 , ,B }

*
m
and D n Span{B1, ,Bm} all have constant dimension (a condition which for analytic systems is met on an open dense
submanifo1d) makes that we can locally find a feedback such
that
(3.7) is fu11fi11ed. Let Span{B1, ,B k } be a basis of

Span{B 1 , ,Bm}, and define on the corresponding neigh-
borhood
(3.8)
Then R* is
[11,14]
local
controllability
Furthermore R* c
contra11ibi1ity
D* c K is
distribution
in
K.
distribution,
see
the
supremal
local
Note
that R* automa-
111
tically satisfies (3.7).

Returning to the noninteracting control problem the above
discussion 'together with section 2 leads
to a
candidate
"solution". Def ine

Ker dC]_, i
(3.9)
jH
E, KP+l
P
n Ker dC j ,
j=1
and let D~ respectively R~ be the supremal local controlled

invariant
K., i
and
p+l,
--
local
E
controllability
p+l (here
constant
distributions
dimension
in
assumptions
are needed). Then, provided that the output controllability

conditions
Ri'
*
Ri* + Ker dC i
.
T IR n ,~E~"
hold,
then
the
p+l, may act as the solution of the input-output
decoupling problem, However, one last hard problem remains.

Although each of the distributions Ri* ' i
p+l, can be made
invariant
a.(x) +
by
an
appropriate feedback u
~.(x)v,
~
p+ 1, it is in general untrue that there is one feedback
of this form which makes them all simultaneously invariant,

and this last condition is needed for the true solution of
the problem. For this we need what is called a noninteracting condition. This far from trivial problem is treated in
[17, 18] (note that the same problem for linear systems was
treated in the early severities in [24, 12] and that these
papers serve as a motivation for the results of [17]). Our
noninteracting condition is as follows
Span{B 1 , ,Bm} n R7+ +
(3.10)
*
+ Span{B1 , ,Bm} n Rp
Our main result can now be stated

Theorem
Suppose that the system (2.1) with the output partitioning
(2.2) is strongly accessible and suppose that for all I
c~,
112
H. NIJMEIJER
all
the
distributions
R~.
rJ
R~ and (
rJ
R~)
rJ
Span{B 1 Bm} have constan2EaimensiJ~ on a neigtlBorhood of

xo.
Then
the
input-output
decoupling
problem
is
locally
solvable around Xo if and only if (3.10) holds.

For the detailed proof of this theorem we refer to [17. 18].
The following remarks are useful in the interpret ion of the
result.
(i)
The output
controllability conditions do not appear
explicitly. But from (3.10) we see that
~ R~
i=l
contains
SPan{B 1 Bm} and is invariant for the system (2.1).

therefore (see [17])
(3.11)
~L Ro*
i=1
TR.
and s'ince we have for each i E .E

(3.12)
j'i'i
R~
J
Ker dC 0' i E.E

1
it indeed follows that

(ii)
R: + Ker dC i
T~n. i E .E.
rt is almost by construction that R: n Span{B1 Bm}=

D~1 nSpan{B 1 Bm}for all i E E therefore (3.10) may
be replaced by the equivalent
Span{B 1 Bm}
Span{B 1 , ,Bn } n Di* + ... +
(3.13)
(iii) Because in principal the distributions Di* (or R*i ) are
directly computable from the system parame~ers A,
B1 , ,B m,C 1 , ,C p ' see [8,9,13] our noninteracting
condition (3.13) is rather easy verifyable (this in
contrast with the nonconstructive solution of the pro-
113
blem given in [9)).

(iv)
For the already mentioned scalar input scalar output

case
(so
m=p,
dim y. = 1, i
m) there
are
other
equivalent conditions for the solvability of the noninteracting control problem,
the most remarkable one
the
nonlinear
Falb-Wolovich
condition,
For
the
of
with
proof
ours
the
together
equivalence
with
other
of
see
this
[4,6,21)
condition
characterizations
we
ref er to [5,9).
(v)
If the outputs (2.2) are "complete", Le. locally the

map C : IRn + IRq is.
diffeomorphism
(and
therefore
q=n) the problem has been treated without feedback in

[19) and with feedback in [16).
(vi)
As
in
the
strong
linear
link
decoupling
between
the
theory
there
nonlinear
exists
input-output
decoupling and the (left)-invertibility of the system

(2.1), see e.g. [7,15,18).
(vii) The importance of (3.10) in the proof of the theorem
lies
in
the
fact
(3.10) implies that

sets I c
E..
that
the noninteracting
L R~
jE I
condition
is involutive for all sub-
4. What is the structure of a decoupled system?
In the previous sections we have discussed the solution of

the input-output decoupling problem. In this context an interesting question which naturally arises,
is what is the
structure of a decoupled system? Or, in other words is there

a "canonial" way of describing a decoupled nonlinear system.
114
H. NIJMEIJER
In linear syst'ems theory such a question is related with the

notion of
canonical forms,
and indeed some of
the facts
known to be valid for linear systems, see [12], carryover

to our nonlinear system.
Let us suppose as in section 2 that the sys tem (2.1) with
the
output
grouping
(2.2)
is
input-output
decoupled.
To
avoid technicalities in the exposition we will throughout

assume p = m. First assume that m = p = 2. Then according to
the preceding sections the important objects are the distri-
butions R1* and R*

2 Consider the sequence of involutive distributions
11Rn
(4.1 )
(the last equality follows from the strong accessibility of

(2.1)). Then locally around xo
E ~
we can find coordinates
(Frobenius, also [19]) such that

*
R* n R2
1
*
R1
span{~
*
*
R1 + R2
= span{~
(4.2)
each x,, i
~
span{;-}
x3
-3,
xl
0
o~
0
, ox '
2
o~ 3}
possibly being a vector. Writing the locally
decoupled system as
(4.3)
then by definition we have for i

(4.4)
and
1,2
{ ,:~].
(4.5)
Using
[A,R.]
c R.*~
[B j
c R.*
~
(4.4)
and
(4.5)
property" for Rl* and R2*
(4.6)
115
i = 1,2, j = 1,2.
one
easily
verifies
the
"ideal
so
0
R* = Span {-0- , ~--}
2
oX 2 oX 3
(4.2) - (4.6),
Combining
together
with
and
R2* c Ker dCl results in
(4.7)
x2
A2 (x 2 ) + B2 (x 2 )u 2
x3
A3 (xl ,x2 ,x 3 ) +
Yl
Y2
C(X l )
i~lB3i(Xl'X2'X3)ui
C(X 2 )
"-
This is what we would call a local canonical form for the

decoupled system. In the same way one obtains for m = p
>2
the following
(4.8)
x
m
Am(xm) + Bm(xm)um
xm+l
Yl
Am+l(xl,,xm+l) + L Bi(xl,,xm+l)u i
i=l
Cl(x l )
Ym
. Cm(xm)
and in these coordinates Ri*
Span {;- , ~} , i Em.

xi
xm+l
116
H. NIJMEIJER
5. Concluding remarks
In the previous sections under appropriate (constant dimension)
assumptions
the
solution
of
the
local
input-output
decoupling problem was given. Clearly there are still quite

a number of important open problems with the noninteracting
control problem. We want to conclude this paper with listing
some of these problems.
(i)
Under which conditions is
the local solution extend-
ible on the whole state space?

(ii)
It is possible to relax the constant dimension assumption? In particular for analytic systems this seems an
attractive question, see for both topics [3].
(iii) Is
it
possible
to develop a
decoupling where
feedbacks
are
it
is
no
similar theory
longer
nonsingular
(i.e.
required
the
for
the
that
the
matrix
~(.)
in
(3.1) is not necessarily nonsingular)?

(iv)
If
the
static
problem is
not
state
feedback noninteracting
solvable,
try
to
find
control
other control
schemes by which noninteracting might be achieved, see

[5] for the simplest extension in this direction.
Appendix
Although all our definitions given here can be given on an
arbitrary manifold we will only do it on ]Rn. Given ]Rn,
dis tri bution on ]Rn is
point x
i.e. D(x)
a mapping
D which assigns
to each
]Rn a linear subspace of the tangent space in x,

C
Tx]Rn. The dimension of a distribution D at x is
the dimension of the linear space D(x), and D has constant

dimension if this dimension does not vary on ~n. A distribution D is
fields
smooth if
locally we
(so smooth functions
can find
smooth vector
X from ~n into nn with X(X)E
117
TXRn) X1 Xk such that locally

D(x) = sPan{x 1(x) Xk (x)} holds. Often we will identify a
smooth distribution D with the smooth vector fields belonging to it. that is. XED i f and only i f X(x) E D(x) for all
x. For smooth vector fields X and Y the Lie bracket [X.Y] is
a new smooth vector field
[X.Y](x)
oY
= ~x)
oX
X(x) - ox(x) Y(x).
A smooth distribution D is called involutive i f for all X

and Y in D also the Lie bracket [X. Y]
E D. An important
result due to Frobenius is that for a constant dimensional

involutive
distribution
coordinates
(x 1 x n )
where
in
this
on
such
coordinate
Rn
there
that D
system
locally
exist
= Span{~ ~}
Xl
~ is the vector field
Xi
(x 1 x n ) + x 1 x n ).(0 1.0 0)) (1 in the i-th
position). Finally for a smooth vector field X and a smooth
distribution D.[X.D] is the collection of all vector fields

[X.Y] with Y ED.
References
[I]
G. Basile lie G. Marro. "A state space approach to noninteracting controls". Ricerche di Automatica
1...
pp.
68-77. 1970.
[2]
W.M. Boothby. An introduction to differentiable manifolds and Riemannian geometry. Academic Press. New
York. 1975.
[3]
C.l. Byrnes. "Towards a global theory of {f.g} invariant distributions with singularities". Proceedings of the MTNS Conference. Beer-Sheva (1983). Mathematical Theory of Networks and Systems. P.A. Fuhrmann
(ed.) LNClS 58. Springer New York. 1984. pp. 149-165.
118
[4]
H. NIJMEIJER
D. Claude, "Decoupling of nonlinear systems", Syst.

Contr. Lett
[5]
.!.' pp. 242-248, 1982.
.J. Descusse & C.H. Hoog, "Decoupling with dynamic compensation for strong invertible affine nonlinear systems", to appear in Int. J. Contr. 1985.
[6]
E. Freund, "The structure of decoupled nonlinear

systems", Int. J. Contr.,
[7]
1.!.,
pp. 443-450, 1975.
R.M. Hirschorn, "Invertibility of nonlinear control

systems", SIAM J. Contr.Optim.,
[8]
fl, pp. 289-297, 1979.
R.M. Hirschorn, "(A,B)-invariant distributions and

disturbance decoupling of nonlinear systems", SIAM J.
Contr. Optim.,
[9]
..!2.,
pp. 1-19, 1981.
A. Isidori, A.J. Krener, C. Gori-Giorgi & S. Monaco,

"Nonlinear decoupling via feedback; a differential
geometric approach", IEEE Trans. Autom. Contr. AC-26,
pp. 331-345, 1981.
[10]
A. Isidori, A.J. Krener, C. Gori-Giorgi & S. Monaco,

"Locally (f,g)-invariant distributions", Syst. Contr.
Lett.,
[11]
.!. pp. 12-15, 1981.
A.J. Krener & A. Isidori, "ad(f,G)-invariant and controllability distributions" in Feedback contro1 of
1inear and nonlinear systems
LNCIS~,
pp. 157-164,
1982.
[12]
A.S. Morse & W.M. Wonham; "Status of noninteracting

control", IEEE Trans. Autom. Contr., AC-16 pp. 568581, 1971.
[l3]
H. Nijmeijer, "Controlled invariance for affine con-
[14]
H. Nijmeijer, "Controllability distributions for non-
trol systems", Int. J. Contr., ji, pp. 825-833, 1981.

linear systems", Syst. Contr. Lett., 1., pp. 122-129,
1982.
[15]
H. Nijmeijer, "'Invertibility of affine nonlinear control systems: a geometric approach", Syst. Contr.
Lett.,1.. pp. 163-168, 1982.
[16]
119
H. Nijmeijer, "Feedback decomposition of nonlinear

control systems", IEEE Trans. Autom. Contr., AC-28 ,
pp. 861-863, 1983.
[17]
H. Nijmeijer & J .M. Schumacher, "The regular local
noninteracting control problem for nonlinear control

systems", to appear in SIAM J. Control Optim.
[18]
H. Nijmeijer & J.M. Schumacher, "Zeros at infinity for

affine nonlinear control systems", IEEE Trans. Autom.
Contr., AC-30, pp. 566-573, 1985.
[19]
W. Respondek, "On decomposition of nonlinear control

systems", Syst. Contr. Lett.,
[20]
1-,
pp. 301-308, 1982.
S.N. Singh & W.J. Rugh, "Decoupling in a class of nonlinear systems by state variable feedback", J. Dyn.
Syst., Meas. & Contr. pp. 323-329, dec. 1972.
[21]
P.K. Sinha, "State feedback decoupling of nonlinear
systems", IEEE Trans. Autom. Contr. AC-22 , pp. 487489, 1977.

[22]
H.J. Sussmann & v. Jurdjevic, "Controllability of

nonlinear systems", J. Diff. Eqs.,
1~,
pp. 95-116,
1972.
[23]
W.M. Wonham, Linear multivariable control a geometric

approach, Springer, New York 1979.
[24]
W.M. Wonham & A.S. Morse, "Decoupling and pole assignment in linear multivariable systems : a geometric
approach", SIAM J. Contr.
Optim.,~.
pp. 1-18, 1970.
CONTROL OF NONLINEAR SYSTEMS VIA DYNAMIC STATE-FEEDBACK
A. Isidori
Dipartimento di Informatica e Sistemistica
Universita di Roma "La Sapienza"
Via Eudossiana 18, 00184 Rome (Italy)
1. INTRODUCTION
In this paper we consider control systems described by differential
equations of the form
(lola)
f(x) + g(x)u
(LIb)
h(x)
with state x evolving on an open subset M of Rn, u Emm, y Em~ f and

the m columns of the matrix g are assumed throughout the paper to be
analytic vector fields defined on M and h an analytic mapping defined
on M. With some adaptations, it is not difficult to deal with the case
in which f and g are COO vector fields and h is COO mapping.
The system (1.1) will be subject to state-feedback control. A
static state-feedback control mode is the one in which the value of the
input u at time t is a function of the value, at this time, of the state
x and of a new input v. In particular, one is interested in control laws
of the form
(1. 2)
= a(x) + S(x)v
where a is an m-vector of analytic functions, and S an mXm invertible

matrix of analytic functions, all defined on M. The control law (1.2)
composed with (1.1) yields a new system-with the same structure as that
of (1.1), namely a system described by
X
' (x)
h(x)
tV
+ g(x)v
with
tV
f(x)
f(x) + g(x)a(x)
121
122
A. !SIDOR!
'"g(X)
g(X)S(X)
A dynamic state-feedback control mode is the one in which the value

of the input u at time t is a function of the value. at this time. of
the state x. of a new input v. and of a new set of state variables ~.
In particular. one is interested in control laws described by equations
of the form
(1. 3)
a(~.x) + b(~.x)v
c(~.x) + d(~.x)v
which characterize a dynamical system (called the dynamic corrrpensator)

whose state ~ evolves on an open set N of RV. and with v E R~. a and the
~ columns of b. c and the ~ columns of d are vectors of analytic functions defined on NXM. As we will observe at the beginning of section 3.
the composition of (1.1) with (1.3) yields a new system which still has
the same structure as that of (1.1).
We suppose the reader has some familiarity with the theory of nonlinear static state-feedback and. in particular. with the notions of
invariant distribution. controlled invariant (or (f.g)-invariant) distribution. and with the basic results about the disturbance decoup1ing
and noninteracting control problem. An adequate background material may
be found in [1] or in [2]. We summarize here in section 2 the so-called
maximal controlled invariant distribution algorithm. introduced in [ 1]
whose importance within the present framework is quite relevant.
The purpose of the paper is to illustrate some recent achievements
made possible by the use of dynamic. rather than static. state-feedback.
In particular. we will show that under some appropriate conditions one
is able to match - via dynamic compensation - a prescribed linear model
(section 3). to obtain noninteraction between various input-output
channels (section 7). and full exact linearization of state-space equations (section 6). The paper is completed with a section in which we
show that. contrary to what happens in the case of linear systems. the
addition of dynamic feedback may substantially change some structural
characteristics.
2. THE MAXIMAL CONTROLLED INVARIANT DISTRIBUTION ALGORITHM
Just for completeness. we recall that a set of vector fields {T.:i
E I}
~
defined on an open set M of R n characterizes a distribution on M. The
latter is a mapping which assigns to each point x of M the space sp~nned
by the set of vectors {T. (x): i E I} ..Thus. for example. the columns
~
t 1 (x) . t p (x) of an nXp matrix of analytic functions T(x) characterize

a distribution which at x takes the value s pan{t 1 (x), . t p (x)}. In a
similar way. a set of covector fields defined on an open set of R n
characterizes a codistribution; in particular. a codistribution may be
123
spanned, at each x, by the rows of a qXn matrix of analytic functions

T(x). If ~ is a distribution, its annihilator, denoted ~l, is a codistribution defined, at each x, as the set of all covectors which
annihilates all vectors of ~(x), i.e. as
~l(x) = {w:
(w,v)
= 0,
Vv
~(x)}
We recall also that if A is a real-valued function defined on an open

set M of ~n its differential, sometimes written dA, is the covector
field defined by
dA(x) =
(~
aX l
~~
In this section we describe an algorithm which plays an important

role in many nonlinear control problems and is known as the "maximal
controlled invariant distribution" algorithm. To this end, we recall
that if T is a vector field and w is a covector field, the Lie derivative L w of w along T is the covector field defined by
T
where the superscript "T" denotes transposition. By means of this operation, it is possible to construct, from any codistribution n, a new codistribution denoted LTn and defined by
With any system of the form (1.1) one may associate a sequence of
codistributions defined in the following way
(2.la)
(2.lb)
no(x)
= span{dhl(x), ,dh~(x)}
nk(x) = nk_l(x)+(Lf(nk_q ct(x) +,I (L .

~=l
where G(x)
= span{gl(x), ,g
g~
(~_~
ct(x)
(x)}. This sequence is clearly increasing
and, if ~* = nk*+l for some k*, then ~ = nk * for all k > k

.
For practical purposes, we shall henceforth assume that the codistributions involved in this algorithm have constant dimension around
the point of interest xo. This is precised in the following terms.
Definition. The point
XO is a regular point for the algorithm (2.1) if

for all x in a neighborhood of XO
(i)
the dimension of G(x) is constant
(ii)
the dimension of
~(x)
is constant, for all/k >
124
A. !SIDOR!
(iii)
(~
the dimension of
n ct)(x) is constant, for all k > O. 0
Note that if XO is a regular point for the algorithm (2.1), then

there exists an integer k
*<
n such that Qk*
Qk*+l and this, as we
have seen, implies the convergence of the algorithm (2.1), in a neighborhood of xO, in a finite number of stages. The codistribution Qk*
will be sometimes denoted by the simpler symbol Q* and its annihilator
by
Ql
The actual computation of the codistributions Qk and Qk n ct is

carried out as follows. If XO is a regular point for the algorithm (2.1),
then Qk(x) has constant dimension, say sk' in a neighborhood of xo.
Suppose Qk (x) is spanned by the rows of some sk x n matrix ~ (x). Then,
the intersection Qk n ~ at x is defined as the set of all linear combinations of rows of ~(x) which annihilate all vectors of G(x). In
other words, any covector in Qk(x) n
~(x)
has the form
where y is a 1 x sk row vector such that

y~(x)g(x)
=0
Consider the matrix

(2.2)
~(x)
~(x)g(x)
Clearly
and therefore, if XO is a regular point for the algorithm (2.1) the

matrix ~(x) has constant rank for all x in a neighborhood of xO. Let
rk
de~ote
this rank. Since the entries of
~(x)
are analytic functions,
there exists an (sk-rk)xsk matrix Yk(x), of full rank, whose entries are
still analytic functions, and such that
Yk(x)~(x) =
The knowledge of such a matrix fully describes Qk n G1 around XO

because, as a consequence of the previous discussion, it is easily seen
that Qk(x) n
~(x)
is spanned by the (sk-rk) rows of the matrix
125
yk(x)Mk(x)
The computation of Qk+l now requires that of
Lf(~
~)
and
L (Qk n ~). To this end, note that any covector field in Qk n

gi
be expressed as
where YI (x), ... ,y
will
(x) are the rows of Yk(x) and cl(x), . ,c

(x)
~~
~~
are analytic functions. Recalling that
one easily realizes that

Qk(x) + (LT(Qk n
Qk(x) +
~(x)
span{(LT(Y~(x): I 2 i 2 sk-rk}
Therefore, it is concluded that Qk+l(x) is spanned by the rows of the

matrix
Mk(x)
(Lf(Y~(x)
i\+l(x)
(Lg
(Y~
-r Mk(x)
k
(L g (Y; -r Mk(x)
m
(L 2
'"11J.
(Y~
-r Mk(x)
k
126
A. ISIDORI
If XO is a regular point for the algorithm (2.1) this matrix will

have constant rank, say sk+l' around XO and so ~k+l (x) will be spanned
by some sk+l x n matrix
~+l
(x) whose rows coincide with suitable rows
of ~+l(x).
The recursive use of the above procedure makes it possible to construct matrices MO(x),M l (x), .. whose rows span, at each x in a neighborhood of xO, the codistributions ~O(x)'~l(x) .
The maximal controlled invariant distribution algorithm is mostly
used in order to compute the distribution
(the annihilator of
~k*)
and this distribution plays an important role in the problems that will
be described in sections 6 and 7. However. there are also problems,
like the one discussed in section 3 (and again that described in section
6) in which one is also interested in keeping track of some data, or
facts, related to each of the intermediate steps of the algorithm.
As a matter of fact, it will be seen that the integers rO,r l .
which represent the ranks of the matrices (2.2) and that, in more geometric terms, may be characterized like dimensions of quotient spaces.
as
~k(x)
(2.3)
rk
dim -~-(-x.:;c)-n-(f'r'(-x-)
have a special interest in some synthesis problems.

In the case of linear systems. there is a well-defined relationship between the integers (2.3) and the behavior of the transfer functions matrix of the system at the infinity on the complex plane [3]. In
fact, according to a widely accepted definition, the transfer functions
matrix of a linear systems is said to have rO zeros at the infinity of
mUltiplicity 1. rl-r O zeros at the infinity of mUltiplicity 2, . , and
rk* - rk*-l zeros at the infinity of multiplicity k +1. In other words,
the list of integers
(2.4)
1.1 ,1
(r o times)
2,2, .. ,2
(rl-r O times)
k * +l,k * +l, ,k * +1
is said to characterize the zero structure at infinity (of
functions matrix) of a linear system.
The idea of associating a formal zero structure at the
for a nonlinear system was introduced in [41 (see also [5])
special class of nonlinear systems. Subsequently. in [6] it
a transfer
infinity
for a
was proposed
127
to take, for any nonlinear system of the form (1.1), directly the integers (2.3) as a basis for a formal definition of zero structure at
the infinity, and thus to assume exactly the table (2.4) as a formal
characterization of such a structure.
Even though the integers thus considered do not share all the
properties that one usually associates with the notion of zero structure
at the infinity in a linear system (see section 4) there are cases in
which they make it possible to characterize in simple terms the solvability of a synthesis problem. One of these cases will be discussed in
the next section.
3. MATCHING A PRESCRIBED LINEAR INPUT-OUTPUT BEHAVIOR
In this section we shall see how dynamic state-feedback can be used in
order to match a prescribed linear input-output behavior. We recall,
from section 1, that the composition of a control system of the form
(1.1) with a dynamical state-feedback compensator of the form (1.3)
defines a ~ew dynamical system with inputs vl""'v~, outputs Yl""'y~
and state X = (I;,x), described by equations which have the same structure as that of (1.1), i.e. are of the form
(3.la)
f(x)
(3.lb)
h(x)
g(x)v
with
f(l;,x)
h(l;,x)
a(l;,x)
b (I; ,x)
[
f(x)+g(x)c(l;,x)
g(x)d(l;,x)
= h(x)
The Zinear modeZ matching problem is defined as follows. Suppose

a linear model
(3.2a)
= Az
(3.2b)
Cz
+ Bv
is given. The problem is to find an integer v, which characterizes the

dimension of the dynamic compensator, an open subset N of R V ,
and a quadruplet of analytic mappings a(l;,x), b(l;,x), c(l;,x), d(l;,x)
defined on N x M, such that the input-output response of the composed
system (3.1) becomes
t
(3.3)
y(t)
Q(t,(I;,xO
J CeA(t-T)BV(T)dT
o
A.ISIDORI
128
for all initial states (C, XO) E N x M.

Note that the first term on the right-hand-side of this expression,
denoted Q(t, (1;0 ,XO, corresponds to the response under zero-input and on
this we do not impose any particular constraint (so we let it depend
possibly in a nonlinear manner on the initial state (1;,xO. On the
contrary, the second term is exactly the zero-state response of the
linear model (3.2).
A sufficient condition for the solvability of a linear model
matching problem can easily be expressed as a property of the structural
indexes (2.3) associated with the maximal controlled invariant distribution algorithm. For, suppose a nonlinear system (1.1) and a linear model
(3.2) are given, and define the following "difference" (or "error")
system
x
= f(x)
= Az
= hex) - Cz
+ g(x)u
+ Bv
This system may be clearly rewritten in the form
:i:E = fE(x E)
e
letting x
(x,z) , u
E
f (x,z)
h (x,z)
E E
= h E (x E)
E
= (u,v) and
[ f(x)
Az
+ g (x )u
E
g (x,z)
g(x)
hex) - Cz
Moreover, one may compute for this system a sequence of structural indexes of the form (2.3), namely
E
dim
where
(3.4a)
(3.4b)
Qk(x)
Q~(x) () GEl-(x)
129
CONTROL OF NONLINEAR SYSTEMS VIA DYNAMIC STATEFEEDBACK
The comparison of the indexes thus defined with those of the

original system provides a sufficient condition for the solvability of
the linear model matching problem.
(3.5) Theopem. The linear model matching problem is solvable if

(3.6)
for all k > O. 0
We shall not give the full proof of this theorem, which may be
found in [ 7], but rather concentrate only with its constructive aspects.
As a matter of fact, if the condition stated above is satisfied, one
may find a dynamic compensator which solves the linear model matching
problem in the following way.
(3.7) Construction. It consists of three steps.

(i)
Consider the distribution

t:,.E* = nEl
E
where Q*
is the codistribution defined at the last meaningful stage of
the algorithm (3.4). This distribution is nonsingular, involutive and,

moreover, if the conditions (3.6) hold, then
1 < i < m
From these, by means of techniques described in [2, pp. 125-134], one

may construct an mxl vector a(x,z) of analytic functions, such that
E
.E*] C Ll.E*
[f E + ~
L g.a.,
Ll
i=l
(ii)
~ ~
If the conditions (3.6) hold, then
From this, one may construct an m x II matrix y(x,z) of analytic functions,

such that
E ..
g.y
J
J~
E t:,.
E*
(iii) Define the dynamic compensator

~
At; + Bv
= ~(x,t;)
+ y(x,t;)v
l<i2,.ll
A.ISIDORI
130
This solves the problem. 0

4. SOME PATHOLOGIES
For a linear systems, the condition (3.6) is also necessary for the
solvability of a model matching problem. However, this is no more the
case when the system to be controlled is any nonlinear system of the
form (1.1). In order to illustrate this and other similar pathologies,
we recall first some facts which are known to hold for linear systems
and involve their zero structure at the infinity (i.e. the set of integers (2.3) or, if preferred, the list (2.4.
(4.1) Proposition. The following properties hold for a linear system

(PI)
The integer r k * (i.e., the total number of zeros at infinity,

counted without mUltiplicity) is bounded by
(P2)
min(~,m).
The integer
rO + 2(r l -rO)+" .+(k*+l) (r k * - rk*-l)
(i.e. the total number of zeros at infinity, counted with their
own multiplicity) is bounded by n-dim(~*).
(P3)
If
= rk*
, then the total number of zeros at infinity, counted
with their own multiplicity, is exactly equal to
n-dim(~
*).
= ~.
(P4)
The system is right-invertible if and only if rk*
(PS)
The system is left-invertible if and only if rk*
(P6)
A model matching problem is solvable i f and only if the condition

(3.6) is satisfied. 0
= m.
These properties deal with the zero structure at the infinity of

a single system. If more than one system is involved, further properties
hold, like the one considered in the following example.
(4.2) Proposition. In a linear system, the property ~ * 0 is conserved

under addition of any number of integrators on any input channel. 0
We show now, with the aid of a pair of simple examples, that most
of the said properties fail to hold in the present (nonlinear) setting,
unless special assumptions are made.
Consider the following system
x = f(x)+gl (x)ul+g2(x)u2+g3(x)u3
(4.3)
hI (x)
Yl
Y2
h 2 (x)
131
where x E lR4 and
x4
f(x)=
,gl(x)
hI (x)
xl
h 2 (x)
x 2-x 3
, g2 (x)
x3
0
o
o
o
An easy computation shows that
(x) = sp
no n <f(x)
(1
OJ}
-1
0)
sp{(x3
-1
(0
n l (x) 2 no(x)+sp
no(x)+sp
O)}
{ Lf(x,
L (x3
gl
-1
0)
-1
0)
(x 3 0
-1
Thus k* = 1, nk*(x) = T*lR4

x
'
1
J
1) } T* lR4
x
0)
4
*
and /). (x) = 0 for all xElR.
The structural indexes rO and r l are respectively

nO
r 0 = dim nOn
111
(f
= 1
3
and therefore
rl - r 0 = 2
According to the terminology illustrated at the end of section 2,

it is said that this system has one (formal) zero of order 1 and two
(formal) zeros of order 2 at the infinity. Thus the total number of
zeros at the infinity - counted without multiplicity - is 3, whereas
132
A. ISIDORI
the total number of zeros at the infinity - counted with mUltiplicity is 5. This shows that both (PI) and (P2) do not hold for the system
(4.3)
Now, consider again this example and set u 2
The system becomes
ul
Xl
x2
x4
.
x3
x3 u l
x4
u3
and therefore
= O.
xl(O) +
f Ul(T)dT
o
x 2 (O) + x 4 (O)t +
t
x 3 (o)exp
Thus,
Cf
f f U3 (T)dTdCf
o
(f UI(T)dT)
o
xl(O) +
J Ul(T)dT
o
x 2 (0) + x 4 (0)t +
f f U (T)dTdCf-X
Cf
3 (0)exp
(I
Ul(T)dT)
From these expressions we see that a pair of output functions can

be reproduced (via suitable choice of the two inputs) if and only if
Yl (0)
Xl (0)
Y2(0)
x 2 (0)
:1 2 (0)
4(0)-x3 (0):1 1 (0)
In view of this, we should say that this system is "output-reproducible"

or "right-invertible", even though the number (without mUltiplicity) of
zeros at infinity is not equal to the number of outputs. In other words,
we see that (P4) does not hold.
A fourth pathology of this example is concerned with the conserva-
133
tion of zeros at infinity in cascade connections. Suppose we connect an

integrator on the first input channel, i.e. we set
u1
Xs
Xs
u1
We obtain a new system
x=
f(x)+gl(x)~1+g2(x)u2+g3(x)u3
with x E lR S , and
f(x)=
Xs
x4
gl (x)
x3 x S
g2(x)
g3(x)
Now
"o(x)=
,p{
0 n <f-(x)
OJ}
(0
-1
0)
O(x)
"O(x) + SP{
l(x)
01 n J(x)
Thus k
(1
(0
(0
-x S 1
1
-X 3
)J
(x)
1 and
/).-* (x) = sp{(O
In this case we have
and the system is said to have two (formal) zeros at infinity of order
2. Moreover
-* > d~m
. /).*
dim /).
134
A. ISIDORI
The addition of an integrator on an input channel has caused a

decrease in the number(s) of zeros at the infinity and an increase in
the dimension of ~*.
An example showing that (P3) also does not hold, in the sense that
(3.6) is not a necessary condition for the solvability of a model
matching problem, has been given in [7] and shall not be repeated here
for reasons of space.
5. A USEFUL ASSUMPTION
In this section we introduce an assumption that turns out to be quite
useful in removing some of the pathologies revealed by the previous
examples. As a matter of fact, it is rather easy to prove the following
result.
(5.1) Lemma. Suppose the nonlinear system (1.1) is such that

(AI)
Then (Pl),(P2),(P3),(P6) hold.
Proof. To prove (PI), we show that r k
So for all k. This is indeed
= 0, because rO is the rank of the (sOxm)

ct) = sO-r O' the matrix Ml , whose rows span
true for k
matrix AO' Since
dim(QO n
Ql' has at most
sO+(sO-r O) rows, but only rO+(sO-r O) of these can contribute to the

rank of Al and therefore also r l 2 sO' Iterating this type of argument,
one concludes that
rank(~)
r k * 2~' It is also rk*
So for all k. Since So
2 m, because
~*
~,
we have
is a matrix with m columns,and
therefore (PI) is proved.

The proof of (P2) is based on the following inequalities:
(5.2a)
rk
(5.2b)
- r
(5.2c)
k
k
sk - sk-l + r k - l
< s
0-
k > 1
- ro
- r. < (s.~ - s.~- l)-(r.~ - r.~- 1)

~-
k > i > 1
The first comes directly from the definitions and the second from (PI).
The third one follows from (5.2a) and repeated use of the inequality
si+l - si
(si - si_l)-(r i - r i - l )
i > 1
which depends from the fact that the new rows of M'+ l are at most
~
(s i- s i-I ) - (r i- r i-I ) Summing all (5.2) together, for k = k , one obtains
135
i.e. (P2).
The proof of (P3) relies upon similar arguments. The proof of (P6)
may be found in [ 7] 0
From this, we see that a nonlinear system in which the assumption
(AI) is satisfied, from the point of view of its zero structure at the
infinity, behaves very much like a linear one. We even conjecture that
under this assumption not only (Pl),(P2),(P3) and (P6), as shown, but
also (P4),(P5) and Proposition (4.2) might hold. As a matter of fact,
in the next section we will illustrate a special situation in which the
latter is true.
6. EXACT LINEARIZATION VIA DYNAMIC STATE-FEEDBACK
We return now to the synthesis of dynamic state-feedback control laws
and we show that appropriate use of the assumption (AI) makes it possible to set up a new interesting design procedure.
To this end, we recall that (see e.g. [1]), if a system can be
decoupled via static state-feedback and if, in addition,
(6.1)
IJ.
*=0
then there exists a(decoupling) feedback that fully linearizes (in

suitable coordinates) the state space equations. This feedback is obtained ir the following way. Suppose ~ = m and let p. denote the largest
integer such that for all k < Pi' all 12. j 2. m and all ~x E lRn
L L?(x) = 0
gj
~
Moreover, let A(x) be a matrix with (i,j)-th entry
a .. (x) = L
~J
Pi
L h.(x)
g. f ~
and let b(x) be a vector with i-th entry

Pi+ l
b. (x) = L f
~
h. (x)
~
If A(x) is nonsingular at Some point XO (recall that this is necessary

and sufficient for the solvability of an input-output decoupling problem around XO), set
(6.2a)
a(x)
_A-l (x)b(x)
(6.2b)
S(x)
A-I (x)
It is well-known that, if the condition (6.1) is satisfied, then
136
A. ISIDORI
the feedback u = a(x)+S(x)v with a(x) and S(x) defined as in (6.2) fully
linearizes (in suitable local coordinates around XC) the state space
equations. As a matter of fact, a standard computation shows that the
system
(6.3a)
f(x)+g(x)a(x)+g(x)S(x)v
(6.3b)
h(x)
is locally diffeomorphic to a linear system of the form

(6.4a)
z.
A.z. + b.v.
(6.4b)
y.
c.z.
1.
1.
1. 1.
1.
1.
1 < i < m
1. 1.
where
0
b.
A.
1.
c.1.
o
o
1.
[1
0 ... 0]
and
Pi
z. = (h.(x),Lfh.(x), ... ,L f h.(x

1.
1.
1.
1.
The assumption (6.1) and the nonsingularity of A(x), on which the

above procedure is based, could indeed be relaxed to some extent. In
this section we show how the assumption on A(x) may be removed, provided we allow dynamic (rather than static) state feedback.
First of all, we remark that systems in which A(x) is nonsingular
are special cases of systems satisfying the assumption (AI). The reader
himself may easily check this statement by means of appropriate use of
the algorithm (2.1). Thus, one is tempted to replace the assumption on
A(x) with the weaker assumption (AI) and search for a new design procedure leading again to a closed-loop system diffeomorphic to a linear
one.
In order to describe such a procedure, we illustrate the existence
of a special normal form in which the equations of a system satisfying
(6.1) and (AI) can be brought via static state-feedback and coordinates
transformations. For the sake of simplicity, we restrict the discussion
to the case of systems with only two inputs and outputs; the general
picture will be described elsewhere.
(6.5) Theorem. Suppose = m = 2 and dim G
2. Moreover, let
(AI)
i=l
(L
gi
(nk n ct))(x) c nk(x)
(AZ)
t:,
137'
for all k > 0
*=0
Then, the system has exactly Z (formal) zeros at the infinity, of order
111 .:::. 11 Z and
(6.6)
Moreover, there exists a feedback u = a(x)+S(x)w, with a and S defined
in a neighborhood of xo, such that
(6.7a)
x=
(6.7b)
y = hex)
(f+ga)(x) + (gS)(x)w
via the local diffeomorphism
(6.8a)
where
(6.8b)
t;..
h
Li - 1
(f+ga) j1
(6.8c)
n1
Li - 1
h
(f+ga) jz
and (j1,jZ) is a permutation of (l,Z), becomes
t1
(6.9a)
(6.9b)
t;.Z
138
A.ISIDORI
(6.9c)
Proof. The proof of this Theorem is essentially based on appropriate
use of the maximal controlled invariant distribution algorithm. Suppose,

without loss of generality, PI ~ PZ. An easy computation shows that, if
k < PI
and that
When k
= PI'
the former is still true but not the latter. If Pz is

strictly larger than PI' then, for all PI ~ k < Pz
nk
np
PI
PI
k_
_l(x)+sp{dL f hl}+sp{dL f hZ, .. ,dLiflz}
and
If the matrix A(xO) is nonsingular,

therefore k* = PZ. Moreover
r0
r
r
r
r
PI
Pz
Pl-l
p2-l
Pz
0
1
Thus the system has one zero at infinity of order

zero at infinity of order
which span n
Pz
~Z =
~l
= Pl+l
and one
PZ+l. Since the Pl+PZ+Z differentials
are linearly independent (see [Z1, p. 144) and dim n =n
Pz
(by (A2, then (6.6) is true. Under feedback u = a(x)+S(x)w with a(x)
and S(x) defined as in (6.5) and the diffeomorphism (6.8) the system
takes the normal form (6.4), which is a special case of (6.9).
If the matrix A(x) is singular, the proof is less trivial, and
relies upon an idea suggested by Krener (see [81, pp. 539-540).
139
In this case, the maximal controlled invariant distribution algorithm

does not necessarily ends at k = P2. To compute n +1' according to
P2
[8], it is convenient to solve for a(x) the equation

(6.lOa)
and to set
'"f(x)
f(x) + g(x)a(x)
Then (see also [2] , pp. 146-150),
because of the assumption (AI). Since Lfh i

may write, more simply,
fu~
Continuing in the same way we get for
np2 +k - l
P 2+k
+ SP{dL}
P~
expressions of the
h 2}
until we span an n-dimensional space (by (A2)). We have now

1
(the latter because

Setting ~2
= k*+l,
nk *
is n-dimensional and G is 2-dimensional).
we see that the system has two zeros at the infinity,
140
A.ISIDORI
of orders
~l
and
~Z
Now, recall that under the assumption

by (AZ)) the P l +P 2+2 differentialsdh l , ...
*n
=0
(which is true
,dL~lhl,dh2, ... ,dL~Zh2
are
linearly independent (see [9]). Moreover we know that the dimension of

S"lk is strictly increasing with k (one unit at each stage if Pz < k":' k*).
Thus, we have that the differentials
which span an n-dimensional space, are linearly independent. From this

we conclude that ~1+~2 = n and that the mapping (6.8) is a local diffeomorphism.
Set now
-1
(6.10b)
Sex)
Then, a straightforward computation shows that the system (6.7), in the

new coordinates (6.8), takes the form (6.9). In particular, we stress
that the special dependence of y , .. ,y
1 on the variables
~l
112nl, ,n
is a consequence of the assumption (AI). 0
112
Suppose now we have a nonlinear system in the normal form (6.9)
and we add 112-~1 integrators on the first input channel. In other words,
suppose we interconnect (6.9) with the system
(6.l1a)
zll -ll -1
(6.l1b)
We obtain a new system, denoted by
141
f c;~)
(6.l2a)
(6.12b)
g6~);
he;)
ll/~
still with two inputs and outputs, which evolves on an open subset of
This new system is one in which the input-output decoupling problem is
solvable (i.e. the decoupling matrix, now denoted A(x), is nonsingular)
and the condition corresponding to (6.1) (now written ~* = 0) hold.
Thus the system in question can be turned into a linear system, via
state-space feedback and local diffeomorphism.
In order to check these claims, one may take advantage of the
special structure of the canonical form (6.9), which is part of (6.12).
Setting
= (';1'",,';
,zl""'z
,nl, ... ,n) we have.
-T -
f (x)
-T gl(x)
~l
(';2""'';
g2(x)
~2-~1
,0,n 2 ,
(0, ... ,0,0, ... ,0,0,0, . ,0,1)
h.
(x)
';1
h.
(x) =
nl
J2
,zl""'z
~2
(0, .. ,0,0, .. ,0,1,0, .. ,0,0)
-T Jl
~l
~2-~1
A direct computation shows now that

k -
L- L_ h. (x) =
gj f ~
for all k <
~2-l,
all i,j
~
L- Lgl f
~
L- Lgl f
Thus
XC;)
-1
2-1 h
= 1,2,
and all x. Moreover

~
L- L_2
g2 f
L- L_2
g2 f
-1
-1
is nonsingular. The proof that
~*
is
also very simple.
From the nonsingularity of XC;) we have that the 2~2 differentials

~2-l_
_
~2-l_
_*
dhl,.,dL f
h l ,dh 2 , ... ,dL f
h 2 , which span the annihilator of ~ ,
are linearly independent (see [2], p. 144). Thus, since the dimension
of the state space of (6.12) is exactly 2~2' we conclude that dim ~* = 0.
142
A.ISIDORI
From the above discussions, a three-steps design procedure emerges,

yielding a closed-loop system diffeomorphic to a fully linear one. For
convenience, this is summarized in the following statement.
(6;13) Theorem. Suppose ~ = m = 2, dim G = 2 and let (Al) and (A2) hold.
Design a dynamic state-feedback in the following way:
(i)
let u = a(x) + S(x)w be a static state-feedback on the system

(1.1), with a(x) and Sex) defined as in (6.l0a) and (6.l0b);
(ii)
let the system thus obtained be interconnected with the dynamic

extension (6.11);
(iii) let the system thus obtained denoted by

x = f(~) + g(~)w
h(~)
and let w
a(~)+B(~)v be a static state-feedback defined by
].1 -1
L- L-
gl f
- h (x)
1
L- L-].1 -1 h (x) ]-1

g2 f
1
].1 2-1 - L- Lh (x)

gl f
2
].1 2-1 - L- Lh (x)

g2 f
2
].12-
L_ hl (x)
f
].12_
h2 (x)
Lf
Then, the closed-loop system thus obtained is fully diffeomorphic to a

system of the form (6.4), with
].1 -1
- - 2 - z.
i
1,2. 0
(h.(x),L-fh.(x),
...
,Lh.(x
f
~
~
7. DECOUPLING VIA DYNAMIC STATE-FEEDBACK

The system obtained by means of the design procedure described in the
previous section was linear and decoupled. However, it is conceivable
that input-output decoupling alone might be obtained at a lesser price
than assumptions (Al) and (A2). This issue was recently discussed in [9]
and in this section we wish to summarize the result of that paper.
Suppose a nonlinear system of the form (1.1) is given, with same
number of inputs and outputs (i.e. with ~ = m). The scalar input-scalar
output noninteracting control problem, via dynamic state-feedback, is
143
defined as follows. One has to find an integer v, which characterizes

the dimension of the compensator, and a quadruplet of analytic mappings
a(~,x),b(~,x),c(~,x),d(~,x) defined on an open
subset
N x M
n
oflRvxlR , such that, in the input-output response of the composed
system (3.1), the i-th output y. does not depend on the inputs u.,
J
whenever j of i, for all initial states in N x M.

A sufficient condition for the solvability of such a problem and a
recursive procedure for the construction of the dynamic compensator,
developed in [ 9], are the following ones.
(7.1) Theorem. If a system is left-invertible, the scalar-input-scalaroutput noninteracting control problem is solvable. 0
We do not insist on the proof of this result, that may be found in
[9], but rather describe the constructive algorithm on which that proof
is based.
(7.2) Construction. It consists of a repeated use of the following pro-
cedure.
(i)
From the given data (f,g,h), compute the decoupling matrix A(x).
(ii)
If the decoupling matrix is nonsingular, the procedure terminates

and the problem is solved by means of a static state-feedback
u = a(x)+S(x)v, with a(x) and Sex) defined as in (6.2).
(iii) If the deco~plin~ matrix has a rank p < m, find a square and nonsingular matrix Sex) of analytic functions defined in a neighborhood of xc, such that
A(x)
A(x)S(x)
has a form of this type
* *
1
A(x)
* *
*
*
*
* *
Let jl, ... ,jq denote the indexes of the columns of A(x) in which
at least two entries are not identically zero. Note that q > 0
because by construction all rows of A(x) are not identically zero.
144
(iv)
A. ISIDORI
Consider a dynamic state-feedback of the form
S.(x)v.
where S.(x) denotes the j-th column of S(x). The composition of

J
this feedback with the original system (4.5) defines a new control
system with state
= (xl, ... ,xn,zl, . ,Zq) and input (vl, ,vm),
described by equations of the form
(v)
= f(}c)
h(x)
+ g(x)v
Replace (f,g,h) with (f,g,h) and return to step (i). 0
It has been shown that, if the system is left-invertible,after a

finite number of iterations the procedure terminates, i..e. one obtains
a system in which (see step (ii the decoupling matrix is nonsingular.

Via Eudossiana 18
00184 ROME (Italy)
REFERENCES
[1)
A. Isidori, A.J. Krener, C. Gori Giorgi, S. Monaco, Nonlinear decoupling via feedback: a differential geometric approach, LEEE
Trans. on Automatic Control, AC-26 (1981), pp. 331-345.
----
[2)
A. Isidori, Nonlinear control systems: an introduction, Lecture

Notes in Control and Information Sciences, Vol. 72, SpringerVerlag, Berlin (1985), pp. 1-297.
[3]
C. Commau1t, J.M. Dion, Structure at infinity of linear mu1tivariab1e systems: a geometric approach, Decision and Control Conference (San Diego, 1981).
[4]
A. Isidori, Nonlinear feedback, structure at infinity and the

input-output linearization problem, MTNS Conference (Beersheva,
1983), pp. 473-493.
[5]
A. Isidori, Formal infinite zeros for nonlinear systems, Decision

and Control Conference (San Antonio, 1983), pp. 647-652.
[6]
H. Nijmeijer, J. Schumacher, Zeros at infinity for affine nonlinear control systems, IEEE Trans. an Automatic Control, AC-30
(1985), to appear.
[7]
M.D. Di Benedetto, A. Isidori, The matching of nonlinear models

via dynamic state-feedback, Decision and Control Conference (Las
Vegas, 1984), pp. 416-420, to appear on SIAM Journal on Control
and Optimization.
[8]
A.J. Krener, (Adf,g),(adf,g) and Locally (adf,g) invariant and
145
controllability distributions, SIAM Journal on Control and Optimization, Vol. 23, (1985), pp. 523-549.
[9]
J. Descusse, C.H. Moog, Decoup1ing with dynamic compensation for

strong invertible affine nonlinear systems, Int. J. Control, to
appear.
A CLASSIFICATION OF NONLINEAR SYSTEMS

BASED ON THE INVARIANT SUBDISTRIBUTION ALGORITHM
M. D. Di Benedetto
1. INTRODUCTION
Consider a nonlinear system of the form
x
f(x) +
(1.1)
g.(x)u.
i=l
hex)
with state x E X eRn, input u ERm and output y E R P ; f and gl, ... ,gm
are analytic vector fields on X and h is an analytic function.
This system will be referred to in the sequel as (f,g,h), where g
is the nXm-matrix whose columns are gl,g2, ... ,gm'
It is well-known that with the triplet (f,g,h) one may associate
the "invariant subdistribution algorithm", denoted ISA [ 1], (or "maximal controlled invariant distribution algorithm"), which defines a
sequence of codistributions as follows [2]:
dh
(1. 2)
where dh
~-l + Lf(~-l n d-)
+ iL Lgi (r2k- l n
cf)
= span{dhl"" ,dhp } and G = span{gl"" ,gm}' For practical
purposes, we will assume in what follows that the point of ~nterest x

is a regular point for the algorithm, i.e. G, r2k and r2k n cL h~ve constant dimension in a neighborhood of x.
With the triplet (f,g,h), it is also convenient to associate a
formal "(zero) structure at infinity" ([ 3]) as the list of integers
( 1.3 )
rk
. (
'
d1m
"k"- )d1m(r2
k n
I)
k > 0
where r20 ,r2 l , ... ,r2k , . is the sequence of codistributions generated by

147
148
M. D. DI BENEDETTO
means of the algorithm (1.2).

*
If x is a regular point for (1.2), there exists an integer k ~ n
such that ~k = ~k* for all k > k* and the distribution ~* = (~k*)l is
the maximal element of the class of locally controlled invariant distributions contained in (dh)l (denoted I(f,g,(dh)l. More precisely,
~*
is the largest distribution ~ contained in (dh)l such that there

exist an m-vector of smooth functions a and an mXm invertible matrix
of smooth functions S such that
[f+ga,~]C~
(1. 4)
[ (gS).
, ~]
C ~
l, ... ,m
It is of interest to consider the class, denoted I (f,g,(dh)l), of
distributions which are contained in (dh)l and satisfy ~1.4), but with
a matrix S which might be singular. A distribution ~ belonging to this
class is said to be locally controlled invariant with singular control. Clearly, we have
1
li (f,g,(dh) )
s
1
I(f,g,(dh) )
and algorithm (1.2) does not always converge to the maximal element of
I (f,g,(dh)l), if it exists. This class is relevant because some syn-
t~esis
problems involve distributions belonging to Is(f,g,(dh)l). To
give an example, the condition for the existence of a solution to the

Nonlinear Model Matching Problem [4] is, in the general case, only
sufficient because of the presence of locally controlled invariant
distributions with singular control. The same situation appears in the
right-invertibility problem [5].
It is thus interesting to examine in which cases controlled invariance with singular control may be equivalent to controlled invariance with full control, in1the sense that the maximal elements of
I(f,g,(dh)l) and lis(f,g,(dh) ) coincide. We shall not make here qn
exhaustive analysis of these cases but we can observe that this happens
if, for example, the algorithm (1.2) reduces to the following (we shall
call the simplified ISA):
(1. 5)
f 0
= dh
fk
= f k- l
Lf(f k _ l n
~)
and the latter is feedback invariant.

It is trivial to see that the codistributions fk defined by the
simplified algorithm coincide with the
holds:
(AI)
The triplet (f,g,h) is such that
~k
if the following assumption
NONLINEAR SYSTEMS BASED ON THE INVARIANT SUB DISTRIBUTION ALGORITHM
149
for all k ~ O.
The class of systems for which (AI) is satisfied is indeed significant in that it includes a large share of the systems of interest.
Firstly, it contains systems which can be input-output decoupled via
static state-feedback. It also contains a more general class of systems,
those which can be made linear, via static state-feedback, from an
input-output point of view ([6] ,[7]). Moreover, if A* = 0, systems
which satisfy (AI) can be made diffeomorphic to linear systems via
dynamic compensation ([8]).
This paper has a twofold objective. First, to prove that, under
the assumption (AI) introduced in [8], the maximal elements of the two
classes I(f,g,(dh)l) and I (f,g,(dh)i) coincide. Second, to introduce
s
a new assumption (A2), weaker than (AI), under which the structure at
infinity of (1.1) may be computed by means of the simplified ISA. It is
reasonable to forsee that such assumption leads to a number of further
types of simplifications.
2. CONTROLLED INVARIANCE WITH SINGULAR CONTROL
In this section, we will show that, under assumption (AI), the maximal
elementsof the two classes of distributions I(f,g,(dh)l) and
Is(f,g,(dh)l) coincide.
(2.1) Lemma. Suppose (AI) holds.
Let a be any m-vector of real functions and Aa

be the largest
max
distribution invariant under the vector field f+ga and contained in
(dh)l. Assume Aa
is nonsingular. Then
max
Aa C A*
max
Proof. By definition
Suppose
A~ax
(Qk)l. Let
~.
one-form in Qk n
L
W
giai k
Therefore,
(L
gi
Lg.a.~
~
denote a vector field in
A~ax
and
(since
We have, for alII 
and we can write

m
(Lf~ , T> = (Lf~' T
= ( L f +gawk
Lf + ga
> +iIl(LgiaiWk '

'
>
T> -
(wk '
[f+ga, Tl >
(wk '
-( wk ' [f+ga, Tl>
(2 .. 2)
T>
(since
(w k '
T>
0)
By definition of ~a
max
[f+ga ,
1 E ~amax
Therefore
(~
, [f+ga , Tl >
and (2.2) becomes

( LfWk ,
T >
By recalling that, if (AI) holds
one may conclude that T E

A~ a consequence of the latter, it is not difficult to prove the
following
(2.3)CoroZZary. Under the hypotheses of Lemma 2.1,

~
Proof. Let
*=
max I
I
(f,g,(dh)-)
be an element of I
I
(f,g,(dh)-). Then
151
and there exists an m-vector of analytic functions a such that

[f+ga , t.] c t.
Therefore
c t. * for any a. Therefore

By Lemma 2.1, t.a
max
t. c t. *
Moreover, since t.* E I(f,g,(dh)l) and I (f,g,(dh)i)

have also
*
1
t. E Is(f,g,(dh) ).
I(f,g,(dh)l), we
The assert follows. 0
3. STRUCTURE AT INFINITY AND THE SIMPLIFIED ISA

It is clear that, if (AI) holds
for
k > 0
Then, it is possible to compute the structure at infinity by means of

the simplified ISA, i.e.
(3.1)
We will show in this section that (3.1) holds under a weaker assumption than (AI). Before stating this assumption, we need to introduce a recursive procedure which defines a sequence of codistributions of interest.
With each codistribution Q. defined by the algorithm (1.2) we
1
associate a sequence of codistributions Q~ as follows.

1
(3.2) Procedure. Set

Q.o= Q. + L (Q. n
(3.3)
and suppose that Q. C Q. +
Q.1
and
in
Q?,
1
Le.
S.1o C G1 .
~.
Choose, in
~,
a direct summand
S? of
1
M. D. DI BENEDETTO
152
Step j
1, ... ,k*-i-l)
(j
Set
n.l.+J.
(3.4)
+ LfSJl.:- l
and suppose that
n~l. c
(3.5)
n.+.
l. J
~,
Choose, in
a direct summand
in
S~l. of n.+.
l. J
dl.
i.e.
(3.6)
and
s~l. c ~.
The codistribution n? is uniquely determined by the ISA but the

.
l.
codistributions S~ are not unique. Nevertheless, one can prove that the
l.
sequence n~ does not depend on the choice of the direct summands in

l.
(3.6) by using the following
(3.7) Lemma. If (3.5) is satisfied, n~+l is unique.

l.
Proof. Suppose that

n.+. $
l.J
-j
l.
l.
with S., S.
C (j
S~l.
n.+. $
l.J
S~l.
+S l...
j-j
and S.
l.
Then, by intersecting each side with

f, Qne gets
I
(j
and differentiating
Therefore
and the result follows. 0

Now, we can state the following assumption
(A2) The triplet (f,g,h) is such that
den
..
l.
l.+J
for 0 < i < k -1 and 0
d-
j < k -i-I. 0
along
153
By Lemma 3.7, it is easy to see that the sequence of codistributions
n~ is unique. Therefore, the assumption (A2) is intrinsically

~
defined.
We will now show that the assumption (A2) is feedback invariant.
.
tV
tV
.
More prec~sely, let us set f := f+ga and g := gS where a ~s an m-vector
of smooth functions and S an mXm invertible matrix of smooth functions.
Consider now the sequence of codistributions defined by the P~ocedure
3.2 where f and g in (3.3) and (3.4) are replaced by } and g. Let
~~ denote this sequence and ~~ the codistributions corresponding to the

~
S~. Then, the following holds.

~
(3.8) Lemma. If (A2) holds,
n~ = ~~
~
mod.if-
Proof. Let us first note that, since S~~ C ~ for 0 .:. j < k *-i-l
S~~ c
(3.9)
n .. 1
~+J+
for
0 _< j _< k*-i-l
In fact, it is trivially true for j = O. Suppose it holds for j. Then,

by intersecting each side with a.L and differentiating along f, one has
Therefore
Since
S~+l
c n..
+ LfS~ , (3.9) holds for j+l.
~
~+J+l
L
By intersecting each side of (3.9) with

along g, one can write
LgS~~ c Lg (n.~+J'+1 n
(3.10)
and differentiating
~)
We shall now proceed with the proof of the lemma. Since

n. + L (n. n
~
g ~
we have
~) = n.
?t? = n?
~
and we can set
+ LtV(n. n
g ~
~)
154
M. D. DI BENEDETTO
s? = S?
1
At step 1, the following holds:

;1:1
n
':1.-0
n
SO
SO
L SO.
".~ ="'+1
= ".
1 +L'\i.s.
t 1
1+ 1 + L'1t< 1. ell.1+ 1 + Lf l' + g 1
I
By (3.10), L s. C L (Il. 1 n G').
Then
g 1
g 1+
?l~1
J)
Il. 1 + LfS? + L (Il. 1 n

1+
1
g 1+
We shall now prove, by
for 1 < j
Il~1
S?1+1
(by (3.3), (3.4) and (3.6.
that
inc~uction,
n~ C Il~
(3.11)
+ { Sj-k
k=l i+k
k *-i-I.
It holds for j = 1 as shown above. Suppose it

recalling (3.6), we can write
.
..
?t~ =Il . . 6l ~~
1
1+J
'k
I S~-k
k~l 1+
Il~ +
1
j.
I SJ-k =Il 1+J

..
k=l i+k
ell . . + S~ +
1+J
ho1~s
for j. By
j
'k
+ I S~-k
k=O 1+
Then, we can choose
~.
S~ C
(3.12)
~j+1
Now, let us compute Il.
. k
I
S~- C G'
k=O
1+k
which, by Lemma
3.7, is independent of the
choice of ~~ We have
1
':I.-j+1 _
~j
H
- Il. . +1 + L'\iS.
1
1+J
f 1
~j
':I.-j
Il. . 1 + LfS. + L .s.
1+J+
1
g 1
j
j-k j
j-k
Il. . 1+ I LfS. k + I L S. k
1+J+ k=O
1+ k=O g 1+
(by (3.12.
By (3.10),
j
j-k
I
\ L S. k C L (Il . . 1 n G') C Il. '+1
k~O g 1+
g 1+J+
1+J
and, by (3.4),
L S j-k C nj-k+1
f i+k
"i+k
ll i +j +1 6l Si+j+1
n
6l Sj-k+1
"i+j+1
i+k
155
NONLINEAR SYSTEMS BASED ON THE INVARIANT SUBDISTRIBUTION ALGORITHM
Then, by using those two inclusions, one has
~~+l
c~ 1+J+
.. 1
1
i S~-kk+l
+ Lf S J1: +
k=l 1+
and (3.11) is proved.

Since
S?1+J+. 1 c ~~+l
+jIls~-kk+l
1
k=l 1+
(by (3.4
'\
j-k
L Si+k
k=l
the (3.11) imply that
for j = l, ... ,k -i-I. This inclusion also holds for j
o
~. =
1
0, since
"'0
~ .
1
To conclude the proof, it is now enough to observe that, since S

. .1nvert1ble,
.
.
'" -1 a and g = '"
.
1S
one may also wr1te
f = '"
f-gS
gS -1 . Then, uS1ng
the same arguments, the reverse inclusion may be proved:
~~1
~~1
if
1
G . 0
Therefore,
.
~~ +
1
",.
c- = ~~1
(3.13) Remark. Lemma 3.8 allows to say that assumption (A2) is invariant for system (1.1) under static state-feedback transformations. 0
We can now prove that, for a system of the form (1.1) which satisfies (A2), the structure at infinity may be computed by means of the
simplified ISA (see 1.5.In fact,the following result may be stated.
(3.14) Theorem. Suppose (A2) holds. Then

r
= dim r
- dim(f
Proof .. We will first show that, if (A2) holds

(3.15)
r1k
mod.
for k < k .
At step 1 of algorithm (1.2), one can write, using (3.6)
~l
I
0
~O+ Lf(~On~) + So
r 0 + Lf(r 0 n
fl + rl
fl
d-)
1
mod. G
S~
(since ~O = fO)
(with fl = SO C G1 )
156
M. D. DI BENEDEITO
Suppose that at step i

i-I i-t-1
r.1. + ri
Q.
1.
JI.=O
r Sf G1
j=O
mod. G1
r.
1.
Then
= Q.1. + Lf(Q.1. n
= Q.1. + Lf(r.1. n
Since Qm
s?1.
~)
ct)
+ L ri +
f
s?1.
Qn for m > n, the (3.4) and (3.6) imply that

+
S j+l
.
1.
for
JI. > i+j+1
Therefore, the last relation becomes

i
. i-I .
Q1.'+l = Q. + Lf (r1.' n G1 ) +
SJ + I sJ + +
1.
.
Q. 1 1
J=l
J=
= r i+l
i
r i +1
i-JI.
r r Si c ct.
JI.=O j=O
with
Qi +1
s?1.
= r i +1
Thus
mod.
ct
and (3.15) is true for all k < k

Using (3.15) which, under (A2), has been proved to relate
for k
k , we obtain
ct)
+ J) - dim ct
r k = dim Qk =
dim(~
dim(~
. (r k + G1) - dl.m
. G1
= d1.m
= dim r k - dim(r k n
cf).
to
157
(3.16) Remark.
(A2) is weaker than (AI). In fact, if (AI) holds, s9=0

1
for all i > O. Therefore, (A2) is automatically satisfied.
Maria Domenica Di Benedetto

Via Eudossiana, 18
00184 Rome (Italy)
REFERENCES
[1]
A.J. Krener: (Adf,g),(adf,g) and Locally (adf,g) Invariant and

Controllability Distributions. SIAM J. Control and Optimization,
23, 523-549, (1985).
[2]
A. Isidori, A.J. Krener, C. Gori-Giorgi, S. Monaco: Nonlinear

Decoupling via Feedback: A Differential-Geometric Approach
IEEE Trans. Automat. Contr., Vol. AC-26 , 331-345, (1981).
[3]
H. Nijmeijer, J.M. Schumacher: Zeros at Infinity for Affine Nonlinear Control Systems. IEEE Trans. Automat. Contr., Vol. AC-30,
566-573, (1985).
[4]
M.D. Di Benedetto, A. Isidori: The Matching of Nonlinear Models

via Dynamic State Feedback. Proc. 23rd CDC, Las Vegas, (Dec. 1984),
to appear on SIAM J. of Contr. and Optimization.
[5]
H. Nijmeijer: Right-invertibility for nonlinear control systems:

a geometric approach. Memo. 484, Dept. Appl. Math., Twente
University of Technology, (1984).
[6]
A. Isidori, A. Ruberti: On the Synthesis of Linear Input-Output

Responses for Nonlinear Systems. Sys. Control Lett. 4, 17-22,
(1984)
[7]
A. Isidori: Nonlinear Control Systems: an Introduction. Lect.

Notes in Control and Information Science , Vol. 72, SpringerVerlag, (1985).
[8]
A. Isidori: Control of Nonlinear Systems via Dynamic State Feedback.

Algebraic and Geometric Methods in Nonlinear Control Theory,
M. Fliess and M. Hazewinkel eds., Reidel, Dordrecht, (1986).
This volume.
Asymptoti c Expansions, Root-Loci and the Global S.tabil i ty

of Nonlinear Feedback Systems
Al berto lsi dori
Insti tuto d' Automatica
Uni versi ta di Roma La Sapienza
Via Eudossiana 18
00184 Roma
Italia
Christopher I. Byrnes*
Dept. of Electri cal and
Computer Engineering
Dept. of Mathematics
Ari zona State Uni versi ty
Tempe, AZ 85287
USA
1.
Introduction
Despite (or perhaps because of) the extreme complexity of the most
general nonlinear control systems, there has been considerable recent
interest in the control of certain nonlinear systems by a relati vely
straightforward application of techniques analogous to those used in
linear control theory (e.g., [5J-[9J, [15J). Among the most elegant of
these recent methods is the theory of linearization via nonlinear
feedback developed by Hunt-Su-Meyer [7J (see also [2J, [8J, [17J) and
vastly extended in a spate of more recent contributions. Finding
application, for example, in the design of helicopter autopilots [7J and
the control of robot arms [18J, linearization techniques owe their
popularity to their advantage on the one hand of being conceptually
appealing and on the other hand of allowing for the application of
classical control intuition in a nonlinear context. It should be
stressed that the apparent ubiquity of applications is not due to the
genericity (even inIR 2 --see [1J, [3J) of linearizable systems, but
rather to the way nonlinear systems are actually designed. One can be
sure that, in practice, nonlinear control systems are not desi gned so
that certain distributions are involutive. Rather, systems are often
designed so that there is an independent control for essentially
everything in the system that moves. Not only does this principle
account for the applicability of linearization techniques (at least
locally), but also hints at a rather broad extension of these techniques'
retaining two important advantages: conceptual appeal and retention of
classical control intuition. Explicitly, it is perhaps reasonable to
assume that many systems of interest will have a stable inverse or, if
one prefers, that the system is "minimum phase."
*Partially supported by NSF Grant No. ~C8-85-13099, by AFOSR-85-0224 and

by the National Swedish Board of Technical Development, Grant 83-3272 as
a visiting professor at the Division of Optimization and Systems Theory.
Royal Institute of Technology, Stockholm, Sweden.
159
M. Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory; 159-179.
C. I. BYRNES AND A. ISIDORI
160
Thus motivated, in this paper we continue our development [4J in

the nonlinear setting of certain of the basic elements of the frequency
domain approach to linear system theory. To this end, we present--using
the nonl inear geometri c control theory--def ini tions of left and of ri ght
half-plane zeroes and of minimum phase systems. Certainly, the
geometric notions of zero dynamics and of infini te zeroes were partially
contained in, or at least anticipated in, the early work on (f,g)-invariant distributions ([6J, [9J) while the notion of relative degree
played an important role in Hirschorn's work [5J on systems
invertibility. Here, we formulate refinements of the definitions so as
to include zero'locations in half-planes, proving several fundamental
facts about finite and infinite zeroes. Using singular perturbation
methods, we then develop a nonlinear version of the qualitative
frequency domain methods associated with root-locus plots, in terms of
which we prove (for example) t.hat classical feedback laws, designed on
"zero location" data, globally stabilize nonlinear systems. This, we
feel, illustrates the conceptual basis and also the retention of
classical control intuition in the "frequency domain philosophy" for
nonlinear systems.
The paper is divided into two main sections, each with three
subsections. The goal of section 2 is twofold: the formulation of the
basic "frequency domain package" for nonlinear systems (2.3) and the
development (2.1) of methods for analyzing the closed-loop systems
arlslng from such a design philosophy. This is ill ustrated for 1 inear
systems in section 2.2. Section 3 contains diverse applications of this
method. In section 3.1, we prove that every (globally) minimum phase
system of relative degree one has a globally stable inverse system,
proving Hirschorn's Invertibility Theorem [5J in this case, with global
stabil i ty as a bonus. The proof is constructive, relying on a global
canonical form for such systems. In section 3.2, we use this global
form together wi th Tychonov's Theorem to prove a global stability result
for high gain "minimum phase" systems having (strong) "relative degree
1." We indicate in section 2.2 how to extend these results to the
stability of lead-lag compensation around a minimum phase system of
higher relative degree. Finally, in section 3.3, we turn to a seemingly
different kind of nonlinear system--adapti ve control of linear systems.
USing classical theory and the methods of section 2, we design and prove
closed-loop stability of a 1 st order (compare [13J) adaptive
stabilization scheme applied to minimum phase systems of relative degree
2.
In closing, we want to express our thanks to K. J. Astrom,
o
A. J. Krener and B. Martensson for helpful comments, suggestions and

advice during the development of these ideas. We owe the idea of using
singular perturbations to formulate linear root-locus methods to
P. Kokotovic and his colleagues, particularly to the paper [21J where
they analyzed high-gain linear feedback systems (whi ch are, however,
onl y a part of the root-locus theory) by singular perturbation methods.
We also remark that we have recently received the preprint [11] by
R. Marino who, apparently independEmtly, analyzes certain special high
gai n nonl inear feedback systems using Tychonov's Theorem.
ASYMPTOTIC EXPANSIONS, ROOT-LOCI AND NONLINEAR FEEDBACK SYSTEMS
2.
161
Classical Control Concepts for Nonlinear Systems
In this section we lay down sane of the basic framework underlying our
frequency domai n theory of nonl inear systems. Expl ici tl y, we have two
goals in mind. First, we want to formulate a "frequency domain package"
for nonlinear systems, containing the analogues of frequency domain
notions such as system zeroes, minimum phase systems, relati ve degree,
etc., in terms of which we can formulate a design philosophy similar in
breadth to classical control theory. Second, in order to analyze the
closed-loop systems resulting from such designs, we need an analytic
theory similar in scope i f not in simplici ty to the well-known graphi cal
methods of classical control.
Our principal techni cal resul ts yi el d a state-space version of
root-locus theory and are based on asymptotic results which form a blend
of singular perturbation results and the method of Newton-Puiseux
series. That singular perturbations were related to the analysis of
high gain feedback systems (by setting e: = 11k) was pointed out in [21 J.
In this section we want to pursue this relationship further, so as to be
able to capture more of the root-locus design philosophy (e.g., lead-lag
compensation) than just the root-locus plot itself. In this way, we are
able to apply root-locus methods directly in the nonlinear case.
2.1
A State Space Formulation of Root-Locus Methods
Consider first the scalar, affine nonlinear control system
(2.1.1a)
hex)
(2.1.1b)
One of the typical questions we wish to study is the stability of the

closed-loop system
f(x) - kh(x)g(x)
(2.1.1)'
obtained from applying the feedback law

u
to (2.1.1).
x
y
-ky , k
ell-
(2.1.2)
In the linear case

=
Ax
cx
bu
(2.1.3a)
(2. , 3b)
the stabil i ty of (2.'.1)' for Ik I > > 0 is classically studied using

root-locus methods, a typical result being that if (2.1.3) is minimum
phase.
162
C. 1. BYRNES AND A. ISIDORI
c(sI-A)
-1
b = 0
Re(s) < 0
(2.1.4)
and has posi ti ve instantaneous gain

cb > 0
(2.1.5)
then the feedback strategy (2.1.2) for k> > 0 renders (2.1.1)'
asymptotical1y stable. In state-space form, the assertion is that the
matrix A - kbc is "stable" for k > > 0, provided (2.1.4) and (2.1.5)
hold.
Our goal is to construct an asymptotiC theory of systems (2.1.1)'
powerful enough to contain al1 the standard assertions, including the
assertion above, whi ch one deri ves for 1 inear systems via root-locus
methods. Of course, even in the linear case we want to derive these
assertions independent of direct appeal to root-locus techniques
(compare [21J). To this end, note that, by setting = 11k, (2.1.1)' is
a special case of a nonlinear, singularly perturbed system
~
= f(z,y) , f(O,O) = 0
(2.1 . 6a)
(2.1.6b)
Intuitively, we wish to describe--for fixed initial data (zo,Yo)--the

asymptotic behavior of solutions (Zt'Yt) of (2.1.6) where is taken to
be small. The precise stability result we wil1 use is often referred to
as Tychonov's Theorem (see e.g. [10J) which we briefly describe. Under
sui table stabili ty hypotheses (see below), it is reasonabl e to assume
that (2.1.6) is a strong contraction onto the reduced system obtained by
setting = 0 in (2.1.6). We descri be the mechani cs in 3 steps:
Step 1.
equation
Setting
g(z,y,O)
= 0 in (2.1.6b), solve (whenever possible) the
(2.1.7)
for roots
y
y(z)
disregarding the initial "constraint," Yo
(2.1.8)
=
y(zo)'
Step II. Substitute (2.1.8) into (2.1.6a), obtaining the "slow" or

"reduced" system
(2.1.9)
Step III.
Form the "fast" or "boundary layer" system
163
dy
dt
(
g Z 0' y, 0 ,
h
Tychonov's Theorem
(cf.
(2.1.10)
t/ , YO: Yo
[10J)
asserts that,
provided Z :
is
asymptotically stable for (2.1.9) and that y : 0 is uniformly

asymptotically stable for (2.1.10), the solution (Zt' Yt) of (2.1.6) for
initial data (ZO, Yo) satisfies:
The correction term, y(i t ) - y(io)' arises because in (2.1.8) we have

disregarded the initial constraint Yo : y(zo)'
Example 2.1.1
dependence of
We now illustrate Tychonov's Theorem, particularly the

on initial data, for the system
(2.1.11)
The boundary layer system

dy
dt
-y
is of course (uniformly) asymptotically stable.
Therefore, for Yo fixed
-tIE Yo+O()
(2.1.12)
while the "phase portrait" of (2.1.11) is simply
o
Figure 2.1.1
<
The phase portrait of (2.1.11) with
fixed.
164
Thus, for Yo fixed, (2.1.12) yields Yt .. 0 provided
E:
< 1/1Yol.
Note
that for linear systems (cf. section 2) E: < < .. can be chosen
independent of the initial data.
Our contention is that, suitably generalized, Tychonov's Theorem
and its corollari es in the linear case form the state-space version of
root-locus theory and therefore can be regarded as the nonlinear version
of root locus methods. In the next subsection we illustrate this in the
linear case, while in the following subsection we use this as a starting
pOint for the design and analysis of frequency domain methods for
nonlinear systems.
2.2
Illustration and Examples:
Linear Tychonov Theory
In our specialization of Tychonov's Theorem to the linear case, it is

useful to have certain extensions of the basic result. The first of
o
these is a time-varying version, proved by Byrnes and Martensson

o
(unpublished) and vastly extended by Martensson in his thesis [14J.

Consider then the system
(2.2.1a)
(2.2.1b)
We assume that B is invertible and at first regard, quite formally, k(t)
as a parameter leading, via Steps I - III above, to the reduced system
(2.2.2)
and to the boundary layer system
(2.2.3)
By
Linear Tychonov Theorem 2.2.1
in t and suppose
Suppose k(t) is monotone, nondecreasing
spec (All)' spec (B) C 4:There exists a ko such that if

k(t) > ko for t > > 0
all solutions to (2.2.1) tend to 0 exponentially.
Corollary 2.2.2 If k(t) is constant in t and both the reduced system
(2.2.2) and the boundary layer system (2.2.3) are asymptotically stable,
then (2.2.1) is asymptotically stable for k sufficiently large.
165
Proof of 2.2.1
Regarding A 21 z as the output of the stable system
(2.2.1a), we first estimate
1< y, A21 z > 1$ c 1 IIYl12
by the lemma in the appendix of [19J.
sol ution of Lyapunov's equation:
Denote by Q the positive definite
and note that we have the following inequality

d Ily IIQ
dt
~ c II y II Q - k (t ) II y II Q
from which the theorem follows by a comparison theorem.
Q.E.D.
We now illustrate the deep connection between linear Tychonov
theory and root-locus methods. Thus, consider the n-th order scalar
system
Ax
cx
bu
(2.2.4a)
(2.2.4b)
wi th transfer function
g(s) = c(sI-A)-1 b = p(s)/q(s)
(2.2.4)'
We assume throughout that g(s) is minimum phase and denote by r the

relative degree of g(s); i.e.
r = deg q(s) - deg pes).
Our first example deals with the stabilization, via output feedback, of
systems wi th relati ve degree 1 (compare [21 J) .
Example 2.2.3 (r=1) To say r = 1 is to say cb O. We assume cb > 0
and consider feedback (2.1.2). According to root-locus theory, n-1 of
the closed loop poles tend to the zeroes of the system while the single
infinite branch tends to -co. Thus, for k > > 0 the closed loop system
is asymptotically stable. To see this in state-space, we use the
decomposi tion
fRn = ker c $ span {b}
leading to the representation
(2.2.5a)
C. I. BYRNES AND A. !SIDOR!
166
(2.2.5b)
of the closed-loop system.
see that
Applying a Laplace transform, it is eas y to

(2.2.6)
spec (All) = Zeroes (g(s))
In the light of the fundamental identity (2.2.6), we propose an

al ternati ve descri ption for the reduced and boundar y 1 ayer dynami cs of
the singularly perturbed system
(2.2. 5a) 1
(2.2. 5b) 1
Explicitly, setting
g(z,y,O)
0 (as in Step 1) we obtain
-cby
from which it follows that
According to step II, we obtain the system
which we now refer to as the zero dynamics.

From Step III, we also
obtain the equations for the instantaneous dynamics:
y
-cby
Yo = Yo
The zero dynamics are stable since

the instantaneous dynamics are stable
instantaneous gain. By Corollary
asymptotically stable for k> > 0; in
have the asymptotic expressions
the system is minimum phase, while

because the system has posi ti ve
2.2.2, the closed loop system is
fact, for initial data (zo,Yo) we
(2.2. 6a)
(2.2.6b)
Example 2.2.4 (r;:: 1) In order to stabilize minimum phase systems of
higher relative degree, a classical strategy (lead-lag compensation) is
to place the compensator zeroes in the left half-plane in order to
167
"attract" the infinite branches of the system poles and then to render
the compensator proper and stable by placing the same number of poles
sufficiently far off in the left half-plane. The overall stability
rests on the following inductive step:
Suppose the feedback law (2.1.2) stabilizes the system (2.2.4) for
some fixed k o . For E sufficiently small, the compensator
u(s)
~
yes)
1 +ES
(2.2.7)
stabilizes (2.2.4).
The closed-loop system (2.2.4) - (2.2.7) may be realized as
Ax + bu
-u - koY
EU
Setting E
(2.2.8a)
(2.2.8b)
0, we obtain
leading to the reduced (or augmented zero) dynamics:
x=
(A - kobc)x
which is assumed to be stable. The boundary layer dynamiCS are given by

the asymptotically stable system
::
A
E: u = -u -
ko cx
By Corollary 2.2.2, "adding a s.ufficiently stable pole" does not destroy

stability.
Remark It is possible to strengthen the conclusion of the Linear
Tychonov Theorem to include a bound on the exponential decay of
solutions, for k> > 0. In this sense, the stability conditions on the
reduced and the boundary layer systems are necessary as well as
sufficient. While this is easier to see in the case det CB '"
(compare
[16J, [21J), in general the asymptotic behavior of root-Ioci is more
complicated on the one hand and, as we have seen in Example 2.2.4, the
parameter E can enter in many ways aside from its appearance in high
gain systems (cf. Example 2.2.3). In general (e.g. for multiple time
scales), there will always arise a parti tioning of the state-space into
two parts, leading to the consideration of two characteristi.c
polynomials. The stability of the reduced characteristic polynomial is
clearly necessary and, as we have seen, for high gain situations its
roots have a very pleasant system theoretic interpretation. This is
also true for the boundary layer equation which will in general factor
as
168
where the
~j'
Pj are determined by the Newton polygon of the return-
difference determinant (see [16J).
P.
Moreover the roots of P. (s J) form

J
q.lp.
the leading term in a fractional expansion for lis in terms of J J
This asymptotic expansion is the frequency domain analogue of the
asymptotic expression (2.2.6) for stable systems, and it is from this
point of view that one can see that stability of the boundary layer
system is also necessary for stability of the overall system.
2.3
The Frequency Domain Package for Nonlinear Systems
As a first step in the development of a "frequency domain package" for

nonlinear systems, we formulate several definitions which are the
nonlinear analogues of the linear notions of left or right half plane
zeroes and of zeroes at infinity. For simplicity, these definitions are
given in the scalar case. We consider then smooth systems evolving on a
smooth manifold, M of dimension n. Thus, in local coordinates, such a
system is descri bed by
x
y
f(x) + ug(x)
(2.3.1a)
hex)
(2.3.1b)
Denoting the Lie derivative of a function F with respect to a vector

field V by LVF, we formulate
Definition 2.3.1
mul tiplicity \leo if
Lg hex)
The system (2.1) has a zero at infinity of
and
This concept, of course, has antecedents in the literature; for

example, \I .. plays a central role in Hirschorn's work [5J on
invertibility of nonlinear systems, where it was called the relative
order of (2.3.1). We shall also call \I .. the relative degree of (2.3.1).
169
Definition 2.3.2
The system (2.3.1) has strong relative degree v

v -1
provided it has a zero at infinity of multiplicity v", and LgL f '" h
never vani shes.
Turning to the multiplicity of "finite zeroes", denote by t, * the

maximal locally (f,g)--invariant distribution contained in ker (dh) (see
[6J, [9J or [5J).
Definition 2.3.3
v f provi ded
The system (2.3.1) has finite zero dynamics of order
where dimension is understood in the generic sense.

Our first result generalizes a result well known in linear systems
theory.
Proposi tion 2.3.4
Then,
Proof
Assume the system (2.3.1) has fini te relati ve degree.
Following Isidori et al. [9J, one knows

v -1
'"
d(Lih)
i=O
and therefore
'"
(2.3.2)
By definition,
and, combining (2.3.2)-(2.3.3) we deduce

v f + v", = dim M = n, QED.
We now illustrate v f as the order of a dynamical system, the "zero

dynamics" i; the case v GO = 1.
170
C. I. BYRNES AND A. !SIDOR!
Example 2.3.1 (A local form for systems of relative degree 1.)

0}l, = 1 is to say there exists Xo e; M such that L h(X~) * o.
To say
In
particular, ~ * = ker (dh). Thus, there exists a coordinate chart (Xl'

. . , x n ), centered at Xo and def ined on a neighborhood U of x o , such
that
(i) ~
(ii)
(iii)
span (g) = Tx(U) , x

span { ax"0 l '
span {g}
e;
U;
" ;
axn-1
0
span {a! }.
n
In these coordinates, setting z
a!' (2.3.1) takes the form

n
y = h(x )
n
In the light of the third equation, the second equation may be replaced
by
f 2 (z,y)
where, of course, f2
expressed as
ug 2 (z,y)
+
=
Lfh and g2
L h.
g
Therefore, (2.3.1) can be
(2.3.4)
By direct analogy with the linear Tychonov Theory, one defines the
(n-1 )-th order system,
obtained by Y = 0 in (2.3.4a), as the zero dynamics of (2.3.1).

a global, coordinate free definition, we proceed as follows:
To give
171
Suppose Xo EO: M is an equilibrium for (2.3.1) and that h(x o )

Suppose further that
* 0 , for all x
L h(x)
g
EO:
h- 1 (0)
Thus, h- 1 (0) is a smooth submanifold

dynamics by constraining the vector field
and we obtain the global zero
f(x)
to lie on h- 1 (0).
.!.
O.
Explicitly, define the zero dynamics as the system

-
EO:
-1
(0)
(2.3.6)
where
Since < dh, F > = 0, F is in fact tangent to h- 1 (0) and of course

has an equil i bri um at xo' Note that (2.3.5) gives a local expression
for (2.3.6) near xo'
In order to define the zero dynamics for systems of higher relative
degree, it is useful to reinterpret (2.3.6) in terms of the theory of
{f,g}--invariant distributions.
Specifically, a
LfhlLgh is a
"friend" of t:, *(ker dh).
a = Lf
Vco
h/Lif
For v co
v co-1
> 1 we define a as
h.
and note that

F = f - ga
is tangent to the leaf L( x o ) of t:, * (ker dh)
We conclude this subsection by defining the notions analogous to
left-half plane zeroes, minimum phase systems, etc.
Denote by WS (x o ) and WU(x o ) the stable and unstable manifolds of Xo
for the system (2.3.6) and let WC(x o ) be a center manifold for (2.3.6).
Setting
172
we will say that (2.3.1) has s left half-plane zeroes, u right halfplane zeroes, and c purely imaginary zeroes, in analogy wi th the linear
case. Note that
s + u + c = vf
We now make a definition which will be essential for the

stabilization results which follow.
Definition 2.3.5 The systan (2.3.1) is minimum phase on M, provided
(2.3.1) has v f left half-plane zeroes. The systan (2.3.1) is globally
minimum phase on M provided it is minimum phase and the zero dynamics
(2.3.6) is globally asymptotically stable.
3.
Applications:
Stability of Nonlinear Feedback and Inverse Systans
3.1 A Globall y Stable Inverse for Minimum Phase Systems of Strong

Relati ve Degree One
From the local canonical form (2.3.4) for systans of relative degree 1,
one can derive a local version of Hirschorn's Invertibility Theoran [5J.
Explicitly, given an initial condition Xo satisfying L h(x o ) ~ 0 and a
g
desired output function y(t), one finds a control function u(t) giving
rise to y(t) by first integrating (2.3.4a), obtaining z(t), and then
solving (2.3.4b) for u(t). We are interested in the construction of a
global inverse for systans having strong relative degree one, and also
in the stabili ty of a global inverse when the original systan is minimum
phase . Evidently, the local inverse systan constructed above is locally
stable whenever (2.3.1) is locally minimum phase. Our approach will be
to find a global version of the canonical form (2.3.4) fran which a
stable inverse systan can be constructed as above.
We also make the following technical assumption:
I f B = l/L h, then Bg is complete.
g
Theorem 3.1.1 Suppose (2.3.1) is strong relative degree one, globally

minimum phase systan. There exists a globally defined diffeomorphism
T : M ~JI2n-l
so that if (z,y)
xw.
T(x), the systan (2.3.1) may be expressed as

(3.1.1a)
(3.1.1b)
173
where y = h(x), T*f2 = Lfh, T*go = Lgh

Corollary 3.1.2 There exists a stable inverse, defined on;f!n-1, for
every n-th order, globally minimum phase system having strong relative
degree 1.
Proof of 3.1.1 By hypothesis there exists an equilibrium Xo e: M such
that the constrained dynamics
z
is globally stable on the leaf
By Milnor's Theorem [12J, L(x o ) =H!-.n-1.

viaz
g
Since L_h(x)
Define the vector field g on M
L h g
g
~
1, g maps leaves of ker dh to leaves of ker dh, and is
complete.
We may define the map

n-1
s:l~
)(f-~M
via
S(x,t)
<l>t(x)
where <l>t is the time -t map of the flow defined by g, initialized at x e:

L(x o ).
3.2
Q.E.D.
Global Stabilization of Minimum Phase Nonlinear Systems
In this subsection, we illustrate the stability of closed-loop systems

obtained by applying classical controllers to "shape the frequency
response" of nonl inear systems in the case of globally minimum phase
systems having strong relati ve degree 1. One can obtain results similar
to the linear case, for lead-lag compensation for systems of higher
relative degree by modifying the arguments in Example 2.2.4. Indeed, we
use such techniques in section 3.3 for the adaptive stabilization of
systems having relati ve degree two.
174
Consider first the system, defined on
(3.2.1 )
x 2 +u,.y=x
Trivially, (3.2.1) is minimum phase and has relative degree 1, leading

to the classical control strategy u = -ky which in fact locally
stabilizes (3.2.1). Moreover (cf. Example 2.1.1), for all Xo there
exists k, viz. k > Ixo I, for which "'t -+ 0 in a closed-loop. While the
closed-loop system is never globally asymptotically stable for any fixed
choice of k, this feedback strategy has the pleasant property of
stabilizing arbitrarily large relatively compact sets of initial data.
In this sense, classical controllers'can be designed to globally
stabilize globally minimum phase, relative degree 1 nonlinear systems.
Theorem 3.2.1
Suppose the system (2.3.1) on/Rn is globally minimum
phase, has 0 as an equilibrium, and satisfies, for all x e:f~.n,

(H1)
L h(x) ;:: e:
(H2)
a is
>0
complete
and consider the output feedback law u = -kyo
For any bounded open set
ucH<-n, there exists kU such that for all k ~ kU and all Xo e: U the
sol ution xt of the closed-loop system tends to O.
Proof By Theorem 3.1.1, there exists coordinates (z,y) in which the
closed-loop system (2.3.1) - (2.1.2) takes the form
where e:
11k.
Setting e: = 0, we obtain the constraints
Y L h(z,y) = 0
g
which imply, by hypothesis,
y = y(z)
In particular, the reduced system is precisely the zero dynamics which

is assumed to be globally asymptotically stable. The boundary layer
equation is simply

~
-yL h(zo,y), yeO)
175
Yo
which is uniformly asymptotically stable in the light of (H1), so that

Tychonov's Theorem applies. Thus, for initial data (zo,Yo) one obtains
the asymptotic expression
Zt
y
Zt
O(l/k)
Yt
O(l/k)
Thus , there exi sts ko ,k 0

lim Zt
t-+oo
lim Yt
t-+oo
k(zo,yo), such that
holds for each k > ko on an open neighborhood of (zo ,Yo). If U is any

bounded neighborhood of (zo ,Yo) a standard compactness argument yields
the existence of k > > 0 such that for all Xo the solution xt of the
corresponding closed-loop system tends to O.
3.3
A Global Adaptive
Relati ve Degree Two
Q.E.D.
Stabilization Law for Minimum Phase Systems of
Consider the linear system (2.2.4) which is assumed to be mlnlmum phase

and to have relative degree not exceeding two (compare [13]). Suppose
further that the instantaneous gain (Le., either cb or cAb) is
posi ti ve. Under these condi tions, cl assi cal control theory s ugges ts t'1e
followi ng form
for a stabilizing compensator,

(cf. Example 2.2.4):
where the constants k, klO k2 satisfy
In
this subsection we propose an adaptive stabilization scheme,
universal for the class of systems described above, composed of <3.3.1)
with k = kl
k2' together with the tuning law
176
for the parameter k.
More precisely, we assert
Theorem 3.3.1 Suppose (2.2.4) is any minimum phase, linear system

having relative degree 2 and positive instantaneous gain, and consider
the (adaptive) control law (3.3.1) - (3.3.2). For all initial data (x o ,
wo ' k o ), the closed-loop (nonlinear) system satisfies
(i) lim
t-+co
(ii) lim
0; and
t-+co
(iii) lim
t-+co
where Xo is the state of (2.2.4) and

realization of (3.3.1).
Proof
Wo
is a state vector in a minimal
(2.2.4) - (3.3.1) - (3.3.2) admits a realization of the form
y .. y
w .. ky - kw
where we have incorporated the zero polynanial in an (augmented) openloop system. Suppose, for fixed initial data, that k t -7+ co and
consider the corresponding time-varying system
Letting k(t)
k(t)y - k(t)w
-+ co,
w .. 0
y
we obtain the relations
177
and therefore the reduced, or (augmented) zero dynamics

z
Since
spec (A 11) = Zeroes (g (s))O Zeroes {s+ 1} ,
the dynamics is stable.
The instantaneous dynamics take the form
which is stable since (2.2.4) has positive instantaneous gain. The

linear Tychonov Theorem (2.2.1) now applies to the time-varying system,
yielding exponential stability of all solutions. In particular,
and therefore
lim
t-+co
kt = k co
exists and is fini te, contrary to assumption.

Therefore, (3.3.4) and (3.3.3) hold. Viewing, for t > > 0,
k(t)y - k(t)w
as a small perturbation of the stable system
we deduce wt e: L 2 (O,co).
that Zt "
L'.
Moreover, since spec (A 11 )C.4:
In particular. the vect or
[~a
[tl "
we alfJo deduce
and hence
L'.
178
These assertions imply
lim
t~oo
as claimed.
QED.
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Feedback in Robot Arm Control," Proc. of 23rd IEEE Conf. on Dec.
and Control Las Vegas, 1984, 736-751.
[19J J. C. Willems and C.!. Byrnes, "Global Adaptive Stabilization in
the Absence of Information on the Sign of the High Frequency Gain,"
Proc. of INRIA Conf. on Analysis and Optimization of Systems
Springer-Verlag, 1984, 49-57.
[20J W. M. Wonham, Linear MultivariableControl: A Geometric Approach
Springer-VerI ag, Berl ine-Hei del berg-New York, 1979.
[21 J K .-K. D. Young, P. V. KokotovLc and V. 1. Utkin, "A Singular
Perturbation Analysis of High-Gain Feedback Systems," IEEE Trans.
Aut. Control AC-22 (1977) 931-938.
EVERYTHING YOU ALWAYS WANTED TO KNOW ABOUT LINEARIZATION*

*but were afraid to ask
Daniel CLAUDE
Laboratoire des Signaux et Systemes
C.N.R.S. - E.S.E.
Plateau du Moulon
91190 Gif-sur-Yvette -FRANCE
INTRODUCTION
The state space approach, principally introduced by Bellman t(cf. [1])
and Kalman, deeply changed the outlook on automatic control from the
50's onwards. Then, as geometrical methods appeared, the 70's yielded
a sound knowlegde of autonomous linear systems (cf. Wonham [66]) while,
with the introduction of differential geometry thanks to Hermann [30]
and Lobry [44] in particular, nonlinear automatic control actually emerged (*).
Nevertheless, though the basic user had a better view of the problem,
he was still confronted with the same dualism. A nonlinear reality,
hard to approach and to treat, together with good possibilities of
studying linear systems which would work very well but which can unfortunately not often be applied outside a narrow field because of the
principles of methods of approximation (cf. Csaki [19]).
A possible solution is to look for some of the usual transformations in
automatic control - change of coordinates and feedback - together with
a change of modelisation or not, which, applied to a given nonlinear
system, give it, at least locally, the same behaviour as a linear system.
Being able to do this globally is often too much to hope for (cf.
Boothby [4]). And one could fear that the local aspects would not yield
more than a linearization by appro~imation. However practical examples
definitely show that that approach is far better.
Here nonlinear systems 1: of the following type are considered
(*) See Sussman [60] for a recent and excellent survey.

181
182
(0. I)
D.CLAUDE
q(t) = AO(q) +
yet)
i=1
u.(t)
1.
= h(q)
The state q is an element of Q, a real analytic connected manifold of

finite dimension N. The vector fields AO, . ,An : Q ~ TQ are analytic.
The vectorial function h : Q ~Er is also analytic. The controls
ul, un are real valued and piecewise continuous.
Consider a static state feedback :
u l (t)
= ul(q)
+iII s~ (q) viet)
1 = I, ... ,n
which is supposed to be regular, i.e. such that the matrix ~

is invertible. The u l and
S~
(i,l
(Si)
1
I, . ,n) functions are supposed to
be analytic and the v. denote the new inputs.

1.
A
The result is the closed-loop system
~o(q) +
(0.2)
n.
i=1
l!.'
v.(t) ;41.(q)
1.
yet) = h(q)
where
~o
AO +
l.
1=1
u l Al
The aim is to compare the behaviour

system A :
n
Fn (t) +
(0.3)
yet)
l.
i=1
I,oo.,n
with that of a linear
u.(t) Gi
1.
= Hn(t)
Here the state n belongs to a finite-dimensional vectorial space a on

E which contains GI, ,G n The maps F : a .... ('l and H : a ~ lRr are lRlinear.
a) Approximate linearization
This well-known method is still the most frequently used one nowadays.
It is mainly a matter of considering the linear part of the inputoutput behaviour of a system around an operating point. The linearized
model can be obtained through two completely different methods. The
starting point of the first one is the observation of the input-output
behaviour of the system. This is approximated by a linear system determinated by identification and optimization processes such as the "least
square method (cf. Csaki [19], Foulard et al. [25], etc ). The second
one has to do with the given nonlinear modelization, preferably obtained through a "control theorists" approach including both knowledge of
EVERYTHING ABOUT LINEARIZATION
183
the system and its behaviour as a black box. It is then merely a matter
of retaining only the linear part of a Taylor-development. It is important to note that the two methods don't necessarily give the same tangent linear system (cf. Csaki [19]).
The experience of automatic control engineers and the progress made
in the study of linear systems with deterministic or stochastic controls
have permitted approximate linearization techniques to have numerous
applications in the most varied fields of engineering. However,yet the
tangential aspect of the method may lead in particular to unacceptable
structural control incompatibilities such as the loss of controllability (cf. Bonnard [3]) for mechanical systems or offers solutions which
do not perform very well (cf. Gauthier, Bornard et al. [27] for the
study of distillatio~ columns). If one adds to that-the fact that modern technologies require fast actions and that it is necessary to take
the nonlinearities into account one can be quite certain that neither
the use of non autonomous linear systems (time-dependent coefficients)
nor the techniques of adaptative control can provide final solutions.
As the same time, if one goes so far as to use output-feedback nonlinear compensators before an approximate linearization (cf. Rugh [54],
it is possible, through more general transformations, to change a nonlinear system into a system with an adequate input-outpu~ linear behaviour.
b) Linearization of a nonlinear dynamics through diffeomorphism and
feedback
Linked to the state-space-approach and geometrical considerations, the
comparaison of the respectives dynamics of the two systems L and A is
.a natural question. Since Hermann [30] and Lobry [44] we know that the
controllability of a nonlinear system is expressed by means of the Lie
algebra generated by the vector fields AO, ,An . The Lie brackets of
the vector fields inevitably appear .even for RN-systems. The Lie bracket
of vector fields is invariant by diffeomorphisms. Thus one can, for exampl~ to follow a trajectory in state space, hope to change the expression
of the vector fields in a system of local coordinates in order to simplify the calculations. From an historical point of view it is interisting
to see how the problem has evolved since Stenberg [58] and implicitely
Poincare. [52], through the work of Hermann [31] as completed by Guillemin
and Stenberg [29] and the work of Sedwick and Elliott [56] via Krener [39]
who, from the point of view of nonlinear automatic control, tried to
transform locally the dynamics of L into the dynamics of a linear "SystemA
by changing the state coordinates. The problem was then well set up in the
setting of.automatic control and the use of more general transformations
to classify linear systems led Brockett [5] to ponder over the conditicns
for a nonlinear system L to have linear dynamics up to a transformation from
the group lJ of operators on systems, consisting of changes of coordinates
and the feedback laws of the kind (*). Necessary and sufficient conditions
for the existence of such linearizing transformations which are linked
to the Lie brackets of the vector fields AO, .. ,An have been given by
Jakubczyck and Respondek [38], and in a slightly more elaborate way, by
184
D.CLAUDE
Su, Hunt and Meyer [33, 34, 59]. It must be noted that these results
are being applied to aeronautics (cf. Meyer, Su and Hunt [47]) even
though they are of a local nature (cf. Boothby [4]) and not generic
(cf. Tchan [61, 62]).
c) Approximate linearization of nonlinear dynamics by state feedback
and coordinate change
This concerns an approach (cf. Reboulet and Champetier [53] and Krener
[40]) which includes both the idea of approximate linearization and
the idea of linearization of nonlinear dynamics by diffeomorphisms and
feedbacks. Its object is to look for the diffeomorphisms and feedbacks
which will make it possible for the system - in its new coordinates to have an approximate linearization around the operating points that
will be independent from those points (cf. [8, 53]) or an approximation
to a given order (cf. [40]) - with the possibility of having both aspects simultaneously. An industrial application of that method can be
found in an asynchronow current feed machine (cf. Mouyon, Reboulet and
Champetier [50]).
d) Immersion of a nonlinear system into a linear system
The linearization of the dynamics of a ~ system has the conceptual
drawback of ignoring the outputs and consequently also of ignoring
the input-output functional aspect of the system Thus Isidori and
Krener [35] look for a transformation from the group b which separates
the state of the system~ into two parts q = (qI,Q2) so that the yet)
output verifies y = h(q2) and the q2 state is the result of a linear
dynamics. Nevertheless, since the study of the decoupling of nonlinear
systems, it is known that the existence of singularities are obstacles
for such decompositions and a functional approach is preferable
(cf. [II, 13]). The problem is then a matter of finding type (*) regular feedbacks which make it possible for a nonlinear system ~ to have
the same input-output behaviour as a linear systemA. This notion of
similar input-output behaviour is formalized by the concept of immersion (cf. Fliess [22] and Fliess and Kupka [23] ) which has the fundamental advantage of leaving alone the original state manifold Q which
serves to describe the system ~ and thus it is no longer necessary to
use diffeomorphisms. The solution given by Claude, Fliess and Isidori
[16] in the continuous case and by Monaco and Normand-Cyrot [48] in
the discrete time case offers perspectives for fruitful practical applications (cf. Claude, D.R.E.T. - Contrat nO 81.492, Determination
de lois de commandes pour Ie pilotage des helicopteres ; Claude and
Bernard-Weil [14], Claude, Glumineau and Moog [17], Freund [261,Monaco
and Stornelli [49]) or other developments (cf. Levine [43], Marino [45]
and Marino and Nicosia [46]). Even though immersion under feedback
cannot be globally considered in general (cf. Rugh [54]). Moreover the
linearization of a dynamics by diffeomorphisms and feedbacks is a particular case of the technique of immersion into a linear system (cf [12]).
This result also highlights that there are complications involved attached if one wants to stay on the starting variety and only wants to
consider the linearization of the dynamics of a system.
185
e) Volterra linearization
In a Volterra series aPfoach an autonomous linear system is described
by two kernels : the w 0 kerI}el of order 0 which corresponds to the
drift of the system and the w~l) kernel of order I. In this case w(o)
1
is known to have
case for example
Ruberti [36]) to
the study of the
a very particular but not indispensable form in the

of tracking. Thus it seems judicious (cf. Isidori and
look for feedbacks which make it possible to reduce
input-output behaviour of a nonlinear system to that
of a system defined by the kernels w(o) and w(~) only, where the
Volterra kernels
w(~)
1
have moreover the same
f~rm
as a Volterra kernel
of order I of a linear system with constant coefficients.

We shall start by expounding the method of linearization by immersion.
The other methods shall be connected to this one. We shall leave aside
the simple method of approximate linearization for the reasons mentioned above.
I - IMMERSION OF A NONLINEAR SYSTEM INTO A LINEAR SYSTEM
The concept of immersion (cf. Fliess [22] and Fliess and Kupka [23])
makes the intuitive notion of similar input-output behaviour more precise. For the analytic system L (0.1) it is based on the generating series (cf. Fliess [21]) that can be associated with them.
Let L j and L2 be two analytic nonlinear systems with-as respective
state-spaces-the manifolds QI and Q2 and the functions hI and h2 as
output functions.
Definition 1.1 : An immersion of LI into L Z is an analytic map
such that L 1 and L2 - respectively initialized at q and n =
T :
Q I -+Q 2
(q) - have
the same generating series and such that :
Example 1.1,
q=
from statistical physics (cf. Fliess and Kupka [23]):aq - bqP + uI(t)q
y(t) = l/q p-I

DI(t)
(1.2) L2 f]Z(t)
y(t)
with
p ~
2 and QI = lR - {O}
=o
b(p-l)n l + (I-p) (a+u I (tn 2
n2
with QZ = JR
186
D, CLAUDE
The nonlinear system LI is immersed into the bilinear system L Z by the

map ~ : QI ~ QZ defined by :
~(q) = (1, I/qP-I)

Starting from a system L, the problem is to find type (*) feedback laws
1\
so that the closed system L (O.Z) has the same input-output behaviour
1\
as the lifear system A(0.3). The system L, initialized at q(O), has

blq(o) =(gIlq(O), , ~lq(O as genera:ing s;ries with
bs Iq(O)=h s Iq(O).I+ \'L0"
(1.3)
v;e
Jo
J o "" ,J v =
Jv
C C
,
s
.h Iq(O).c . c.
Jv
= 1, ,
(s
Each
J o.
r)
/\
cj is in the set of vector fields of the systemL

r.>
,1\0
l\t1.
0
1
n
= tA
, ,A--} = {C , c , ... ,C }
and each c. is an element of the alphabet c = {a ,aI, ,a}

J o n
bar notation /q(O) indicates evaluation in q(O).
the
Similarly, the system A, initialized at n(O), has
(1.4)
f s In(O)=H s (I-Fa
In.
)- .(n(O)+ L G1 a.) (s = I, ,r)
i";l
as generating series where H indicates

the s-th row of H.
the~-linear
:/\
An immersion of L into A is an analytic map
A - respectively initialized at q (0) and n (0)

same generating series.
form defined by
1\
Q -+ <2 such that Land
= ~(q(O
- have the
By introducing theE-vector space generated by the successive Lie derivatives :
to = {Ltohs I s
= 1, , r ; v ~ O},
the following statement can be made (cf. [16])

Proposition 1.1 :
For
to be immersable into a linear system A it is necessary and sufcient that the following conditions be fulfilled
(i) ~
187
is of finite dimension
(U) For all ~ E
&,
o
the LA'
A1
Lie derivative is a constant.
The demonstration is similar to the one from [22, 23] on immersions

into a bilinear system (either regular or affine).
a) Let's suppose there is an immersion T of L into A. These systems respectively initialized at q(O) and n(O) = T(q(O -' have the same
generating series :
hlq(o).I+
I
v~o
n
j
, .. , j =0
cjo ... cjv .h q(O).c, c,

Jv
J0
=H(l-Fa) -1 (n (0)+
o
i=1
Ga.)
1
The respective coefficients of the monomials a V and a V a. being equal,

it follows that
0
0 1
so that the conditions (i) and (ii) hold.

b) Inversely, let's suppose both conditions are fulfilled. Write
Q=
t A
&,
o
for the dual space of
&0 .
Denote with T : Q ~ Q the appli-
cation which to every q E Q associates the linear form which takes

the value ~(q) for ~ E
1\
&o :
1\
&.
0
The canonical action of ~o on
LVA"oh ~ L~6 h , induces a dual action F : Q~Q. In virtue of

A .
(")
.
"
cond 1t10n
11 an e I ement G1,1"\
E ~ corresponds to ~J . i. 1W1th
every h 1S
tt A
A
s
associated an element H of the bidual
& of & , i.e. an element
0
0
t
tS
of Q. If we take H
(H , ... ,H ), the result is a (F, G1 , H) linear
l
system into which T immerses L
If no feedback is used, i.e. if the u.
= vi
feedback is taken, and one also requires dim
(~=I,
&o
... ,n) identity

dim Q, h(O)
0 and
that T be a local diffeomorphism, one can consult Nijmeijer [51].

Example 1.2
(cf. HUnt, Luksic and Su [32]) :

5
The following nonlinear system defined on Q =E
is considered
188
D.CLAUDE
41 = qZ+ZqZq3+ZQZuI+ZqZuZ
42
= Q3+ u I+ u Z
43
= Q4- Q3-qS+u I
qs
= u2
Y1
= QI-q2Z
YZ
= q3
Z 2
(l.S)
hl(q)
= h (q)
Let
(1. 6)
q = AO(q)
+ UIAl(q) + u 2 AZ(q)
where q = (ql,q2,q3,q4,qS)
with
(1. 7)
Take the u l
~-vector
= vI
and u 2
= v2
identity feedback. One finds
&0
to be the
space of dimension five generated by the set of functions
Moreover one has
189
A1 .h I .. 0
(I.8)
2
A .h I
1
A .LAoh I
1
A .h 2 = 1
1
A .LAo h 2 = 0
1 2
A .LAo h 2 = 0
.0
2
A .LAoh I
2
A .h 2 .. 0
A2 .LAo h 2 = 0
2 2
A .LAo h 2
and conditions (i) and (ii) of proposition 1.1 are thus verified.
The construction given in the demonstration of proposition 1.1 is
applied. Let
/\
be the dual of Eo The system (1.5) immerses into the
following linear system
(1. 9)
Fn + u l G + u 2 G
Hn
where n
by means of the map

(1.10)
(nl,n2,n3,n4,nS)
T :
T (q)(~) = ~(q)
Q ~~, defined by
for
/\
eo
Taking for the hI' LAohI,h2,LAoh2' LAoh 2 the dual base of

nI,n2,n3,n4,nS,T is defined by :
(I.I1)
Thus we have :
(1.12)
222
T: (qI,q2,q3,q4,qS) ~ (QI- 2Q 2;Q2;Q3;Q4-Q3-QS;QS)
The map T thus defines a diffeomorphism of the manifold Q in itself

since T is bijective and the Jacobian determinant
(1. 13)
- 2Q 2
1
- 2Q S
1
- 2Q 3
0
is different from zero.

The map F :
~~ ~
is defined by
190
D.CLAUDE
It is represented - wi th respect to the dual basis of hI' LAoh l , h2'
2
LAoh2' LAoh2 - by the matrix.
(1.14) F
"
[~
0
0
0
0
0
0
0
0
0
0
0
~l
From the formulas (1.8) we deduce that
et
et
From which
(1.16)
o
o
Thus the system (1.5) is transformed by the diffeomorphism

following linear system :
nl
n2
n2
n3 + u l + u 2
n4 + u l
n3
(1.17)
n4
YI
nS
u2
nl
Y2
n3
nS
into the
191
The existence result of proposition 1.1 does not directly give the
A
feedback la~vs which guarantee the i!"!"ersability of the syste!" '- into
the linear system A. Nevertheless if the methods that have appeared
in the study of decoupling (cf. [II, 13] ) are used they also offer an
explicit way of calculating interesting feedback laws.
Let us recall that the characteristic numbers
are the integers defining by :
(I.18
VI, 1 = 1, , n
1 ~s
nd 31 A .LAohs f. 0
Vv, 0 $. v <
(s
1, , r) of r
~s
When they exist they are strictly inferior to the dimension of

Q (cf [II] ). Thus we can apply in an efficient way the algorithm introduced in [15] completed by the fast algorithm of Kasinski and
Levine [37] described in [28].
Moreover we know (cf. [66]) that the linear system A verifies
J c 'U'* c 'U'* where :

o
- J is the vector space of unobservable states of A
-'U'* is the largest (F, G) - invariant space of A , contained in ker H,

with G = (G 1 , Gn ) ;
r
-'U'*o =s=n1 'U'*,
where'U'*s is the largest (F, G) - invariant space contais
ned in ker Hs , where Hs denotes theE-linear form defined by the
s-th row of H.
Definition 1.2 : A linear system is said to be c.i.f. (comme il faut !)

if a11 its characteristic numbers are defined and if J = 'U' * ='U':.
Let Y (s
s
1, ,r) denote the characteristic numbers of A - they
are supposed to be defined. There follows :

Proposition 1.2
A necessary and sufficient condition for A to be a c.i.f. linear system is - for a11 s = 1, r - that H FYs+ 1 is an E.-linear combinas
tion of H1' ,HIFyl ,Hr ,HrFyr.
Let's considersy~tems r whose characteristic numbers are defined. As
in the study of decoupling (cf. [13]) let's introduce:
- the rxn matrix n
- the rxl matric
1 ~
(A .LAoh s )
(al ) ;
192
D. CLAUDE
- the nxn matrix
= (8 1) ;
+ gO) where gO is an ~-linear combis

s
nation of the functions hi ' L~!hl' h L~5h
I.
.
r
r
- the rxn matrix r = (g1), where the g1 are real constants.
- the rxl matrix rO =
(-L~Ih
AO s
s
The following proposition can then be stated

Proposition 1.3 :
If all the characteristic numbers
of L are defined, then a necessary
and sufficient condition for L to be immersable by a type (*) feedback

into the c.i.f. linear system (1.21) is that the following equations
(1.19) admit a solution with invertible ~ :
(1. 19)
A
The system L is then immersed by the map

(1.20)
T :
Q ~~ defined by :
~I
(q) = (h 1 (q),..LAoh l (q) hr(q) LAohr(q)),
into the c.i.f. and observable system of state space ~ =~v

with
\l
= r +
m
Ds
(1.21)
where
.~s
Ds
s=1
m+1
(s = 1 , r ; O~m<~) ;
Ds
s
n
f O + L v. (t) fi (s
I r)
1
s
s
i=1
Ys
nO
fO
s
I
k=1
IPk
r ck
j=O s.j ~
if gO
s
k=1
~k
I cks.j
j=O
LAO\.
fi = gsi (s = I , r ; i = I, . n)
s
For the case that instead of feedbacks one uses output injection.
cf. Krener and Isidori [4I] for linearization by diffeomosphism
results.
and
Example 1.3 : Let's consider the following neural-endocrinian model

(cf. E. Bernard - Weil [2] and [14]).
193
:i: = k 1 (X-'Y) + k2 (X-'Y) 2 + k3 (X-'Y) 3

+ cI(X+'Y-m) + c2(X+'Y-m)
+ c 3 (X+'Y-m)
+ ul
'Ii = ki (X-'Y) + k~(X_'Y)2 + k3Cr-'Y)3

+ c i (X+'Y -m) + c ~ (X+'Y-m)
(1.22)
+ c 3 (X+'Y'-m)
+ U2
=uI
y = u2
Y1= X-'Y ; Y2 = X+'Y-m
where
k~, k~,
~
c., c! and m are real constants (i

~
1,2,3).
We have Q =E 4 and
j
i=1
c. (:r:+'Y-m) ~] '\:
~
Ow
3.
.
+ [ 'i' k! (X-'Y) ~ + c! (X+'Y-m) ~]
(1.23)
i=1
..2..
(l'Y
We find that (f>1 = (f>2 = 0 and if we take hI = X-'Y ; h2 = X+'Y-m
(1. 24)
Thus, n
I
2
I 0
-I ;
A .h l
A .LAoh l = A .h I <= I
2
I
A .h2 =
A .h 2
3
[(k.-k!) hi + (c.-c!) hi]
LAOhl
I
2
~
~
I
~
~
i=1
3
hi + (c.+c!) hi]
LAOh2 = I [(k.+k!)
~
~
I
2
~
~
i=l
=[~ -~]
be solved :
is an invertible matrix and the system (1.19) can
D. CLAUDE
194
n. [::] =
(1.25)
n.
We then find that the type (*) feedback

2
(1.26)
ul = a l +
described by :
(1.27)
L 8~
i=1
vi
1 = 1,2
122
I I
I
a 1 = - (AI +A 2 )h 1 + '2 (A I +A 2)h 2
2
- L
I
I I
122
a 2 = - (A 2-A I )h 1 + '2 (A 2-A I )h 2
2
- i=lL
i=1
3
I
I 2
8 1I = '2 (gl+gl)
122
82I = '2 (gl+g2)
I
I I
-g )
821 = -2(g
21
I
2 2
822 ='2 (g2 -gl)
4
leads to the fact that the map or :"R .... "R

or (X, '!:l,X, Y)
i
[k i (h1)i + c i (h 2 ) ]
[ki, (hi) i + Ci,(h 2 )i]
given by
(X-'!:l, X+'!:l-m)
defines an immersion of the system (1.22), after insertion of the

feedback loop (1.26) - (1.27), into the following linear system:
n2
Al n + A2 n + glI vI + gl2 v
2
I 2
I l
Al n + A2 n + g2I vI + g22 v
2
2 2
2 1
YI
n1
Y2
n2
nl
(1.28)
195
This means that for short periods of time and small inputs the system
(1.22) - initialized in (X(O),'Y(O),X(O),Y(O - has the same inputoutput behaviour as the linear system (1.28) initialized in
(X(O)-'Y(O), X (O)+'Y(O)-m)
Example 1.4 : The (1.5) system is reconsidered.
According to the relations (1.8) we have ~1 = 1 and
~2
o where
The solution of the system (1.19) gives a type (*) feedback defined by:
(1.29)
13 11
gO - LAoh2
2
2
gl
; 13 1
gO - h2 _ gO + LAoh2
1
2
C!2
2
= g2
13 21
I
2
gl - gl
2
2
gl - g2
13 2
2
with gf and g~ forms which are lR-linear in hi' LAo h 1 , h2 and

i
g. = cst (i,j = 1,2).
J
Such a feedback makes it possible
by means of the map T : lRS -.lR 3

2
T(Ql,Q2,Q3,q4,qS) = (hl,LAohl,h2) = (Ql-Q2,Q2,Q3)'

to immerse the (1.5) system into the following c.i.f. linear system
nl
n2
(1. 30)
where the
Tl2
n3
f O + fl VI + f2 v 2
1
1
1
fl
+ f2 v 2
fO +
2 VI
2
2
YI
Tll
Y2
Tl3
f~ are defined as in (1.21).

~
Note : As in the study of decoupling (cf.
[13]) the g~ of the system

~
(1.19) are the data which make it possible to find the linearizing
feedbacks. Thus, for the systeni (1.5) we must solve:
196
D.CLAUDE
(1.31)
If one requires
(1.32)
= 0
1 ,
for a solution of (1.31) it is necessary to take:
(1.33)
The necessary conditions (1.33) are here sufficient as has been shown
in a direct study of the system (1.5).
II - LINEARIZATION OF A NONLINEAR DYNAMICS BY DIFFEOMORPHISM
AND FEEDBACK
Jakubczyk and Respondek [38] as well as Hunt. Su and Meyer ["34] look
for a local diffeomophism T : lRN ..... lRN which - by means of a type (*)
feedback - transforms the dynamics D of a L type system into the dynamics - given by a Brunovsky canonical f.orm [6] - of a controllable
linear system i\.
This means that. if K1 K denote the second invariants of the pair
(F. G) (Popov - Kronecker'sninvariants). for the system i\ written as :
(2.1)
n = Fn + Gu avec u = (u 1 un ) t
has the following block decomposition (cf. [6] and [20])
G = (G )
s
Jj
with
F'
[~
0
x
IJ
(2.2)
G
Fjs
[0
1 x
[x
197
f. s
K xK.
s J
K xK
s s
where s, j
I, ... ,n.
Ks xn
where the x's indicate entries which may be any real number.
Similarly the state n is decomposed as :
(2.3) {
(nl, ,nn)
with
oK-I
(n , . ,n s ) , s
n
ns
I, ... ,n.
If the data in (2.1), (2.2) and (2.3) are then taken together with
y = nO (s = 1, ,r), we obtain a linear system IT of type (1.21). The
l~nk w~th c.i.f. linearization is now clearly established and the proposition (1.3) makes it possible to state:
Proposition 2.1 (cL [12]) :
A necessary and sufficient condition for the dynamics of a system E of

type (0.1) to be locally diffeomorphic after feedback to a controllable
linear dynamics in the Brunovsky canonical form is that the following
conditions are fulfilled :
(i) There are analytic functions h 1 , hn which define the outputs of
the system E, for which we have
N
=n
s=1
lP
wi th dim Q
=N
(ii) There is a local chart so that the map

T
EN -+ EN
defined by
.
(1)1
(l)n.
T(q) = (hl(Q), ,LAOhl(q), ,hn(q), ,LAOnn(q))

is a diffeomorphism.
(iii) The system (1.19) admits a solution with
s
gi = 0 for i < s
gs = I (s = I, ... ,n)
s
198
D.CLAUDE
In fact. the strongest condition is the condition (i) which explains

in a different way the how stringent other similar conditions are
which are necessary for linearization. proposed by other authors.
Thus. Jakubczyk and Respondek [38] demonstrate the following result
which generalizes those given by Krener [39] and Brockett [5].
The collection of vector fields on~N of class CW is denoted C (lRN).
The set e (lRN) has a CWORN) - module structure. where CWORN) denotes
the ring of analytic functions on ~N. For a subset .it c: e ORN). we
denote by < .it > the CWORN) submodule of e ORN) generated by .it. The
module < .it > can also be considered as a distribution on ~N.
1
Starting from a system:E. we put $ = < A A >.
~AO+BIB
.it = AO +$
m O=$
~,:F ]
E $(
and by induction
j-l
m j =
< [.it.m
D E j)
[D.F]
],
m j-1 >
E :F
the set of Lie brackets of vector fields which are respectively

elements of the subsets j) and :F of e ORN). We then have
Proposition 2.2 : A necessary and sufficient condition for the dynamics of a system:E to be diffeomorphic after feedback to the dynamics
of a controllable linear system in Brunovsky canonical form is that
the following conditions are fulfilled :
(i) The distributions mj(j=O N-l) are involutive. i.e. closed
under Lie brackets. which means
c
for j = O.. N-l

N-l
dim m
(x) = N
In real life things like distributions are rarely of constant rank
and the existence of singularities leads. contrary to the linear case.
to formidable difficulties (cf. Byrnes and Krener [7]).
(iii)
Remark 2.1 : The original result of Jackubzyk and Respondek is true

in the COO case.
199
Example 2.1 :
We take the dynamics studied by Krener [39], with time dependent coefficients, in its usual form :
qo
(2.4)
=u
ql
uqo
q2
We have :
Cl
= --Clql
+ q
Cl
--0 Clq2
First we apply the method indicated in proposition 2.1.

We look for an output y(t) =
h(~,ql,q2)
so that the characteristic
number of the system thus obtained is equal to I. We must then have
=0
A .h l
and
A .LAOh ~ 0
It is easy to check that the following h function is suitable

h
(CIa ql ,q2)
Thus the map d
:]R
-+ lR
Cla q I- q2
defined by
is again found to be as a diffeomorphism which makes it possible to

transform the dynamics (2.4) into the following dynamics
(2.5)
.0
n
.1
n
n2
= u
Moreover these dynamics has the same behaviour as the dynamics of the
following linear system
(2.6)
and the map
f.t2
=u
lR
-+]R ,
defined by :
D. CLAUDE
200
is an immersion of the system composed of the dynamics (2.4) and the I

output y = QOQI-q2 into the system of dynamics (2.6) and output y = n
We are now going to verify the conditions of proposition 2.2. Using
that [fD.F] = f[D.F] - F(f).D with f E CWORN). we have
m l = < _d_ AI >
dim m l = 2 and [ mI.
dQ2
whence
m2
m 1]
m1
= mI.
Extending this geometric approach to the linearization of a nonlinear

dynamics. Hunt. Su and Meyer [34] have refined Jakubczyk's and
Respondek's conditions in the following way:
Proposition 2.3 : A necessary and sufficient condition for the dynamics
of a system r to be locally diffeomorphic after feedback the dynamics
of a contro.llable linear system in Brunovsky canonical form is that the
following conditions are fulfilled :
(i) There is a sequence of positive integers Kl Kn(Kl~Kl~ ~Kn)
so that the set of vector fields
0
2
K2-1 0 2
2
I
0
I
KI-I 0
I
C= {A ;ad(A )A , . ,ad
(A ) A , A , ad(A )A , . ,ad
(A )A , .. ,
K -I
on
n}
An
,ad(A
)A , ,ad n o
(A )A
generates a distribution of dimension N with N =
(ii) For j
CJ
i=l
Ki Here
I, . ,n, the sets of vector fields

1
0
1
K.-2 0 I 2
0
2
KJ.-2 0 2
{A ,ad(A )A , ad J (A)A.A .ad(A )A , ad
(A )A ,
K.-2
,An,ad(AO)An, ,ad J (Ao)An }
are involutive (Le. the < C.>
J
(iii) For j
= l n.
modules are closed under Lie brackets).
the distribution generated by
distribution generated by C.ne.

J
C.
is equal to the
201
Conditions (i), (ii) and (iii) of proposition 2.3 imply that the sets
e k.
I
0
I
Kj-k 0 I 2
0
2
K.-k 0 2
{A ,ad(A )A , . ,ad
(A)A,A ,ad(A )A , .. ,ad J (A )A
K.-k
,An,ad(AO)An, ad J (Ao)An }
are involutive for j

i
I n and k = 3,4 Kj (with adAoA
1, . , n)
Thus condition (i) of proposition 2.2 is fulfilled.

Remark 2.2 : There as well the original result of Hunt, Su and Meyer
[33, 34] is presented in the COO setting.
Example 2.2
Consider the following dynamics - studied by Hunt. Su and Meyer [34]
41
sinq2
sinq3
3
43 = q4 + u l
3 10
qs + q4- q l
44
42
(2.7)
4s= u 2
We have Q =~s and
A1
a
=_.
aq 3
First the method described in proposition 2.1 is applied. We look for

two outputs Yl(t) = h 1 (q) and h 2 (t) = h 2 (q) with q = (QI.Q2. Q3. Q4. qS)
so that the characteristic numbers <.p 1 and <.p 2 of the system thus obtained
verify<.pl~2+2
= S. We must then have. up to the labeling of the
outputs, <.p t = 3 and <.p 2 = 0 or else <.p 1 = 2 and <.p 2

<.p
1. We know that
= K -1 (cf. [12, 13]) and condition (i) of proposition 2.3 makes it

s
possible to determine the characteristic numbers of the system L thanks

to the following algorithm :
D.CLAUDE
202
1. The vector fields Al
= __d_
dq3
E-linearly independent.
2. Because [AO,A I ]
=1
and A2
d
dqS
are
cosq3 __
d_ and [AO A2]
dq
,
1
the vector fields A ,ad(AO)A ,A~ ad(Ao)A

independen t
IT + k IT.
1' f q3 T.J. "2
= _ __
d_
dq
4
are :JR.-linearly
3. Since
ad 2 (A o )A I = cosq2 cosq
__d__ - q~ ~ and ad 2 (A o )A 2= 3q~(dqd - dqd ),

3 dqI
q2
3
4
the vector fields AI, ad(AO)A I ,ad 2 (AO)A I ,A2, ad(AO)A 2 ~re :JR.-linearly
independent if q2 "
(f) 1 =
2 and
(f) 2 =
+ kIT and q3 " + kIT.
Thus we can consider
1.
First we look for an analytic funct ion h2 which verifies

1 2 1
A h2
==
0 ; A h2
==
0 ; A LAo h2 0 or A LAo h2 O.
Thus the function h2 depends neither on q3 nor on qS' Moreover we

have
We can take h 2 (q) = q4' but there are many more solutions.
We now calculate a function hI' We must have
and
This means that the function hI does not depend on q2,q3,q4,qS'

Thus hI(q) is a function of ql only. We have:
203
EVERYTHING ABOUT LINEARIZA nON
. 2 d hI
dh l
S1n q ---- + sinq3 cosq2
2 dq l
dql
We can take hI (q) = ql' but that is not the only possible solution.
With the choice of hI (q) = ql and h 2 (q) = q4 the matrix
=[
COSq~COSq3
~J
IT
+ kn}
in invertible on E =ES - {q2 = 2"
+ kIT, q3 = .!!.
2
According to proposition 2.1 the system (2.7) is immersed by feedback

by means of the map
T
-+
( QI,Q2,q3,q4,qS )
E5,
.
3 10)
( QI,s1nQ2,s1nQ3cosQ2,Q4,QS+q4-ql
into the following system :

111
I
111
I
111
111
.2
111
I
2
fO + flv
l + f lv2
I
112
.0
I
112
I
112
fO + f 2I v I + f 22v 2
2
YI
111
.0
(2.8)
with
f~
J
cst (i,j
= 1,2)
and where the f? are linear forms in the

1
state 11. The v.(i = 1,2) denote new inputs that appear (by definition)
l.
when the feedback loop is closed :
u.(t)
1
a.(Q) +
1
j=l
sJ1'(Q)
v.(t)
J
204
D.CLAUDE
with
(2.9)
2 -
where
with
f~
g.
(i ,j = 1,2).
It we take fi
0 (i
1,2); gl2
g2 = 0 ; glI
g22 = I we find to
same results as Hunt, Su and Meyer [34], the application T being a
local diffeomorphism.
Moreover conditions (ii) and (iii) of proposition 2.3. can be verified.
We have :
and
ad(Ao)A 2 }
CI
{A I, ad(A o)A I,
{A I , ad(Ao)A I ,ad 2 (Ao)A I ,
We find : CI n C
CI
et
C2 n C
A2 ,
A2 ,
C2
{AI,A2}
ad(Ao)A 2 }
= C2
Whence condition (iii).

We also have [AI,
A2] =
and if q3 of n
2" + kn,
<rC I , CI]>= < sinQ3
d!2 > c
< ad(A )A I > ,
Whence condition (ii).

Though Boothby [4] has shown that global linearization of the dynamics
of a nonlinear system by diffeomorphisms and feedbacks canno.t often be
realized, Cheng, Tarn and Isidori [9] complete the Hunt, Su and Meyer
conditions of proposition 2.3 in an interesting way.
Let L be a (0.1) type system whose characteristic numbers are defined.
As in [13], g indicates the lR-algebra of analytic functions onQ defined as follows :
205
r +
with
and
= Q ~m
(f)s
s=1
given by :
(f)1
(f)r
T(q) = (h1(q), ,LAoh1(q), ,hr(q)"",\ohr(q)).
Definition 2.1 : The dynamics of a system L are globally linearizable

if there is a dif feomQphism T : Q~ U, wi th U open in mN, and a type (*)
feedback with Cl i and 6]: elements of ~, so that after transformation the
dynamies of L are given by a Brunovsky canonical form.
If C1 "",Cn are vector fields on Q,<C1, ,C n> indicates the CW(Q) module generated by C1"",C n ' We can state:
Proposition 2.4 :
Let L be a nonlinear system whose state manifold Q is open inmN.
A. If the dynamics of the systemL are globally
linearizable we have
(i) There is a sequence of positive integers ll, . ,lm with

m
ll~12'"
ll~12"'~m>O, ll=n and i~l Ii = dim Q = N.
-1
-n
Moreover we can find n vector fields A, ,A , elements of

en1 '" <A 1 , . ,An >, so that the vector fields of
vJ
--I
-n
-1
0 -
{A, ,A ,ad(A )A , .. ,ad(A)A
12
, ,ad
m- 1
0 -I
m- 1 0 1
(A )A, ,ad
(A)A m}
arem-linearly independent at each point of Q.

(ii) Let $i (i = 1,2,; ) be the CW(Q) - module defined by
$i+1 =<$i, [A o ,$i]>, then:
$
-I
-n
= <A , ,A
0 -I
0 _12
ad(A)A , ,ad(A)A , ,
adi-I(Ao)AI, .. ,adi-I(Ao)Ali> for i
1 , , n.
(iii) If C. indicates the i th vector field of C, then

~
:Di '" <C 1, ,C i >

(iv) There are X.~
is involutive for i = 1, ,N.

E
:D.~ (i = 1,2, .. ,N) and there is a qo Q so that
the vector fields Xl""'~ are linearly independent at each point

of Q and such that the map :
~
: V
Q, defined by
D. CLAUDE
206
X.
and ~ 1 denotes
ni
the integral curve associated with the vector field X. such that
x.
1
~01 (q) = q (i = I, ,N).
B. If V in (iv) is convex then conditions (i), (ii), (iii) and (iv)

are sufficient for the dynamics of r to be globally 1inearizable.
Remark Z.3 : In fact Cheng, Tarn and Isidori state the result in the
COO case.
Example Z.3
(cf. Cheng, Tarn and Isidori [9])
We consider the nonlinear dynamics,

<i.
(Z.IO)
qz
1/3
2/3
-I + qz u l + (ql + qz - 3 qz )
2/3 U
I + 3 qz
1/2
1/2
1/3
ljz
q3 = Zqlq3 + Zqlq3 - Zq3 qz u

defined on Q = {(ql' qz' q3) E R 3 [ qz
we have
q = AO
+ u l Al +
Uz
Uz
>
1/2
1/2
- ( Zq lq3 + ZQZq3 )
0 and q3
>
Uz
O} ;
AZ
with
(Z. II)
We have
and,for all q E Q,
IZ
I
det (A ,A , ad(Ao)A )
=-
4/31/2
q3
6qZ
~ 0
Thus, condition (i) of proposition Z.4 is verified. If we take AI= AI,

AZ= AZ ; 11
Z, 1Z = I and C= {A1 ,A Z, ad(Ao)A I }, condition (ii) is
also verified since
207
[AO,A 2 ] E <Ao,A I , ad(Ao)A I >
= A2
We take CI
AI , C2
As [A I ,A2]
(l-q2 )A
-1/3
is involutive and similarly ~3 since
'~2
[A I , ad(A)A I ]
= ad(A)A I .
and C3
I] E <A,A I , ad(A)A I >

0 and [ A2 ,ad(A)A
Consition (iii) is thus verified.

Finally if we take
-1/3 I
XI
q2 A
- _a_
-I
aql
- 3 (ql+q2)q2 A
X3
a ,
-a-
q3
We have XI E ~I' X2 E ~2 and X3 E ~3
Fix q
(0,1,1), and let
is a bijection defined by :
(2. 12)
ql
- n l - n2 + n3
q2
n2 + 1
q3
(n 1 + 1)
All the conditions of proposition 2.4 are thus verified and hence there
exist a diffeomorphism and a feedback which transform the (2.10) system into a linear system in the Brunovsky canonical form.
We now apply the immersion tech~iques to the system (2.10).
]j2
If we take hi (ql,q2,q3) = ql + q2 + q3 and h 2 (q) = q2' we find the

characteristic numbers (j) 1 = 1 and (j) 2 = o. The matrix
208
D.CLAUDE
Thus according to proposition Z. I the system (Z.IO) is immersed by

the map
: Q
-+]R3 defined by
1/2
(ql,qZ,q3) = (ql+qZ+q3 ,ql+qz,qZ)'
into the following linear system :
III
.0
I
III
.I
III
VI
Il Z
,0
Vz
YI
III
(Z.13)
YZ = Il Z
The v. (i = I, Z) indicate the new inputs that appear via the feedback
~
transformation in
u.
with
al
L s~
j=1
a. +
q}+qz
=~
-~3
qz
I, Z
-2/3
-qz
a Z =-3-
(Z.14)
Sl
v.
=
6Z
}
ql+qz
---3qZ
Sl = 0
Z
The map T is bijective and has a Jacobian which is always different

from zero. The map T is thus a diffeomorphism of Q onto U with :
e: ]R311l3> O}.
{(Il}, Il Z' 11 3)
Moreover the functions a. and S~ are elements of g. Thus we arrive at

~
the same results as Cheng, Tarn and Isidori up to possible calculation

errors which the reader no doubt can (and may be shall) correct !
209
The examples mentioned above clearly show the difficulties of considering only the dynamics. They also illustrate the fact that, in addition to the rather rigid constraints imposed by looking for a diffeomorphism, calculating the feedbacks laws necessitates first the solving of partial differential equations which is not strictly necessary
in the method of the immersion of a system with its dynamics and its
outputs.
For the study of more general systems the reader is referred to van
der Schaf t [63].
III - APPROXIMATE LINEARIZATION, AFTER FEEDBACK AND
COORDINATE CHANGE, OF NONLINEAR DYNAMICS.
Approximate linearization directly applied to a strongly nonlinear system gives very poor practical results and generally depends on the operating point that is considered. Two new alternative approaches can
be considered : the first one - pseudolinearization - whose aim is to
give a control structure that is independent from the operating points,
and a second one which aims at determining the transformations in automatic control that are commonly used in order to obtain a transformed system that approximates the behaviour of a linear system as accurately as possible.
1-
Pseudolinearization
Reboulet [53] cleverly suggests-within the framework of regulators looking for transformations from the group 13 (local diffeomorphisms
and feedbacks) so that the linearized version of the transformed nonlinear dynamics is independent of the operating points. That process called pseudo linearization - makes it possible to have a synthesis of
the control laws. Using it on an asynchronow current feed machine is an
example of an interesting industrial application (cf. Mouyon,
Champetier and Reboulet [50]).
Let us recall(cf. Choquet and al. [IO], von Westenholz [65]) that if
V indicates an affine connection on Q and
N
N
C1 = \ C1 (q) __d__
C2 = \ C2 () d
l..
k "aqk
l..
k q "qk.
k=1
k=l
a
are two vector fields on Q, then the following expression
(3.1)
C2
C1
L (L
k=l 1=1
C1l ,V l C2k ) d
dqk
represents a vector field on Q, where

(3.2)
dC 2
k
dq l
Vl C2 = - - +
m=l
rk
2
1,m C1
i, k
1 , ,N
D.CLAUDE
210
denote the Christoffel symbols which characterize ~.

,m
Let :F be the set of operating points of a (0.1) type system L. We have
:Fe Q xlRn and'U"indicatesitsprojection on Q andcu,its projection
and where rkl
on lRn.
Since the dynamics of L are given by the vector fields
j
(3.3)
O,I,oo.,n,
an operating point
is defined by :
(3.4)
(qO,uo) E :F iff AO(qo) +
i=1
The linearized version of the dynamics of L around an operating point

(qO,uo) is then written :
N
n
n
i )
(3.5)
~(t)
I
~l (ak + I u i i1~) \ (qO,uO). Sl + I ].Ii (t).ak(q
1=1
i=1
i=1
----
The state S =
].I. (t) = u. (t)
1.
1.
It must be noted that the following expression

n
~l
L\'
(a k +
i=1
u.a 1.)
k
1.
qa~
(q,u 0) = - \ q
Clql
L u .
i=1
1.
does not depend on the affine connection chosen.

If '\Jis a connected submanifold then, according to Champetier, Mouyon
and Reboulet [8], the following proposition can be stated:
Proposition 3.1 :
Suppose that the linearized version of the dynamics of L is controllable at each operating point. Then there is a transformation from the
group b such that the transformed dynamics of L admits a linearization
that is independent from the operating points if and only if :
(i) The Popov-Kronecker invariants K.(i =l, ,n) of the linearization
1.
of the dynamics of L do not depend on the operating point.
EVERYTIlING ABOUT LINEARIZATION
(ii) For i
211
I, . ,n the following distributions

I
m1.
K.-2
= < A , ,An, \1 I C , . \1 C , .. , \1 ~ Cu '

A u
An u
K.-2
,\11.
An
c>1
u:F
nC('\)')
are involutive. Here we have written

n
L
i=1
for i
u.A
1.
I, ... ,n and k
= I,Z, ..
The bar l:Findicates restriction to :F and C('\)')denotes the set of vector fields on Q that generates T'\)', the tangent space to'\)'
Remark 3. I : In fact Champetier and al. [8] consider more general systems that are of class C~ and have a q f(q,u) type of dynamics.
mi
Remark 3.Z : If~ is of dimension I or Z the distributions

are
involutive. Thus systems with one or two inputs are good subjects for
pseudolinearization (cf. Champetier and al. [8]).
Example 3. I
(3.6)
(cf. Champetier, Mouyon and Reboulet [8])
ql
ul
q2
Uz
ql + q3 u 3
Z
ql - Zq Z + q Zu 1
q4
. g1.ven
.
by
The set of operating points :FclR4 x lR 3 1.S
q3
u {q~
qz
q3
u 0l
u2
:Fl U ~
and
'\)'=
o Z 0
{qOlqO E lR4 and (ql)
-Zqz = O}
In the neighourhood an operating point (qO,u o ) the linearization of

(3.6) is :
O}
212
(3.7)
D.CLAUDE
tI
111
~2
112
~3 = E; 1
~4
+ u 3 E; 3 + q3 113
0
=2qfE;1 -2E; 2 + q2 III
Thus
(3.8)
FE; + I1IG
2
3
+ 11 2 G + 113 G
with E; E
:m. 4
with
We have
:m. 4
(3.10)
o FG 2
= G1 G G2
G G3
= G1 G G2
G FG I G FG 2
if q30
and
:m.4
" 0
if q30 = 0
and there result the Popov - Kronecker invariants (cf. Descusse [20]).
KI
(3. 11)
=2
and
=1
if
q~
" 0
o
if q3 = 0
3
The system (3.7) is always controllable since r K. = 4 but its
i=1 l.
structure varies depending on whether q~ is different from zero or not.
, K2
=2
,. K3
=0
Let us then consider q~ " 0 and apply proposition

connected components of CU'
Condition (i) is verified and we must show that
m= <A 1 ,A2 ,A3> I:F n e (CU')

is an involutive distribution.
According to (3.6) we have:
(3. 12)
3.1
to the two
213
The equation of the tangent space to 91 at a point qO is given by

(3.13)
and it is generated by the following vectors
Thus
e (91)
Cl = _0_ + ql
Clql
(3.14)
We have
is generated by the three vector fields :
m=
I 3

aq
2
C2
'" Clq3
C3 = _0_
Clq4
with
BI = -Cl- + q -Cl- +
q2
Clql
I Clq2
Cl
and [B I ,A3 ]
aq
4
whence condition (ii) .

Champetier and al. [8'] then show that the system (3.6) is pseudolinearizable by means of the local diffeomorphism T combined with a feedback
given by
(3.15)
(3.16)
The system (3.6) thus transformed then admits - at each operating point
for which q~ ~ 0 - the following linearization
nl
n2
(3. I 7)
.
n3
n2
vI
=
v2
n4 = v3
It is amusing to note that the methods of paragraph II can be applied
to that example.
The system (3.6) is first considered around the operating points of
:FI
(0
0
0 0
u3
{q
,u 0) ql+q3
uJ '" cst} .
=0
; q30 .L
r 0;
ql0) 2 - 2q 20
=0
; u 0l
0, u 02 '" 0
214
D. CLAUDE
We find
(3.18)
41
)11
42
)12
with)1.
43
u.-u? (i
1.
1.
1,2,3),
1.
44
or
(3. 1 9)
u. (t)
1.
1 (q)
with q
where
(3. 20)
We look for three functions h 1 ,h 2 and h3 which define the outputs of

the (3.18) system and so that
~1 + ~2 + ~3 +
4.
We must have up to a different labelling.

~1
;
q3
~2
2
(ql
= 0
If we take hI = _1__ q4
h 3 = q3 , we have
h2 = ql
6
q2
2
3
I
A .h 1 = 0
1)
A .h I =-1._ q 5 Oon~
A .h 1 = 0
2
2
A0 .h I
2q2) ;
1
A .LAo h l
and ~ 1 ~ 1 on ~1
2)
1
A .h 2
3)
A1 .h 3
2
A .h 2
5
2
A .h 3
A3 .h 2
A3 .h 3
and
~2
q3 and
=0
~3 =
For the equation (3.18) the feedback (3.16) gives the following
feedback :
215
That feedback is the solution of the (1.19) system calculated on a;1' I f

the feedback (3.21) is applied to the dynamics (3.18) and completed
with the outputs h 1 ,h 2 ,h 3 the following system is obtained:
q = ~(q)
(3.22)
YI
Ql
= '6 -
i=1
vi(t)
~i(q)
where q
(QI,q2,q3,q4)
Q4
with
2
- 2q ) a
1
2 aq4
*2 = _a_ + ql -aa- +
*1 =1- -aq2
2 aq2
aQI
q2
10
(3.23)
(q
*3
aq
4
a
aq3
The system (3.22) - (3.23) has as a generating series
b= ml , b2 , b3) where
b1 = hlt - (qi -
(3.24)
b2
2q2)ao +! (qi - 2q2)a2 + aoa l
h 2 t + a 2
b 3 = h 3 1 + a3
Thus is we initialize at the operating points (q , u ) E 3} we have
0
btiqO
(3.25)
b2 iqo
b3 iqo
h1iQo.l + aoa l
h2iqo.l + a 2
h4iqo.1 + a 3
Those last three generating series are those of the linear system of
dynamics (3.17) and outputs Yl = n 1 ; Y2 = n2
Y3 = n4
2 - Approximate linearization by feedback and coordinate change.
According to Krener [40] one is concerned with the matter of finding
a local diffeomosphism T and a type (*) feedback so that the dynamics
of the transformed system can be approximated to a given order by some
216
D. CLAUDE
line~r dynamics. More precisely if (qO,u o ) is an operating point of the

system L we look for a transformation from the group b such that we
locally have :
a(q) + S(q)v and

n
p+l
FT) (t) +
v. (t)G i + 0 (~, \.1)
1
i=l
; U
(3.26)
[" - T(q)
n(t)
where
l.
= q - q
and
\.1
= u - u
; with q and
T)
elements of~N.
The integer p indicates the approximation order.

In order to be able to give a weakened version of the results of
Jakubczyk - Respondek and Hunt - Su results we are naturally led to
define the following mathematical objects :
Definition 3.1 : Let 1) be a distribution of COO vector fields on Q. Then
admits a local basis of order p and dimension d in a neighbourhood
of qO if we Can find a family of vector fields xl, ... xd , linearly independent at ~ and such that for all Y ( 1) there exist in a neighbourhood of qO functions c k of class Coo such that :
1- ~
~/, ck(q)Xk + o(q-q 0 ) p+l
k=l
2 -1) is order p involutive at point qO if in a neighbourhood of qO
there exist functions c ij of class COO such that

k
k=l
The dynamics of the systemL being

n
q = AO(q) + L u.(t)A 1 (q),

i=l
the family of distributions on Coo(Q) is defined as follows
1 < k
1, .. ,n> .
One can now state :

Proposition 3.2 (Krener [40]) :
In a neighbourhood of an operating point (qO,u o ), the dynamics of a
nonlinear system L can be transformed, by feedback and diffeomorphism,
to order p as in (3.26), into a controllable linear system with inva-
217
riants K1, ... K if and only if both the following conditions are satisfied :
n
(i) The ~k distributions admit as a local basis in a neighbourhood of
qO the family of vector fields
...
with 0 ~ 1 < inf (K.,k)

i
1,
,n
K-I
0
(ii) The distributions ~ ~ (i=I, ,n) are order p involutive at q .
{ad(Ao)A i }
In fact Krener shows that there exist functions hl, . hn such that the
diffeomorphism T is given by :
T(q) =
(3.27)
(hl(q),,L:~-lhl(q),,hn(q),,L:~-lhn(q))
K.-I
K "'I
o
~
0
n
, ,nn,,nn
= (nl,,n l
)
By that diffeomorphism the dynamics of the closed systemL then becomes

identical to system 0.21) to order p, Le. :
nm+l+ o(q_qO, u_uo)p+l
s
(3.28)
I
i=l
S'" I , ,
o~
m < K.-I
~
i
0
0 p+1
g v. + o(q-q ,u-u )
s
where the feedback taken by Krener is given by the equations (1.19)
with gO
o.
Thus we see that the diffeomorphism T is given by means of the same set
of functions as the one that defines the immersion (1.20).
IV - "VOLTERRA" LINEARIZATION.
We know that the input-output behaviour of a (0.1) type systemL admits
a Volterra functional expansion (cf. Lesjak and Krener [42] ; Crouch
[18]) given by
y(t)
w(o)(t,q(o))+ nL
i"'l
(4.1)
.... +
nL
ft
0
It ITI.. IT p-Iw.( p )
.
. 1 0
~ I" ~p=
. (t, T 1 ' , T
~I""'~
q (0) )
U(TI) ... U. (T )dTI ... dT

~
218
D. CLAUDE
In the case of (0.1) type analytic system L the Volterra kernels
w~p)
~I"'~p
are analytic and correspond to another way of writing the gene-
rating series of the system (cf. Fliess, M and F. Lamnabhi [24]). They
admit a series expansion of the following type
00
(4.2)
w(o)(t,q(o))
(4.3)
wi
(4.4)
(I)
I
k=o
k
k
t
LAoh!q(o) k!
00
(t,TI,q(O))
(p)
w.
Y.
k 2 , k1 =0
k
k2
I
LAO LAi LAO h!q(o).
. (t,T1, ,T ,q(O))
p
11""'~p
The idea of Isidori and Ruberti [36] is to look for type (*) feedback
A
laws such that the closed systemL (0.2) admits a Volterra expansion involving only the kernels ~(o) and ~~I) (i=l, . ,n). Moreover, as in an
~ A(l)
autonomous linear system the kernels w.
are expected to be independent
of q(O) and to depend only on t-T 1

Definition 4.1 : A (0.1) type SystemL, which admits up to feedback a
A(o)
A(l).
Volterra expansion with only the kernels wand w.
(~=l,
,n) where
~~ 1) is a function of t-T 1 only, is said to be "Volterra linearizable".

Formula (4.3) makes it possible to state:
Proposition 4.1 :
A (0. I) type system L is "Vol terra linearizable" if and only if the
A
closed system L (0.2) verifies :
(4.5)
Ai.Lm h
~o s
= cst
for all m->O ; i = I, . ,n and s = I, ,r.
If the characteristic number of an output of the system L is not defiA
ned this is also the case for the closed systemL and the bahaviour
related to that output is characterized by its 0 order kernel only.
Thus we shall only consider systems whose characteristic numbers are
all well defined.
219
EVERYTHING ABOUT LINEARIZA nON
It is then a matter of finding functions gs and constants gs (i=I, ,n;

s=I, ,r) which are solutions of the system (1.19) and such that relations (4.5) are verified. We then have (cf. [13]) :
Lm h
if O"m
t.0 s LAOh s
t. i .Lmt.0h s =
(4.6)
t.
lP
L sh
*0
with i
if
i
gs
ete
~'~s
"m <IPs
1 , ,n and s = 1, , r
Solving system (1.19) can always be reduced to the case of a triangular

form thanks to linear combinations, with coefficients in the integral
domain of analytic functions on Q, applied to the rows of the n matrix
of (1.19). In the present case this search for linear independence,
linked with the Toeplitz matrices.
T (q)
o
T1 (q)Tk (q)
To (q)T k_ 1 (q)
o
o
O. T (q)
o
k
]
k
with Tk(q) = [ A1 .LAOh(q),
,An .LAOh(q)
,
can be carried out by means of the Silverman algorithm [57, 64] often
used in the study of linear systems.
Proposition 4.2 (cf. Isidori and Ruberti [36]) :
A necessary and sufficient condition for a (0.1) type nonlinear system
:t to be "Volterra linearizable" is that - for all k ~ 0 - the Toeplitz
matrices ek have their~~rank equal to the~(ew) - rank, where~(ew)
is the quotient field of the eW(Q) ring of real analytic functions on Q.
220
D.CLAUDE
The Silverman algorithm makes it possible to find a column matrix
~ 1 (q)
(4.8)
with m < r
~=
~m(q)
such that the mxn matrix

(4.9)
n defined by
1 = 1, . , n, k
= I, .. ,m
has linearly independent rows. A feedback that verifies relation (4.5)

is then given by the following equations :
(4.10)
with 6 and
as in (1.19).
(/)s
LAO h s or e 1se
This means that in equations (4.6) we have gs0 :: 0 1'f T s
(/)s+1
.
0
the function gs - LAO hs 1S a real linear combination of the functions
(/)k
LAohk is a function that appears in the matrix ~.
LAo ~k where ~k
\U
It is interisting to compare the structYre of the functions gO(s=I, ,r)

s
given above with the one considered in (1.21). The latter ensures that
theE-vectorial space
has finite dimension.
O
A(1)(.1= 1 n )
Moreover, t h e or d er 1 k erne 1 s wi
0f
t h e c 1ose d system ;
can be realized by means of a linear system :
n = Fn
(4.11)
z(t) = Hn
i=I
GiV i
with
zEE r
y(t) - z(t) does not depend on the

Thus the vector function e(t)
inputs and can be realized by the extended system :
r>(q)
(4.12)
Ii
221
= Fn
e(~)=
h(q) - Hn
One can then consider the tracking of the initial system!: thanks to the
relation y(t) = e(t) + z(t).
CONCLUSION
Our title is ambitious but we do not pretend to be exhaustive. We simply wanted to survey the numerous results concerning linearization of
nonlinear systems. Both as the level of concepts and the level of computations we have tried to indicate the respective and complementary
contributions of algebraic and geometric methods. When one considers
the application of the proposed methods to the study of linear systems
it is easy to convince oneself - compared with the typically linear methods - that much remains to be done. Nevertheless the variety of applications considered - in industrial as well as in medical fields-shows
indiscutably that the large amount of collective work that our scientific community has devoted to the subject cannot be neglected in
future technological studies.
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[61] K. THCON, On some applications of transversality theory to system

theory, Syst. Control Lett., 4, 1984, p. 149-155.
[62] K. THCON, On solvability of several affine system problems, Syst.
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general nonlinear systems, Syst. Control Lett., 5, 1984, p. 27-33.
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of the Smith-Macmillan form of a rational matrix from its Laurent
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[66] W.M. WONHAM, Linear Multivariable Control: A Geometric Approach,
2nd ed., Springer-Verlag, New-York, 1977.
FEEDBACK LINEARIZATION AND SIMULTANEOUS OUTPUT

BLOCK DECOUPLING OF NONLINEAR SYSTEMS*
T. J. Tarn, Daizhan Cheng and Alberto Isidori
Abstract
This paper presents an algorithm for feedback linearization and
simultaneous output block decoupling of nonlinear systems. Under the
assumption that the largest controllability distributions contained in
K.=(lker(dhJ ), i=l, ... ,k, are linearly independent, for a nonlinear

1
Hi
system to be feedback linearized and output block decoup1ed it is necessary and sufficient that the algorithm is executable. This algorith~ is
novel in the sense that there are no constraints on the number of inputs
and the number of outputs of a system.
1.
INTRODUCTION
In recent years, there has been a growing interest in the application of

geometric method in nonlinear control theory to the design of practical
systems. In particular, the result on feedback linearization of nonlinear system has been applied to the design of a helicopter autopilot
by Meyer, Su and Hunt [1], [2], and the result on simultaneous feedback
linearization and output decoupling has been applied to the design of
robot arm dynamic control by Tarn, Bejczy, Isidori and Chen [3], [4],
[5] .
The decomposition of nonlinear systems via a geometric approach was

studied by Krener [6]. He considered the problem of finding a globally
decomposed system that is homomorphic rather than equivalent to the
given one. Later, Mikhail and Wonham [7] dealt with the local decomposability and the disturbance decoupling problem for nonlinear
autonomous systems. In 1981 Isidori, Krener, Gori-Giorgi and Monaco [8]
studied the problem of nonlinear decoupling via feedback. The key tools
are the nonlinear generalizations of the notion of (A,B) and (C,A)
invariant subspaces introduced by Basile and Marro [9] and by Wonham and
Morse [10] for linear systems. For a nonlinear system with the same
number of input and output channels, they obtained necessary and sufficient conditions for solvability of the static, state-feedback,
noninteracting control problem. The problem of decoupling without
feedback has been discussed by Respondek [11].
Feedback-equivalence is an equivalence relation among systems, and
it generalizes the concept of a linear feedback group, which plays a
role in linear system theory [12] leading, among other things, to the
Brunovsky [12] canonical form and the definition of controllability
*This research was supported in part by the National Science Foundation
under grants ECS-8017184-01, DMC-8309527 and INT-8201554.
227
M. Riess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control-Theory, 227-241.
T. J. TARN ET AL.
228
indices. For nonlinear systems, a first and important step in this

direction has been accomplished by Brockett [14], Jakubczyk-Respondek
[15] and Su, Hunt and Meyer [16], [17], who demonstrated necessary and
sufficient conditions for a given nonlinear system to be locally, around
a given point, feedback equivalent to a linear controllable system.
So far, most investigators working in the differential geometric
control theory have considered output decoupling (or noninteracting) and
feedback linearization problems separately. Recently, under the assumpk
tion that the largest controllability distributions contained in K.={)

~
Hi
ker(dh j ), i=l, ... ,k, are linearly independent, Tarn, Bejczy, Isidori and
Chen [3], [4], [5] obtained necessary and sufficient conditions for a
given nonlinear system to be locally, around a given point, feedback
equivalent to a linear controllable system and simultaneously output
decoupled and applied it to the design of robot arm dynamic control.
In this paper we derive an algorithm for computing the nonlinear
feedback control law and the diffeomorphism transformation for a given
nonlinear system to be externally linearized and simultaneously output
decoupled. Such algorithm has been given in [3], [4], [5] for the case
where in each decoupled block the number of outputs is less than or
equal to the number of inputs. Here we extend the previous result of
[3), [4], [5] to the case in which there are no restrictions on the
number of inputs and outputs.
2.
PROBLEM FORMULATION AND PRIOR RESULTS
Consider a nonlinear control system with nonlinear output functions

described by
m
f(x) + ~
h(x)
g.(x) u i - f(x) + g(x)u

i-l ~
(1)
where x are local coordinates of a smooth n-dimensional manifold M, f,

gl'" ,gm are smooth vector fields on M; h:M~N.is a smooth map from M to
a smooth r-dimensional manifold N.
For notational ease, we use superscript to describe the block
partitions of the corresponding inputs, states and outputs, i.e.,
12k
iii
k
(u ,u , ... ,u ), each u -(ul , ... ,u ),
mi=m;
i-l
mi
12k
iii
(x ,x , ... ,x ), each x -(xl' ... ,xn ),
i
iii
12k
(Yl'Y2'" "Yr) - (y ,y , ... ,y ), each Y -(Yl''Yr)'
~
i=l
ni;=n;
Li-l r.-r.
~
Next we state the problem precisely in the following definition.

Definition 1 Let the partition of the output be given. System (1) is
said to be feedback linearized and output block decoupled around pM, if
there exist an open neighbo~hood U of pM, QCro(U), pGl(m,U), a local
m
229
FEEDBACK LINEARIZATION AND SIMULTANEOUS OUTPUT BLOCK DECOUPLING
diffeomorphism T defined on U and a partition of inputs such that the

system
~ - f(x) + g(x)a(x) + g(x)~(x)v
y = h(x)
is locally diffeomorphic to a system of the form

i
Aiz i + Biv i
i
Y
hi(zi).
i=l ... k.
(2)
with (Ai.Bi) a controllable pair. where z=T(x).

k
Let K.:= tI ker(dhJ ). and Ri be the largest controllability dis1

j=l
Hi
tribution contained in Ki .
[3],
[4],
Then the following result can be found in
[5].
Theorem 1 Suppose Rl .R 2 ... Rk are linearly independent. Then system

(1) can be locally feedback linearized and output block decoupled around
pM. if and only if. on an open neighborhood U of pM the following
conditions are satisfied.
i)
Rl.R2 ... ~ are simultaneously integrable and Rl+R2+ ... +~=T(U).

where + denotes
theA direct sum of
distributions.
A
A
H)
G-GtlR l +GtlR 2+. .+Gn~. where G=Sp{gl. .gm)'
Hi)
S
s
D~ is nonsingular. involutive and [gj.Di]CDi+G.
j-l.2 ... m;
1
i-l.2 ... k; s-O.l ... where D~ is defined inductively by
D~+l
_ R,(l([f.D~] + ~
1
1
1
L
[
DS ] + G)
.
j-l gJ'" 1
(3)
To facilitate the presentation of our algorithm. we need the following two lemmas which are proved in [8] and [18].
Lemma 2 Let K be an involutive distribution.
codistributions inductively as
We define a sequence of
230
T. J. TARN ET AL.
Suppose there is a k*, such that Qk* = Qk*+l'

E and
~lrJQk*
Then we set E = Qk*'
If
are smooth distributions, then E is the largest (f,g)-
invariant distribution contained in K.

Lemma 3 Let E be an involutive, (f,g)-invariant distribution.
define a sequence of distributions inductively as
We
(5)
Suppose there is a k*, such that Ck*+l = Ck *.
Then we set R=C k *.
If G,
E and GflE are nonsingular, then R is the largest controllability distribution contained in E.
Lemmas 2 and 3 are algorithms for computing the largest (f,g)invariant distributions and the largest controllability distributions
respectively.
Combining them, we can compute the largest controllability distribution contained in a given nonsingular involutive
distribution.
3.
AN ALGORITHM
First of all, we introduce a set of parallel projections.

In decoupling
problems, roughly speaking, we have to decompose the state manifold into
several submanifolds. To decompose a given nonlinear system we want to
rewrite every vector field as a direct sum of several vector fields,
each one is tangent to one of the submanifolds. Such decomposition will
be done by the following projections.
We recall that if ~l"" '~k are simultaneously integrable and
~1+~2+"
+~k=T(U).
~i
= Sp (
Then locally there exist coordinates x such that
8:~
I j=l, ... ,ni )
Such coordinates will be called parallel coordinates (with respect to

the distributions ~l"" '~k)'
Proposition 4
If x and yare two parallel coordinates with respect to
~l"" '~k' then xi depends only on yi, and vice versa.

Proof.
Let
T:y~x
Jacobian matrix J.
be the coordinate transformation with the
Expressing canonical vector fields
x coordinates, we have T*(
~
Yl
~
Yl
_8_ in
8Yn
__8__ ) = J I = J.
8Yn
Let ~~ and ~~ be the expressions of ~~ in the coordinate frames x

~
and y respectively, then we have
A:[ = Sp{
~
~
a~
I j=l, ... ,n.)

~
Yj
and
x
A~
= Sp{
_a.
ax~
I j=l, ...
231
,n~).
This
ai C Sp{ ~I
aXj~ j=l, ... ,n.).
~
aYj
fact implies that J has the block diagonal form with nixn i blocks, and
T*(A:~)-A~.
Hence
It follows that T*
i
i
hence x depends only on Y . 0
Now we define a map Pi:Tx(U)~Tx(U) as follows.
Definition 2
Assume Al , ... ,Ak are simultaneously integrable distributions, Al +A 2+, ... ,+Ak=T(U), and f(x)cV(U).
For each point xcU there
exists a unique decomposition
with Vi(X)CAi(X) , i=l, ... ,k.
Thus we can define a map
Pi:Tx(U)~Tx(U)
pointwise as follows.
Pi(f(x
Proposition 5
tions,
f
i
= v (x), i=l, ... ,k.
If Ai' i=l, ... ,k are simultaneously integrable distribu-
A.=T(U), then there exists a unique set of vector fields

i=l ~
1 , ... ,fk on U, such that
Proof.
If we fix a set of parallel coordinates x, then it is
obvious that
i
. i
T
p.(f(x=(O, ... ,O,fl(x), ... ,f (x),O, ... ,0) .
~
ni
(6)
Thus, what remains to prove is the right hand side of (6) is a well
defined vector field, i.e. it is independent of the choice of the parallel coordinates.
To prove it, let y be another parallel coordinates and T:x~y be the
coordinate transformation on U. Then we must show that
Using Proposition 4, the Jacobian matrix J T of T is a block diagonal

matrix, i.e.
J l J2
T + T +
(7)
T. J. TARN ET AL.
232
where
+ denotes
the matrix direct sum, Ji is the Jacobian matrix with
respect to the i-th part of the coordinate change xi~yi.

= JTo(Pi(f
i i i T
T
= (O, ... ,O,(fl,,fn )(J T ) ,0, ... ,0) =p.(T*(f.
~
i
Therefore
T*(Pi(f
D
i
i
T
)
ni
Now given feV(U), we define the projections q.(f):=(f l , ... ,f

~
According to equation (6), qi is well defined.

Let K.=
~
Hi
.
ker(dhJ ).
Then it is clear that K; is involutive,

L
i=l, ... ,k. Assume peM is a regular point, i.e. there is a neighborhood
of p, say U, such that all the nonsingularity requirements in Lemma 2
and Lemma 3 are satisfied. Let Ri be the largest controllability distribution contained in Ki . As in Theorem 1, assuming that Rl , ... ,Rk are
linearly independent, we have the following algorithm.
Algorithm 6
Step 1.
Find the largest controllability distribution Ri contained
in Ki by using Lemma 2 and Lemma 3.

Step 2.
Check Rl , ...
are simultaneously integrable and
,~
R.=T(U).
i=l ~
A
Step 3.
Check G=G{l Rl +G{l R2 + ... +Gn ~ .
Step 4.
Choose Xl' ... ,Xn
as a basis of Ri such that the first mi

A
vector fields are a basis of Ri()G.
n.
Construct F.:V.cIR ~~M according to
~
and construct Fi:VicIRn~M according to

' (i)l.
. (i)i-l
(i)i-l . (i)i+l
F i( (i)l
Y
1' ,y
n l ' ,y
1 , ... ,y
ni_l'y
1
(i)i+l
(i)k
(i)k
(i)i
(i)i
(i)l
(i)l
; ... ;y
1' .,y
;y
1' .. ,y
):-Fl(y
1' .,y
)0
ni+l
nk
ni
nl
(i)i-l
(i)i-l
(i)i+l
(i)i+l
... 0Fi_l(y
1 , ... ,y
ni_l)OFi+l(y
1 , ... ,y
ni+l)o
... 0Fk(y
(i)k
(i)k
(i)i
(i)i
1' .. ,y
~)OFi(Y
1' ,y
ni)(p), i-l, ... ,k.
233
From the Fi,s constructed above, we obtain different coordinate charts

(Vi,F i ), i=l, ... ,k for a neighborhood of pM with y(i) as coordinates
over vi. Observe that from the map Fi one gets x=x(y(i as a local
diffeomorphism. Thus for each i we obtain
y(i)j = y(i)j (x), j=l, ... ,k; i-l, ... ,k.
Now construct a diffeomorphism Tl as
z
z
1
2
y(l)l
(2)2
(7)
Step 5.
Compute
Step 6.
Compute qi(f), qi(g ), i=l, ... ,k; j=l, ... ,k, and note that
-j
q.(gj) has the following form:

~
o
qi (gj) = { [
,j
~i J,
(8)
where Gi is an miXffi i nonsingular matrix.

Step 7.
-i )1 J'
Set -i
g - qi(g
J'
z -z (p), jfi
.' _ [
G
O ] '
Step 8. Check that Ii is independent of zj, jfi, and that (Ii,gi)

is a linearizable pair.
T. J. TARN ET AL.
234
.
(~i,-gi)
. d (2
i to l'1near1ze
F1n
Ti,a 2i , (32)
~
an d set
S tep 9 .
=[
Then there exists (3 1 such that
Set
]'
T = T2 Tl
a
(3
(31
o Til + a 2
0
Til) (32
Then system (1) can be locally feedback linearized and output block
decoupled around pM by (a,(3,T).
The following theorem assures the executability of the above algorithm.
Theorem 7 Under the assumptions of Theorem 1, the local feedback
linearization and output block decoupling problem is solvable, if and
only if, the conditions i) and ii) of Theorem 1 hold and the condition
iii) is replaced by the following condition iii)':
iii)'
Let ii be any basis of CnR., then there exists a. COO (U),

11m.
1
(3iGl(m i ,U), such that in any parallel coordinates z (with respect to

-i
-i
i
Rl ,. "~) (qi(f)+qi(g )ai,qi(g )(3i) depends only on z. Moreover such
pair is always linearizable.
Proof. The sufficiency is obvious. The necessity is a direct
consequence of the necessity of Algorithm 6. It will be proved by the
following lemmas. In these lemmas we always assume that Rl' ... ~ are
linearly independent and system (1) can be locally linearized and output
block decoupled around pM.
235
FEEDBACK LINEARIZA nON AND SIMULTANEOUS OUTPUT BLOCK DECOUPLING
Lemma 8 If Rl' ... '~ are linearly independent and system (1) can be
locally feedback linearized and output block decoupled around pM, then
it follows that
" i
Ri + R{'G,
are involutive, where Ri
Proof.
involutive .
.. , ,
1,
l:
R ..
jfi J
Since Rl' ... '~ are simultaneously integrable, then Ri is

By condition iii) of Theorem 1,
D~=Ri(j~
Since Ri' i=1,2, ... ,k are (f,g)-invariant, so is Ri.
is involutive.
Thus one may
conclude that
Ri+R.n~
Hence
is involutive.
CJ
Under the assumptions of Lemma 8, we have G=GflR l + ... +GflRk .

-i
locally we can find g

Lemma 9
as a basis of GflR ..
~
Thus
Then we have
For any parallel coordinates z, assume that there exists
oo (U), such that q.(gi) and q.(f)+q.(gi)a. are independent of zj,

a.C
~
m
~
~
~
~
jfi.
Then they must form a linearizable pair.

Proof. Since system (1) can be locally linearized and output block
decoupled, then in the final coordinates system (2) has k blocks.
Without loss of generality we can assume that each block is in Brunovsky
canonical form. Hence
gj9 - [
Im
l
0
].
+
+[
~
0
According to Definition 1, yi=hi(zi).
]
Thus it follows that
Therefore we have the following relation
236
T. J. TARN ET AL.
But (Ai,B i ) is a controllable pair, so
Sp{ _8_
8x li
where, according to [12], <AlB> denotes the smallest controllability

subspace contained BcB.
By the assumption, Rl' ...
conclude that
_8_
8x~
'~
are linearly independent, so we may
J, i-I, ... ,k.
ni
It means that the final coordinates in which the system is linearized

and output block decoupled, are parallel coordinates. Hence
-i.
Since g
is a basis of G(]R i , we have
(9)
where fii is an mixm i nonsingular matrix.

Note that Proposition 4 ensures that gi is independent of zj, jfi,
for any parallel coordinates.
This implies that fi. is also independent

~
'J.'
of z j , JrL
-1
-k
Now {gl' ... ,~J and (g , ... ,g J are both the basis of G, so there
-1
-k-
exists fttGl(m,M), such that (gl'" .,gm) - (g , ... ,g )oft

Since the system is block linearizable, there exist a and p such
that qi(f+ga+gftv) has Brunovsky canonical form and
-l-k qi(f+ga) - qi(f+(g , ... ,g )fta)
-i
0
- qi(f) + qi(g )oa i '
(10)
237
where a?eCoo (U) is the i-th block of

~
mi
poa.
-i
-i
0
Now both qi(f)+qi(g )a i and qi(f)+qi(g )oa i are independent of zj,
jfi, so q.(gi)(a?_a.) is independent of zj, jfi.

~
has full rank and is independent of zj.
-i
Observe that qi(g )
o ) is also independThus (ai-a

i
ent of zj, jfi.

i
--1
i
0
Set f3 :=f3 i ' a :=ai-ai . Then (9) and (10) show that
-i
-i i
-i i
qi(f)+qi(g )ai+qi(g)a and qi(g)f3 are in Brunovsky canonical form.
D
Lemma 10
In step 4, the equation (7) defines parallel coordinates and
under these coordinates qi(gj) has the form (8).

Proof. First part is a different version of [11], however, we give
another proof to make the second part clear.
Since xf' i=l, ... ,k; j=l, ... ,n i are linearly independent.
(F i )-l defines local coordinates.
Ri=
Thus
Under the new coordinates y(i), since
I R. is invo1utive and X{eRi (jfi), it follows that the last n i

Hi J
components of F;(X{) are zero [19], i.e.

F;(X{)
(x, ... ,x,D, ... ,O)T, Hi; t=l, ... ,nj .
Denote the Jacobian matrix of Fi by J i .
Then
Hence one might conclude that

<d(y(i)i) xj>-O
s 't
'
s=l, ... ,n i ; t=l, ... ,nj ; ifj.
This implies that

(11)
From equation (11) it is clear that in any parallel coordinates the

Jacobian matrix of T1
238
T. J. TARN ET AL.
has block diagonal form.

Since the rows of d(y(i)i) are linearly independent, then J T
nonsingular and hene Tl defines local coordinates.
Ri+R~fl~
From Lemma 8 we know that

together with
X~l:Rin ~,
is involutive.
is
This fact
t::5m i implies that

T
(x, ... ,x,O, ... ,O) ,

'--...,....J
ni-m i
The same argument as above leads to

<d( y (i)i)
s ' Xi>=O
t
,m i < S::5n i ;
Hence under Tl we have
(X, ... ,x,O~O)
, s=l, ... ,m i .
n. om.
1. 1.
This yields the key part of (8).

Lemma 11
-i.
Suppose gs' s=l, ...
-i -i
g =g I .
.
s s zJ=zJ (p) ,Hi
,ffi i
The other
par~
is trivial.
is a basis of GflR i .
c:J
Let
-i
Then on some neighborhood of p, gs' s=l, ... ,m i is
also a basis of G(lR i .

Proof.
In the final coordinates, G{)R i has constant basis of the
form (0, ... ,0,1

A
m.
1.
,0, ... ,0).
-i
S1.nce gs' s=l, ... ,m i is also a basis of
G{)R i , hence ,there exists Pil:Gl(mi,U) such that
Since locally around p
~i
is nonsingular, there exists a neighborhood of
p, say U, such that on U, P . I . .

is nonsingular.
1. zJ=zJ (p) ,Hi
Therefore
(it, ... ,gi)1

mi
J.
J.
=Z
(p) ,jfi
239
is a basis of GI'lR. on some neighborhood of p .

1
CJ
Lemma 12 In step 7, Ii is independent of zj, jfi .
Proof. Recalling equation (10) in the proof of Lemma 9, we know
that if the system can be linearized and output block decoupled then
there exists an a?1 such that q.1 (f)+q.1 (Xi)a?1 is indepe,n dent of zj, jfi;
'0
and the existance of such a i is independent of the choice of the basis

-i
of G()R. and the parallel coordinates.z.

1
-i
Now under the parallel coordinates defined by Tl , qi(g )

qi(Tl*(X i has the form of (11).
Thus
-i
-i
(x, ... ,x.fm.+ l ,. ,fn.)

1
and is independent of zj, jfi.
The above equation shows that the last
ni-m i components of qi(f) are independent of zj, jfi and remain the same
under feedback.
This fact implies that
is independent of zj, jfi. c:J

Summarizing Lemmas 8-12, the necessity of Theorem 7 follows.
c:J
Remark 1 In the proof of the algorithm, what has been used is that
Rl , .. ,Rk are (f,g)-invariant distributions. So, let 1 1 , ... ,I k be the
largest (f,g)-invariant distributions contained in Kl' . .. '~ respectively, if II' ... ,I k are linearly independent , then we can replace
Rl , ... ,Rk by II' ... ,I k and use the algorithm directly. In the case when
the problem of simultaneous linearization and output block decoupling is
solvable and II' ... ,I k are linearly independent, it is easy to see that
Ii-R i , i-l, ... ,k.
Remark 2
In Algorithm 6 step 4, if Xj ' i=l, ... ,k; j=l, ... ,n i are group
commutative, i.e.
[X;,X{l-O, s=l, . .. ,n i ; t=l, ... ,nj ; i;;ij ,
then we can define
T. J. TARN ET AL.
240
and set Tl-F
-1
Tl defines a set of parallel coordinates and the equa-
tion (8) holds with this Tl [3], [4], [5].

T. J. Tarn
Department of Systems Science and Mathematics,
Washington University,
St. Louis, Missouri 63130, U.S.A.
Daizhan Cheng
Institute of Systems Science
Academia Sinica
Beijing 100080, China
Alberto Isidori
Dipartimento di Informatics and Sistemistica,
Universita di Roma 'La Sapienza' ,
18 Via Eudossiana,
00184 Roma, Italy.
REFERENCES
1.
G. Meyer, R. Su and L. R. Hunt, "Application of Nonlinear

Transformations to Automatic Flight Control", Automatica, Vol. 20,
No.1, pp. 103-107, 1984.
2.
G. Meyer, L. R. Hunt and R. Su, "Design of a Helicopter Autopilot by

Means of Linearizing Transformations", Guidance and Control Panel
35th Symposium, Lisbon, Portugal (AGARD Conference Proceedings No.
321) 1983.
3.
T. J. Tarn, A. K. Bejczy, A. Isidori and Y. Chen, "Nonlinear

Feedback in Robot Arm Control", Proceedings of the 23rd IEEE
Conference on Decision and Control, Las Vegas, Nevada, December 1214, 1984.
4.
A. K. Bejczy, T. J. Tarn and Y. L. Chen, "Robot Arm Dynamic Control

by Computer", 1985 IEEE International Conference on Robotics and
Automation, St. Louis, Missouri, March 25-28, 1985.
5.
Y. Chen, Nonlinear Feedback and Computer Control of Robot Arms,

D.Sc. Dissertation, Washington University, St. Louis, Missouri,
December 1984.
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A. J. Krener, "A Decomposition Theory for Differentiable Systems",

SIAM J. Contr. Optim. 15(5), 813-829 (1977).
7.
s. H. Mikhail and W. H. Wonham, "Local Decomposability and the

Disturbance Decoupling Problem in Nonlinear Autonomous Systems",
Proceedings of the 16th Allerton Conf. Commun. Contr. Comput., 664669, Oct. 1978.
8.
A. Isidori, A. J. Krener, C. Gori-Giorgi, and S. Monaco, "Nonlinear

Decoupling via Feedback: A Differential Geometric Approach", IEEE
Transactions on Automatic Control AC-26(2), (1981).
9.
241
G. Basile and G. Marro, "Controlled and Conditioned Invariant

Subspaces in Linear System Theory", J. Optimiz. Theory App1. 3(5),
306-315 (1969).
10. W. M. Wonham and A. S. Morse, "Feedback Invariants of Linear

Mu1tivariab1e Systems", Automatica lL 93-100 (1972).
11. W. Respondek, "On Decomposition of Nonlinear Control Systems",
Systems and Control Letters I, 301-308 (1982).
12. W. M. Wonham, Linear Mu1tivariab1e Control, A Geometric Approach,
2nd ed., App1ic. of Math 10, Springer-Verlag, Berlin, 1979.
13. P. Brunovsky, "A Classification of Linear Controllable Systems",
Kibernetica (Praha) Q, 173-188 (1970).
14. R. W. Brockett, "Feedback Invariants for Nonlinear Systems", IFAC
Congress, Helsinki, 1978.
15. B. Jak1ubczyk and W. Respondek, "On Linearization of Control
Systems", Bull. Acad. Pol. Sci., Ser. Sci. Math. Astronom. Phys. 28
(1980).
16. R. Su, "On the Linear Equivalence of Nonlinear Systems", Systems and
Control Letters 2(1) (1982).
17. L. R. Hunt, R. Su, and G. Meyer, "Design for Multi-Input Nonlinear
Systems", Differential Geometric Control Theory, Proceedings of the
Conference held at MTU, 268-298, June 28-Ju1y 2, 1982. (Published
by Birkhauser).
18. A, Isidori, Nonlinear Control Systems:
Verlag, Berlin, 1985.
An Introduction, Springer-
19. D. Cheng, T. J. Tarn and A. Isidori, "Global Feedback Linearization

of Nonlinear Systems": Proceedings of 23rd Conference on Decision
and Control, Las Vegas, Neveda, December 1984.
GLOBAL FEEDBACK LINEARIZABILITY OF LOCA. Y LINEARIZABLE SYSTEMS
William M. Boothby*
This paper is dedicated to Wilfred Kaplan and to Georges Reeb as a token

of my admiration and friendship.
1. INTRODUCTION
In this paper we study the possibility of globally linearizing a locally
feedback 1inearizab1e system in the sense of Jakubczyk and Respondek
[7]. Su [13] and Hunt. Su and Meyer [6]. For reasons of convenience we
limit ourselves to the following special case: a single input. system
(*)
x - f(x)
+ u(t) g(x)
X e M
on a simply connected manifold M without boundary. ~e control functions

will be be piecewise continuous in t. and f. g are C vector fields.
This paper is a sequel to the author's note [1] and was presented
in part to meetings of the American Mathematical Society at Louisville.
Kentucky January 25-29. 1984 and Tucson. Arizona April 12-13. 1985. We
include for completeness and their relevance some results obtained in
collaboration with W. Dayawansa or independently by him. Details of
these and some generalizations will appear elsewhere (see [17]. [18].
[19])
Following [7] and [13] we will impose throughout the following
local 'conditions on (*) :
n-1
(L1)
(g. adfg ... ad f glp - Tp(M) all p e M
(L)
(L2)
f.j = { g. adfg
. .. ,
adj-1
f gl is invo1utive.j
k
Here adfg - g. adfg - [f.g] and adfg - [f. adk-1
f g]; and (
1.2 ... n.
lp denotes
the subspace of Tp(M) spanned by the vectors enclosed by ( l.

1.1
Definition. We shall say that (*) is globally integrable if it
satisfies (L) and there is a ; e C~(M) such that d; is not zero at any
peM but annihilates An_1 everywhere: (f.n _1 .d;)-O.
This is equivalent to the requirement that ; be without local
extrema and be constant on every connected integral manifold of A l'
Although the conditions (L) are very strong. they by no means guRrantee
global integrability. However. global integrability is easily seen to
*This material is based upon work supported by the National Science
Foundation under Grants" ECS 8306789 and ECS 8518832.
243
.
w. M. BOOTHBY
244
be a necessary condition for any global linearizability [1]. We return

briefly to this question later. The following is a slight adaptation of
Su [13].
1.2
Proposition.
Yi = Li-l~
f ~,
.
~
If the system (*) on M is globally integrable. then
f M into Rn
- 1 , ... ,n d e f~nes a COO mapp i ng y = F (x) 2-
which has rank n everywhere (local diffeomorphism) and is such that
F*(~J.)
(L
aYn_j+l
~y
).
Proof. We note that Lf = <ad f
satisfies Tij(x) = 0 if j<n - i+l and Tij(x) =

j = n-i+l. It follows that det(T ij )=
j-l
g, dL f ,
(_l)n-i<ad~-lg,d when
n
<adn-l
f g, d is the product of
the cross diagonal elements, and thus could vanish only if d<p = O.
Therefore this matrix is never singular and so, from (Ll) dYl' ,dY n
are everywhere linearly independent as claimed. If X
~j'
then X is a
. 1
linear combination of g, ... , adi- g and, as we see from the values of

the Tij , exactly dYl' ... ,dYn_j vanish on their images under
F*, hence on F*(X) , i.e.
1.3
~j
is spanned
Remark. Given a globally integrable system, the function <p and
hence the mapping F:M~Rn it determines is not unique. But given UcM a
union of leaves of ~n-l transverse to an open are, then any ~Coo(U) with
the same properties as <pIU satisifes ~ - AD<pIU where A is a COO function,
A:<p(U)~R,
on the open interval <p(U)cR, whose derivative A' is never
zero.
1.4
Definitions. If M,N are COO manifolds of dimension n, we shall say a
COO map F:M~N displays M on N if it is a local diffeomorphism i.e. rank-
245
GLOBAL FEEDBACK LINEARIZABILITY OF LOCALLY LINEARIZABLE SYSTEMS
n.
Given a system (*)
on a state space M we say that F:M-+R n ,
F(p)=(yl(p), ... , yn(p, displaying M on Rn linearizes (*) if F*(f) _
__8__ and F (g) =

b. __8__
8Yi
*
i=l ~ 8Yi
, a ij , b i constants. We shall
say it linearizes (*) to (controllable) canonical form if a ij = 1 for

j
i+l and zero otherwise and b=(O, ... ,l)t, i.e. F*(f) = Y2
~ + ...
Yl
__
8_ This is a sort of weak linearizability: we
8Yn'
are not requ~r~ng that F be either one-to-one or onto. We shall say that
F is global linearization of (*) only if it is a diffeomorphism of M
onto Rn , this being what one would ordinarily want to mean by
linearization of (*).
2. STATE FEEDBACK
We continue to consider a system (*) satisfying (L) on M. Define the
feedback group
w on
M to be the set W -
with group operation (Q,~)(a,

-1
identity and (a,~)
= (-a/~,
follows:
(a,~).(f,g)
P) -
l/~).
((Q,~)
(a + ~ a, ~
Q,~
P).
Coo(M) , I~I > OJ
Then (0,1) is the
W acts on the systems (f,g) on M as
= (t,g) = (f + ag,
~g)
This, of course, is just a complicated way of saying that we transform
(*)
= f(x) + u g(x) to a new system x .= f(x) +
g(x) by feedback of
the form: u = Q(x) + V ~(x). Clearly this action defines an equivalence
relation on the systems (f,g) on M with (t,g) ~ (f,g). The following
facts are well known:
If (f,g) satisifies (L) so does every equivalent (t,g),
(FB1)
in fact fl. l ,
fl.n are the same distributions for equivalent systems:
they are feedback invariants.
(FB2)
state from
If there is a control u(t), for
Xo
x=
f + u g taking the
at time t = 0 to xl at time T, then the same holds for
(t,g), i.e. both controllability and exact time controllability are

feedback invariant.
w. M.
246
BOOTHBY
(FB3)
If the sys!;em (f,g) is globally integrable, then so is
any equivalent system (f,g).
2.1
Remark. If (f,g) is globally integrable, I/J
t:
Coo(M) a function
without singular points which annihilates ~n-l so that Yi - Li-ii/J

defines the displaying map f: M -> Rn, then note that F: M -> R n defined
by the equivalent system (I,g) is exactly the same, F - F, i.e. the map
F depends only on I/J and the equivalence class. For we have:
L I/J - <I, di/J > - <f + ag, dl/J> - < f, di/J > - Lfi/J since <g, dl/! > -
o.
Similarly,
LII/! - < I, dLII/! > - < f + ag, dLfl/! > = < f, dLfl/! > =
<adfg,dl/!>
L~I/!
since
i 1
i-I.
0 , etc. So that L - I/! - Lf I/!, ~ - 1,2, ... ,n.
It then follows immediately from the local theory [7), [13) that we
have:
2.2
Proposition. Let the system (f,g) satisfying (*) on M be globally
integrable and let I/J
t:
Coo(M) be such that dp annihilates ~n-l but does
not vanish at any point. Then the system (r,g) in the equivalence class
of (f,g) given by the feedback law:
-<f , dLn-l.L>
f 'I'
<g,dLn-l
f I/!>
Ii-I
<g,dL f
I/!>
is linearized to canonical form by F : M -> Rn defined by Yi - Li-I

f I/!,
n-l
i-I, ... ,n. (Note: <g,dLn-l
f I/J> = <ad f g,dl/!> is never zero).
Although the linearizing map F : M->Rn is defined whenever (*)
satisfies (L) and an integral I/J of ~ n-l exists, Le. (*) is globally
integrable, in general it is not globally linearizable since F is
neither 1 : 1 nor onto. We may use the following idea to construct many
examples illustrating this remark.
2.3 Proposition. Let M be a COO manifold of dimension n and F : M->Rn ~
COO map displaying M QD Rn . Then there is a unique system (*) i-f+ug QD
247
M which is linearized by F to canonical form.

Proof. This is almost self-evident. Let Yl' ... 'Yn be coordinates
on Rn , then F(p)=(Yl(P),
'Yn(p
and dYl'
independent CeQ covector fields on M. Let Xl'
,dYn are linearly

,Xn be dual vector
fields and define f=Y2Xl+Y3X2 + ... + ynXn - l and g=Xn Then F*(f) = Y2
+ ... + Yn
~ and F*(g)
Yn-l
integrable system with
a~l
aa
on Rn . Obviously (f,g) is a globally

Yn
i-I
.
= Yl(P) and Yi=L f ~, ~=l, 2, ... , n, deter-
mining F.
2.4
A trivial but useful example may be given as follows: let MCRn be a
connected open set and let F : M~Rn be the inclusion. M can be chosen in
many ways.
Note for example that
(*)
on M will linearize to a
controllable model even though it is not itself controllable, as a

system on M. It is also clear from this that completeness of the vector
fields ad fi-I g plays a role in global linearizability. This example may
be complicated by taking F : M~M C Rn to be the universal covering of M
when M C Rn is not simply connected. Then (f,g) lifts to a globally
integrable system on M which is not globally linearizable.
2.5
In the case n=2 we may use analytic function theory to obtain
regular CeQ maps F : M-+R2. The following procedure gives, in a sense, all
examples of locally linearizable systems on M=R 2 . Let D be an open
simply connected domain of the complex plane C , H : R2-+D a CeQ
diffeomorphism of R2 onto D and w(z) a complex analytic function on D
such that
I~: I> 0 everywhere. Then F(x)=w(H(x
displays R2 on R2 ,
identified with the complex w-plane. This idea was used in [1) and will
be further discussed below. As will be seen below it gives a rather
complete picture of the nature of systems (*) on R2 satisfying the local
linearizability conditions (L).
In summary, given a system (*) on M satisfying the local
linearizability conditions (L) there are two obstacles to global
linearization: (1) the distribution ~ -J may not have a global integral,
~, i.e. may fail to be globally integPaole, and (2) if it is globally
integrable, then in most cases the linearizing map F : M-+Rn is neither
1 : 1 n~r onto. These difficulties occur already in full force in the
case M-R ; and it js not too difficult to see that merely choosing
another integral ~ will not remedy (2). The best we are able to get in
W. M. BOOTHBY
248
even the globally integrable case is the weakly linearizing maps F :

M~Rn. It is worth noting that this can already be very useful since it
allows us to cover M with coordinate neighborhoods such that: (i) in
local coordinates (*) has linear (canonical) form. and (ii) the change
of coordinates is given by translations.
At this point it is clear that further conditions on (*) are needed
for successful globalization. In [6] Hunt. Su and Meyer give a cri teron
based on work of Kuo. Elliott and Tarn. It has the disadvantage that it
is dependent on the coordinates used on M. More recently Cheng. Tarn and
Isidori [3]. [4] have developed a necessary and sufficient condition for
F to be 1 : 1. We shall give a sufficient but not necessary condition in
the n=2 case below. For arbitrary n the following is a special case of
theorem proved independently by W. Dayawansa and the author. It
highlights the role of completeness of vector fields. The proof sketched
here is Dayawansa's (see [17]. [18]. [19]).
2.6 Theorem A. Let (f.g) determine a system (*) satisfying the local
linearizability conditions (L) on a simply connected manifold M . Then
(f.g) is feedback equivalent to a globally linearizable system (i.e. has
a global linearization F to canonical form) if and only if
(i)
it is globally integrable (in the sense of (1.1) ) and
i-l(ii) the vector fields ad t

g. i=l ... n-l (of the equivalent
system (t.g) given by the feedback law of (2.2) are complete vector
fields.
We outline the proof of the sufficiency of (i) and (ii). The
necessity is simpler. Assume that the vector fields Xj=(-l)n-jad-jg
j=l.
.n are complete and [Xi' Xj ] =0 for all i.j . It is then

straightforward to show that this defines a transitive action 0 of Rn on
M. 0 : R~~M. such that the isotropy subgroup of p
M is a discrete
subgroup rpCRn i.e. a lattice. M is then diffeomorphic to Rn/r ;

however since M is simply connected, r is the identity. Let 0 : Rn~M be
8(x,p) ; the (global) linearizing map F : M~Rn is 0- 1 to within a translation which depends on the choice of p.
This proof is due to W. Dayawansa. An alternative proof found

independently by the author involved recursive application of a theorem
of Reeb [12] on foliations defined by a closed I-form (see Conlon [5]
Theorem 5.5) and is not as elegant as Dayawansa's. Either generalizes to
the multi-input case. Either afgument also shows that if M is not simply
connected, then it must be T x Rn - r the cartesian product of a torus
and a Euclidean space.
It should be clear from the foregoing that the crucial question
that must first be asked in the global study of a locally linearizable
system on a manifold M (usually M=Rn) is whether the system is globally
integrable, i.e. whether the codimension one foliation defined by ~ 1
has an integral q" or equivalently, is defined by an :fxact one-formnw
(=dq,). It was shown by Wazewski [14] that even for M=R this need not be
the case. This question is related to the topology and differentiable
structure of the space of leaves of the foliation, which is a
(generally) non-Hausdorff COO manifold of dimension one (see Haefliger
249
and Reeb [16] for a discussion of these questions). In the n=Z case it
was shown by Kamke that a codimension on foliation on RZ will have an
integral ~ defined on any relatively compact open subset. Haefliger (see
[15]) showed that an analytic codimension one foliation ~n an analytic
manifold M satisfying very light restrictions has a C integral ~
defined on any relatively compact open subset. It appears to the author
that this may be adequate for many applications.
Finally we mention that on R Z if g is a polynomial vector field,
then a theorem of Markus [11] guarantees the existence of an integral ~
of the corresponding curve family. It appears possible that this could
be proved for n>Z in the context of systems satisfying (L).
3. THE TWO DIMENSIONAL CASE.

A fairly clear qualitative picture of the obstructionszto global
linearization may be obtained in the simplest case M=R using the
results obtained by Kaplan [8], [9], [10]. Guided by this it is possible
to generate examples and look for other reasonable sufficient conditions
for global linearizability. We begin by briefly stating some of these
results. A C
. Z
family on R
foliation
of R
Z by curves, or (continuous) regular curve
is a family of curves on R
which is locally homeomorphic
to the parallel lines Yl- constant in the Y1YZ
plane. If the data are
Cr for any r>O we will speak of a Cr foliation,
including r=oo or r=w
(real-analytic). Two curve families
~l' ~Z
on RZ are Cr - equivalent if
there is a Cr diffeomorphism (homeomorphism if r=O) carrying ~l to ~ 2

They are Cr - conjugate if each point has a neighborhood U
Cr _
diffeomorphic (homeomorphic if r=O) to an open subset of Y1YZ - plane

with
~l
that:
'
~Z
carried to the lines Yi = constant, i=l,Z. It is known
(i) each curve of a regular curve family
is a
closed set,
homeomorphic to R and going to infinity in both directions. (ii) the

curves may be coherently sensed,
curve divides R Z into two
classifying all Cr families
i.e.
is orientable and (iii) each
(unbounded) open sets. In addition to
~ to within
Kaplan has shown that to each family
cO
~
(topological) equivalence,
there corresponds a complex
analytic function w(z) = u+iv on D-Doo = RZor D=D l -
(z : Izl <1) with
W. M. BOOTHBY
250
I ~; I > 0
everywhere on D and a homeomorphism H of R2 onto D carrying
the given family
onto the curves u=constant. Since the level curves of
the real part u of an analytic function w(z)=u+iv on D clearly define a

CW-curve family on D-- and in all cases a COO family on R2 - - this gives
a rather complete description of all such curve families to within CO_
equivalence . We remark that Kaplan's method of proof was to show the '
existence for any regular family ~ of a continuous integral u, produce a
conjugate family with integral v and use the integrals u , v to construct
an open, simply connected Riemann surface B over the w-plane. B projects
then by a map n : B~w-plane and B is constructed to be homeomorphic to
the domain R 2 of ~ by a map F 1 so that the map F : R 2~w-plane given by
F(x) = (u(x),v(x
factors :
F = n.F l . The final step was to uniformize B
on either Dl or Doo by a complex analytic map G. Then w(z) - nG(z) and

H- G-10F l carries
to the curves u - constant on D. In our application the
conjugate families correspond to the integral curves of g and adfg and

u,v correspond to I/J, LfI/J, at least when (f,g) is globally integrable. In
this case, since u-I/J and v=L1 are Coo, these families are Cooequivalent
to the level curves of u,v, real and imaginary parts of w(z) = u+iv. We
illustrate these maps with a diagram
Here R2 is the domain ~, C is the complex plane, F

complex analytic and model F1 and F.
3.1
naG .
G and Ware
Example. As an example of the ideas involved consider a regular
curve family
~ on R2 given by the following Figure 1. In this example we
suppose the system (f, g) on R2 is such that the integral curves 'Of g
define the (oriented) curve family
shown at the left of the figure and
that they have a COO integral u. Then u,v=Lfu give a map F into the
uv - plane. The family
has the three curves Cl ' C2 ' C3 (separatrices) on
which u must take the same value u o and hence all are mapped onto
251
intervals on the line u=u O by F(x)=(u(x),v(x. They divide R Z into the

four regions A,B,C,D which are mapped by F to the corresponding regions
A' ,B' ,C' ,D' on the uv- or w-plane shown at the bottom. C3 may overlap Cl
and C
and D' may cover part of B'. Of course on 3, which is not drawn,
there is no overlapping. Fl :
RZ~3
is a homeomorphism (in this case
diffeomorphism) and it is only in projecting 3 to the uv-plane by IT to

get the map F=IToF l that we get distinct points of RZ mapping to the same
~
point. The images of f,g are F*(g)
av
.V
M
Figure
Integral
curve.
of
It
mapped
by
onto
A2
The facts cited allow us to obtain a good qualitative picture of

any locally linearizable system (f,g) on RZ , i.e. any system for which g
and adfg are everywhere independent,
and to give a
qualitative
description of its linearizing map F if one exists, as follows. Let
be
the curve family on R Z determined by the integral curves of g. The
W.M.BOOTHBY
252
family W is the same for every feedback equivalent (f,g). -There is a

diffeomorphism
(H~G-I. FI above) of R2 onto either DI or Doo-C followed
by a complex analytic function w(z) -u+iv on D such that w goes onto the
curves u=constant, (f,g) goes onto (-v
a~
, a! ),
and w(z) corresponds
under this diffeomorphism to the linearizing map F. Thus any linearizing

map is modelled to within diffeomorphism by an analytic map w:
D~C.
The
linearization is global in the strict sense only when IT is one-to-one.

These maps exist even when there is no linearizing map, but then FI and
H are only homeomorphisms. This makes it clear that global linearization
in any strict sense is rarely possible. It also makes i t easy to
construct many examples and suggested the following theorem.
3.2
Theorem B. Let x=f+ug be a COO system on R2 satisfying (L), i.e.
g, adfg are everywhere linearly independent. Assume further that from

any x R
globally
. 2
the set of reachable points is all of R . Then the system is
integrable
and
R2~R2 is a
the linearizing map F
diffeomorphism onto an open subset UCR 2

Proof. We consider the family of W of integral of a vector field g.
To see that F is defined we must show the existence of an integral
tP C oo(M). We first note some facts about W . We define a COO imbedding
(a,b)~R2 to be a section of W if it cuts transversely each curve of
W that it intersects i.e. r~t) and g(r(t
are independent at the point
of intersection. It is a property of W that any such section does not

have two points of intersection with any curve of W (essentially the
Poincare-Bendixon Theorem). Consequences are that the union of all

curves intersecting the section form an open set Wand the map
o:
W~(a,b)
which takes each curve C to the real number t
(a,b) such
that r (t) C is a C map of rank 1. In particular, 0 is an. integral for
wl w' An open set which is a union of curves of W is called saturated.

Every open set U determines a saturated open set
such that C
U-
C over all cw
Ur~. If tP is a COO integral of Wlu ' it is easy to see that
it is also a COO integral of wi
,although we do not need this fact.
253
3.3 Lemma. If the system x-f+ug QllR2 satisfies the conditions of the
theorem. then on each integral curve C of the vector field g there is
exactly one point at which f and g are linearly dependent. The set of
all such points is a smoothly imbedded image T of R which intersects
every integral curve and intersects it transversely.
Proof. Let C be an integral curve of g, then C lies in a saturated
open set U on which a COO integral of the foliation is defined. Define
the COO function a on U by a-L ~. Alternatively a- <f+ug, d> = <f,d>
since <g,d> = O. Now a is monotone along each curve of w since
L a = L
g
<f,d> = <[g,f], d> + <f,<g,d
<[g,f], d>
0 .
For if <[f,g], d> - 0 at some point, then d = 0 there, for <g,d> = 0

and g,[f,g] span the tangent space at each point. Now any integral curve
C of g divides R2 into two open sets Ul ,U 2 ' and if a is not zero at
some point of C, then <f+ug"d> must have the same sign everywhere on
C. This means that any integral curve of x=f+u(t)g passes from one of
the sets, say Ul
'
into U2 no matter where it intersects C. This is an
obvious contradictioon to controllability. Thus a.=O at exactly one point

of each integral curve, and at that point a=<f,d>=O implies that f-cg
for some real number c. This characterization is independent of our
choices of U and . Let T be the collection of all points at which f,g
are dependent. As we have just seen, for any Cw ,T
C is a single
point.
Now consider C,U as above, and p-T
C U. A feedback law (a,p)
determining an equivalent system (t',g) as in Proposition (2.2) can be

determined using on U (in fact it is enough to do this locally near
p). Then F :
U~R2
linearizes (I,g) to canonical form with F*(I)
8
8
F*(f+ag) - Y2 -8- and F*(g) - F*(pg) - -8- Since a
Yl
Y2
<f ,d>
<f+ag,d> , we see that a=O if and only if Y2=L f -O . Thus T

part of T through p
, is F
-1
({(Yl; O)})
. Hence T is a
U , the
smoothly
imbedded one-dimensional manifold. Furthermore T must be connected. As a

one-dimensional manifold it is diffeomorphic to a disjoint union of
w. M. BOOTHBY
254
circles and lines. Obviously it contains no circles and we wish to show

it contains only one line. It is enough to show that the family
is
parallel, i.e. homeomorphic to a family of parallel lines of R2. This is

the case if and only if there are no separatrices, i.e. no pair of
curves C l
' C2 such that all saturated neighborhoods of Cl
and C 2
intersect (see, e.g., Fig. 1 ; C l ,C 2 are nonseparable points of the

manifold of leaves. Now suppose Cl 'C 2
are separatrices. Let PiC i
'
i=1,2 , be the points at which f,g are dependent on Cl and C2 . Through

each there are open intervals II ' I 2CT , I I
12 =
0.
Both II and 12
would necessarily cross some curve C lying in a neighborhood of each

Ci
' but this contradicts the fact there is only one such point on each
curve. Thus
imbedding
has no separatrices. It follows that there is a C
t~p(t) , -oo<t<oo , of R into R 2whose image is T and contains
exactly one point of each and every integral curve C of g in R2

Clearly there is a COO function
satisfies
~(p(t-t
~ on R2 which is an integral of ~ and
. Since pet) is transverse to
this proves the
lemma and shows that (f,g) is globally integrable and more: each
integral curve of g has exactly one point on the curve pet)
T . It follows at once that the linearizing map F
(~(p),Lf~(P
the family
p~
, i.e. on
(Yl(P)'Y2(P
carries pet) onto the Yl-axis and the curve thru pet) of
onto an open interval (a(Yl),b(Yl
on the vertical line
F(R2) is the union of these open intervals.

3.4
f=y
Remark. The converse of the theorem does not hold. To see this let
2 aYl
,g =
---aa
Y2
be the (controllable) linear system in canonical
form on R2 and let UcR 2 be the open set defined by removing the ray
For y=f+ug restricted to U there is no solution curve
from
Xo -
(1,0) to xl
(-1,0) in U since all solutions in U cross the
Y2-axis from left to right. Let G be a diffeomorphism of U onto R2 and

let
(r,g) be the corresponding system on R2 . Then this system is not
255
controllable on R2 but it is globally linearized by F=G -1
It is also
easy by using similar methods to obtain an example to show that if F(R 2 )

is not all of R2 , then no alternative choice of ~ can change this fact.
It is not hard to prove the following addendum if we combine this
general picture with an observation of Dayawansa.
3.4
Theorem C. Let i-f+ug be as in Theorem B but assume in addition
that the controllability is exact time, i.e. given xO,x l

there is a control u(t) which takes the state from
Xo
R2 and T>O ,
to xl in time T.
Then the linearizing map F:R2-+R2 is both 1 : 1 and onto, i. e. it is a

diffeomorphism,
We remark that this condition is clearly necessary as well. The
proof consists of noting that if a=(a l ' a 2 )
the ray
I-
F(R 2 ) , a 2 > 0 say, then
{(al'Y2)IY2~a2) is outside F(R2 ). This follows from the previous
theorem and lemma. It is easy to see that it is not then possible to go

along a solution curve from (a l - 1,0) to (al+l,O) in arbitrarily small
positive time, in fact in time <2/a 2 .
William M.
Department
Washington
St, Louis,
Boothby
of Mathematics
University
Missouri 63130
References
[1]
W,M. Boothby, Some commentseon global linearization of nonlinear

systems, Systems and Control Letters, 4 (1983), 143-147.
[2]
C.I. Byrnes, Remarks on nonlinear planar control systems which

are linearized by feedback, preprint.
[3]
D, Cheng, T.J. Tarn and A. Isidori, Global feedback linearization

of nonlinear systems, Proc. 23nd Conf. on Decision & Control, Las
Vegas, NV, Dec. 1984.
[4]
D, Cheng, T.J. Tarn and A, Isidori, Global external linarization

of nonlinear systems via feedback, Proc. 23nd Conf. on Decision &
Control, Las Vegas NV, Dec, 1984.
[5]
L. Conlon, Transversally parallelizable foliations of codimension

two, Trans, Amer, Math. Soc., 194 (1974), 79-102, also Erratum,
loco cit. 207 (1975). 406.
256
W. M. BOOTHBY
(6)
L.R. Hunt, R. Su and G. Meyer, Global transformations of

nonlinear systems, To appear in IEEE Trans. on Autom. Control,
Vol. 27 (1982).
(7)
B. Jakubczyk and W. Respondek, On linearization of control

systems, Bull. Acad. Polon. Sci., Ser. Sci. Math. Astronom.
Phys., 28 (1980), 517-522.
(8)
W. Kaplan, Regular curve families filling the plane I, Duke Math

J., 7 (1940), 154-185.
(9)
W. Kaplan, Regular curve families filling the plane II, Duke Math
J., 8 (1941), 11-45.
[10]
W. Kaplan, Topology of the level curves of harmonic functions,

Trans. Am. Math. Soc. 63 (1948), 514-522.
[11]
L. Markus, Parallel dynamical systems,
[12]
G. Reeb, Sur certaines proprietes topologique des varietes

feuilletes, Actualites Sci Industr. no. 1183, Hermann, Paris
1952.
[13)
R. Su, On the linear equivalents of nonlinear systems, Systems

and Control Letters 2, No.1 (1982).
[14]
T. Wazewski, Sur un probleme de caractere integral relatif a

l'equation
~! +
(a(x,y)
~ =
Topolog~
8 (1969), 47-57.
0, Mathematica Cluj, 8 (1934), 103-
116.
[15)
A. Haefliger, Varietes feuilletees, Ann. Scuola Norm. Sup. Pis a

(3) 16 (1962), 367-379.
[16]
A. Haefliger and G. Reeb, Varietes (non separees) a une dimension

et structures feuillettees du plan, L'EnseignementMath., 3
(1957), 107-125.
[17]
W. Dayawansa, W.M. Boothby and D.L. Elliott, Global state and

feedback equivalence of nonlinear systems, to appear, Systems and
Control Letters.
[18)
W. Dayawansa, D.L. Elliott and W.M. Boothby, Global linearization

by feedback and state transformations. To appear, IEEE Conference
on Decision and Control, December 1985.
[19]
W. Dayawansa, Ph.D. Dissertation, Washington University, 1985.
GLOBAL ASPECTS OF LINEARIZATION,

EQUIVALENCE TO POLYNOMIAL FORMS AND DECOMPOSITION
OF NONLINEAR CONTROL SYSTEMS
Witold Respondek
ul. Sniadeckich 8, 00-950 Warsaw, Poland
1. INTRODUCTION
In the last fifteen years a theory for nonlinear control
systems has been developed using differential geometric
methods. Many problems have been treated in this fashion
and interesting results have been obtained for nonlinear
equivalence, decomposition, controllability, observability,
optimality, synthesis of control (with desired properties:
decoupling or noninteracting), linearization and many others.
We refer the reader to Sussmann [28] for a survey and bibliography. We want to emphasize only that in most of the papers
devoted to nonlinear control systems (using geometric methods)
only a local viewpoint is presented. This is due to two kinds
of obstructions: singularities of the studied objects (functions, vector fields, distributions) and topological obstructions for the global existence of the sought solutions.
We want to present an approach to global aspects of some
of the above problems, namely linearization, controllability
(via equivalence to polynomial forms) and decomposition,
based on a certain global theorem. This theorem, which has
been introduced to control theory by Krener [17],[18] and
Sussman [29] (and has been given in a more abstract setting
by Nagano [23]), states that an analytic nonlinear control
system is determined uniquely by the Lie algebra generated
by the vector fields which correspond to constant controls,
provided that the state space is simply connected and the
vector fields are complete. The precise formulation will be
given later on. Therefore if we study the question of when a
nonlinear control system is equivalent to a particular form
(linear, decomposed, polynomial controllable) then the above
theorem says how the Lie algebra of the original system should
loook like. Based on this observation we obtain in Section 3
conditions for the global linearization under a pure feedback
[4] and/or change of coordinates in the state space. In
257
M. Fliess and M. Ha;zfwinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 257-284.
w. RESPONDEK
258
Section 4 we generalize the Zeitz canonical form [33] to a

polynomial form and state conditions for global equivalence
to it. This leads to new global controllability results. In
Section 5 we briefly discuss the question of when a nonlinear
control system is an image of a parallel or cascade decomposition. In particular we are interested in the problem if
this is possible without increasing the dimension of the state
space of the decomposed system.
2. HOMOMORPHISMS AND ISOMORPHISMS
Consider a nonlinear control system of the form
= f(~,u),
(2.1)
where u E lit c:R m, ~ EM,

and analytic connected manifold of
dimension n,
for any u E lit f ( . , u)
is an analytic vector
field on M and u belong to Urn'
the class of all bounded
measurable controls.
The set VW(M)
of all analytic vector fields is an infinite dimensional vector space and a Lie algebra under the
Lie bracket
[h 1 ,h 2 ], hi E VW (M),
given by
ah 2
[h 1 ,h 2 ](O = ay(Oh1(~)
Each constant control

f (. ,u)E VW (M).
u E lit
Denote by
8h 1
- ay(Oh2(~)
defines a vector field

L
the smallest Lie subalgebra of
V (M)
generated by all
vector fields of this form. A
typical element of L is a finite linear combination of
elements of the form [1, [fk-1,fk] . ], where fi(~)=
= f(~,ui)
for some constant
E lit
there exists a flow

To each vector field hE VW (M)
defined as the family of solutions of the differential equation
~(t,~),
dt~(t,~)
h(~(t,~
~(O, ~)
Solutions of this equation could possibl~ escape from M in

finite time and so ~(t,~)
is only defined locally. If
~: :R x M + M can be defined,
h is said to be complete.
System (2.1) is comple1;.e if every vector field hE L is
complete. Palais [24] has shown that if f(,u)
is complete
for every constant u E lit and L is finite dimensional then
259
LINEARIZATION, EQUIVALENCE TO POLYNOMIAL FORMS AND DECOMPOSITION
it is complete.
A connected submanifold N of M is called an integral
submanifold of L if at every I; EO: N the tangent space to
N equals L(I;). In the analytic case we have
Theorem 2.1 (Hermann [10], Nagano [23]). There exists a
partition of M into maximal integral submanifolds of L.
The dimension of L(I;)
is constant on each submanifold an~
equals to the dimension of that submanifold.
The importance of the above result follows from the fact
that given I; EM then the integral submanifold of L through
I; carries all the trajectories of (2.1) passing through 1;.
Therefore in what follows we will assume that dim L(I;) = n
at every I; EO: M. This property is sometimes called the controllability Lie rank condition or (local) weak controllability (Hermann and Krener [11]).
Consider now two analytic control systems
i
.i i i
~ : I;
= f (I; ,u),
i = 1,2,
where I; i E Ni and in both systems we have same class Um
of admissible measurable controls with values in n. Let
Li denotes the Lie algebra of ~i, i = 1,2. Assume that
we are given initial states I; i E Mi , i = 1,2.
~1
is called to be
homom~rphic(1)
to
~2
if there
exists an analytic mapping a: M1 + M2 such that for any

measurable control u: [O,T ] + n we have
u
a(tp~(t,I;~
tp~(t,I;~),
where Tu is chosen such that

the both differential equations
.
have solutions clenotedbytpl, i = 1,2, on [O,T]. We say
u
u
that ~1 simulates ~2 if a is onto M2, ~1 is isomorphic to
~2
if
is a diffeomorphism and
~1
is locally
homomorphic (locally simulates or locally isomorphic) to

if a is defined on a neighbourhood of 1;1.
o
Let
denote the isotropy subalgebra of Li at
i
(1)
= 1,2,
~2
i.e.
Fliess [7],[8] says that in this situation ~2 divides ~1.
260
W. RESPONDEK
o }.
We have the following
Theorem 2.2.
(Nagano [23], Krener [17] ,[18], Sussman
[29]). Let ~i, i = 1,2, be analytic, complete systems satisfying the controllability Lie rank condition. Then
(i)
~1
locally simulates ~2 if, and only if, there

exists a Lie algebra homomorphism of L1 onto L2,
1
which carries
(ii)
(iii)
Moreover if
lates ~2.
L 1
So
M1
into
L 2.
So
is simply connected then
~1
simu-
Assume that Mi, i

1,2, are simp~y connected.
~1 is isomorphic to ~2 if, and only if, there
exists a Lie algebra isomorphism of L1 onto L2
which isomorphically carries L1
onto L 2 2 .
i;~
So
Remark 1. If the assumptions of (i) are satisfied then

we can always lift the dynamics of ~1 from M1 to its
simply connected cover and get a system which simulates
(see Krener [18]).
~2
Remark 2. If we assume that only E1 satisfies the

controllability Lie rank condition then (i) and (ii) remains
true with (locally) simulates replaced by (locally) homomorphic - see [17], [ 18 ]
The above result (iii) is an adoption of the following
more general
Theorem 2.3
(Nagano [23], Sussmann [29]). 'Let Mi,
i
1,2., be analytic simply connected manifolds with given
points i; i E Mi , i = 1,2. Let L i be subalgebras consisting
o
.
of complete analytic vector fields on Ml., i = 1,2, satisfying the Lie rank condition. Assume there exists a Lie algebra isomorphism A of L1 onto L2 which carries
isomorphically
F;~
L22
F;o
onto
(j): M1 -+ M2
feomorphism
A
L1
261
Then there exists a dif-
such that
(j)*.
Recall that
by the formula
(j)*
denotes the tangent map and is defined
for any vector field h.

The following Corollary will be helpful in studying isomorphisms between control systems.
Corollary 2.4. Assume
is simply connected and we

W
h 1 , ... ,h n E V (M)
are given complete vector fields

and
[hi,h j ] = 0,
12.i,j~n
= TF;M.
sp{h 1 ,,h n }(F;)
Then M is diffeomorphic to lR n
feomorphism (j): M -+lRn such that
(j)*h i
where
Cl
ax,'
(x 1 ' . ,x n )
such that
and there exists a dif-
1, .. ,n,
form cartesian coordinates on
lRn.
Remark. The same result remains true under Coo-assumptions. In this case it does not follow from Theorem 2.3.
However one can observe that globally defined 1-parameter
groups (j)i(t,F;)
generated by hi'
i = 1, .. ,n define a
transitive action of n-dimensional abalian Lie group on M.
This and the fact that M is simply connected imply the
above result in the Coo-case. This argument was used by
Dayawansa et al [6].
Proof. Denote
L1 = {h 1 , ... ,hn I LA
M,
and
L2
M2
{Cl
ClX
lRn.
Take
Cl
1 ""'ClX n LA' where for any

ACVw(M)
by {A}LA we mean the Lie subalgebra generated by
Cl
Cl
A. We have L 1 .= sp{h 1 , . ,h} and L 2 = sp{-"'-,
.... ,-,,-I,
2
n,
aX 1
aX
L1 = 0 and L 2 = O. Therefore L~,
i = 1,2 satisfynthe
F;1
x
o
o
=
262
W. RESPONDEK
assumptions of Theorem 2.3 which imply the existence of a

diffeomorphism with desired properties.
3. GLOBAL LINEARIZATION
In this section we show how Theorem 2.2 helps us to study
the global linearization problem. Assume we are given a nonlinear system of the special (affine in control) form
I; = f(l;)
where
m
L:
f,g1, ... ,gm
i=1
u.g.(I;),
1
I; EM,
(3.1)
are analytic vector fields on
M.
We
start with the problem of when (3.1) is isomorphic to a linear controllable system of the form
x=
where the matrix

constant.
For
j
adfg
vely
Ax +
L:
i=1
u.b.,
1
(3 .2)
and the vector fields
f, g E VW (M)
we will denote
. j-1
~ [f,ad f
g].
and inducti-
Since we want (3.1) to be (locally) isomorphic to (3.2)

thus in what follows we assume f(l;o) = O. Before we state
a global result let us recall a local solution of the problem.
Theorem 3.1 (Krener [17], Respondek [26], Sussmann [28]).
Systems (3.1) and (3.2) are locally isomorphic, around
1;0 E M
and 0 ElR n respectively, if, and only if, the following conditions hold, locally around
(A1)
dimspan {ad~gi(l;o): 1.::.i.::.m,
(A2)
[ad~gi' ad~gk] = 0,
o .::. p
1;0'
O<j.::.n-1} = n,
for any
and
+ r .::. 2n - 1
Remark 1. In (A2) there is a lot of redundancy. It can

be observed that the local linearization is equivalent (after a reordering of inputs u 1 , .. ,u m)
to the existence of
integers (Kronecker indeces)
K1 .::. K2'::' ... .::. Km'::' 0,
m
such that (A1) holds for 0<j<K.-1
L: K. = n,
i= 1
and (A2)
263
holds for
O 2 P + r 2 Ki + Kk - 1.
Remark 2. The conditions (A1)-(A2) quarantee the local

linearization even in the
Coo-case.
In the analytic case (A2) can be replaced by the condition stating that any Lie bracket involving at least two
gis vanishes at ~o
(Respondek [26], Sussmann [32]).
We state now a global ~inearization result. Theorems
2.2 and 3.1 lead us to the following
Theorem 3.2. System (3.1) is isomorphic to a controllable
if, and only if, there exist (after a reordering the inm
>0,
L: K. = n,
such
puts) Kronecker indeces K 1 -> ->K mi=1 ].
that
(3.2)
(A 1)
dim span
at every
(A2)
(A3)
(A4)
{ad~g i (~): 1 2 i 2 m,
~
2 Ki - 1 }
M,
[adigi, ad~gk] = 0,
o -< p + r < K. + Kk - 1,
].
the vctor fields
complete.
0.::. j
for any
1 2 i, k<m
and
i = 1 , ... , mare
and
is simply connected.
Remark. The above result remains true for cOO-systems,

as shown by Bothby [3] and Dayawansa et ale [6]. If one uses
in our proof given below Coo-version of Corollary 2.4 (see
Remark following it) instead of Corollary 2.4 itself then a
Coo-version of Theorem 3.2 follows.
Proof. (Necessity). The conditions (A1)-(A2) are necessary for the existence of a local diffeomorphism (compare
Theorem 3.1). The conditions (A3)-(A4) are obviously satisfied by linear systems on ~n and since the are invariant
by diffeomorphisms then they are necessary.
(SufficHmcy). (A1)-(A2) imply the local existence of
coordinates
(x 1 , .. ,xn )
such that f
and g1, . ,gm are
represented by Ax and b 1 , ,bm, respectively. Hence
ad j b.
Ax ].
(-1)jA j b ..
].
This and the Cayley-Hamilton
theorem imply that the Lie
W. RESPONDEK
264
algebra
{f,g1, ... ,gm}LA
(A1) we conclude that

1.::.i.::.m,
0 -< j -< x.1-
-n.
is finite dimensional and from
{f,g1, . ,gm}LA = SP{f,adigi:

Thus it follows from a result of
Palais [24J that the vector fields

1.::.i.::.m,
are complete. Therefore
1
1<j<X1
satisfy the assumptions of

Corollary 2.4. Hence M is diffeomorphic to ]Rn and there
exist global coordinates x ij '
such
1 .::.i.::.m,
1<j<x
1
that
a
= ax
We have
g. =
1
h ..
lJ
ij
a
aX i 1 '
1, ..
,m.
Compute
= [ [ f , -a-x-.-'----
l,p
This and the fact that
f (E;o) = 0
], ax
a
k,r+1
imply that
J.
f .. ,
lJ
the com-
ponents of f
in the considered coordiantes are linear
homogeneous functions. Hence f
is linear vector field in
x.. coordinates. 0
lJ
Notice that the only gap between locally and giobally

linearizable systems is the completness of f and g!s.
1-
In [2J Boothby made some comments on obstructions for the

global linearizatipn. He constructed a class of single-input
systems on ]R2 which globally satisfy (A1) and (A2) and
which are not (but one) isomorphic to (3.2). It can be seen
that all of them (but one) are defined by f and g which
are not complete.
form
Consider now
E;
= f ( E; )
single-input nonlinear system of the
+ ug ( E;),
E;
EM
(3 .3)
and assume that M is simply connected.

We study the feedback linearization problem, i.e. the
problem of when (3.3) is equivalent to
X=Ax+vb,
under a diffeomorphism
xE]Rn
x = x(E;)
(3.4)
(change of coordinates)
265
and a (nonlinear) feedback of the form v = a(~) + S(~)u,

where a and S are analytic functions on M and S is
invertible.
If the linearizing a(~) ,S(~)
and the diffeomorphism
x (S) are defined locally around ~ o EM we will speak about
local equivalence. If a(~) ,S(~)
and x(~)
are defined
globally (i.e. after applying feedback v
a + Su
(3.3)
becomes isomorphic to (3.4
then we will speak about global
feedback equivalence.
We need the following concept. A distribution ~ on M

is a mapping which assings to each ~ E M a subspace ~ (~)
of the tangent space T~M in an analytic fashion. We say
that a vector field hE VW (M) belongs to ~ if h(S) E ~ (~).
A distribution ~ is called involutive if it is closed under the Lie bracket, i.e. hiE~,
i = 1,2, implies
[h 1 ,h 2 ]
E~.
Denote by Dj the distribution spanned by

{ g , .. , adig } For any A, B C VW (M) we denote
{(h,g]: hEA, gEB}.
A local solution of the feedback linearization problem
was given by Su [27], Hunt and Su [13] and Jakubczyk and
Respondek [16] in the following form.
Theorem 3.3. System (3.3) is locally equivalent to a
controllable (3.4) under x = x(~)
and v = a(t) + S(~)u,
around ~o and 0, respectively if, and only if, it satisfies locally around
(B1)
(B2)
~o
dim span {adig(~o): O<j <n-1} = n

Dn - 2 is involutive, :'e:- [D n - 2 ,D n - 2 ] CD n-2 .
Remark. In [13] and [16] multi-input versions of the

above result can be found.
The global version of this problem was studied and solved by Hunt, Su and Meyer [14]. However their solution requires to check if the linearizing transformations are global and to do so it is necessarry to know them explicity
what in turn leads to a set of differential equations. On
the other hand it might be very difficult to 'find any algebraic test, since the linearizing S, if it exists, is
not unique.
We limit ourselves to a smaller class of feedback transformation, namely that considered by Brockett in his inspiring paper [4], i.e. v = a(~) + u .This can be understood
W. RESPONDEK
266
as a pure feedback without allowing any change of coordinates in the input space (Dayawansa et al. [6] call it to be
restricted feedback). We want to emphasize that this class
of feedback has the possible application to G~rsanov measure
transformations [4],[22].
Theorem 3.4. (Brockett [4]). System (3.3) is locally
equivalent to a controllable (3.4) under x = x(~)
and
v = a(~) + u,
around ~o and 0, respectively, if, and
only if, i t satisfies around
{ad~g(~o)
(C 1 )
dim span
(C2 )
r-1
q
p
[adfg, adfg] cD
~o
O~j <
n -
1}
= n,
for any
O~q~p~r
and r = 1, ... ,n-1.
Remark 1. Condition (C2) can be weakened to a form

similar to (B2), namely it is enough to assume that
q
p]
n-2
[ adfg,
adfg cD
for any
If (3.3) can be linearized

then using transformations from
to the Brunovsky canonical form
transforming (3.3) to that form
0 ~ q ~ p ~ n - 1
under x = x(~), v = a(~)+u

this class it can be brought
[5]. It turns out that a
can be computed effectively.
do this we need the following notation. For tp E: CW (M) ,

the set of analytic functions on M, we define the Lie
derivative Lhtp of tp by a vector field h, by the formula
'1'0
Lh tp (0
3tp
= "IT
( ~ ) h ( ~)
Since Lhtp is a new function we define inductively

j
j-1
Lhtp = Lh (L h tp).
If vector fields from L n - 1 are independent at each
~ EM
(this is the case of (C1
then the following expression defined functions Yo ' .. 'Y n - 1
f
n-1
L
.
~
y.adfg.
i=O ~
Lemma 3.5. If (3.3) is linearizable under x = x(~),

v = a(~) + u then a transforming it to the Brunovsky
canonical form is unique and is given by the formula
(3.6)
n-1 n-1
a = (-1)
L f Yn-1
Proof. If (3.3) is linearizable under pure feedback
then there exist coordinates
(x 1 , .. x n ) such that
267
(ex , X 1 ' ... , xn -1 )
(1,0, ,0)
and
(3 .7)
i.e. after applying feedback we get Brunovsky canonical form.

In fact,
f and g can be transformed via a diffeomorphism
T and (b,O, ... ,O) T , where
to the form (ex,x 1 , ... ,x n _ 1 )
b ElR, respectively. We introduce new coordinates
1
xi = EXi' i = 1, .. ,n yielding the desired form. This

means in particular that in the single-input case any linear
system can be transformed to its Brunovsky canonical form by
a pure feedback.
Assume that f and g are expressed by (3.7) we have
, 1
ad J - g
f
n-1
ad f g
Thus
(_1)n-1_d_
dX
mod on-2
(-1)
y n-1
and
mod o j-2 ,
hence
We have
(_1)j-1_d_
dX,
n-1
x n- 1.
n-1
j
L f Yn-1
(-1)
n ..... 1
Lf
Y n-1 .
We will denote by
j = 1, .. ,n.
x n- 10'
-J
0, ..
,n-2
(_1)n-1 ex . c
the feedback modified
f,
i.e.
""
f = f - exg,
where ex is given by (3.6). The above Lemma, Theorems

2.2, 3.2 and 3.4 lead us to the following
Theorem 3.6. The following conditions are equivalent:
( i)
( ii)
(3.3) is globally equivalent under x = x(s)

and
v = ex(s) + u to a controllable (3.4),
(3.3) satisfies: n-1
(01)
dim span L
(s) = n, at every s EM,
n 2 for any
(02)
< q 2. p < n - 1
,...,[adig, ad~gJ co (03)
f and g are complete vector fields,
(~.3) satisfies (01) ,(03) and
( iii)
(02)
[g,ad2g]
" f
= 0,
for
= 1,3, .. ,2n-1.
Remark. Conditions (D1) and (02) or (02)
are easily
268
W. RESPONDEK
algebraically verified. A standard condition which guarantees (03) is Ilf(OII,llg(OII <C(1+III;II)fora suitable constant C.
Proof. We show the implications (i) ~ (ii) ~ (iii) ~ (i) .
(i) ~ (ii).
If (3.3) is linearizable to a controllable
form under a pure feedback v = a + u then, as shown by
Brockett [4], (01) and (02) are satisfied. If (3.3) is
globaly pure feedback linearizable then g and modified
= f - ag are complete vector fields since the completness

is preserved under diffeomorphisms.
(ii)
(iii).
g
We show that (02) implies

p
[adfg, adfg]
cD
r-1
for any
0 ~
and any
r = 1 , .. ,n -1 .
(02) gives the above for r=n-1. Assume it holds for

then we prove it for r-1.
In particular we have
(3.8)
r-1
1
J.
rE a .adfg
c 0
j=O J
for suitable
Compute
because
w
a j E C (M),
g+1, p+1 < r.
r-1
.
[ f, Ea. ad~g]
j=O J
the set of analytic functions.
On the other hand we have
r-1
j+1
r-1
.
E a.ad f g + E (Lfa.)ad~g.
j=O J
j=O
J,
This implies that
a r _ 1 =: 0
g
p]
r-2
[ adfg
,adfg c D ,
and we get
0 .::. g .::. p .::. r - 1 .
Now observe that (3.8) and (01) form the set of original
conditions of [4] implying pure feedback linearization.
Therefore we can apply Lemma 3.5 and we get a, defined by
(3.6), such that s =
diffeomorphism. Hence
of Theorem 3.1).
""
f
+ vg is linearizable via a (local)

and g satisfy (D2)' (compare '(A2)
(iii) ~ (i). Since (D1)

is pure feedback invariant
(see Brockett [4]) thus the system
LINEARIZATION , EQUIVALENCE TO POLYNOMIAL FORMS AND DECOMPOSITION
= f(E;)
269
+ vg(S)
satisfies (A1)-(A4) of Theorem 3.2 and hence is isomorphic

to a controllable linear system on
s =
f (S)
En.
Therefore the system
+ ug ( S)
is globally pure feedback linearizable.Q

4. EQUIVALENCE TO POLYNOMIAL SYSTEMS
In this section we still study systems of the form
f (S)
s EM,
+ ug ( s) ,
(4.1)
where the state space M is an n-dimensional simply connected analytic manifold and f and g are analytic vector
fields on M. For such systems Zeitz [33] introduced a concept of a nonlinear canonical form, which is the following
representation
f 10 (x n )
0
x 1 + f 20 (x n )
+
x
x
n-1
+ f O(x )
n
n
x EEn.
(4 .2)
It can be seen that if (4.1) is isomorphic to its canonical form (4.2), then it is globally equivalent under
x = xes)
and v = a(s) + u to a linear controllable system
(3.4). Thus the class of (4.1) which admitt canonical form
is a proper subclass of globally linearizable systems and is
described by the following
Proposition 4.1. System (4.1) is isomorphic to (4.,2)
if, and only if, it satisfies
(E1)
dim span Ln - 1 (s)
(E2)
(E3 )
[ g , ad~g]
0,
j
the vector fields
n, a t every .,~ E'lDn,

-=
1 , 3 , ... , 2n - 3,
g, adfg, .. , ad n-1
are complete.,
f g
Remark 1. From the Jacobi identity we have that (E2) is

equivalent to
[ad~g,ad~g] = 0,
0::.p+r::.2n-2.
270
W. RESPONDEK
Remark 2. Conditions (E1)-(E2) quarantee the (local)

existence of a nonlinear Luenberger observer (see [19],
[20]), where 9 is a pseudo-input constructed from the dynamics f and the output function.
Proof. Assume that (4.1)
for (4.2) we have
is isomorphic to (4.2). Then
j g=(-1)j--aad f
a x j +1
J. = 1 , ... ,n - 1 .
n-1
One easily sees that g,.~.,adf 9 satisfy (E1)-(E3)
and
since these conditions are invariant under diffeomorphisms
they are necessary.
As for the converse define
and
a
g = aX1
= 1, ... ,n.
The vector fields h 1 , ... ,h n satisfy the assumptions of

Corollary 2.4, hence M is diffeomorphic to En and there
exist a diffeomorphism ~ from M on En such that
~*h.
where
Let
f
a
= -a-'
Xj
1, ...
,n,
(x 1 ' ... ,x n ) denote cartesian coordinates on

f i , i=1, ... ,n denote components of f,
i.e.
f.-ai=1
~ xi
~
En.
We have
(-1)j[f,adt19] = (-1)j [f,(-n j
[ax.,f]
-\!.]
J
j = 1, ... ,n-1.
Thus f1 = f 10 (x n ) and f. = x. 1 + fo(x),

j = 2, ... ,n.
J
JJ
n
Therefore (4.1) takes in (x 1 ' ... ,x n ) coordinates the form
(4.2) . 0
For systems (4.2) with unbounded control, that is u
takes values in the set
rI = E,
Zeitz [33] proved the global
controllability. This means that given any t1 > to':" 0 and
x o ,x 1 (En there exists a measurable control u, which takes
values in rI,
such that ~u(to) = Xo and ~u(t1) = x 1 .
proof he gave leads to the following generalization.
The
271
Theorem 4.2. Consider a nonlinear system of the following form
(4 .3)
f 1 (x 1 ' , xn )
k -1
i
E x 1 f 2 ,(x 2 , , x )
i==O
+ u
k
n-1
n-1
-1
xn- 1
g1 (x" ... ,x n ) 'f O.

If all
(4.3) is globally controllable.
where
k 1 , ... ,k n - 1
are odd then
Corollary. If (4.1) satisfies (E1)-(E3)

with
k 1 , ... ,k n _ 1 being odd then it is globally controllable.
Proof of this Theorem will be given elesewhere. The
reader is sent to Aeyels (1], Hirschorn [12] and Kuni ta [21]
for other global controllability results.
It can be seen that if k1 = ... = k n _ 1 = 1 then (4.3)
is globally feedback-linearizable and thus it seems to be
difficult to find an invariant (i.e. coordinate free) description of (4.3). However we can consider a polynomial (in
the sense of (4.3
analogue of (4.2), i.e. a system of the
form
k -1
i=O
1 f 2i(x )
n-1
-1
Ex
'i=O
n-
1f,(x)
nl
(4.4)
Consider system (4.1) and define

h
= g
and inductively
hj
+1
(4.5)
w. RESPONDEK
272
for any natural
k 1 , .. ,k n _ 1
We have the following
Theorem 4.3. System (4.1) is isomorphic to (4.4) if,

and only if, there exist natural numbers k 1 , ... ,k n _ 1 such
that
(F1)
dim span {h.
(F2)
[h. , h .] = 0,
(F3)
(F4 )
hi
< i < n}
-
for any
(f;):
= n,
1.2 i,
at every
such that
a. ECw(M),
EM,
j.2 n,
are complete vector fields,
there exist
f;
1, .. ,n,
the set of analytic functions,
[hi' f) = a i + 1 h i + 1
for any
i=1, .. ,n-1.
Corollary. If (4.1) satisfies (F1)-(F4) with odd

k 1 , ... ,k n _ 1 then it is globally controllable.
Remark. Theorem 4.3 is a generalization of Proposition
4.1. It is easy to see that if we take k1 = . = k n _ 1 = 1
then (F1), (F2), (F3) coincide with (E1) ,(E2) ,(E3), respectively, and (F4) is trivially satisfied with a i == 1,
i = 1, .. ,n-1.
Proof. (Necessity). Assume that (4.1) takes the form
(4.4). Then for (4.4) we get using (4.5)
h
= g
= _a_
where the constants
c =1
1
and
j=2, ... ,n
are given inductively by the formula

k.
c. 1=(c.) J(k.)!,
J+
One easily sees that

(F4) compute
h 1 , ... ,h n
k .-1
[h.,f]=[c-a-,f]=c.(k.x. J
J
J Xj
J J J
Since
h. = c.-a- ,
J
J Xj
and
aX 1
= 1, .. ,n-1.
satisfy (F1)-(F3). To show
k.-1
+
i-1
a
ix. f. 1 . (x -::-a-i=O
J
J+,~
n
Xj+1
J
l:
c j +1ax . 1 then (F4) is satisfied.

J+
(Sufficiency). Assume that the vector fields
defined by (4.5) satisfy (F1)-(F4). Then

to mn and we can introduce coordinates
such that (compare Corollary 2.4)
c
'-a-'
J Xj
(4.6)
j=1, ... ,n,
h 1 , . ,hn
M is diffeomorphic
(x 1 ' . ,x n ) on mn
273
where c 1 =1 and c 2 , ... ,c n are given by (4.6) and ~ is

a suitable diffeomorphism. Let f j ,
j=1, ... ,n denote the
components of f with respect to (x 1 ' .. ,x n ) coordinates.
(F4) implies that f1 = f 10 (x n ) and fj+1 = f j + 1 (Xj,X n )
From (4.5) we have (in (x 1 ' ... ,x n ) coordinates)
k.
c. 1
J+ dX j +1
h.J+ 1
Recall that
h.
J
k.-1
x.J +
J
_d_ f
and thus
._d_
J dX j
k.
(c .) J (k .) ! d
J
J
Xj+1
i=O
dX. j+1
J
x.f. 1 .(x
J J+
,1
k.
adh~ f.
J
(k .) ! .
Hence
).0
Assume now that the control variable in (4.4) is v.

We consider the problem of when (4.1) is globally equivalent
to (4.4) under a diffeomorphism x = xes)
and a feedback of
the form v = a(s) + u. If we apply such a feedback to
(4.1) then, as we already know, we arrive at ~ = f - ag +
+ vg. Denote "'"'
f = f - ag and fix natural k 1 , .. ,k n _ 1 . We
define
k.
ad ..... Jf'
g
and
h.
J
That is hi's are constru~ted accoriding to formula (4.5),

where f is replaced by f.
If the vector fields
h 1 , ... , h n are independent at every s E M (this is the case
of (F1, then the following expression defines analytic'
functions
f
n
L
i= 1
y.h.
1
Theorem 4.4. Consider (4.1) and assume that there exist

natural numbers k 1 , ,kn- 1 such that dim span {h.1 (s):
1 .::. i .::. n} =n at every s E M

System (4.1) is globally equivalent to (4.4) under x = xes) and v = a (s) + u if, and
only iL the vector fields h., i = 1, . ,n satisfy (F2)1
-(F4), where a is given by the formula
k 1 -1
k n _ 2 -1
k n _ 1 -1
a = LfL h
. LfL h
LfL h
Yn.
(4.7)
1
n-2
n-1
W. RESPONDEK
274
Corollary. If system (4.1) satisfies the conditions of

the above theorem with k 1 , ... ,k n _ 1 being odd then it is
globally controllable
Remark 1. It can be seen that the linear indepences of
11.l.
h. I sand
l.
are equivalent.
Remark 2. One can observe that any nonlinear system satisfying the above Theorem with k 1 = ... =k n _ 1 =1
is globally
pure feedback linearizable. To see this use the following
(n-1)-steps transformation. In the
(j+1)-st step introduce
new coordinates
x n-]. 1 = f n-]. ,
where
n-]
is the
xl.' = xl."
i f n - j - 1,
(n-j)-th component of
after j-th
step. Therefore it is not surprising that in the case

k 1 = ... =k n _ 1 =1
the formula (4.7) defining
a coincides with
(3.6)
Remark 3. Assume n=2.
In this case systems described
by the above Theorem take the form
This class of systems was studied by Aeyels [1], who proved

the global controllability provided k is an odd number. We
get the global controllability (see Corollary following the
above Theorem) as well. However we also give an invariant,
i.e. coordinate free, description of such systems. When
n > 2 then the class of polynomial systems studied in [1]
differs from ours.
Proof. (Necessity). Assume that (4.1) is globally equivalent to (4.4) under a pure feedback v = a + u. Therefore
there exist cartesian coordinates
such that, with respect to
g=ax-'
1
f1 (x)=a(x)
and
x,
x = (x 1 ' ... ,x n )
on
JRn
we have
k k.-1
j
]
i
f. 1(x)-x. + E x.f. 1 .(x),
]+
]
i=O]] + ,l. n
_
j=1, . ,n-1,
where
f 1 , .. ,f n
denote components of
f.
275
Dj = sp{h 1 , .. ,h j }, where h 1 , ... ,h n

fined by (4.5). We show inductively that
_
d
j-1
h. - c.-- mod D
,
d
J
J Xj
Denote
where
c 1 , ... ,c n
Assume that
are given by (4.6). We have
d_
h. = c. __
k JdX.
mod Dj - 1
are de(4.8)
d
h1 =c 1dX1
Hence by direct computa-
= ad j = ~
d
mod Dj .
h.
j+1dX. 1
h j +1
J
J+
We prove now that a can be expressed by (4.7) or, in
other words that (4.7) gives f 1 , the first component of
d
n-1
f. From (4.8) we have h n = c nox
-~-- mod D
and hence
tat ion
n-1 i
x
i=O n-
1f
. (x
n,1.
We show now, using an induction argument that

x.
J
c.
J
For
we have
n -
-1
Xn -
n-1
Yn
n-1
because of (4.6). Assume
k. 1-1
k 1-1
nh j + 1 . L f Lhn _ 1 Yn
Xj+1
c j +1
L J+
compute
k.-1
L
J
hj
x. 1
( ....l:!:...! )
c j +1
k.-1
L J
h.
J
(c.)
-c---,
n-1
Lh
k.
(----(x. J
c. 1
J+
k.-1
J
k.-1
+
c j +1
because of (4.6). Thus for j=1
k 1 -1
k n _ 1-1
x
Y = __
L~'1 .. LfL h
1 = x
!J
n-1
n
c1
1
x.f. 1 .(x )
J J + ,1. n
x.
x. ::;; -2,
J
cj
we get
(k.)!
i=O
276
W. RESPONDEK
and hence
L f x 1 =a,
what yields the formula (4.7). It is
'"
f = f - ag
clear now that
takes in
(x 1 , .. ,x n )
coordif 1 :: O.
Therefore the vector
satisfy (F2)-(F4), because of Theorem 4.3.
nates the form (4.4) with

fields
h 1 , ,h n
(Sufficiency). Assume that

Since they also satisfy (F1)
~ =
f ( ~)
h 1 , . ,h n satisfy (F2)-(F4).
(see Remark 1) then the system
+ vg ( ~ )
is isomorphic to the form (4.4). Hence the system

f
(~)
+ ug (0
is globally equivalent under the pure feedback

to the form (4.4).0
+ U
5. DECOHPOSITONS
In this section we discuss briefly how Theorem 2.2 helps us to
study the decorrposition problem for nonlinear systems. We consider c;eneral nonlinear system (2.1) and analyze the problem of when
it is simulated b~ or isomorphic to a decomposed system.
.
Assume now tnat we are given two nonlinear systems E~,
i = 1,2,
of the form
Let
= u
E2
1
(~
be feeded by a control u 2 of the form u 2

1
,u ). This means that we form a cascade of E 1
and
with the linking map u2(~1,u1)

(see [18]). Notice that
2 2 2
2 2' 2 1 1
-2 1 2 1
in this case f . (~ , u ) = f (~ , u (~ , u )) = f (~ , ~ , u ).
Thus the following form of a nonlinear system
E2
.
I;
n=
h ( I; , u) ,
g (I; , n , u) ,
I;EN
n EP
(5.1)
will be called a cascade decomposition. If the linking map

u 2 is a function of u 1 alone we get f2(~2,u2) =
Therefore the following form
= f2(~2,u2(u1)) = f2(~2,u1).
of a nonlinear control system
I;
h(l;,u),
I;EN
g(n,u),
nEP
(5.2)
will be called a parallel decomposition. Such decompositions

have been studied by several authors (see Krener [18],
277
Respondek [26], Grizzle and Marcus [9], Fliess [7],[8] and

it turns out that they are connected with the existence of
ideals of L. Recall that L is the Lie algebra of (2.1)
and that the controillability Lie rank condition is assumed,
i.e. dim L(s) = n.
In this case ideals of L have a very
nice property
Lemma 5.1. Let I be an ideal of L. Then dim L(s)=
const. If moreover L is complete then all the integral
manifolds of the distribution spanned by I are diffeomorphic.
Proof. Fix an arbitrary point
E M and let (j) ( , . )

o
denotes the 1-parameter pseudo-group of local diffeomorphisms generated by h E L. Take t
small enough and denote
(j)t(s o )=(j)(t,s 0 )=s1. We show that dim I(s 0 ) -< dim I(s1). To
do this we prove that
D(j)t'
the differential of
(j)t
maps
I (so)
into I (s 1). Let g E I. Then a standard result from
differential geometry (see [28]) implies that
Every term of the above series belongs to
I(s1)'
because
of the ideal property. Thus dim I(so) ~ dim I(s1)'

since
D(j)t is one-to-one. Using the diffeomorphism (j)(-t,)
we
get
dim I(s )
1
<
-
dim I(s ).
0
Since the pseudo-group of local
diffeomorphisms generated by vector fields of L is transitive we conclude that locally dim I(so) = dim I(s1). The
set of s EM such that dim I(so) = dim I(s)
is both open
closed and this gives the first assertion of Lemma.
Fix t
and consider the diffeomorphism (j)t() ~ (j)(t,)
defined by h E L. Denote (j)t (so) = s 1. Let I (s ,L'I)
denotes
the integral manifold of L'I, the distribution spanned by I,
passing through s. To prove the second assertion of' Lemma
we show that (j)t mpas diffeomorphically I(so'L'I)
onto
I(s1'L'I). Since dim I(s) = const.
then L'I is of a constant
rank, say k. Observe that L'I is involutive thus in suitable local coordinates
(x 1 ,x 2 ) we have
d
sp{-,,-} ,
oX 2
278
W. RESPONDEK
where
x 2 = (x 21 , ... ,x 2k ). From the ideal property it follows that in the above coordinates
h(x) "[ ::::::x2)J.

Thus
~t
maps locally, and hence globally,
into
I(~o,6)
Since the ~-t maps I(~1,6)

into I(~o,6)
thus
they are diffeomorphic. The group of diffeomorphisms generated
by L is transitive what implies that all the I(~,6)
are
diffeomorphic.o
I(~1,6).
The above Lemma and Theorem 2.2 lead us to the following

Theorem 5.2. Consider the system (2.1) and assume that
its Lie algebra L is complete and satisfies the Lie rank
condition.
(i)
If
is the direct sum of two nontrivial ideals
L= 11 Ell 12
then there exists a parallel cascade (5.2) which simulates (2.1)
(ii)
at
Assume additionally that L(~o) = 11 (~o) Ell I2(~o)'

then N x P, the state space of simulating (5.2) is
n-dimensional. If moreover M is simply connected then
(2.1) is isomorphic to a parallel cascade (5.2)
Remark. If the condition L(~o) = 11

E M then it holds everywhere.
o
Proof.
Ii'
i=1,2.
(i) Let
6,
Ell
I2(~o)
holds
denote the distribution spanned by
Fix an arbitrary point
integral submanifolds
(~o)
I(~o,6i)
~o
EM
and define
and take the

N =
I(~o,61)
and P = I(~o,62). Denote by ~o or no the poirit ~o

considered as a point of N or P, respectively. For each
u E ~ we define f 1 (. ,u)
and f2 (. ,u)
by requiring that
f(,u)
(,u)
+ f
(,u).
Consider the following two control systems. The first one,
E1,
is evolving on
with the dynamics given by
h,
the
restriction of
evolving on P
tion of
cade on
f1
to N and the second one,
with the dynamics given by g,
f2 to
Nx P
n
P.
279
E2, is
the restric-
Now we form the following parallel cas-
h(r,;,u),
l;
EN
g(n,u),
nEP
(5.3)
It is clear that the Lie algevra generated by (5.3) is complete, satisfies the Lie rank condition and is homomorphic
to L, the Lie algebra of (2.1). Observe now that the isotropy subalgebra of (5.2) at (r,;o,n o ) is mapped into Ll;o.
Thus from Theorem 2.2 (i) we conclude that (5.3) locally simulates (2.1). Now we take, if needed, the simply connected
cover of (5.3) and get a decomposed system which simulates
(2.1) (see Remark 1 following Theorem 2.2).
(ii). It is obvious from the way of constructing (5.3)
that N x P is n-dimensional, provided L (l;o) =I 1 (l;o) Ell I2 (l;o)
One easily sees that in this case the isotropy subalgebra of
(5.3) at (r,;,n)
is isomorphic to L~. Therefore if M
o 0
~o
is simply connected then the constructed parallel cascade
(5.3) is isomorphic to (2.1) due to Theorem 2.2 (iii).O
A similar result has been obtained by Krener [18]. However the decomposed system he constructed does not satisfy
the Lie rank condition and therefore we cannot conclude
whether (5.2) is isomorphic to or simulates (2.1). Fliess
[7],[8] ~tudied the problem of when there exists a decomposed
system which is homomorphic to the given one and solved it
using the idea of the formal Lie algebra corresponding to L.
Also from his paper the existence of isomorphism cannot be
deduced because the decomposed system he obtained lives on a
higher-dimensional manifold than the original one.
In the case of the cascade decomposition we have the
following
Theorem 5.3. Consider the system (2.1) and assume that
its Lie algebra L is complete and satisfies the Lie rank
condition
(i)
If L is the semidirect sum
L
K Ell I
of an ideal I and a subalgebra K such that

dim K(l;) = const., then there exists a cascade (5.1),
which simulates (2.1).
W. RESPONDEK
280
( ii)
Assume additionally that L(~ ) = K(s ) ffi I(~o)' then

/ 0 0
N x P, the state space of simulating (5.1) is n-dimensional. If moreover M is simply connected then (2.1)
is isomorphic to a cascade (5.1).
Remark 1. If we do not assume dim K(s) = const., then

similar cascades can be constructed, however the dimensions
of their state spaces may vary and depend on ~o.
Remark 2. The assumptions dim K(~) = const. and
= K(so) ffi I(~o)
imply that L(O = K(~) ffi I(S)
at
every s EM.
L(~o)
Proof. (i). Let r and ~ denote the distributions

spanned by K and I, respectively. Fix an arbitrary point
~o E M and define
N = I(s,r)
and P = I(~ 0 ,~), the ino
tegral submanifolds of r and ~ , respectively, passing
through ~o' Denote by 1;;0 or no the point So considered as a point of N or P, respectively. For each
by requiring that
and f2(. ,u)
uESi we define f 1 (., u)
f ( , u) = f 1 (., u) + f 2 (., u) .
Define a control system L1 on
by h(',u), the restriction of
N whose dynamics is given

f1 (. ,u)
to N. Now for
2
every I;;EN=~(~o,r)
we can restrict f(,u)
to I(~,~).
Denote this restriction by g(l;;,n,u), where for any fixed
I;; EN by n we mean points of I (I;; ,~). Lemma 5.1 implies
all the I(I;;,~)
are diffeomorphic to P. Thus we define
the following cascade
.
~
h(l;;,u)
g(l;;,n,u)
I;; EN
n E P.
(5.4)
The ideal property implies that this is an analytic control

system. As in the proof of Theorem 5.2 we observe that the
Lie algebra of (5.4) satisfies the assumptions of Theorem
2.2 (i). Hence the simply connected cover of (5.4) simulates
(2.1) (see Remark 1 following Theorem 2.2)
(ii) It is obvious from the way of constructing (5.4)
that N x P is n-dimensional, provided L(~o) = K(~o) ffi
ffi I(~o)'
One easily sees that in this case the isotropy subalgebra of (5.4) at (I;;o,n o ) is isomorphic to L~. Thereo
fore if M is simply connected then the constructed cascade
LINEARIZAnON , EQUIVALENCE TO POLYNOMIAL FORMS AND DECOMPOSITION
281
(5.4) is isomorphic to (2.1) due to Theorem 2.2 (iii).O

Krener [18] assumed that the Lie algebra L is finite
dimensional and thus he did not need to assume that
dim K(~) = const. Fliess [7],[8] solved the cascade decomposition problem assuming the existence of a nontrivial
ideal of the formal Lie algebra corresponding to L. However his nice solution does not help if we want the dimension of the decomposed subsystems to sum up to the dimension
of the original one.
We want to emphasize that if L1 simulates L2
(this
is the case of Theorem 5.2 and 5.3) then it is "good" for
all initial states ~2o E M2 .
that
If we assume only that L possesses an ideal I

such
dim I(~o) = k < dim L(~o)'
then locally we have a cas-
cade decomposition (5.1) where dim P = k and dim N = n - k.

However a global version of this needs to construct a system
on MI,.."
where ~ 1rv ~ 2 if they belong to the same integral
submanifold of the distribution spanned by I. This problem
is not easy (see [30] and [31]) and will be discussed elsewhere.
Witold Respondek
ul. Sniadeckich 8,
00-950 Warsaw, Poland
w. RESPONDEK
282
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[3]
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[8 ]
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W.M. Bothby, 'Global feedback linearizability of locally
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Letters, J (1983), 47-52 .
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(1985), 197-216.
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Control, 37 (1983), 1449-1457.
THE EXTENDED-LINEARIZATION APPROACH

FOR NONLINEAR SYSTEMS PROBLEMS
Wilson J. Rugh
Department of Electrical Engineering and Computer Science
The Johns Hopkins University
Baltimore, Maryland 21218
1. INTRODUCTION
A typical approach to nonlinear systems problems is to linearize about a nominal constant operating (equilibrium) point. Then linear design methods are used,
yielding a system whose linearization has the desired characteristics. So long as the
resulting system is operated in a region sufficiently close to the nominal operating
poin t, the linearization should accurately reflect the behavior of the nonlinear system. Of course, simulation is used to verify the effectiveness of this procedure.
When a system must be operated over a region that is not sufficiently close to a
single operating point, this process can be repeated at anumber of different operating
poin ts. The resulting linear designs then can be pieced together by so-called gain
scheduling. This is usually an ad-hoc process by which parameters in the design are
varied according to sel~cted system variables in a way th at yields the correct linearized design when the system is operated near one of the operating points.
Recently there has been rapid development of a systematic, analytical reformulation, and extension, of this practical approach, called, variously, design by extended
linearization, or design by pseudolinearization. The given nonlinear system is assumed
to have a continuous family of constant operating points, and then is represented by
the corresponding continuous family of linearizations. (Compare with the gainscheduling approach, where a finite number of distinct operating points, and the
corresponding finite number of linearizations, are the basis for the design.) Applying
methodologies for lin'ear design to this family of linear systems yields a continuous
family of linear designs for a specified objective. Finally, and this perhaps is the
major innovation, a nonlinear design is computed so that when the overall nonlinear
system is linearized about any operating point in the family, the desigIied lineariz!Ir
tion is obtained.
In effect, the nonlinear design provides scheduling of its own linearization family, according to the operating point, such that the linearized system haS the desired
characteristics. Relying on the accuracy of linearization, so long as the nonlinear system is operated in a region sufficiently close to the 'surface' in the state/input space
formed by the family of operating points, the behavior of the system should meet
the design objectives. Again, simulation is an important tool for verification, just as
285
286
W.l. RUGH
in other nonlinear system design situations.

At the outset, a number of characteristics of this approach can be noted.
Rather mild assumptions on the nonlinear system are required for application of the
basic idea. Also, the method makes direct use of the wealth of information, and
intuition, available in linear design problems. Very importantly for many applications, coordinate transformations are not required, so that the physical variables in
which the system is presented can be maintained throughout the design process.
Finally, the design method can be implemented on symbolic computation programs,
while the completed nonlinear design does not require excessive on-line computation.
The basic ideas of the above-described approach have been developed for a
number of systems problems; including system inversion, state observation, and
feedback control. The aim of this article is to survey the results for these problems,
concentrating on developments in references [1, 4, 5, 25, 26]. Related, though
independent, work in references [8, 23, 24] also will be noted, as appropriate. For
simplicity, attention will be focused on the case of single-input, single-output systems. The multi-output case is a relatively straightforward extension, while the nontrivial problems that arise in the multi-input case will be discussed in due course.
The plan of the paper is as follows. In Section 2 the basic background on
operating-point and linearization families for nonlinear systems will be given. In Section 3, the problem of nonlinear system inversion is discussed in terms of the
extended-linearization approach. The problem of state observation, that is, the
design of nonlinear observers, is discussed in Section 4. Then state- and outputfeedback control problems are addressed in Section 5 and Section 6, respectively.
Where appropriate in these problems, both the internal (state-equation) and external
(inpu t-ou tput) viewpoints are considered. Section 7 notes a few applications issues,
and contains concluding remarks. References are listed in Section 8.
2. LINEARlZATION FAMILIES
The mathematical developments in this paper involve real functions, and real
vector fields, that are assumed throughout to be continuously differentiable a finite typically small - number of times. As has become customary, precise accounting of
differentiability hypotheses will be abandoned for simplicity. The following
differentiation notation will be used. If f(x):R n -+ RP, then af lax denotes the
p Xn Jacobian matrix whose (i,j)-entry is the partial derivative afdaxj' For n =1,
a will be replaced by d, and an overdot will be used if the variable is time t. If
f(x,y):R m XR n -+ RP, then af lax denotes the pXm matrix with (i,j)-entry
afdaxi' and af lay is the p Xn matrix with (i,j)-entry afdaYj' Evaluation of a
derivative is indicated in the customary fashion, for example, af lax(xo,Yo).
The nonlinear state equations to be considered can be written in the form
i(t) =f(x(t),u(t))
y(t) =h(x(t),u(t))
(2.1)
where f(,):R n XR-+Rn , h(,):Rn XR-+R, f(O,O) =0, and h(O,O) =0.
(Existence and uniqueness issues will be ignored, though the standard smoothness
THE EXTENDED-LINEARIZATION APPROACH FOR NONLINEAR SYSTEMS PROBLEMS
287
assumptions imply at least a local solution.) Thus the system has a single input, single output, and has a (nominal) constant operating point corresponding to zero
input, zero state, and zero output. Of course, the location at zero is simply a matter
of convenience. The linearization of the nonlinear system (2.1) about the constant
operating point will be written in the form
af (O,O)xo(t)
ax
+ af (O,O)uo(t)
Yo(t) =~(O,O)xo(t)
ax
+ ~(O,O)uo(t)
au
xo(t)
au
(2.2)
The assumption that (2.2) represents a controllable and observable linear system,
natural from the viewpoint of many applications, will occur repeatedly. For technical
reasons, it will be assumed also that af /ax(O,O) is invertible, though in many problems this is obviated easily by applying a preliminary (output or state) feedback.
To develop the notion of extended linearization, it is fundamental to consider
constant operating points that correspond to nonzero constant inputs. Such an
operating point, written [E, X(E), y(E)], is defined by
f(x(E),) =0,
y() =h(x(),)
(2.3)
With the invertibility assumption above, (2.3) defines a local family of constant
operating points, corresponding to sufficiently small in absolute value, by the implicit function theorem. Of course, in many situations there will exist a constant
operating point family for all in a larger interval (nonlocal family)' or, less often,
for all real E (global family). The function x( ):R -+ R n can be difficult to compute,
but in many practical situations, the constant operating point family is reasonably
apparent.
Linearizing (2.1) about each operating point in the family [, x(), y()] gives a
family of linear systems
xo(t)
af (x(),)xo(t)
ax
ah
yo(t) =a;-(X(E),E)Xo(t)
=
+ ~(x(),)uo(t)
au
ah
+ "fu{x(),)uo(t)
(2.4)
where, for fixed , uo(t) =u(t) - E, xo(t) =x(t) - X(E), and yo(t) =y(t) - y(E) .
. The basic information about the nonlinear system that is used in the extended linearization approach is contained in this family of linear systems. It is clear that this
information is accurate only i{ the nonlinear system is operated in a region
sufficiently close to the surface of constant operating points in the state/input space.
In order to proceed, it is necessary to extend the hypotheses on the linearization
at zero to the family in (2.4). This can be done explicitly, though simplicity of exposition encourages a local view. That is, by continuity arguments, the controllability,
o bservability, and invertibility hypotheses on (2.2) extend to (2.4), at least for
sufficiently small E. This view will be adopted here, though it is not difficult to work
with nonlocal hypotheses..
2.1 Example: The standard notions of accessibility and observability in nonlinear
system theory do not suffice for the controllability and observability hypotheses on
288
W.J.RUGH
the family of linearizations. Consider the state equation
x(t)
Xl(t)+U(t)
[2X2(t) + u(t)
3X3(t) + xf(t) - 4xl(t)x2(t) + 4xi(t)

y( t)
X3( t)
which is a minimal, hence accessible and observable, linear-analytic realization of a

one-term Volterra series input-output map. [11] Simple computations show that
there is a global constant operating point family given by
-t
x(t) =
-E
, y(E) =0
and a corresponding family of linearizations given by
i,(tl ~[~
yo(t)
~ ~lX,(tl + [H~tl
[0
1]
x o( t)
Regardless of the value of
E,
this linearization is neither controllable nor observable.
This example can be used to illustrate another hypothesis that will arise whenever the extended linearization method is applied to problems where only the output
of the system (2.1) is available. In this situation it is crucial that the constantoperating-point output 'observe' the constant-operating-point input, a property not
guaranteed by observability of the linearization family. Technically, from a local
viewpoint, this is accomplished by requiring that dyjd(O) =i' so that the inverse
function y-l(y( E)) =E exists in a neighborhood of E =0. Clearly this requirement is
violated by the example above. However, in general, the controllability and invertibility hypotheses do give dxjdE(O) =i' since, by differentiation in (2.3),
''(0,0) dx (0)
ax
dt
aj (0,0) =0
au
Thus for some component of x(), say the first, the inverse function Xl1(Xl(E)) =E
exists, at least in a neighborhood of f =0.
2.2 Example: Consider the n-dimensional bilinear state equation
x(t) =Ax(t)
+ Dx(t)u(t) + bu(t)
y(t) =cx(t)
Assuming that A is invertible, there is a family of constant operating points, at least
in a neighborhood of E =0, given by
x() =-(A
+ Dtt1bE,
y(E) =- c(A
+ DEtlbE
289
The corresponding family of linearizations is described by
+ D f) x o( t) + [b
i o(t)
(A
YO(t)
ex o(t)
- D (A
+ Dft
le~
This family of linearizations will satisfy the

hypotheses if the standard condition
rank [b lAb 1-' . IA n - 1 b] =rank
1b
f] U O(t)
controllability
and observability
]=n
A n-l
holds. Also, writing y( f) as the series
y(t)
00
=-
L; e(-AD)jA-1bfj+l
j=O
and evaluating the derivative at f =0 shows that local invertibility of y( f) will be

satisfied if eA -lb =I=- 0.
2.3 Remark: It should be noted that the relation of the work to be described here,
to work on families of linear systems and uncertain linear systems probably is
superficial. The issues in work on families of linear systems tend to be global (in the
parameters) and algebraic in nature, for example, stabilization of a global family of
linear systems using polynomially-parameterized, linear feedback laws. [30] This contrasts with the typically local nature of the linearization family for a nonlinear system,
and the fact that the algebraic nature of the parameterization of this family is fixed
by the nonlinear system. For uncertain linear systems, the linear feedback laws are
constrained not to depend on the unknown parameters, while in the setting considered here the dependence of the family of linear designs on the constant operating
point is a crucial aspect. [2]
Turning to the input-output viewpoint, a Volterra series will be used as the
basic representation for input-output behavior. While this is much less general than
the state equation representation, the Volterra series is a natural tool for certain
topics in nonlinear system theory. In particular, the symmetric form of the Volterra
series used here is well suited for addressing steady-state frequency response issues.
The Volterra series to be considered take the form
00
y(t) = L;
n=l.
J ... J hn(TV'"
,Tn)U(t-Tl) ... u(t-Tn) dTl'"
dTn (2.5)
where the kernels h n( TV ... ,T n) are symmetric functions of their arguments.

However, more direct use will be made of the frequency-domain representation for
(2.5) as a sequence of symmetric transfer functions
-
H(sv .. ,soo)
where
[H1(Sl), H 2(Sl,S2), H 3(Sl,82,83)' ... ]
(2.6)
290
W.J. RUGH
00
H n( Sv ... ,Sn ) =
00
J ... J hn(tV, tn) e o
81 11
. .
e- 8.1. dt 1 ... dtn ,
=1, 2, ...
( 2.7)
Of course, convergence issues arise in the interpretation of (2.5) and (2.7). Since
technical details are deemphasized here, any convenient set of convergence assumptions can be adopted, for example, those in [3]. However, for concreteness in the
sequel, it will be assumed that each Hn( Sl1 ... ,sn) is a symmetric, proper, rational
function that is bounded on Re [Sl], ... ,Re [sn] ~ 0. Throughout the following
developmen t, the requisite con vergence properties of the various series will be
assumed without comment.
The representation (2.5), (2.6) describes an initially-relaxed system that has a
constant operating point for zero input and zero output, The linearization about this
operating point has the transfer function H 1( s). The appropriate definitions for
nonzero operating points and the corresponding linearizations can be derived as follows. (Related work for a different form of the Volterra series can be found in
[20].) It is natural to adopt a local viewpoint again, since (2.5) and (2.6) typically are
valid representations only for sufficiently-small input signals.
Suppose the input is the real, periodic signal
M
~ o:"e ikWI
u(t)=
k=M
t~O
(2.8)
where 0:0 =E', and 0:_10 is the complex conjugate of 0:" for k =1, ... ,M. Then,
assuming this input is sufficiently small, the steady-state response of (2.5) can be
written as
(2.9)
Considering the constant term in (2.9) when M =0, that is, when u(t) =E', leads to
the definition of a family of constant operating poin ts [E', y( E')] as
y(f)
00
Hn(O, ... ,0) E'n
(2.10)
n-=l
Now, the linearization of (2.5) is defined by isolating those terms in the response
(2.9) that would be present if (2.5) was, in fact, a linear system. The terms in (2.9.)
that are linear in 0:10, k ?'= 0, are given by, using symmetry of the transfer functions,
E
00
nE'n-1
n-=l
Hn(ikw, 0, ... ,0)0:,1: e
ik
wI
k~M
k;FO
This leads to the definition of the linearization of (2.6) about [f, y( E')] as the linear
system with transfer function
H.(s)
00
~ nE'n-1 Hn(s,O, ...

n-=l
,0)
(2.11)
291
It can be shown that these concepts appropriately correspond to the usual notions of
constant operating point and linearization in terms of state equation representations,
at least in the case where (2.6) is bilinear realizable. [20]
Much as in the state-equation case, various assumptions will arise in the process
of using the operating point family (2.10) and linearization family (2.11) as surrogates for the nonlinear system (2.6). The boundedness assumption on the transfer
functions in (2.6) gives that the individual coefficients in the power series (2.10) are
well defined. In order that y() be invertible, it must be assumed that H 1(0) =1= 0
since dyjd(O) =H,(O) 1,=0 =H 1(0). That is, it must be assumed that the linear
subsystem has no zeros at 8 =0. Apparently it is difficult to explicitly state
hypotheses on (2.6) corresponding to controllability and observability of the linearization family, unless (2.6) is a finite sequence. Thus it will be assumed that H,( 8) is
a proper rational function of 8, with relatively-prime, constant-degree numerator and
denominator polynomials in 8, at least for in a neighborhood of =0. Since
H 1( 8) has no poles at zero, it follows that H,( 8) has no poles at zero, also for f in a
neigh borhood of zero, a property that plays a role similar to the invertibility assumption in the state-equation case.
2.4 Example: To illustrate the Volterrarseries setting, consider the system specified
by
n =1, 2, ...
where the sum is over all permutations 7r n of the integers 1 through n. An easy calculation shows that for If I < 1 this system has a constant operating point family
given by
f
=---
1-
Since
Hn(8,O} ...
}O)=~1
n.
E (8 (n-l)!
+ 1)
n 1
rn=O
n- m
the corresponding linearization family is, for If I < 1,

00
n-1
1
00
1
HE(8) = E n-1 E ( + l)n-m =E A:
n=l
=
8
1/{1- )
+1-
m=O
A:
=0
+1
E
00
j=O
(8
+ l)j
In this example the various assumptions mentioned above hold for the region of
definition of the operating-point and linearization families, that is, for If I < 1.
\
292
W.J. RUGH
3. SYSTEM INVERSION
The problem of system inversion has been studied from a number of
viewpoints since about 1950. For a system with input signal u(t) and corresponding
output signal y( t), a left (post) inverse should be such that if y( t) is the input signal
to the inverse system, then u( t) is the output signal. Because of the inherent
integration typically found in dynamical systems, this formulation is rather narrow.
This has been addressed by requiring that the 'inverse' system have response u( t) to
an input which is a certain time-derivative of y( t). Somewhat confusingly, the term
inverse system usually is retained without comment.
The nonlinear system inversion problem, as described above, can be posed in
terms of state-equation representations, or in terms of Volterra-series representations. Much of the early work was based on Volterra series, while more recent work
has focused on state equations. From either viewpoint, there are a number of
difficulties that arise. In the Volterra-series case, the form ulas for the kernels or
transfer functions for the inverse system become exceedingly complicated, and typically only the first three terms are reasonably handled. Also, effective implementation of the inverse system is hampered by the difficulty of computing realizations for
symmetric Volterra series, even series truncated to three terms. In terms of state
equations, severe smoothness assumptions, usually analyticity, are required. Even
then the 'invertibility manifold' is an open, dense subset of the :state/input space,
which might not contain the desired region of operation, and singularities in the
exact inverse system at the boundary of this set must be mollified in some fashion.
Therefore a complementary approach is suggested here for constructing what
might be called extended-linearization inverse systems. The basic idea is to assume
that the given nonlinear system has a family of constant operating points, and a
corresponding family of linearized systems. Then a nonlinear system is computed
that, for each constant operating point output of the given system, yields the constant operating point input of the given system, and has a linearization that is the
inverse linear system for the linearization of the given system. Therefore, relying on
the accuracy of the linearized representation in a neighborhood of any constant
operating point in the family, this new system should perform as an accurate inverse
for the given system.
For simplicity, only the case of zero relative order will be discussed here. This is
the case where the inverse system has output u(t) when the input is yet). The more
general case of (finite) positive order is treated in [26]. In the state equation case,
zero relative order corresponds to the assumption that the output map of the system
(2.1) is such that ah laue x, u) in not identically zero. Then, under the further
assumption that f('''), h(,.), and the input signal are analytic, there exists a local,
left (post) inverse for (2.1) on the open, dense subset M[ of R n X R defined by [14,
22, 28, 34]
M[ ={(x,u)
R n XR I ah/au(x,u)
o}
To form ulate the approach to extended-linearization inverses, it will be assumed

that the system (2.1) is such that 1(0,0) =0, h(O,O) =0, af /au(O,O) ~ 0, and
al/ax(O,O) is invertible. Then (2.1) has a family of constant operating points
[f, X(f), y(f)], at least in a neighborhood of f =0. Also it is assumed that
293
dy/df.(O) = and ah/au(O,O) = 0. These last two hypotheses guarantee that for
sufficiently-small It: I the inverse y-l(y()) =1' exists, and ah/aU(X(E),E) = 0,
respectively.
The goal is to choose, as an extended-linearization inverse system, a system of
the form
z( t) =a(z( t),v( t))

(3.1)
w(t) =c(z(t),v(t))
Ii I,
has a family of constant operating points
wb) =y-1b)
(3.2)
that, at least for sufficiently-small

b, zb), wb)]' given by
a(zb),-y) =0,
and a corresponding family of linearized systems given by
~:(zb)'/)= ~~(x(),)-
aj
ah
au-(x( 1'),1') a;(x( I' ),~)
ah
au-(x( 1') ,I')
b.
If~-lh)=Vb)
(3.3)
The right side of (3.3) can be recognized as the standard formulas for the inverse
linear system for (2.4), with an adjustment for the constant operating point specified
in (3.2).
To determine the extended-linearization inverse from these requirements, first
set zb) =x(y-1b)). It can be assumed that the first component of x() satisfies
dXdd(O) =
so that the inverses xl 1(.) and zll(-) =y(xll(-)) exist for
sufficiently-small arguments. Then it can be shown that
a(z,v) = V(Zll(Zl))[Z - z( v)]

c(z,v) =r(zll(zl))[Z - z(v)] +y-l(v)
(3.4)
satisfy the conditions (3.2) and (3.3), although the calculations are not completely
straightforward. [26]
The smoothness hypotheses on the given system guarantee local existence and
uniqueness properties for the extended-linearization inverse system. These issues
aside, it is reasonable to expect that the extended-linearization inverse system will
w.J. RUGH
294
perform as an accurate inverse so long as the system is operated in a region

sufficiently close to operating points in the family [E, X(E), Y(E)]. In other words, so
long as f (x, u) remains small.
It is useful to note that the extended-linearization inverse rests on much weaker
smoothness assumptions than the exact inversion theory, and that the calculation of
the extended-linearization inverse is based on the inversion of the two scalar functions Xl( E) and y( E). Of course, stability properties of the given system and the
corresponding (extended-linearization or exact) inverse system will be an important
consideration in implementation. In particular, since the extended-linearization
inverse is not supplied with the initial state of the given system, a severe requirement of the exact inverse, stability properties of the extended-linearization inverse
system will be crucial. An indication of the region of validity for the extendedlinearization inverse is provided by the range of E over which the linearization family
(3.3) is stable.
3.1 Example: For the ,system
i(t)
X2(t)
[-Xl(t) - 2X2(t)
y(t)
2Xl(t) -
+ u(t)
X2(t)U(t) + u(t)
the exact inverse system is given by
z( t)
w(t)
Z2( t) v( t) - 2z 1( t)
- Zl( t) - 2z2( t) +
()
1 - Z2 t
v( t) - 2z 1( t)
1 - Z2( t) .
To compute an extended-linearization inverse, simple calculations give Xl(E) =E,

Y(E) =3E, and
af
a.;-(X(E),E)
[0-1
~(X(E),E)
[2
ax
-E],
~ ~ (x( E) ,E)
ah
-(X(
E),E)
au
[n
1
Thus, in (3.3),
Vb)
r(--y)
~ [_3 ry~
=
[-2
Then using (3.4) with
i(t)
.]
zkr)
="'Y /3 gives an extended-linearization inverse system
Z2( t)
+ zl(t)Zz(t)
~3Z1(t) - 2z 2(t)
+ v(t)
mE EXTENDED-LINEARIZATION APPROACH FOR NONLINEAR SYSTEMS PROBLEMS
295
An easy calculation shows that the given system has a linearization with stable
inverse for operating points with (' < 2, so this gives an idea of the region of opera;tion over which the extended-linearization inverse might be expected to perform
well. A comparison of the performance of the extended-linearization inverse system
and a linear inverse based on the system linearization about (' =0 is given in [26].
The performance of the extended-linearization inverse is good for small input variation, but degrades with larger variation, though not so rapidly as the performance of
the linear inverse based on the zero operating poin t.
From the viewpoint of Volterra series representations, the nonlinear system
inversion problem has been considered by a number of authors. [28], [3] A Volterra
series (2.5) has a left (post) inverse if and only if the linear subsystem, given by the
n =1 term in (2.5), has a stable inverse. Therefore, in terms of (2.6), an inverse
exists if and only if H l( s) has equal degree numerator and denominator polynomials, and all zeros with negative real parts. Note that (2.5), (2.6) describe an initially
relaxed system, and typically will be a valid representation only for sufficiently-small
input signals. The inverse Volterra series inherits similar features.
To develop the extended-linearization approach to system inversion from the
input-output viewpoint, the additional assumptions for Volterra series listed in Section 2 will be invoked. While it is possible to construct an extended-linearization
inverse exclusively in terms of Volterra series, a more often useful approach is suggested by recent work on pseudolinearization. [24] Using the invertibility of y('), the
conditions to be satisfied by the extended-linearization inverse system are easily
expressed in terms of the transfer function family He( s) and operating point family
[(', y( (')] for (2.6). Specifically, from consideration of the cascade connection of two
systems, the operating point and transfer function families for the extendedlinearization inverse must satisfy
G-y( s)
~--'---;-~
Hy-l(-y)( s)
(3.7)
wh)
y-1h)
(3.8)
Thus G-y( s) as specified by (3.7) can be written in the form
G (s)
-y
sn
cn_tC"y)sn-l + ... + coh)

+ an_k"y)sn-l + ... + aoh)
+ dh)
( 3.9)
where it follows from the assumptions that ao( ')') is nonzero, at least in a neighborhood of')' =0. Then it can be shown that the nonlinear state equation
.i(t)
zn(t)
an ( z( t), v( t))
wet)
c(z(t),v(t))
( 3.10)
296
W.J. RUGH
with
an(z,v)
=E
-aj_l( Zl l(zd)Zj
+ aO(Zll(zd)ZI(V)
j~
c(z,v)
j~
Cj_l( Zl l(ZI))Zj - CO(Zll(zd)ZI( v)
+J
v
ao(a)d(a) + coCa)
da
ao(a)
zky)
Z(')')
(3.11)
o
is an extended-linearization inverse system, that is, has transfer-function and
operating-point families that satisfy (3.7) and (3.8). Again, some of the calculations
involved in the verification are less than straightforward.
3.2 Example: Consider the system specified by
(Pn/4)(SI+ ... +sn+4)

. ( 2s + 1) '
2s 1 + 1)...
n
H n(SI, ... ,Sn)=(
n=1,2,
where the coefficients Pn are given by the series expansion

00
sinh(x)
Pn xn
n~
Simple computations give

y(e) = sinh(e)
H (s)
(l/4)cosh()(s
(2s+1)
+ 4)
so that, from (3.7) and (3.8), the extended-linearization inverse system is specified
by
G.y(s)
_ 28(",2 + 1)-1/2
- I
_
s+4
8(')'2
+ 1)-1/2
w(')') = sinh- 1(,),)

From (3.11), dropping component notation in this scalar case,
z(')') =.:1.4
a(z,v) =-4z
c(z,v)
=-
+v
28(16z 2 + 1t1/2z
+ 7(16z 2 + 1)-1/2v + sinh- 1( v)
The interpretation of the extended-linearization inverse system from the inputoutput perspective is similar to that for the state-equation case. In particular, if the
steady-state output of the given system remains in a neighborhood of some constant
297
operating point in the family y( ), then the extended-linearization inverse should

perform as an accurate inverse in the steady state.
3.2 Remark: From either the internal or external viewpoints, the extendedlinearization inverses discussed here are not uniquely specified. For example, ,there
typically is freedom in choosing the component of x() to be inverted. Different
extended-linearization inverses can behave differently, though further consequences
of non uniqueness remain largely unexplored.
4. STATE OBSERVATION
The problem of observing (estimating) the current state of a nonlinear system
from the output signal is important in its own right, as well as a key component of
one approach to ou tpu t-feedback control. Existing approaches to the design of nonlinear observers can be described in terms of three broad categories. First there is
what might be called the Liapunov approach, where the form of the nonlinear
observer is chosen to facilitate the stability analysis for the resulting error equation.
[12, 18, 33] Second, there are restrictive classes of nonlinear systems where an
observer can be chosen to yield a linear error equation, with the result that linear
stability analysis can be applied. [13] Third, there has been some work on the application of linearizing transformations to the observer problem. [6, 19] However, it
seems fair to say that these approaches all suffer serious limitations, and represent
only first steps toward a theory of observer design.
The extended-linearization approach offers an alternative that is relatively simple technically, and can be applied, or at least tried, in very general situations.
(Perhaps it should be noted, however, that the approach cannot be applied to
observer construction for unforced systems.) The idea is to choose a nonlinear
observer so that the family of linearized error equations has eigenvalues that vary in
a specified way with respect to the constant operating point family of the given system. Again a local view is appropriate, and intuition suggests that the extendedlinearization approach should work well so long as the nonlinear system is operated
sufficiently near the constant operating point surface in the state/input space.
Consider the system (2.1)' where it is assumed that dy/d(O) ~ 0, and that the
linearization at zero is observable, with af /ax(O,O) invertible. In this situation the
observer is chosen to have the form
i(t)'
f(x(t),u(t))
+ g(y(t))
- g(y(t))
yet) =h(x(t),u(t))
( 4.1)
where x( t) and fie t) are the observer state and output, and g():R -+ R n , with
g(O) =0, is a nonlinear observer gain. Corresponding to the constant operating
point family for (2.1), this observer has a constant operating point family for
u(t) =, x(t) =x(), and fi(t) =y(t) =y(). Of main interest is the nonlinear
error equation for the system (2.1) and observer (4.1), which is given by
:t[x(t) - x(t)] =f(x(t),u(t)) - f(x(t),u(t)) - g(y(t))
+ g(fi(t))
(4.2)
This error equation inherits the obvious constant operating point family, and a
straightforward calculation shows that the corresponding family of linearized error
298
W.J. RUGH
equations is
ddt [xo(t) - xo(t)]
[aaxf (x(),)
-#-(y())~(x(),)]
[xo(t) dy
ax
xo(t)]
(4.3)
The goal now is to choose the observer gain g(.) so that the eigenvalues of
(4.3) have the desired scheduling with respect to the operating point. That is, so that
the eigenvalues are specified functions of , at least in a neigh borhood of =0. It is
assumed here, and throughout the sequel, that the specified eigenvalues have nega,tive real parts and occur in conjugate pairs. A choice of scheduling that might be
appropriate in the absence of particular intuition is to fix the eigenvalues at specified
locations that are independent of . Such a choice means that the dynamics of the
error equation (4.2) should be similar near any operating point in the family.
The first step in solving this problem is to mimic the standard linear observer
theory, and consider the (transposed) condition
det
] =).,n + O'l()).,n-l+
rafT
ah T
lH
- ~(x(),) + ~(x(),)qT()
... +O'n() (4.4)
where q () is an unknown n X 1 vector representing the family of linearized

observer gains, and where the right side is the desired characteristic polynomial for
(4.3). Since the family of linearizations is observable, this equation serves to determine q(), for example, via the so-called Bass-Gura formula. [17] Then using the
invertibility assumption on y( ), it is a straigh tforward diff eren tiation to verify that
the nonlinear observer gain
y-l(lIl
g(y)
Jo
q()-L()
d
satisfies dg/dy(y()) =q().

pletely specified.
( 4.5)
Using this gain function, the observer (4.1) is com-
It is not difficult to apply the extended-linearization idea to the case of reduceddimension observers, again by simply following the well-known linear theory. [4]
However, it should be noted that a variable change typically is required, and this can
significantly complicate the construction.
The problem of where to place, and/or how to schedule, the eigenvalues is
difficult to address in general terms. Indeed, the determination of the observer gain
does not depend on the particular objective behind the choice of q (). Rather than
basing this choice on eigenvalue considerations, a parameterized, steady-state Kalman filter\ng problem can be used to determine q () since the solution of the algebraic Ricca'ti equation is analytic in the coefficient matrices. [1] Such an approach is
loosely related to the extended Kalman filter, though the loose relation is restricted
to a neighborhood of the' family of constant operating points.
4.1 Remark: Unlike system inversion, the extended-linearization observer construction yields a unique solution for the single-output case considered here. However,
the solution will not be unique for the multi-output case. Also, it is interesting to
note that the observer gain in (4.1) acts separately on the system and observer
299
outputs, and not on the output error. It is not hard to check that if the gain term
9 (y( t)- y( t)) is used in the observer, it is impossible to obtain the eigenvalue
scheduling in the resulting linearized error equation.
4.2 Example: The standard textbook problem of balancing an inverted pendulum
on a motorized cart leads to the following system description when a particularly con-
voni,n t
;~~~:~l PMn[,~::( ~ ~:;( ')'~~;( ,) _.(,)
00,",( ,)
2 - cos2XI( t)
yet) = XI(t)
Here y( t) is the angle of the pendulum from the vertical, and u( t) is the force on
the cart. In this case it is easy to check that there is a family of constant operating
points given by
x( f) = [tan -ole f)] ,
-00<10<00
y( f) = tan-l( f)
and that the corresponding family of linearizations is
X6(t)
=[(102:1)3/2
:]X6(t)
210 2+1
Y6(t) = [1
[_(f 2:1}1 /2]U 6(t)

210 2 +1
0]X6(t)
It is easy to check that the invertibility , controllability, and observability assumptions

are satisfied, and, of course, y-l(f) =tan(f). The construction and performance of a
reduced-dimension observer for such a system is discussed in [4]. If, however, the
output is chosen to be yet) =X2(t), then y(f) =0 for all 10, and the extendedlinearization approach cannot be applied.
5. STA'IE FEEDBACK
The difficulty of the feedback control problem for nonlinear systems is well
known. One aspect of this difficulty is the lack of meaningful design criteria, other
than formulation of an optimal control problem. Another, not unrelated, aspect is
the inherent complexity of the relation between open and closed-loop systems under
nonlinear feedbaek. These are two important reasons for the interest generated by
the recently-developed design approach involving linearizing transformations. [7, 10,
15, 16, 29, 31] If the problem can be made linear by preliminary state feedback and a
variable change, then standard linear criteria can be used, along with accompanying
linear design methods. However, there are a couple of difficulties with design by
linearization that can impede its application. First, the hypotheses required are
somewhat restrictive - in fact they are nongeneric in a precise technical sense. [32]
Second, the coordinate changes involved in the approach scra.mble together physical
W.J. RUGH
300
variables of the system, tend to mask implicit constraints on the model, and thus
tend to damage engineering intuition about system features. It is appropriate to keep
these issues in mind through the following development of the extendedlinearization approach.
5.1 Remark: The viewpoint of the work on pseudolinearization is somewhat more

general than that discussed here. In particular, the basic pseudolinearization problem
is to find a state feedback and variable change such that the closed-loop linearization
family is independent of the closed-loop operating point family. [23] While the
hypotheses required for this objective in the single-input case are essentially the
same as those used in this section, and thus are not restrictive, the pseudolinearizartion theory shares the coordinate-change disadvantage with the linearization by feedback theory. However, it should be noted that the eigenvalue placement problem
considered here can be treated in the pseudolinearization framework, and it can be
shown that coordinate changes are not required. [24]
To develop the extended-linearization approach to state feedback control, the
system (2.1) is considered, with the output ignored,
( 5.1)
i( t) =j(x( t),u( t))
It is assumed that the linearization at zero is controllable, with aj /ax(O,O) invertible.

The state feedback control laws to be considered take the form
u(t) =w(t) - k(x(t))

where w( t) is the new external input, and the nonlinear gain k (-):R n
k(O) =0. Thus the closed-loop system
( 5.2)
-+
i(t) =j(x(t),w(t)- k(x(t)))
R satisfies
( 5.3)
also has a constant operating point at zero.

Of course it is crucial to consider the family of closed-loop operating points
corresponding to nonzero constant inputs, say, w( t) =/3. There are two natural
choices for parameterizing this family: by the constant external input /3, or by the
corresponding constant 'error' signal u( t) =... It turns out to be more convenient
to use t:, and to write the closed-loop family as [t:, x(t:)]. It should be noted that in
general the closed-loop operating point family agrees with the open-loop family only
att: =0.
Under the assumption (essentially without loss of generality for the purposes
here)
that the
closed-loop linearization
at zero will be
such
that
aj /ax(O,O) - aj /au(O,O)ak/ax(O) is invertible, the closed-loop family of constant
operating points is uniquely determined by the simultaneous equations
j(x(t:)'t:) =0
t: =/3 - k(x(t:))
/3
=0). Then
[~~(X(t:),t:) - ~~(X(t:)'f) ~:(X(f)) ]xc(t) + ~~(X(f),f)Wc(t)
(5.5)
at least in a neighborhood of t: =0 (equivalently, a neighborhood of

the closed-loop linearization family can be written in the form
xc(t)
(5.4)
301
where the deviation variables are xs(t) =x(t) - x(), ws(t) =w(t) - {3.
The idea behind the extended-linearization approach to feedback control is to
choose the family of linear feedback gains, ak lax (x( )), such that at each value of
the family of linear systems in (5.5) meets a specified linear design objective. While
various design objectives can be considered, attention here will be focused on the
eigenvalue placement/scheduling problem, which probably is the most basic. That is,
the objective is that the eigenvalues of (5.5) have desired values for each , at least
in a neighborhood of =0. This objective corresponds to specifying the basic
dynamical behavior of the closed-loop system in a neighborhood of any operating
point in the family.
Similar to the observer design, this objective translates into choosing a 1 X n
vector q() such that
det [AI- !!.L(x(),)
ax
+ !!.L(X(),)q()]=>.n + O!l()>.n-l + ... + O!n()

au
(5.6)
where the right side is the desired characteristic polynomial for the closed-loop
linearization family. Again, (5.6) can be solved for q() in several ways, though the
Bass-Gura formula provides a convenient general solution.
In order to find a nonlinear gain k (x) that satisfies
~~(x())=q()
(5.7)
it can be assumed that the first component of x()

verified that
Xj'I("I)
k(x)
q()
dd~() d +
C
where the subscript j denotes

tion is not unique.
lh
j=2
IS
invertible. Then it can be
qj(Xl1(Xl))[Xj- Xj(Xl1(Xl))]
( 5.8)
component, satisfies (5.7). [4] Of course, this solu-
5.2 Remark: Again the issue arises of where to place or how to schedule the eigenvalues of the closed-loop linearization. One approach is to determine q () in (5.7)
via linear-quadratic optimal control problem for the linearization family. [1] As in
the observer case, this is possible because the algebraic Riccati equation is analytic in
the coefficient matrices.
6. OU'IPUT FEEDBACK.
Most of the recen t results on state feedback control of nonlinear systems have
not yet been extended to the output feedback control problem, and, in fact, appear
to have limited potential in this regard. The fact that extended linearization offers a
systematic design procedure for this very important problem is possibly tne major
contribution of the approach.
Following the linear theory, the basic idea is to combine the observer and state
feedback results of the preceding two sections. It is assumed that the system (2.1) is
such that the linearization at zero is controllable and observable, aj /ax(O,O) is
invertible, and dy/d(O) =1= 0. Using the nonlinear observer to generate the
302
w.J. RUGH
state i( t), and the nonlinear feedback of the estimated state,

w(t) =u(t) - k(i(t)), yields a nonlinear closed-loop system that can be described
estimated
by the set of equations
i(t) =J(x(t),u(t))
i(t) =J(i(t),u(t))
+ g(y(t))
- g(y(t))
y(t) =h(x(t),u(t))
y( t) =h(i( t),u( t))
u(t) =w(t) - k(i(t))
(6.1 )
This system will have a constant operating point family given by
x(t) =i(t) =X(E)

y( t) =y( t) =y( E)
w( t) =(3
u(t) =E =(3 - k(X(f))
( 6.2)
at least for f (and (3) in a neigh borhood of zero, under the standing assumption of
nonzero eigenvalues for the closed-loop linearization. The closed-loop linearization
family, in terms of the (customary) deviation variables xo(t) =x( t) - X( f),
xo(t) =x(t) - i(t), wo(t) =w(t) - (3, and Yo(t) =y(t) - Y(f), can be written in
the block-partitioned form
aj
aj
ak
-(x( f) ,f)- -(X( f),f)~X( f))
ax
au
ax
+
y,( t)
[ :~(X(f),f)l
~ [:~
(x( ,),')
w o( t)
1[::~:n + [:: (x~
')"}(t)
(6.3)
Following the standard linear analysis, it is clear that the eigenvalues of this family
are given by the eigenvalues of the linearized state-feedback system, and the eigenvalues of the linearized observer-error equation. Since both sets of eigenvalues can
be specified, by virtue of the choices of gains k() and g( .), the closed loop
303
linearization eigenvalues can be specified with respect to the closed-loop operating

family.
6.1 Remark: The reduced-dimension observer can be used for output feedback control in a similar fashion. An example of output feedback control for the inverted
pendulum example using a reduced-dimension observer is given in [4].
From the input-output perspective, the frequency domain observer/controller
design procedure for linear systems also can be generalized to the extendedlinearization setting. [9, 17] Because the design is based on determining transferfunction linearization families for nonlinear compensators, it does not matter
whether the plant operating point family [E, y( E)] and transfer function family H.( s)
arise from state-equation or Volterra-series representations of the nonlinear plant. In
either case, the various additional assumptions discussed in Section 2 must be
invoked so that H.( s) will be a proper rational function of s with relatively-prime,
constant-degree numerator and denominator polynomials in s, at least for E in a
neighborhood of E =0. Furthermore, Ho( s) will have no pole or zero at s =0, and
y( ) will be locally invertible.
The design structure to be used is shown in Figure 6.1, where the nonlinear
plant and nonlinear compensators are represented by the transfer function families of
their respective linearizations. The known constant operating point families for the
subsystems are indicated in the figure, and it is important to note that the outer-loop
compensator family is parameterized by its constant operating point input y(E). The
corresponding closed-loop transfer function family is naturally parameterized by the
constant operating point error E, and is given by
( 6.4)
This form for H.c1( s) can be derived from state-equation representations of the su bsystems by linearizing, computing the subsystem transfer functions, and then computing the closed-loop transfer function. Alternatively, from Volterra-series
representations of the subsystems, a 'harmonic balance' approach similar to that in
Section 2 can be used.
/3
Figure 6.1 Compensator design structure.
W.J.RUGH
304
Suppose that the plant transfer function family is written as
NH(<",S)
DH(<",s)
H ()
s = -:-----:----,,....
( 6.5)
where NH(<",s) and DH(<",s) are degree-n polynomials in s, with NH(<",O) and
DH(<",O) nonzero in a neighborhood of t =0. Then the following form can be
chosen for the compensator transfer-function families:
( 6.6)
Here the polynomials Ndt,s), N~t,s), and C(s) are degree-(n-l) polynomials in
s, corresponding to the reduced-dimension observer design. For convenience at no
loss of generality, the compensator families have identical denominators that are
independen t of t, and the fact that y( t) is known has been used to write the
numerator of Fy()(s) as a function of t, rather than y(t).
In terms of these definitions, the closed-loop linearization transfer function
(6.4) is given by
( 6.7)
The goal now is to show that Ndt,s) and N~t,s) can be chosen such that the
denominator polynomial of HcI(s) takes the form C(s)D(t,s). It is left understood
that C( s) has negative-real-part roots that occur in conjugate pairs, but is otherwise
arbitrary. The degree-q polynomial D(t,s) represents the desired closed-loop
characteristic polynomial. Then the closed-loop transfer function family will be
H
cl()
NH(t,s)
s - --:::'7------,-'D(t,s)
( 6.8)
The proof that N~t,s) and Nd.f,s) can be chosen to satisfy
C(s)D(t,s) =C(s)DH(t,s)
+ Nd.,t,s)DH(t,s) + NF(t,s)NH(t,s)
(6.9)
for given polynomials O(s), D(t,s), NH(t,s), and DH(t,s) now follows from standard linear system results. [9, 17] Specifically, the linear coefficient equations
corresponding to (6.9) have a unique solution at <" =0, and by continuity arguments,
therefore have a solution for all t in a neighborhood of t =0. This solution
specifies Gf(s) directly. Using the invertibility of y(t), NF(t,s) can be rewritten as a
polynomial in s with coefficients that are functions of y( t), so that FY(f)( s) is
specified.
In order to determine nonlinear compensators corresponding to these linearizartion families, the appropriate constant operating point families must be specified.
Comparison of (2.10) and (2.11) shows that consistent choices are provided by
g(t)
Jo Gq(O)
y( )
du,
f(y(t))
J
0
Fq(O) du
(6.10)
305
Then the determination of nonlinear compensators in state-equation form proceeds

much as in Section 3, though with some simplifications. For example, suppose Gs)
in (6.6) is written as
Gs)
gn_l(C)sn-l~ . .. +go(c) + d(c)
(6.11)
sn+ an _ 18 n 1++ ao
with
g(c)
J Go-CO) dO' J aod(O') + go(O')

=
ao
dO'
(6.12)
Then it is not difficult to show that a system of the form (3.10) with linear dynamics
an(z,v)
n
=
aj_lzj
~ j=4
+v
(6.13)
and nonlinear output map
c(z,v)
=-E gj_l(aOzl)Zjj=1
go(aozd v +g(v)
ao
( 6.14)
yields the linearization and operating point families in (6.11) and (6.12).
6.2 Example: The constant operating point and linearization families for the
inverted pendulum in Example 4.2 are described by
y(c) =tan- 1(c),
H8) =
82 -
h(c)
(c 2+1)h(c)
where
h (c)
_(c 2 +1)1/2
2c 2
+1
Writing
Nd,f.,8) =gl(C)8
+ go(c::)
N F(c,8) =!I(C)S +fo(c)

and choosing the compensator denominator and characteristic polynomial for the
0(8)=8+5
D(c::,8) =S2+ 48 +4
gives (6.9) as
(8 + 5)(8 2 + 4s + 4) =(8 + 5)(8 2 - (c 2+1)h(c::)) + (gl(C::)8 + gO(C::))(8 2 - (c:: 2+1)h(c::))
+ (j 1( c::) 8 + f o( ))
Equating coefficients of like powers of
go(C::) =4,
gl(C::) =0
h (c::)
gives
306
W.J. RUGH
Thus the compensator linearization families are given by
G,(8)
_4_
_
F y (,) ( 8 ) -
8+5
f o( tany) - 5f l( tany)
--'---'--::---'--'--
8+5
+ f l( tany)
Clearly the family G,( 8) can be implemented by any realization of the linear-system
transfer function 4/( 8 + 5). For the compensator family Fy( ,)( 8), the corresponding
operating-point family given by (6.10) is
f(y) =
Jo -f
o( tan
5
y
0" )
dO"
=4sin(y) - 8In[tan(L+ ~)] + 2- tan (y)

2
4
5
Then, following (6.11) - (6.14), a suitable nonlinear compensator is described by the
scalar state equation
it =-5z + v
1
w =[fo(tan5z) - 5fl(tan5z)][z - -v]
5
+ f(v)
7. CONCLUDING REMARKS
In order to implement the extended-linearization approach for problems involving all but the simplest systems, it is necessary to use the symbolic computation capabilities of programs such as MACSYMA and SMP. Indeed, a MACSYMA program
has been written to implement the state-feedback gain calculation described in Section 5. [1] The program prompts the user for the system equations, the nominal constan t operating point (not necessarily at zero), and the desired eigenvalue schedule.
It then computes polynomial approximations (with user-specified degree) to the family of constant operating points and corresponding linearization family, and then the
nonlinear feedback gain. Of course, the same basic program can be used for determining the nonlinear observer gain in Section 4. A portion of current work is
devoted to exploring the effectiveness of the approach for more complex problems
than the inverted pendulum discussed in [4]. Also, it should be noted that an application of the pseudolinearization approach to control of an induction motor is
reported in [21].
The results described herein for state observation and feedback control have
been generalized to the case of multi-input systems in [5]. This generalization is
rather difficult because the nonlinear gains are determined by total diff eren tial equar
tions in more than a single variable, and it must be shown that the Frobenius conditions for integrability can be satisfied. These results are presently restricted to anar
lytic systems because of the proof technique. The pseudolinearization theory also
307
has been extended to the multi-input case, including a treatment of the eigenvalue
placement problem using precompensators. [8, 24]
An important generalization of the nonlinear feedback work discussed here
involves the use of more general feedback of the form u (t) = k (x (t), w( t)) in place
of u(t) =w(t) - k(x(t)) . It is shown in [24] that this so-called implicit feedback
can yield simpler control laws. Also, preliminary work by W . Baumann on
observer/feedback approaches shows that results can be obtained under weak;r
hypotheses when more general feedback is permitted.
Finally, though the engineering intuition behind the extended-linearization
approach seems reasonable, an important topic for further work is more quantitative
analysis of the designs resulting from the method. For example, in the state feedback control problem, estimates of the regions of closed-loop stability with the nonlinear control and with the linear control based on the nominal operating point would
be interesting to compare. Of course, typically the bounds obtained from this sort of
analysis are very conservative.
8. REFERENCES
[1]
W. Baumann, "Feedback Control of Nonlinear Systems by Extended Linearizar

tion," PhD Dissertation, Department of Electrical Engineering and Computer
Science, The Johns Hopkins University, 1985.
[2]
B. Barmish, "Stabilization of Uncertain Systems via Linear Control," IEEE

Transactions on Automatic Control, Vol. AC-28, pp . 848-850. 1983 .
S. Boyd, L. Chua, C. Desoer, "Analytic Foundations of Volterra Series," IMA
Journal of Control and Information, Vol. 1, No.1, to appear, 1985.
[3]
[4]
W. Baumann, W. Rugh, "Feedback Control of Nonlinear Systems by Extended

Linearization," IEEE Transactions on Automatic Control, Vol. AC-31, No.1,
1986.
[5]
W. Baumann, W . Rugh, "Feedback Control of Nonlinear Systems by Extended

Linearization: The Multi-Input Case," Proceedings of the 1985 Symposium on the
Mathematical Theory of Networks and Systems, Stockholm, Sweden, to appear,
1986 .
[6]
D. Bestle, M. Zeitz, "Canonical Form Observer Design for Nonlinear TimeVarying Systems," International Journal of Control, Vol. 38, pp. 419-431, 1983.
[7]
R. Brockett; "Feedback Invariants for Nonlinear Systems," Proceedings of the

Seventh IFAC World Congress, Helsinki, pp. 1115-1120, 1978.
[8]
C . Champetier, P. Mouyon, C. Reboulet, "Pseudolinearization of Multi-Input

Nonlinear Systems," Proceedings of the Twenty-Third IEEE Conference on Decision
and Control, Las Vegas, NV, pp. 96-97, 1984.
[9]
C. Chen, Linear System Theory and Design, Holt, Rinehart, and Winston, New
York, 1984.
[10] D . Claude, M. Fliess, A. Isidori, "Immersion, Directe et par Bouclage, d'un

Systeme Non Lineaire dans un Lineaire," Comptes Rendus de 'I Academie Sciences Paris, Serie I, Vol. 296, pp. 237-240, 1983.
308
W.J. RUGH
[11] P. Crouch, "Realisation Theory for Dynamical Systems," Proceedings of the Institute of Electrical Engineers, Vol. 126, pp. 605-615, 1979.
[12] I. Derese, P. Stevens, E. Noldus, "Observers for Bilinear Systems with
Bounded Input," International Journal of Systems Science, Vol. 10, pp. 649-668,
1979.
[13] S. Hara, K. Furuta, "Minimal Order State Observers for Bilinear Systems,"
International Journal of Control, Vol. 24, pp. 705-718, 1976,
[14] R. Hirschorn, "Invertibility of Nonlinear Control Systems," SIAM Journal on
Control and Optimization, Vol. 17, pp. 289-297, 1979.
[15] L. Hunt, R. Su, G. Meyer, "Global Transformation of Nonlinear Systems,"
IEEE Transactions on Automatic Control, Vol. AC-28, pp. 24-31, 1983.
[16] B. Jakubczyk, W. Respondek, "On Linearization of Control Systems," Bulletin
of the Polish Academy of Science, Science and Mathematics Series, Vol. 28, pp.
517-522, 1980.
[17] T. Kailath, Linear Systems, Prentice Hall Inc., Englewood Cliffs, New Jersey,
1980.
[18] S. Kou, D. Elliott, T. Tarn, "Exponential Observers for Nonlinear Dynamic
Systems," Information and Control, Vol. 29, pp. 206-216, 1975.
[19] A. Krener, W. Respondek, "Nonlinear Observers with Linearizable Dynamics,"
SIAM Journal on Control and Optimization, to appear, 1985.
[20] R. Lejeune, W. Rugh, "Linearization of Nonlinear Systems About Constant
Operating Points," IEEE Transactions on Automatic Control, Vol. AC-30, pp.
804-808, 1985.
[21] P. Mouyon, C. Champetier, C. Reboulet, "Application d'une Nouvelle Methode
de Commande des Systemes Non Lineaires - la Pseudo-Linearisation - a un
Exemple Industriel," Congres INRIA, Nice, France, 1984.
[22] H. Nijmeijer, "Invertibility of Affine Nc:mlinear,Control Systems: A Geometric
Approach," Systems & Control Letters, Vol. 2, pp. 163-168, 1982.
[23] C. Reboulet, C. Champetier, "A New Method for Linearizing Nonlinear Systems: The Pseudolinearization," International Journal of Control, Vol. 40, pp.
631-638, 1984.
[24] C. Reboulet, P. Mouyon, C. Champetier, "Recent Results on the Local Linearization of Nonlinear Systems," in this volume.
[25] W. Rugh, "Design of Nonlinear Compensators for Nonlinear Systems by an
Extended Linearization Technique," Proceedings of the Twenty-third IEEE Conference on Decision and Control, Las Vegas, NV, pp. 69-73, 1984.
[26] W. Rugh, "An Extended Linearization Approach to Nonlinear System'Inversion," Technical Report No. JHU IEECS-85 106, The Johns Hopkins University,
Baltimore, Maryland, 1985.
[28] M. Schetzen, "Theory of pth_Order Inverses of Nonlinear Systems," IEEE Transactions on Circuits and Systems, Vol CAS-23, pp. 285-291, 1976.
309
[28] S. Singh, "A Modified Algorithm for Invertibility in Nonlinear Systems," IEEE
Transactons on Automatc Control, Vol. AC-26, pp. 595-598, 1981.
[29] R. Sommer, "Control Design for Multivariable Nonlinear Time-Varying Systems," Internatonal Journal of Control, Vol. 31, pp. 883-891, 1980.
[30] E. Son tag, "An Introduction to the Stabilization Problem for Parameterized
Families of Linear Systems," in Lnear Algebra and ts Role in Systems Theory, (B.
Datta, ed.) AMS Publications, 1985.
[31] R. Su, "On the Linear Equivalents of Nonlinear Systems", Systems & Control
Letters, Vol. 2, pp. 48-52, 1982.
[32] K. Tchon, "On Some Applications of Transversality Theory to System Theory,"
Systems & Control Letters, Vol. 4, pp. 149-155, 1984.
[33] F. Thau, "Observing the State of Nonlinear Dynamic Systems," International
Journal of Control, Vol. 17, pp. 471-479, 1973.
[34] J. Tsinias, N. Kalouptsidis, "Invertibility of Nonlinear Analytic Single-Input Systems," IEEE Transactions on Automatic Control, Vol. AC-28, pp. 931-933, 1983.
ABOUT THE LOCAL LINEARIZATION OF NONLINEAR SYSTEMS

REBOULET C.. MOUYON P. and CHAMPETIER C.
1. INTRODUCTION
While in a recent past input/output linearization ([2].[3]) and global

linearization ([7].[8].[11]) of differentiable nonlinear systems have
received a considerable attention. some new ideas concerning the local
linearization have emerged. In all cases. the procedure consists in
defining control specifications on the linearized system independently
of the operating point. Then. the local linear control laws are
parametrized by the operating point and analytically "integrated" in a
global nonlinear design (that is. without gain scheduling).
For example. let us consider a nonlinear system with a constant
local structure. At each operating point. the linearized system can be
transformed into a given linear system by using local change of states
and state feedback. The problem becomes that of finding the nonlinear
transformations which locally generate the linear ones. and so. makes
the linear tangent model of the system independent of the operating
point. We say that the system is "pseudolinearized".
An other objecti~e. less ambitious than the pseudolinearization of
the system. is for example to assign the poles of the linearized system
at specified values independent of the operating point by using state
feedback. This problem has been independently considered by Rugh et al.
([1].[12]). Here. the key tools for solving it (especially
the
integration of differential forms) are issued from the differential
geometry. When the states are partially measured. the pole assignment
can be achieved by using a dynamic controller. We will show how the
integration of the
local
linear
controllers
in
a
so-called
"pseudocompensator" can be carried out (see also Rugh [12].[13]). Some
physical examples scattered in the paper will illustrate the various
procedures.
2. LOCAL LINEARIZATION
Consider a nonlinear system given by:
x=
f(x.u)
(1)
where x belongs to a differentiable manifold M. u E Rm. f( .. u) is a

differentiable family of vector fields on M. In a local chart (xi) on M.
this equation leads to n ordinary differential equations on Rn :
31.
M. Fliess and M. Hazewinkel (eds.). Algebraic and Geometric Methods in Nonlinear Control Theory, 311-322.
1986
by D. Reidel Publishing Company.
c.
312
The set of equilibrium points -or operating points

given by:
Let CO' be the projection of
&on
(o.p.)-
REBOULET ET AL.
is
locally
M:
In the neighborhood of an O.p. (xO,u O)' let us set:

6u.= u.- u O
6x.= x.- x~
111
Near such a point. the behaviour of the system can

its linear tangent model (l.t.m.):
be
6><. =
approximated
by
i= 1 ..... n
Note that local coordinates have been needed to define the l.t.m.
However. under weak conditions (see below). an intrinsic description of
the local behaviour can be achieved. Futhermore. in the control design
using local linearization. the l.t.m. controllability must be assumed.
So. let us introduce the following definition:
Definition 1: The system (1) is said to be locally controllable if
linear tangent models are controllable.
its
Under this hypothesis. it can be easily shown that the set of o.p. & is
a submanifold of MxR m. In the sequel. we will assume that the projection
of & on H is a regular embedding. In this case. 'lJ is a submanifold of M
and the following result holds:
Proposition 1 (cf [6]):
Consider a locally controllable nonlinear
system (1) s.t. the projection of & on M is a regular embedding. Then.
there exists in the neighborhood ofCO' an operator field F on M and
vector fields Gi i=1 ..... m on M such that the l.t.m. can be written at
Xo as:
3. PSEUDOlINEARIZATION
3.1. Static State Feedback

The problem of interest is that
of
finding
nonlinear
transformations
313
-change of states z=T(x), state feedback v=S(x,u)- such that the l.t.m.
in the (z,v)-coordinates does not depend on the o.p. anymore. Then, the
system is said to be pseudolinearized. In the theorem below are recalled
necessary and sufficient conditions of pseudolinearizability. Some
practical considerations will be given later.
pseudo
A locally controllable nonlinear. system is
Theorem 1:
linearizable iff:
(i) the controllability indices (v 1 ' . . . ,v m) of its l.t.m. are
constant on '\)
(ii) the distributions of vector fields:
v.-2
tJ..
{ G,
FG,
G } n T,\)
are involutive on '\) .

Corollary 1:
Any locally controllable nonlinear system with at
two inputs and a constant local structure is pseudolinearizable.
most
Indeed, in this case, rk tJ. i ~ 2. As dim'\) < 2, the c.ondition (ii) of the
the theorem 1 is automatically satisfied.
3.2. Pseudolinearization via Dynamic Precompensation [5]
When the condition (ii) of the theorem does not hold, a dy~amic
precompensator can be used for the pseudolinearization. Indeed, one can
show that the rank of the distributions tJ. i is given on
by:
rk tJ..
which leads, as a refinement of the corollary

generic condition of pseudolinearizability:
1,
to
the
following
Proposition 2:
A locally controllable nonlinear system is pseudolinearizable if the controllability indices of its l.t.m. are constant
along,\) and satisfy:
(2 )
In fact, it is always possible to add integrators on the appropriate

inputs in order to increase the smallest indices until the condition (2)
holds (cf [5]). More precisely:
Theorem 2:
Any locally controllable nonlinear system with a constant
local structure is pseudolinearizable by using a dynamic precompensator
of order at most equal to m.max{vi}-n.
3.3. Example
The procedure for pseudolinearizing nonlinear systems will be now
dissected on a physical example: the asynchronous induction machine. The
equations of the system can be written as:
C. REBOULET ET AL.
314
Xl =
X2
X3
U1 X l
k
+ T U2
(gU 2x l - ax 32 )
where xl' x 2 are modulo a coefficient the

components
of
the
electromagnetic field in the rotor, x3 the rotor velocity. The control
u l ' u 2 are directly related to the intensity and the phase of the stator
current. The term gux l represents the electromagnetic torque, -ax 3 2 the
resistant torque supposed viscous.
Consider now the l.t.m. of the system around an o.p. (xo,u o ):
u1
1
T
: j [:::j [~:!
o -2Kax~
6x 3
o
k
T
K9X l
.
.
0
at the equlllbrium,
one out of the quantities xl'
x 02 ' x 03 ' u02
vanishes, so do the three others. The l.t.m. structure changes at this
point. It is why we restrict the design control to the operating set
[,11 =
x 3 0 =0 }. Let us define:
If
e\ {
ll
is described by the equations:

u1 =
~
....L
kx2
i tplj!
k
At every point of
11,
the local structure corresponds to
the
controllability indices (v 1 ,v 2 ) = (1,2). From corollary 1, the system is
pseudolinearizable. Let
us
now
examine
how
to
compute
the
pseudolinearizing transformations. In the new coordinates, the l.t.m.
must be constant, for example in the canonical form:
So. the first linearizing transformation:
315
must satisfy 6i 1 = 6z?, so as to remove the control terms.

to the following equatIons:
leads
x2
k
- a.
t
That
(3 )
which must be satisfied on the operating set S* . The problem can

reformulated in the following terms. Given a differentiable form:
defined on '\Y*
a.
by the eqns (3), find a function
be
z 1=T 1 (x) on R3 s. t.
= dT 1'\Y
I*
From (3), a. can be written as:
a.
If we consider a. as a differential form on R3 , we see that the eqn

a. A rota. = 0
(4 )
is not satisfied. This exactly means that there is no integrating factor
E such that a. be exact. It is why the system is not linearizable on the
whole state space (see [7], [8] for linearizability conditions).

here, we need only a.=dT11'\Y
i.e. the "projection" of a. on
satisfying (4), which is trivial since dim9J =2. One can choose:
E(x)
2
tp
iii
Then:
a.
However, at the equilibrium:
But
'\Y*
c. REBOULET ET AL.
316
= ..JL.
k 11
cp til
02
x 3
Hence:
11
cp
KYIl
02
x3
dX 3
dT 1nY
with
T1 = Ln(cpl
+ ---
KYIl
x3
In fact, any function of the form g(T 1 (xll can be chosen. We shall take:
z,
1
T1 (x I
2:,
z2
Then:
kUX 2
cp
-1 I
tl
- ..JL.
k 11
x2
with:
=
2
Y
The second term is of second order near any operating

after linearization:
points
To complete the design, it is sufficient to consider an other

independent of z, , z2 (for example z3=cpl and take v" v 2 s. t.
2:2 = v,
so
that,
state
z3
2:3 = v2
4. PSEUDOCOHPENSATION
Less ambitious than

the
pseudolinearization,
the
pseudocompensation consists in assigning the poles of the l.t.m. at specified
values independent of the.operating point. This can be done locally by
using linear controllers varying along the operating range. The idea
consists in integrating them in a unique nonlinear feedback which
aut~matically adapts the linear design to the.o.p.
317
4.1. Pseudocompensation by Static State Feedback [1],[4]

The problem has been independently considered by Baumann and Rugh
([.1],[12]). Consider the nonlinear system (1), supposed to be locally
controllable. At each o.p. ()(o,u o )' there e)(ists a local linear
feedback:
assigning the l.t.m. poles at specified values (K is supposed varying

continuously). The nonlinear feedback which generates these local
control laws can be obtained by integrating the m differential forms:
e,
along
that is, by finding functions Ti on M such that ai=dTi1e
Generally. an integrating factor ~ is needed and we must take:
which leads to implicit feedback of the form v=S()(,u). Weak conditions

for integrating the ai's are stated in the following theorem (cf [4]):
Theorem 3:
Consider the nonlinear system (1). There e)(ists a nonlinear
state feedback locally assigning the poles of the l.t.m. at specified
values A1 ..... An independent of the operating point if:
(i) the system is locally controllable
(ii) Ai ~ 0 i=1 ..... n
Remark:
For single input system, it is easy to show that the
integrating factor ~ can be removed. Then, as shown by Baumann and Rugh
[1], we can choose an e)(plicit feedback v=K(x)+u. Note that in this
case. the system can be pseudolinearized by using an implicit feedback.
E)(ample:
the inverse pendulum [1]
The equations of the system can be written as:
x1
)(2
41/3 - aml cos )(1
g sin)(1 - O.5aml )(2 sin2)(1 - au
COS)(1)
with a=1/(M+m). M is the cart mass, m the pendulum mass, 21 its

Here. we have:
1l
a tn)(1 }
length.
318
C. REBOULET ET AL.
The l.t.m. can be parametrized in terms of x,:
with
---g-- ( 43 1 _ aml cos 2Xl ,-I
COSX ,
= - a cosx,
4 1
aml cos x,
To fix the denominator of the l.t.m. transfer function at

can choose a feedback of the form:
Here. it is possible to take

u = v
41
one
This leads to the control law:
~=,.
3a ~ Ln !secx ,
p2+~p+a.
tgx ! - ~ml sinx

I
~ tgx ,
a
( ~~ secx , - ml cosx ,
Note that in this case, the closed-loop static gain depends on the o.p ..
since the transfer function of the l.t.m. is given by:
o
- a cosx,
~
6u
2 0
41/3 - amI cos x,
+ ~p +
Using the following integrating factor:
a cos x,
2
41/3 - amI cos x,
greatly simplifies the integration and yields the

feedback:
nonlinear
"implicit"
Incidentally. we can note that the system is pseudolinearized with

feedback.
this
4.2. Dynamic Output Feedback.

When the state
is
partially
measured,
the
pole
assignment
can
be
ABOUT THE LOCAL LINEARIZATION OF NONLINE AR SYSTEMS
319
performed by using a dynamic output feedback. The method we present here

has been developed in the SISO case for the systems of the form:
f(x,u)
h(x)
Assume that the system is locally controllable and observable on & .Then
it is easy to show that the l.t.m . can be parametrized almost everywhere
either in terms of the control values or the output values at the
equilibrium. Suppose that the input parametrization can be chosen. At
every point of & , a linear compensator Quo(s) can be constructed for
assigning the pole of the l.t.m. (cf figure). The integration in a
nonlinear controller -called a pseudocompensator- is carried out from a
particular state realization of Quo. To simplify, suppose that Quo is
proper:
s
m-1
+
6y
A state realization can be written as:

6z 2
6z
- ao(u ) 6z 1 - .. . - am_ 1 (u O) 6z m
bO(U O) 6z 1 + .. + bm_ 1 (U o ) 6z m
Among the infinity of nonlinear systems having Quo
function, the following can be chosen:
21
z2
2
m-l =
2
m
u
zm
where qI and
zl) - a 1 (qI(z1)) z2
qI ( z 1 ) + b 1 (qI(zl)) z2
1jJ(
satisfy:
as
l.t . m.
- a m_ 1 (qI(zl)) zm
+ bm_ 1 (qI(zl)) zm
transfer
C. REBOULET ET AL.
320
=
For output parametrization, the integration is performed in a similar
way.
Finally, let us indicate that the method remains available when an
unknown constant (or slowly varying) perturbation enters the system. In
this case, the pseudolinearization -as a number of linearizing methodsis unefficient, due to the fact that the o.p. is unknown.
Example:
Consider an object moving in an unknown
simplified equations of motion can be written as:
X,
x2
X2
1
( f
M
x1
stream
V.
The
+ u )
where x 1 denotes the position of the body, x 2 its velocity, M its

u the propulsive force, f the resistant force:
mass,
transfer function of the l.t.m. can be parametrized in terms of

input values at the equilibrium:
~he
=
s ( Ms +
the
2~
A linear controller of the form:

+
s
is calculated so
assigned to:
This leads to:
that
the
closed-loop
characteristic
polynomial
is
a (u)
321
MA2 - 2dJkiU\
b(u) = MA 1
c(u)
MAO
dIu) = A3 - 2JkiU\ 1M
The
integration
pseudocompensator:
method
Zl
z2
Z2
-d(CZ 1 )
a(cz 1 )
presented
z2
cZ l
here
yields
the
following
b - ad(cz 1 )) z2
5. CONCLUSION
After the local linearization of nonlinear systems and the design of

control laws on the linearized systems, the problem becomes that of
integrating all the linear laws in a global nonlinear design available
on the entire set of operating points. Until now, the integration has
been done in a discrete manner. An other approach consists
in
parametrizing the set of linear tangent models by the operating point
and analytically integrates the linear control laws. In this paper, we
have examined for different objectives of the control design the
conditions under which this integration is possible.
Acknowlegdment: This research was supported by the Direction des Etudes,

Recherches et Techniques.
6. REFERENCES
[1]
[2]
[3]
[4]
[5]
BAUMANN W., RUGH W. 'Feedback Control of Nonlinear Systems by

Extended Linearization: the multi-input case', preprint.
CLAUDE D. 'Linearisation par diffeomorphisme et immersion des
systemes' in Analysis and Optimization of Systems, Lectures Notes
in Control and Information Sciences, Springer-Verlag, 63, 1984,
pp339-351.
CLAUDE D., FLIESS M., ISIDORI A. 'Immersion directe et par bouclage
d'un systeme non lineaire dans un lineaire', C.R. Acad. Sc. Paris,
296, serie I, 1983, pp237-240.
CHAMPETIER C., MOUYON P. 'About the local linearization of
nonlinear systems', 24th IEEE CDC, Fort Lauderdale, 1985.
CHAMPETIER C., HOUYON P., HAGNI J.-F. 'Pseudolinearization of
nonlinear systems by dynamic precompensation', 24th IEEE CDC, Fort
Lauderdale, 1985.
322
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
C. REB()ULET ET AL.
CHAMPETIER C., MOUYON P., REBOULET C. 'Pseudolinearization of multiinput nonlinear systems', Proceedings of the 23rd IEEE CDC, Las
Vegas, 1984
HUNT L., SU R., MEYER G.
'Global transformations of nonlinear
systems', IEEE Trans. Aut. Control, 28, 1983, pp24-31.
JAKUBCYZK B., RESPONDEK W. 'On linearization of control systems',
Bull. Acad. Polon. Sci., Ser. Sci. Math. Astronom. Phys., 28,1980,
pp 511-522
KRENER A.J. 'Approximate linearization by state feedback and
coordinate change' , Systems Control Letters, 5, 1984, pp181-185.
MOUYON P., CHAMPETIER C., REBOULET C. 'Application d'une nouvelle
methode de commande des systemes non linea ires -la
pseudolinearisation- a un exemple industriel', Congres INRIA, Nice 1984.
NIJMEIJER H. 'State sPace equivalence of an affine nonlinear system
with outputs to a minimal linear system', Int. J. Control, 39,
1984, pp919-922.
RUGH W. 'Design of nonlinear compensators for nonlinear systems by
extended linearization technique', Proceedings of the 23rd IEEE
CDC, Las Vegas, 1984
RUGH W. 'An extended linearization approach to nonlinear system
inversion', this book.
Reboulet C., Mouyon P., Champetier C.

C.E.R.T. I D.E.R.A.
2 av. Ed. Belin
31055 TOULOUSE CEDEX
FRANCE
Optimal Control
Envelopes, Conjugate Points, and Optimal Bang-Bang Extremals
H. J. Sussmann 1
Department of Mathematics
Rutgers University
New Brunswick, NJ 08903, U.S.A.
1. Introduction
The theory of envelopes and conjugate points constitutes an important
chapter of the classical Calculus of Variations.
In Optimal Control theory, it is
often desirable to get better information about optimal trajectories than that
provided by the Pontryagin Maximum Principle.
To do this, it is useful to have
necessary conditions for optimality that exclude, for instance, bang-oang
trajectories that have too many switchings, even if those trajectories satisfy the
Maximum Principle. It turns out that, in a number of cases, this can be done by
means of a suitable generalization of envelope theory. The purpose of this note is
to outline one such generalization and to illustrate its use by proving theorems on
the structure of optimal bang-bang trajectories for certain problems in two and
three dimensions.
The paper is organized as follows. We begin by outlining the theory without
giving any technical details. In particular, we give a general definition of envelopes
for control systems, and we show that, for the classical Calculus of Variations, it
reduces to the usual concept. After this we proceed directly to some applications,
including the theorems on bang-bang extremals referred to above. We then give a
simple but nonrigorous derivation of the fundamental formula on which the theory
rests.
A complete rigorous development of the theory (including, in particular,
proofs that all the examples discussed here satisfy the necessary technical
conditions) will be given in a subsequent paper.
2. The fundamental formula

Consider a system
x'
=f (x,u),
x e M,
u e U,
together with a cost functional
Partially supported by NSF Grant MCS78-02442

325
M. Riess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 325-346.
(1)
326
H. J. SUSSMANN
J (r)
T+(f)
=J _
T (f)
L (X (t) , u (t) ) dt ,
(2)
where r denotes an ad mi ss; bl epa; r of the system (1) . and T - (r) , T + (r) are the
initial and terminal times of r (i.e. r is a pair (x(),u(, that consists of a
trajectory x ( )
and a corresponding control u ( ), both of them defined on a
compact interval Intv (r)
=[ T -
(r) , T + (r) ]).
As usual, a multi pI ier is a pair A = (X (.) ,1') , where X (.) is an absolutely

continuous mapping on Intv (r), and I' is a constant, such that the adjoint equation
aH
ax
X' (t) = - - (X (t) , I' , X (t) , u (t) )

holds for almost all t
(3)
Intv (r). Here H is the Hamiltonian, defined by
H(X,I',x,u) =<X,f(x,u) > + I'L(x,u).
(4)
(If M is just an open subset of Rn, then x and ffx,uJ should be thought of as
column vectors, X as a row vector, and "<',' >" as the ordinary product of a row
and a column; more generally, in the manifold case, one should think of X ( ) as a
field of covectors along x (.) , i.e. a mapping that assigns, to each t , a covector
X(t) at x{t), and of "<.,.>" as the ordinary pairing between vectors and covectors.)
A multiplier A is nontrivial if the pair A (t) = (X (t) ,1') is nonzero for some
(and hence every) t E Intv (r). The multiplier A is minimizing if, for almost every
t E Intv (r) , the equality
H(X(t),v,x(t),u(t)
= Min
{H(X(t),I',x(t),v) : v
(5)
U} =c
holds, where c is a constant. We use h (A,f) to denote the constant c of (5). We

call A null-minimizing if it is minimizing and, in addition, the constant h (A,r) is
equal to zero. We call A normal if v ':f:. 0, and normalized if v = 1. Clearly, any
normal multiplier can be normalized by just .substituting v -1 X for A, and the new,
normalized multiplier is minimizing, or null-minimizing, iff the old one is.
An
extremal (resp. normal extremal, null extremal, null normal extremal) is an
admissible pair rfor which there exists a nontrivial, minimizing (resp. normal
minimizing, null-minimizing, normal null-minimizing) multiplier.
The Maximum
Principle asserts that under suitable technical conditions,
1. if f solves the problem of minimizing the cost J among all
trajectories of (1) that go from a given initial point p to a given
terminal point q in a given time T, then r is an extremal,
2. if r solves the problem of minimizing J among all trajectories from P
to q (i.e. with T unspecified), then r must satisfy the stronger
condition of being a null extremal.
A one-parameter family of extremals is a family F= {r : l'
l'
[a,b]}
of
ENVELOPES, CONJUGATE POINTS, AND OPTIMAL BANG,BANG EXTREMALS
327
extremals parametrized by a real parameter l' with values in a compact interval.

With any such family F we will associate a number of objects that. although
obviously dependent on F, will be referred to with notations that do not exhibit this
+
We let J ,T ,T ,x ,x
dependence explicitly. (No ambiguity will ever arise.)
l'
l'
l'
l'
+
l'
denote, respectively, the cost, initial and terminal times, and initial and terminal
states of r . (The initial and terminal states of an admissible pair r = (x(), u('))
l'
are the points x(T (r)) , x(T (r)) . ) Choose,

multiplier A = ('A ,v ).
l'
l'
We let ~
l'
l'
l'
l'
l'
,~
+
l'
for each 1', a nontrivial minimizing
be the derivatives with respect to
x ,x , and let a (1') = T ,(j (1') =T . We use D

l'
l'
l'
of
to denote differentiation with
respect to 1', and "I" to denote differentiation with respect to t. Also, we let
l'
l'
'A = 'A (T ) ,'A = 'A (T ). Then, if all these objects depend "sufficiently smoothly"
l'
l'
l'
l'
on 1', the following formula holds:
v 'D J =<'A
1'1'1'
,~
1'1'
>-<'A ,( >+ (D (j-D a) (1') 'h(A ,r) .

1'1'
1'1'
1'1'
(6)
We shall refer to (6) as the fundamental formula. Of course, in order to

transform (6) into a rigorous theorem, one has to specify precise technical
as-sumptions on the control problem under consideration, and a precise meaning has
to be assigned to the "smooth dependence" on l' referred to above. This will be
done in a later paper, where we will give a rigorous proof of (6) under weak
conditions. Here we will simply take (6) for granted.
We conclude by observing that. in two important cases, (6) becomes even
simpler. If either
1.
is an equal time variation, i.e. all the
that D (j (1') = D a (1'), or

l'
l'
have the same duration (so
l'
2. the trajectories
l'
are null extremals,
then (6) says that
dJ
l'
+
+
v'-=<'A ,~ >-<>.. ,~ >.
d1'
l'
l'
l'
l'
3. Envelopes
Let F = {r : l'
l'
(7)
be a one-parameter family of extremals as in the
[a,b]}
preceding section, and let x C,), u (.), J , T , T ,

l'
l'
l'
l'
l'
vT '
328
H. J. SUSSMANN
t T' t T
(i) the
'
T
be as before. Assume, in addition, that

a (T), IJ(T) , A , " , D
T
T
T
are normal extremals, and (ii) the multipliers A are chosen to be
T
normalized, so that v T = 1. An initial arc of F is, roughly, an arc that joins the
initial
points of the
r.
arcs
However, we want to
allow this
arc
to
be
reparametrized, so we define an initial arc to be an arc 0- (.) , parametrized by a

variable 0 with values on some parameter interval [a - ,b-] , such that there exists
an
absolutely
continuous,
nondecreasing
sur jective
function
= xT
such that 0 (0 (T))
0-(): [a, b] -+ [a- ,b-]
say that the initial arc 0- (.)
= (0- (.)
is a control initial arc if 0- (.)
corresponding to some admissible control v - ( .).

admissible pair Il-
for every T
,v -
(.
[a,b] . We will
is a trajectory
If this is the case, then the
will be referred to as an initial admissible
pair of the family F. The interval [a - ,b -] is the domain of the initial admissible
pair Il.
The cost J (Il-) is easy to compute. We have

_
J (Il ) = J
b
_ L (0
(c de
(c), v
=JL(x ,v (0 (T)Dc (T)dT

T
(8)
where we have used the chain rule to conclude that D 0- (T) D 0- (0- (T
=~- .
T O T
One can define in a similar way what is meant by a terminal arc of the
one-parameter family F, a control terminal are, and an admissible terminal pair.
We use the obvious notations 0 + , 0 + , v + ,Il+ , and it is clear that a formula exactly
analogous to (8) holds for the cost of an admissible terminal pair.
If we combine (8) and its analogue for terminal arcs with (6) we get the
+
following identity relating the costs along r , r ,Il and Il , if the family F consists
a
of normal extremals and the multipliers A (.) are normalized:

T
J(Il+) -J(Il-)
=Ja
+
T
{<" ,~ >-<" ,~ >}dT-R,
(9)
i.e.
(10)
329
ENVELOPES, CONJUGATE POINTS, AND OPTIMAL BANG-BANG EXTREMALS
where the remainder R is given by R = R, + R 2' and

+
+
T
+
T
R,=f {Da (T)H(X ,1,x ,v (a (.,)

T
(11)
-D a-(T)H(X ,1,x ,v-(a-(T)}dT,

T
T
T
b
R2=f (D a-D 13) (T) h(A

a
,r )dT.
T T
(12)
We will say that F satisfies the generalized envelope condition (GEe) if F

admits initial and terminal pairs 11 , 11+ such that the remainder R vanishes. In that
case Formula (1 0) simply becomes:
(13)
We now list a number of cases where the generalized envelope condition is
easily verified:
1. F is a fixed-endpoints family of null-minimizing normal extremals.

That is, the r are null minimizing extremals and the initial and terminal
T
points of the
satisfy x == p, x ;;; q for some p, q.

T
T
In this case we
can take a' = b' , and let a +, a be constant functions. Since every
point arc is trivially a trajectory corresponding to some control, the
existence of 11+ and 11
is trivial.
Moreover, the remainder R
vanishes, because the derivatives of a +, a

condition that the
, trivially
vanish. As for R 2' the
are null-minimizing precisely implies that R
vanishes as well.
2. F is a fixed-endpoint equal-time family. The reasoning here is as in
the previous case, except that the vanishing of R 2 now follows from
the fact that
a-13 is a constant.
3. F is either equal-time or null minImIzing, the arcs T-+X ,T-+X

T
+
T
are thf!mselves control arcs, and the Hamiltonian H satisfies, for

al most every Tin [a,b]:
(14)
and
330
H.J. SUSSMANN
+
+
+
H("A. ,1,0 (T),V
T
where (i) we let 0- (T) = X
(r
,(i i)
+
+
+
=H("A. ,1,0 (T),U (T
T
T T
),
v - (. )
(15)
is a control that corresponds
to 0- (.) , and (iii) 0+ (.) , v + ( .) are defined similarly.

That is, F is either null-
4. A combination of the above situations.
minimizing or equal-time, one of the arcs
T ~ X
arc, and the other one is a control arc that,

corresponding control v - ( .) ,v + (. )
T ~
+
T
is a pOInt
for an appropriate
satisfies (14) or (15).
If F satisfies the GEC, then (13) holds, and we can conclude that
(16)
Let us use "*" to denote concatenation of trajectories. (The concatenation

T *T of two trajectories T ,T is only defined if T + (T ) = T - (T ).) Then (16)
, 2
, 2
,
2
says that J(T,) =J(T 2 ), if T, =A-*rb
and
T2=ra*A+.
The typical application of these identities to prove that a certain extremal'

cannot be optimal proceeds as follows: one starts with an extremal T that can be
written as a concatenation A- *rb for some suitable chosen A- , r b'
(Often A-is
just a pOint trajectory.) If [a,b] is the interval on which A-is defined, then one
tries to construct extremals r
for each l' e [a,b] , in such a way that, if
l'
A-=(o-(')
0+ (T)
,v-( , then r
l'
starts at 0-(1') . If one succeeds in finding points
on r , such that the generalized envelope condition is satisfied, then one

l'
obtains a new trajectory T 2 which has the same initial and terminal pOints as T,.
Moreover, this new trajectory has exactly the same cost as T . This implies that
the new trajectory is optimal if T, is. If one can then prove that T 2 cannot be
optimal, it will follow that T
, was not optimal either.
The simplest illustration of this approach is that of the classical theory of

envelopes in. the Calculus of Variations. Consider a classical problem in which one
wants to minimize the integral
J{3a L (x (t) ,x' (t) ) dt
among all curves that go from a
point p to a point q. (The time interval [a,{3] is not specified in advance.) Assume
that the Lagrangian L is smooth and the Hessian matrix of L with respect to the x'
variables is nondegenerate at every point (x, x'). Then we can regard this situation
331
as a control problem x' =u, where u is completely unconstrained. In particular,

every absolutely continuous arc is a trajectory for some control. and this control is
uniquely determined by the arc.
The optimal trajectories are null-minimizing
extremals, because time is free, and they are normal, because the Hamiltonian is
equal to <).. ,u> + v L(x , u) so that. if v
it would follow that the control
value u (t) minimizes <).. (t) ,v> as a function of v, which is impossible if ).. (t) '# 0 .
The condition that a trajectory is a normal null-minimizing extremal is easily seen to
imply the familiar Euler-Lagrange equations, together with the equation
L(x (t) ,u (t) )
aL
au
=<- (x (t) ,u (t ,u (t) >
(17)
Suppose that r is a normal null-minimizing extremal that goes from p to q

and is defined on the interval [a,p]. Moreover, assume that one can construct a
one-parameter family F = {r :- e S 'I' S O} of null-minimizing normal extremals, such
that
r 'I'
1.
'I'
is defined on [a,8('I')] for some 8('1') and, if
r 'I' =
(x
'I'
(0) ,u (0)) ,then

'I'
ro=r,
2. x (a) = p for all '1', and

'I'
3. the times 8('1') depend smoothly on '1', and satisfy
a.
8 (0) = 13,
b.
the curve S :
'I' -
'I'
(8('1')) is tangent to
'I'
(0) at
'I'
(8('1')) for
each '1',
c.
either
+
S ('1') does not lie on
+
ii. S (,.)
Ei
q , but r
If S + (.r) does not lie on
'I'
for '1'<0, or
is not tangent to
at q.
for '1'<0, then we can take A+ to consist of S +
together with the unique corresponding control. and we can let A-be the constant
trajectory with value p. The GEC is then trivially satisfied. (The existence of
v + ( .) ,v - ( ) is trivial because, as explained earlier, every arc is a trajectory for

some control. That the GEC then holds is consequence of the tangency property .
Indeed, the tangency condition implies that u (8 ('1'
'I'
= v + ('I')
so that (15) holds.
So we are in the "mixed" case discussed above.)
If S+ ('1') does not lie on r for '1'<0, it then follows that the given extremal
is not minimizing. Indeed, (16) implies that
H. J. SUSSMANN
332
(18)
If
r -e *l:.. +
was optimal, it would follow that
is also optimal. But then
r -e *l:.. +
would have to be an extremal. This, however, is impossible, because the EulerLagrange equations, together with the nondegeneracy of the Hessian matrix of L,
imply that an extremal is uniquely determined, locally, by the position and velocity at
a given time. In particular, since
r -e *l:.. +
and
are both extremals which go through
q and are tangent there, it would follow that they coincide, contradicting the
assumption that [) + (.,.) does not lie on

If the
r .,.
for .,.<0.
actually go through q but are not tangent to
at q, then the
generalized envelope condition is trivially satisfied. This does not yet suffice to
prove that r is not optimal. However, if r' is any extremal defined on an interval
[a,j3'] with 13'>13, such that the restriction of r' to [a,j3] equals r, then r'
cannot be optimal. .Indeed, if r' was optimal, then all the trajectories r' .,. ,obtained
by following
r .,.
up to q, and then
r',
would also be optimal, since they have
exactly the same cost as r'. Hence they would all be extremals,
impossible since they have a discontinous first derivative at q.
which is
4. Conjugate points
Conjugate points are, roughly, points for which the "first order conditions"
needed to construct envelopes are satisfied. It then follows, modulo suitable
technical hypotheses, that envelopes exist whenever p and q are sufficiently
"nondegenerate" conjugate pOints. We illustrate these ideas by referring again to the
classical Calculus of Variations situation considered in the preceding section.
Let r = (x ( 0) ,u ( 0) ) be a normal null-minimizing extremal that goes from p
to q and is defined on the interval [a,j3]. Assume that a =0 . Then r is the unique
solution of the Euler-Lagrange equations with initial conditions p, u (0) at time 0
and, moreover, the condition (17) is satisfied along r. Let 4> denote the flow of the
Euler-Lagrange vector field, that is, let t -+ 4> (y , v, t) be the solution of the EulerLagrange equations which goes through (y,v) at time O. (Then 4> takes values in x, u
space.) Fix y =P , and consider the x-component of 4> as a function of v and t. Let
the resulting map be denoted by t/>. Then q, is a smooth map that satisfies
t/> (u (0) ,13) = q. If we use D, D, D to denote, repectively, partial differentiation
v
.,.
v ,
with respect to
t and .,., we see that, when teO, D t/> vanishes, but D t/> is equal
v
t
to v, so that DDt/> is the identity matrix. Hence (D t/>)(u,t) is nonsingular for t near
v
O. In order to construct a family {r}

.,. that satisfies the generalizeJ envelope
conditions, one has to take
the interval of definition of
r .,. = (x .,..,.
(0) ,U (0 , with x .,. (t)
r .,. extend from 0 to 8(.,.), where
=q,(v(.,.) ,t) , and let
8(.,.) is chosen so that
th!i! curve .,. -+ t/>(v(.,.) , 8(.,.)) and t -+ t/>M.,. *) ,t) have the same tangent vector at
333
* The tangent vectors to these curves

t'" 8 (.,. *) ,'" "'.,. * , for every .,..
respectively, (D I/>)(D v)+(D 1/>)(0 8) and D 1/>. So the functions .,. - v(.,.) , .,. v
.,.
t.,.
are,
8(.,.)
will have to satisfy the differential equation

(01/
(v(.,.),8(.,. - (1-D .,. 8(.,.) '" (D v 1/ (v(.,.),8(.,. -D .,. v(.,.).
t
Moreover, the r .,. have to satisfy (17) as well, i.e.:
(19)
aL
.,. = <(p , v (.,. > ,
L (p , v (
(20)
au
from which we get, by differentiation with respect to .,.;

<v (.,.)
t -H (p, v (.,.
, D .,. v (.,.) > =0 ,
(21)
where H is the Hessian matrix of L with respect to the u variables and "t" denotes
transpose. Since we are assuming that H is nonsingular, (21) simply imposes the
extra requirement that the vector D .,. v (.,.) belong to a linear subspac~ S (p ,v (.,.) )
of codimension one of the tangent space at p.
(Here we define S (q , v) to be the
space of all vectors w that satisfy <vt H (q, v) , w> =0 .)

Let L (v, 8) denote the linear map from S (p, v) R to the tangent space at
p which sends (w,r) to (D l/>)(v,8)'w+r-(D 1/(v,8) . Then, if we let w(.,.) = D v(.,.) ,
r( r)
=D .,. 8 (.,.)
.,.
, equations (1 9) and (2 1) say that
L (v (.,.) ,8(.,. (w (r) , r(r = (Dtl/ (v (.,.) ,8 (r
(22)
If the mapping L (u (0) ,~) is nonsingular, then the solution of (22) with initial
u(O) , 8(0)
~ is unique.
Moreover, it is clear that vIr) EE u(0) ,
condition vIOl
8 (r) is ~
is a solution, which simply corresponds to letting r (for .,.<0) be the
+.,.
piece of r up to time ~+.,.. So, if L (u (0) ,~) is nonsingular, we cannot construct

nontrivial envelopes. Hence the most obvious necessary condition for the existence
of nontrivial envelopes is that the mapping L (u (0) ,~) be singular.
When this
happens, we say that the points p, q are conjugate along r.
If P and q are conjugate along r, then the construction of nontrivial
envelopes is possible if certain extra "nondegeneracy conditions" hold. A detailed
discussion of this will be given elsewhere.
We will not attempt to give a general definition of "conjugate points" for
arbitrary control problems. However, the example of the next section will illustrate
a situation which is completely different from the class;~al one but leads
nevertheless to a natural concept of conjugate points.
334
H. J. SUSSMANN
5. Bang-Bang Extremals in Two Dimensions

We now study time-optimal trajectories for systems
x'=f(x) +u'g(x),
xEM,
UE
[-l,lJ,
(23)
where the vector fields f, g are smooth, and the state space M is an open subset
of Rn . We will show that, in certain cases, it is possible to exclude extremals that
are bang-bang with too many switchings. In the discussion that follows, it is always
understood that L51. In particular, all extremals are understood to be extremals for
the optimal time problem.
We use X, Y to denote, respectively, the vector fields f - g,f + g. We use
exponential notation for the flows of vector fields, and we write the exponentials
to the right of the points on which they act. (This is needed in order to make the
algebraic calculations involving the Campbell-Hausdorff Formula come out right.
Alternatively, since vector fields act on the left as differential operators on
functions, and there is an obvious duality between functions and points, it follows
that vector fields have to be regarded as acting on the right on pOints, and the
same should be true of their exponentials.) So, for instance, X Exp (tX) Exp (sY)
is the point obtained from x by following an integral curve of X for t units of
time. and then an integral curve of Y for s units of time. Any formal product of
exponentials of scalar multiples of X, Y can be regarded both as a name of a map
obtained from the flows of X and Y and as a formal power series in X and Y.
The precise relationship between the two is that the series gives an asymptotic
expansion for the map. If one considers any finite product of factors
P =rI
j=1
Exp (tZ.). where each Z

J J
is either X or Y. and the factors are always
ordered from left to right, then the product P represents the map which to each
state x assigns the point obtained by starting at x and following the integral
trajectory of Z for t units of time, then that of Z for t units of time, and so
1
on. If the product P is formally expanded as a power series, using the usual
formal power series formula for the exponential, then one obtains a series S
whose terms are noncommutative monomials in X, Y. multiplied by scalars. The
series S is asymptotic to P in the sense that; for each positive integer N, each
compact subset K of M, and each smooth real-valued function t/J on M, there exist
positive constants C.a such that the inequality
I (SNt/J)
I S C' IP IN+ 1 ,
such that IP ISa, where:
(24)
(x) - t/J (x' P)
holds for all x in K and all P
(i)
is the truncated series
obtained from S by omitting all monomials of degree >N. (i i) S I/> is the function
N
obtained
by
applying
the
partial
differential
operator
SN
to
1/>,
and
We will also need another important fact. which is a consequence of the

well known Campbell-Saker-Hausdorff formula: the formal series S is an
exponential Lie series, i.e. it' is the exponential of a series whose terms are
iterated Lie brackets of X and Y.
335
We now specialize to the case when M is two-dimensional. Since the result

we will be proving is local, we can assume without loss of generality that M is an
open subset of R2. We will show that locally, under certain conditions, bang-bang
trajectories with two or more switchings cannot be time-optimal, even if they
satisfy the maximum principle.
Let p be a point of M,
shrunk whenever it is necessary.
(23)' i.e. a trajectory which is a
and an X -trajectory. Let t , t ,
1
and let U be a neighborhood of p that will be

Let r= (x(-) ,u(-
be an XYX- trajectory of
concatenation of an X-trajectory, a Y-trajectory
t
be the corresponding times. Suppose that r
3
starts at a pOint q and ends at a point r, and that r is entirely contained in U.

Then r =q - P, where P = Exp(t X) - Exp(t Y) - Exp(t X). Suppose that all three pieces
123
are present i.e. that t , t

1
and tare >0.

3
Moreover, suppose that
is time-
optimal. Let us assume that the vectors f (p) , g (p) are linearly independent and
let us shrink U so that fIx) , g(x) are linearly independent for every x in U. Then it
follows easily that G has to be a normal extremal. (Proof: Since r is time-optimal,
r has to be a null extremal. Let 11.( -) = ("A (-) , p) be a nontrivial null-minimizing
multiplier for r, and assume that p = O. Then the Hamiltonian H, evaluated along (r,A),
is just equal to <"A, f (x) + u- g (x) >. At the switching points of r the switching
function <A, g (x) > has to vanish. Then <"A, f (x) > also vanishes, since H:; 0 along
r. So, if x is a switching point of r, and t is the corresponding time, we see that
the linear functional "A (t) annihilates both f (x) and g (x). Since f (x) and g (x) are
linearly independent, we conclude that "A (t) = 0 , and so the multiplier A is trivial.
This contradiction shows that p';: 0.) Let A ( -) = ("A ( -) , 1) be a normalized multiplier
for r. Let a, b be the times when the switchings occur (so that a = t 1 ' b =t 1 + t 2 , if
we assume, as we certainly may without loss of generality, that the initial time of r
is 0). Then H(A(a), 1,x(a),v) and H("A(b), 1,x(b),v) vanish identically as functions of the
variable v.
We will say that two points x (s 1) ,x (s2)
on an extremal
are conjugate
along r if there exists a nontrivial normalized multiplier such that the corresponding
switching function vanishes at both points. In particular, the points x (a) ,x (b) are
conjugate. As we shall see, this imposes strong extra conditions on r.
The condition that x (a) , x (b) are conjugate implies that there is a nontrivial
"A ( - )
of
the
adjoint
solution
equation
along
r
that
satisfies
<"A (a) , g (x (a > = <"A (b) , g (x (b > =0 .
It
is
then
easy to
verify that
<A(a) , g(x(a))> = <A(b) , h(b - a , a
for
each
s,a,
we
let
where,
h (0, s) = (Exp (aY * (g (q - Exp sX . (Here, if F is a smooth map, we' use F* to
denote the differential of F.) Therefore, a necessary condition for
is that the vectors h (b - a, a) , g (b) be linearly dependent.
Clearly,
h (a , s)
is
the
tangent
vector
at
7" = 0
q - Exp (sX) - Exp (7"g) - Exp (oY) ,
which
is
the
same
7"- (q- Exp (sX) - Exp (oY - Exp (-aY) - Exp (7"g) - Exp (oY) .
to
the
curve
as
the
curve
In
particular,
7" -
to be optimal
336
H. J. SUSSMANN
h (b - a, a)
is
the
tangent
vector
at
l' = 0
to
the
curve
l' x(b)oExpAd((a - blY)(Exp(1'g)) where. for a smooth vector field Z. we use
ExpAd(Z) to denote the map that takes each smooth map 41 to the map
Exp (Z) 041 Exp (-Z) . From this it follows that
h(b - a,a) =g (x (b - (b- a) [Y,g] (x (b
+ o(b- a) ,
(25)
h (b - a, a) ... g (x (b
+ 0 (b - a)
(26)
i.e.
- (b - a) [f, g] (x (b
Therefore
h (b-a,a) "g (x (b
= - (b-a) [f, g] (x (b
"g (x (b) )
+ 0
(b-a) ,
(27)
where ",," denotes exterior product. If we assume that g and [f, g] are linearly
independent at p. and then shrink V further. so that g(x) and [f ,g] (x) are linearly
independent at x for every x in V, we can conclude that the left-hand side of (27)
is not equal to zero, provided that b - a is sufficiently small.
Moreover. by
shrinking V even further. if needed. we may also assume that the fact that r is
contained in V already forces b - a to be so small that the conclusion
h (b - a, a) "g (x (b
(28)
follows. (Indeed. if ~>O is arbitrary. then one can always find V 'such that.
whenever a trajectory r is entirely contained in V. then the duration of r is not
greater than ~. This follows from the linear independence of f and g at p.) So the
vectors h (b - a, a) ,g (x (b
are linearly independent. and therefore r cannot be
optimal.
Let us now consider the more degenerate case when [f, g] (p) "g (p) = O.
Let S be the set of all points x in M such that
[f ,g] (x) "g (x) - 0 .
(29)
Then S is the singular set of the system (23).

If (23) is "sufficiently
nondegenerate", then S necessarily consists of a locally finite union of smooth arcs
and isolated branch pOints. (This follows. for instance. if f and g are real-analytic
and M is connected. provided that we are not in the exceptional case when S ... M
for. under these hypotheses. S is areal-analytic subset of M.
The exceptional
case when S'" M is actually much easier to handle. for in that case it can be
proved that. locally. every trajectory is time-optimal. and every pair of pOints that
can be joined by a trajectory can also be joined by one with a very simple
structure. namely, bang-bang with a fixed bound on the number of switchings.l
Suppose that p is not a branch point, so that. by shrinking V further. we
may assume that vns is a smooth arc. Suppose. moreover. that X (p) and Y (p)
are both transversal (i.e. not tangent) to S. Then we have to distinguish two cases,
according to whether X (p) and Y (p) point to the same side of S or to opposite
sides of S. In the former case, one can shrink V further and assume that vns
+
divides V into two pieces V V

+
towards V.
such that. if xeS. then X (x)
and Y (x)
It then follows that. once a trajectory of (23) has crossed
point
vnS.
it
337
stays in U
and cannot cross uns again, as long as it stays in U. It can be shown

+
that an optimal trajectory which is entirely contained in U or U must be bangbang with at most one switching, and therefore one obtains a complete description
of the optimal trajectories in U, which turn out to be bang-bang with at most two
switchings.
We now turn to the most interesting case, namely, when X (p) and yep)
point to opposite sides of unS. In this case, we can also shrink U and assume that
+
unS divides U into two pieces U ,U

towards
as before, except that now X points

+
Y points towards U.
and
Again,
one
can
show
that
optimal
trajectories which are entirely contained in U + or U must be bang-bang with at

most one switching.
However, this does not suffice to produce a complete
description of all optimal trajectories in U, since now an optimal trajectory can
cross uns back and forth, and there appears to be no obvious a priori bound on
the number of possible crossings. It is here that the theory of envelopes will be
useful.
/
Since our optimal trajectory
U and the other one in U +.

optimal, we have
h (b - a, a)
has two switchings, one of them must be in
Therefore x (a) e U-
and x (b) e U+.
Since
g (b) = o.
is
(30)
Let us now allow the times t. to vary, while keeping q fixed. More precisely, we
J
vary a, and then try to select b as function of a so that (30) holds. We may regard
(30) as an equation that defines b implicitly as a function of a, provided that we
can apply the Implicit Function Theorem. Let us assume for the moment that this
can be done. Let a ~ 13 (a) be a function, defined for a near a, such that 13 (a) =b
and
h (13 (a) - a, a)
g (f3 (a) )
=0
(31)
for all a.
Then we can consider, for each a, the XV-trajectory
switches fron X to Y at time a, and terminates at time 13 (a).
r *a
that starts at q,
(In particular,
ra*
is the
that 9ges from q to x (b).) Suppose that the family F = {r* :a - e Sa S a}

a
+
admits a control terminal e~c 0 , which is not bang-bang. (Since the initial point of
the members of F is fixed, it is obvious that F admits an initial control pair.) Let
piece of
A + be the corresponding trajectory.

time along
r*
a-e
*A
Then the fundamental formula implies that the
is exactly the same as that along
r.*
a
Since
r*
a
is time-opimal,it
338
H. J. SUSSMANN
follows that
* *I:J. +
r a-e
is time-optimal, and therefore
this is impossible because
t:. +
time-optimal trajectory in U
the
terminal
is time-optimal as well.
But
is not bang-bang, and it is easy to prove that every

has to be bang-bang.
We now have to determine (i)

solution p (.) of (31) such that p (a)
(i i) when
t:. +
under what conditions the existence of a

can be guaranteed for a near a, and
=b
points of the trajectories
trajectory of our control system.
r*
a
will
actually
constitute a
We study these two questions by shrinking U, if necessary, so that we can

take coordinates (x, y) on U, with respect to which U becomes a square x <p,
I I
I I
y O, and Y has
components (1 ,0). If f and g are linearly independent at p, we can also assume
that they are linearly independent throughout U, so that the y-component of X
never vanishes. Then we can also assume that this component is strictly positive
(otherwise make the change of coordinates y - -y). Finally, the x-component of X
has to be negative, since X and Y point to opposite sides of S. So we can write
X = (- ~ , 71), where both ~ and 71 are strictly positive numbers.
If x. = (x. , y)
J
1 , 2 are two points on the same V-trajectory, such
that x <O<x , then the conjugacy condition becomes the condition that the vectors
1
(Y - X) (x j) be linearly dependent. i.e. that
(x 1) = S(x 2)
where
S is the function
71- 1 (1 + 0 . A simple calculation shows that the derivative Sx of S with respect to

x vanishes precisely when g and [f, g] are linearly dependent, i.e. on S, which is
the same as the set where x=O.
If
Sx has the same sign on both U and U , then
S is strictly increasing or strictly decreasing along Y-trajectories, and therefore no

conjugate points can exist
So the only interesting case can occur when Sx
changes sign accross snu.
In this case, the qualitative picture is roughly as
follows: as we move along a Y-trajectory from left to right, S is monotonically
increasing (resp. decreasing) until we reach x=O, and then it becomes monotonically
decreasing (resp. increasing). So to each point x on the left side of the y axis
1
there corresponds a unique "conjugate" x

x -x
1
on the right side.
Moreover, the map
looks like a reflection about the y axis, in the sense that x
the same horizontal line, and x
and x
moves towards the y axis as x
lie on
does.
In
particular, if 1 is an integral curve of X, so that 1 goes upwards and to the left,

then the "conjugate curve" l ' will go upwards and to the right. But this implies
that the direction of "'{' is a combination of those of X and Y with positive
coefficients. Therefore l ' is, after reparametrization, a trajectory of our system.
339
To turn this picture into a rigorous theorem requires a more elaborate

analysis, which will appear elsewhere. It turns out that, by means of the methods
outlined here, one can prove bounds on the number of switchings for completely
arbitrary real analytic systems of the form (23) in two dimensions.
6. Bang-Bang Extremals in Three Dimensions.

We now show how our theory makes it possible to prove results for bangbang extremals for three-dimensional problems. We consider a system (23) as
3
before, but the state space is now assumed to be an open subset M of R. We

will prove that, under certain conditions, a bang-bang trajectory with three
switchings cannot be time-optimal.
Let
r = (x ( ) ,u ( ) ) be a time-optimal trajectory which is an
XYXY-trajectory. That is, r starts at a point p , follows the X direction during a
time
until it reaches a point p, then follows the Y direction during time
it reaches a point q, then follows X again during time

then follows Y during time
3'
We assume that the times
Tj
until
until it reaches r, and

are strictly positive, i.e.
that all four pieces actually occur. Assume, as we may without loss of generality,
that the starting time of r is equal to zero. Let t. = TO+' + T .. Then x (0) = p ,
J
x (to) =p, x(t 1) =q, x(t2) =r.
The times
,T
cannot be arbitrary.
Indeed, the condition that
is an
extremal requires that there be a nontrivial solution ). (.) of the adjoint equation
such that <).(t.l, g(x(t .))> vanishes for j = 0 , 1 , 2, so that the vectors
J
g(p) , g(q) , g(r) , after they are transported by the flow of the control
corresponding to r, must be linearly dependent. Let choose to transport these
vectors to the point r. Then we conclude that 9 (r) , Exp (T X) (g (q) ) and
2 *
Exp (T 2X) * Exp (T 1 Y) * (g (p are linearly dependent. Clearly:
Exp '( T 2X) * (g (q
= D (ro Exp CooT 2X) Exp (sg) Exp (T 2X ,
(32)
and
Exp (T 2X) * Exp (T 1 Y)
* (g (p
D(rExp (-T 2 X) Exp (-T 1Y) Exp (sg) Exp (T 1Y) Exp (T 2 X
(33)
where D denotes differentiation with respect to s at s=O. The left sides of (32)
and (33) are equal, respectively, to
(34)
and
H. J. SUSSMANN
340
g(r)
[f,g] (r)
-(1"1 + 1"2)
1 2
+(-1"2+ 1"1'1"2)
1 2 2
[Y, [f , g] ](r) + 0 ( (1" 1 + 1" 2) )
+ -1" 1
Hence a necessary condition for
[X,[f,g]] (r)
(35)
to be optimal is that the exterior product of

This gives:
g (r) and the vectors (34) and (35) should vanish.

g (r)
[f,g] (r)
A (1" 1
[y,[f,g]]
+1" 2
[X, [f,gJ]) (r)
+0 (1" 1 +1" 2)
=0.
(36)
Let us assume that we are working in a small neighborhood U of a point x

such that the triples g, [f ,gJ , [X, [f , gJ] and g, [f , g] , [Y ,[f , g]] are both linearly
independent at x. Moreover, assume that U has been chosen so small that these
two triples remain linearly independent throughout U, and that r is contained in U.
Then (36) determines 1"
uniquely as a function of 1"
and r.
Moreover, the
1
requirement that
1"
and
1"
be positive imposes a geometric restriction on the
brackets of f and g.
Precisely, let us assume that f, g, and [f,g] are linearly
independent at x, and that U has been chosen so small that these three brackets
remain independent throughout
Then we can write both [X, [f , g]] and
[Y, [f , g]] as linear combinations ~f f, g and [f, gJ. Let tP , 1/1 be the coefficients
of f in these expressions. Then (36) simply says that
u.
1"
'1/1 (r)
+ 1"
tP (r)
+ 0 (1"
+ 1" )
=0
(37)
Since tP and {do not vanish on U, they must have opposite signs. Hence we have
established that, if the three triples (f,g,[f,g]), (g, [f,g], [X,[f,gJ]) and
(g, [f, gJ , [Y , [f , g]]) are linearly independent at x, and the numbers tP (x) ,1/1 (x)
defined above have the same sign, it follows that x has a neighborhood where
there are no extremals with three switchings.
Now let us assume that tP (x) ,1/1 (x) have opposite signs. In this case, we can
construct a two-parameter family of extremals containing r by letting r vary along
a Y-trajectory, and letting 1" vary independently. That is, we consider the trajectory
2
r *S,U
that starts at a point p
gets to a point q
r' Exp (sX).

time
1" (s,u)
LU
S,U
,follows the Y-direction during time
,and then follows the X-direction during time
(In particular,
r *0, 0
is the portion of
is determined as explained above.
Moreover, each
r *LU
1"
1" (s,u)
1
+u , ending at
that goes from p to r.) The
Then the
r *LU
are all extremals.
satisfies the Maximum Principle with a multiplier A*
at the two endpoints of
LU
r *S,U
until it
such that,
,the Hamiltonian does not depend on the control.
341
ENVELOPES, CONJUGATE POINTS, AND OPTIMAL BANGBANG EXTREMALS
We now compute the partial derivatives of p
with respect to sand o.
5,0
We use:
p
where
5,0
is defined implicitly as a function of sand

g (r Exp (sY
A
by
Exp T 2 + 0) X) * (g (q (5,0) ) )
Exp T 2 + 0) X) * Exp (T 1 Y)
* (g (p (s,o) = 0
(39)
Let A , 8 denote, respectively, the partial derivatives of p

0,
(38)
=rExp (sY)Exp (-(T 2 +0)X).Exp (-T1Y) '
evaluated at 5 = 0 = O.
$,0
with respect to sand
Then (38) implies:

(40)
and
(41)
8=-X(p) +2T 1 [f,g] (p) -wY(p) +0(T 2 ) ,
where 8, ware, respectively, the derivatives of

evaluated at s =
= o.
with respect to 5 and
0,
We then get
AA8=
1-8) (XAY) -2T 2 (XA [f,g]) -2 (T 1 + T 2W) (YA [f,g]))
On the other hand, if we regard (39) as defining

of r, 5
,r 2 and
particular,
8 = 0 (T 2)'
is the product of
derivative of
it follows easily that
0,
T2
T1
vanishes when
co
times a C
with respect to 5, evaluated at
(42)
(p) +0 (T 2) ,
implicitly as a function
1
T
2+
function.
does, so that, in
Therefore the
= 0, is divisible by
Hence
From this it follows, in particular, that the leading term of the right side
of (42) does not vanish, if U is small enough. Hence the map (s, 0) -- p
$,0
defines
a smooth two-dimensional surface S near p, and the vectors A,8 form a basis of
the tangent space of S at p. If we compute the exterior product of AA8 with X(p)
and YIp), we find
(43)
and
(44)
Next we use the

T1
fact that w>O. (This
=T 2 (-1/11/1- 1 + 0 (1) ),
follows
from (37).
which implies that
together with fact that tJ> and 1/1 have opposite signs.
We
can then conclude from (43) and (44) that the bases (X (p) ,A, 8), (Y (p) ,A, 8) of
R3 have opposite orientations.
This implies that the vectors X (p) , Y (p) point to
342
H. J. SUSSMANN
opposite sides of the surface S.

Hence, at each point x of S, there exists a
unique convex combination of X(x) and Y(x) which is tangent to S. Equivalently, we
can find a smooth function x -+ U (x) , with values in the open interval (-1,1), such
that f (x) + U (x) 9 (x) is tangent to S at x for all xeS. Let Z be the vector field
on S given by Z (x) =f (x) +U (x) 9 (x). Pick a small E>O, and let p -+ 6- (p) be the
integral curve of Z, defined on the interval [0,E1 that goes through p at time O.
Then 6- ( .)
is a trajectory of our control system, corresponding to the control
u-() : p -+ u(6-(p)) . Let s(p) , o(p) be defined by 6 (p) = p

E'
such that 0 <
for p e [0,
EJ.
E'
< T 3'
Let
r #p
By making
smaller, if necessary, assume that s (p) <
be the trajectory obtained by concatenating
the Y-trajectory that starts at rExp(s(p)Y) and has a duration
r#p
Fix a number
s(p),o(p)
l'
r *S (P),0(P)
E'
with
s(p) . Then the
are well defined trajectories. Moreover, it follows from the construction that
they are null-minimizing normal extremals, with multipliers II

point of
rp ,
Also, all the
such that, at the initial
the Hamiltonian vanishes identically as a function of the control u.

#
rp
end at the same point (namely
Exp (T 3Y). Hence the generalized
envelope condition is satisfied, and we conclude that the trajectory 6

exactly the same amount of time as the trajectory
and therefore optimal. it follows that 6
*r E
r0
. Since
r0
*r E
takes
is a part of
r,
is optimal as well.
To complete the argument, all that is needed is to exclude the p'ossibility that
6
*r E
be optimal.
Clearly, 6
*r E
,if it is optimal. is a concatenation of a singular
arc and a bang-bang arc with two switchings. We will show that no such
concatenation can be optimal. However, in order to do this, we have to distinguish
two cases, according to whether tP is positive or negative on U. (Recall that we are
considering the case when tP and 1/J have opposite signs on u.) It will turn out that
in both cases no concatenation of the above type can be optimal, but the reasons
will be different in each case.
Let T = (x ( ) ,u (
be a null-minimizing, normal extremal that is contained in
U and is a concatenation of a singular arc, an X-arc and a Y-arc, in that order. Let
A= (X, 1) be a normalized multiplier for T. Let S, Tj, X be the functions <X.f>, <1..,9>,
<X, [f, 9J >, evaluated along (T,A). (In particular, Tj is the switching function.) Then it
is easy to see that the derivative of Tj along (T,A) is equal to X. Also, the derivative
of X along the X -portion of T is equal to <X, [X, [f, 9 J J >. Since [X, [f, 9 J J is a
linear combination of f, 9 and [f ,gJ, and the coefficient of f is tP, it follows that
343
the derivative of X along an X-trajectory is equal to tP S plus a linear combination

of T/ and X. Let t be the time when the switching from the singular arc to the X
arc occurs. Then T/ and X vanish at t. and S (t) = - 1. Therefore, for t' >t but close
to t we have
1
= --tP (x (t))
T/ (t')
2
If tP is positive on U,
then the minimization
contradicting the fact
possibility that tP>O on
(t' - t) 2 + 0 ( (t' - t) 2)
(45)
then (45) implies that T/ (t') <0 for t' >t but close to t. But
of the Hamiltonian requires that u (t') = 1 for such t',
that, for t'>t but close to t, T is an X-trajectory. So the
U is excluded.
We now consider the remaining case, namely, when tP<O on U. Along an

arbitrary extremal. the functions S,T/,X satisfy a system of linear homogeneous
differential equations whose coefficients may depend on the trajectory but are
bounded by constants that only depend on U. Actually, we have S' = -UX, T/' = X,
= /J. 1 S +
and
x'
V3
are
defined by
(iii) ~l ,~
(so that v
/J. T/
2
1
,~
/J.
X,
the
where
identity
(i) /J.
= - (1 - u) v. + - (1 + u)
2
[X, [f , g]]
= v,t
+ v2 9
~.,
J
(i i) v
v2 ,
+ v 3 [f ,gl and
are defined similarly, using [Y, [f, g]] instead of [X, [f, g]]
== tP and
== '" ).
This implies, in particular, that the functions S,T/,X
are bounded by constants that do not depend on the trajectory T, but only on the
neighborhood U, as long as the duration T of T remains bounded. It then follows
that these functions are Lipschitz with constants that depend only on U and T, but
not on T, If we now restrict ourselves to trajectories T of the particular type
considered before, then the second derivative of T/ along the X -portion of T is
equal to tPS + V 2 T/ + v3x. Since, at the switching time t, T/ and X vanish and S=-1,
we conclude that the second derivative of T/ on the X-piece is positive for all
possible T's that are contained in U and have a duration not greater than T,
provided that U and T are small enough Since T/ and its derivative vanish at the
switching time t, it follows that T/ is strictly increasing along the X-piece.
Therefore T/ can never return to the value zero, and so the second switching, from
X to Y, cannot occur. Since it is always possible to choose U small enough so
that all the trajectories in U will have a duration not greater than any preassignep T,
we conclude that. if U is small enough, then no extremal T of the above type can
exist in U. This completes our analysis. We have proved:
Theorem 1: Let f, 9 be smooth vector fields on an open subset
3
of R, and let x be a point of M such that the triple~

(f , 9 , [f , g]l,
(g , [f , g] , [f+g , [f , g]])
and
(g , [f , g] , [(-g , [( , g]]) are linearly independent at x. Then x has
a neighborhood U such that no trajectory r of the system (23) which is
contained in U and is bang-bang with at least three switchings can be
time-optimal.
M
H. J. SUSSMANN
344
7. A nonrigorous simple derivation of the fundamental formula

A rigorous proof of Formula (6) will be given in a later paper. However, if
we reason in a purely formal way, it is easy to see why (6) should be true under
fairly general conditions. Moreover, the formal reasoning wili indicate what else is
going to be needed in order to give a rigorous proof. It will become clear that the
main problem lies in the justification of certain formal differentiations.
Let us write
r .,. =
(x .,. (),u .,.
(..
Fix an 1/ e [a,b]. Then we can write, for .,.
123
(46)
J .,. =J .,. + J .,. + J .,.
where
1
J .,.
=Ja.,.
< )L(x .,. (s),u .,. (sds,
(47)
/3<.,.)
=JB L(x .,. (s),u .,. (sds,
(48)
=J A L (x .,. (s), u .,. (s ds
J .,.
J .,.
(49)
and
(50)
Then
1
--
D J (1/) = - D a (1/) L (x (T ) , u (T
.,. .,.
.,.
1/
1/
(51)
and
2
+
+
D J = D /3 (1/) L (x (T ) , u (T
.,..,..,.
1/
1/
As
for
the
derivative
of
J3.,.
with
.
respect
differentiating (49) under the integral sign.

3
D .,. J .,. (1/)
(52)
to
.,.,
it
can
be
computed
by
We get
=JBA.,.
D (L (x .,. (s), u .,. (s) ds .
(53)
On the other hand, assuming sufficient differentiability, we have
aL aL ax aL au
a.,. ax a.,. au a.,.
aL
ar
VO-= -A' - A
ax
ax
-=---+-.- ,
O -
and
(54)
(55)
345
aL aH
au au
af
au
v-=-- A-.
(56)
So Formulas (53) and (54) imply that

3
vD J (71)
1'1'
=J
Z (71, x
71
(57)
(5),U (5) ,5) d5 ,

71
where
aH au
au aT
ax
aT
af au
au aT
afax
(58)
Z=A'-'--A"--A'-'--A'-'- .
ax aT
But, if we differentiate (1) with respect to 1', we see that
afax af au
(59)
(DTx)' = - . - + - ' - ,
ax aT au aT
which gives us the simpler expression
aH au
au aT
ax
aT
ax'
Z=A---A'--A(-)'.
aT
Since H (A (5), v , x (5), u)

71
71
71
by u (5), it follows that
71
and (60) give
vD J3 (71) =
1'1'
aH
au
-l [A
AT
(60)
is minimized, as a function of the control u,
vanishes along the trajectory
r ,
71
' (5) D x (5) + A (5)'D x ]

1'1'
l'
1'1'1'=71
and so (57) , (58)
d5,
(61)
i.e.
vD J
l'
3
l'
(71)
<A (A), [D x ]
(A) > - <A (8), [D x ]
(8) > .
71
1'1'1'=71
71
1'1'1'=71
If we combine (62) with (5 1) and (52), we get, for l' = 71
(62)
vD J =
l'
l'
<A , [D x ]
(A) > - <A , [D x ]
(8) > +
1'1'1'1'=71
1'1'1'1'=71
Now
+
+
v [D 13(71)L (x (T ) , u (T
71
l'
71
71
-D
--
l'
a (71)L (x (T ) , u (T
71
71
(63)
(64)
and
H.J. SUSSMANN
346
d
aX1"
d(3
=-[x (3(1"]=-(3(1" +x '(3(1".-(,-)
(65)
T
d1" 1"
a1"
1"
d1"
so that. for 1" = 77, the right-hand side of (63) is equal to that of (6), and so (6)
follows.
+
GEOMETRY OF THE OPTIMAL CONTROL
I.A.K.
KUPKA
CHAPTER 1
1.1. Introduction
The purpose of this paper is to give a short and somewhat incomplete survey of the optimal control problems particularly of its geometric aspects.
The basic problem of optimal control is the following: let
S be
a system having a state space

subset of a euclidean space
U
M and a control space U, M open

d
m , or the closure of an open subset of
closed subset of a euclidean space
n{ . On M , the dynamics of S
shall be defined by the equation : :: = F(x, u),

smooth field (smooth
= COO
CW
or
= real
F: M xU --
nuous,
1)
3) for almost all
is measurable,
t E [a, i3 1 ,
md
being a
analytic).
A trajectory of S is a couple of functions

t -- (x(t) , u(t , where :
md ,
(x, u) :
2)
la., Sl --
MxU,
is absolutely conti-
ct;t(t) = F(x(t), u(t . The interval
depends on the trajec tory.

If A, B are two subsets of M , we shall denote by
the set of all trajectories of S such that a
= 0,
i3 = Tu
x(Tu ) E B . For simplicity we shall denote
Tr(M, M)
by
and
Tr(A, B)
x(O) E A ,
Tr.
Besides the data above we need cost functions. The transition

cost c , a smooth function
smooth function:
M X U -- 1R and the terminal cost
M -- 1R . For any trajectory
(x; u) E Tr
r, a
we define its
347
348
I. A. K. KUPKA
cost
C(X, u}
as follows :
C(x,u)
= r(x(s
1i3 c(x(t),u(tdt
Cl
where the meaning of the integral is as follows : let c+ = sup(c,O) ,
J c+(x(t), u(tdt
c_ = sup(O, -c) . Then the extended integrals
c _ (x(t) , u (t dt
[0, +a>]
and
are both defined and take their values in the interval
If at least one of these integral is a finite number then :
SSc(x(t),u(tdt
Cl
Ji3 c+(x(t),u(tdt - SS c_(x(t),u(tdt

Cl
taking values in
Cl
[-co, +co) . It both integrals are infinite then we agree that
tC(X(t),U(tdt = +co.
Cl
Now we can state the main problem of optimal control:
be two subsets of M find a trajectory
(i, ii) E Tr(A, B)
let A, B
such that
C(x, ii) = inf ~ C(x, u) \(x, u) E Tr(A, B)~. An important variation of this problem,
the fixed-time problem is the following : besides the data
,. > 0 be a fixed number and

trajectories for which
Tr(A, B, ,.)
the subset of
given above, let

Tr(A, B)
of the
Tu = ,. . Then one wants to find a trajectory
(x, u) E Tr(A, B,,.) such that :

C(x,
u)
= inf~C(X, u)l(x, u)
Notation. A trajectory such as
E Tr(A, B,
,.)~
(x, U) is called optimal.
These two problems are generalisations of classical problems in

the calculus of variations. There
= IRd
and
F(x, u)
=u
1.2. Some Simple examples

Example 1 : among all functions
z: [0, T(z) -- IR
tinuous derivate, such that for almost all

where
a, b
t E [0, T(z)] , -a s;
d 2z
(t) s; b
are positive constants and satisfying the boundary conditions
= ~~ (0) = 0, z (T(z = L, ~: (T(z =

such that
T = inf [T(Z) \ z satisfies all the
z(O)
having an absolutely con-
0, find one
z : [0, T) -- IR
conditions above] .
This problem can be restated ill the preceeding fashion as follows:
349
= IR2,
= [(O,O)},
= [-a, b) c 1R ,
= (L, O)}
F(x u)
,
and z
= xl
Example 2 : among all the curves

lowing conditions:
2
Il ddt2(t)\\
a)
= x2 l"'x + u ox'
l
c =I
,
u I
2
=0
l'
. We have extended the state space.

[0, T(z)l - 1R
z:
satisfying the fol-
has an absolutely continuous derivate and
for almost all
t E [0, T(z)l .
0 ~ z2(t)
b)
for all
t E [0, T(z)l , z(t) = (zl (t), z2(t , L given constant. c) z(O) = (0,0) ,
dz
dz
ill (0) = (-v, 0) , z(T(z = (0, L) , dt
(T(z = (0,0), v given constant;
find
or
Z : [0, Tl - IR2 such that T = inf [T(Z) I z satisfies a), b), C)] ,
- - IR2 such that

z- : [0, Tl
STill~f(t)11
o
dt
= inf[ST(Z)illi(t)11 2 dtjz
In both cases we can take
o ~ x2 ~ L
t,
satisfies a),b),C)]
M c 1R4 ,
the unit disc entered at
= ~ (xl' x2 ' x 3' x4 ) I
0 in
IR2
F(x u) = x--....+ x--....+ u -..2.... + u --....

,
A
and
c = I
3 oXI
4 oX2
(0,0, -v, 0)
in the first case,
,B
c
2 o~
I oX3
(0, L, 0, 0)
=i
(x 3
In general the problems where
+~)
c =I
,1'
=0
in the second.
and
=0
are called mi-
nimal time problems.
1. 3. Mitiimal time problems for affine systems

Definition O. An affine system is one where the state space is an IRd , the
control space, a convex body U in an IRc (that is a convex compact set
with a non empty interior). The dynamics is given by : F(x, u) = V + X(lK) +Y(u)
d
d
c
d
where X: IR - 1R , Y : IR - IR
are linear mappings and V a fixed
IRd
.
vector In
In this section
we shall study briefly the optimal control problem
where the transition cost is I , the terminal cost
0,
A and B
are two
1. A. K. KUPKA
350
pOints in m d .
To make sure that
Tr(A, B)
is not empty, we shall force the
following condition,called the ad-condition, on our system :

(ad-condition): the linear mapping: (lRc)d _md
d-1
(u O'' Ud _1 ) - Y(U O) + Xoy(u]) +... + X
Y(U d _ 1 )
is onto.
0
For any positive

set of the end points x('I")
T and any
y Em, let
for all the trajectories
ip(T, y)
denote the
(x,u): (0,'1"1 -
m xU
of the system.
Notation. If K, L
distance
h(K, L)
are two compact subsets in an
m n , their Hausdorff
is defined as follows :
h(K, L) = sUP[inf llx-yll, inf llz-vlllxEK, VEL]

zEK
YEL
The set of all convex bodies in an mn, endowed with the Hausdorff metric
will be denoted by
Ji: (mn ) .
Proposition O.
For all
body and
d _
-
1)
t>0
y Em
;p(t, y)
is a convex
U ip(t, y) .
t>-O
y E m d , the mapping
2) For any
is lipschitz , i. e. for any
that for all
and all
m + 3 t - ip(t, y) E Ji:(illd)
T > 0, there exists a constant
C (T) > 0
such
t 1 , t2 E (0, T) ,
h(ip(t 1 ,y), cp(t 2 ,y)} s C(T) It1-t21

Remark : It is clear that the mapping
t - ip(t, y)
plays the role of the tra-
jectory starting at y .
We shall not prove proposition 0 here (it is fairly easy,. We
shall use it to solve the minimal time problem.
Let us denote by
from state
to state
The following is clear
T the minimal time needed to steer the system
B. Assume also that A'; B , so that
T> 0 .
T=
inf
351
[q B E q,(t, A)]
The continuity property of proposition 0 and the compactness of

implie that
t, 0 < t < T , since B
(p(t), B)
i.
~(t, A), Hahn-Banach implies that there
such that
> SU~(P(t), z) \ z E ~(t, A)]
We can find a sequence
(tn )
such that
p(t) tends to a limit p . Since

n
ex>
(p(t ),z)
(p(t ),B) -d (z)
n
if> ('I', A) . For
belongs to the boundary of
exists a unitary vector p(t) E lR d
and
A) ,
B E ~(f, A)
Let us show that B

any
~(t,
0 < tn < tn+l < T
p(t)
n
for all
n:?; 1
is unitary, for any z Eif>(T, A):
dn (z) = inf [\\z-y\\ \y H(tn , A~. If we let n go to infinity, (p(tn ),z)

and (p(t), B) will tend respectively to (p z) , (Pex>' B) and d n (z) will
n
tend to zero by property 2 of proposition O. Hence
where
(Xl'
If
were an interior point of HI', A) , we could find a
(p,
ex> z') ) (p"" B) , a contradiction to <!B> .
Let us draw some implications from <!B>
that
is just the set of pOints
z = e fX [ A+
S:
z, E if>(T, A) such
It is clear that q,(T, A)
e-tXrV+Y(G.(tl
d~
for all mea-
surable mappings u: r 0, f] -- U . In particular

dt]
B = e TX[ A + I 'I' e -tX rv+ Y(u(t]
for some
(PIN)
u. Hence
Sf (p(t), v+ Y(ii(t )dt
for all measurable

of
is equivalent to :
@)
u: [0, T] -
Sf (p(t), V+Y (u(t) dt

0
- x*
(T-t)
*
U where p(t) = e
~,X adjoint
X.
If we introduce the function
H : lRdxlRdxU -
H(x,p,u) = (p,V+X(x) +Y(u, then (PIN) implies:

(Poni)
If H(x(t), p(t), u(tdt s
IT H(x(t), p(t), ii(tdt

0
lR ,
352
1. A. K. KUPKA
for any measurable u : r 0, fl - U where :

x(t) = etX[A+ ste-SXrV+Y(ii(sl dS]
(x, ii) is an optimal trajectory from
A to
B.
In fact it is easy to show that the inequality (Poni) is true pointwise:

(Pon)
H(x(t), p(t), u)
t E f 0, f
for almost all
H(x(t), p(t), u)
:S:
and all u E U
(Pon) were not true we could find a number
If
rable subset
f 0, fl
in
> 0 , a measu-
of positive Lebesgue measure and a w in
such that
+ H(x(t), p(t), u(t
Define au: f 0,
w
:S:
TJ -
H(x(t), p(t), w) for all
tEE. Then :
if
fro H(x(t),p(t),u(t
dt
A contradiction.
as follows:
tEE.
u(t) = u(t)
ST H(x(t), p(t), ii(tdt +
Finally, we are going to show that the function
f(t)
= sup f(X(t), p(t), v) Iv E uJ
continuous. In fact
lim t
is a
is continuous : let
n
t '- E
and
mes(E) .
f: f 0,
is constant. It is clear that f
lim f(t ) > f(t) : since
and
un E U
if
TJ -
1R
is lower
(t) be a sequence such that

n
is compact, for each
there
such that
f(t) = H(x(t ), p(t ), u ). U being compact,

n
n
n n
replacing (u) and (t) by subsequences, we can assume that u. = lim u
n
n
ex>
n
exists. Since H is continuous, lim f(t n ) = H(x(t),p(t), u.) s; f(t) , a contradiction. Let
and
Uo E
be such that f(t) = H(x(t), p(t), u O) Then if tn -
{j
t > t for all n,

n
lim inf
n-ex>
Hence for any
1
f(t )-f(t)
t n_ t
n
t E [0,
T[
nf f(t') - f(t) - 0
t' t
""
1m 1
t'-t
t'>t
H(X('h),p(tJUO) - H(x(t), p(t), UO)
t -t
n
0 .
353
Assume now that there are

<
a. < 13 , a., 13 E [0, TJ
f(13~ -f(ex) . Define f : [a., 13) -- m , f (t) = f(t)
-a.
f (13) > f (a.) .
E:
Let
f (t) - f (T)
lim inf t
t-T
-T
+ (13 -t) . Then :
be a maximum point of f . Then. T > a. and

f (t)-f (T)
E:
E:
t
+ ~ . A contradiction.
~
But lim lnf
t- T
-T
t> T
A similar reasonning, in the case that
by
such that
f(13) < f(a.) ,
f + (t-a.) , leads also to a contradiction. Hence
replacing
is constant.
1.4. Final summary

We can now sum up the results we have obtained : if (X, \1) : [0,
is an optimal trajectory, it is the projection on IRdxU
d
(x, p, u) : [0, T) -- IR x m. x U
dPk(t)
:>:
of a curve
satisfying the following conditions :
dxk(t)
oH _
_
_
~= OPk(X(t),P(t),U(t
- """dt
Tl -- md xU
oH _
_
_
oX (x(t), p(t), u(t
k
foraH
k=1,2,._,d
for almost all t E [0, T)
H(x(t),p(t),u(t = SUP[H(X(t),P(t),V)\vEU]
for almost all
tE[O,Tl.
Moreover the function t E [O,T) -H(x(t),p(t),ii(t , after, if necessary,

changing on a set of measure
, is constant.
CHAPTER 2
THE MAXIMUM PRINCIPLE "IDEENKREIS"
2.1. Introduction
The results stated at the end of chapter 1 are valid in general. This is essentially the content of the maximum principle. For simplicity let us assume that
A and
are closed submanifolds in M
and that the terminal
I. A. K. KUPKA
354
cost r
is zero.
2. 2. The maximum principle

Theorem 1.
If a trajectory
projection on
M xU
(i, ii)
[0, of] -
of a trajectory
of the following two systems
E~,
M xU
is optimal, it is the
(x, p, ii) : [0, TJ -
A=
or
1 : let
M x IRd X U of one
HA: M X rn.d X U - rn.
be the fune tion :

HA(x, p, u) = (p, F(x, u
dik(t)
~
- AC (x, u) .
OHA _
_
= -;;- (x(t),p(t), u(t
dPk(t)
-~
oPk
aHA _
_
= oXk (x(t),p(t),u(t
for all k= 1,2, ... ,d

for almost all t E [0, of]
H"<i(t), p(t), u(t = sup LHA(i(t), p(t), v)\ v E U]
all
for almost
of}
t E [0,
p(t)
not identically zero.
Moreover
(x, p, ii) has to satisfie the following boundary conditions
i(O) E A,
p(O)
at
normal to
at
x(O) ,
x(of) E B,
pef) normal to
x(T)
Remark. If a curve (i, p, ii) satisfies the first two conditions of
E~
the first equality of the third condition, then there is a constant
that
HA(X(t), p(t), ii(t = y
for almost all
and
such
t E [0, of] . This can be proved
in exactly the same way, as the similar statement in 1.3.

For the fixed-time problem we have a similar theorem. Let
'T
be the fixed-time.
Theorem 2.
An optimal trajectory
problem, is the projection on M X U

[0, 'T] -
(i, ii) : [0, 'T} - MxU

of a trajectory
(i, p, ii)
Mxm. xU of one of the following two systems
HA has the same definition as in Theorem 1.
of the fixed-time
E A , A=
or
1 :
355
dxk(t)
-dt
E
oHA _
_
-(x(t), p(t), u(t
oPk
all k = 1, 2, ... ,d
almostall tE(O,T)
dPk(t)
oHA _
_
_
dt
= OXk (x(t) , p(t), u(t
HA(x(t), p(t), u(t
sup [H"<X(t), p(t), v I VEU]
These conditions implie that there is a constant y such that

HA(X(t),P(t),G.(t = y for almost all
over
t E (O,T)
(see remark above). More-
(x, p, ii) must satisfie the same boundary conditions as in Theorem 1.
Notations.
The projection onto
Mx IRd
of a trajectory of
E~
or
EA
shall be called on extremal. An extremal is called ordinary if it satisfies
E~
or
E I , exceptional if it satisfies
E~
or Eo.
2.3. Some examples

a) Let us consider the first example of 1. 2. The maximum principle gives
a unique extremal satisfying the boundary condition. This curves projects on

the Xl-axis, onto the following trajectory
bt 2
T
,(t)
if
0 s; t s;
fiii::.
ab+a2
~:
=
[0, T) -
IR ;
T =j2L(~t)
tl
btl
a
2
- T+btl .... 2(t-tl ) if
tl
S;
t s
This trajectory is optimal.

13) If in the above example we substitute for the transition cost function 1,
the function
ill ~: (t) 112
, then there does not exist any extremal satisfying
the boundary conditions.

On the other hand,for any number
e:> 0, define the following ad-
missible control
e: ,
O
u (t) = ).
e:
-e:
Ostse; 2
e: s; t S; L/ e:
2
L/e: 2 S; t s;(L/e; )+e:
= Te;
I. A. K. KUPKA
356
These controls steer
z(O)
dz
dz
ill (0) = 0 , to z(Te;) = L , dt
(Te;) = 0 ,
= 0,
the corresponding cost being of the order of
e;2. Hence the minimum cost
is zero. But it is easy to see that there is no trajectory having this cost.
y)
Let us change the boundary conditions in
~~(O)
= v,
v> 0
z(T) = L ,
~f(T)=
the same cost function as in 13)
the optimal control
where
z(O) = 0 ,
being given. With
and taking for simplicity's sake a=b= 1 ,
where
-1 , T- p s;t s; T
X2 + X(T-v) - L2_ tv 2 = 0 ; if
as follows:
0, the time
is given by the rule : if
+1 ,Os; t s; v- p
0, v- pst s; T- p
ii (t) =
~)
p is the positive root of

2
vT s; L +~ v
p is the smallest root of
vT > L2 + tv 2, then
, then u(t) =
X2 - (T+V)X + L2 + tv2
+1, o s;t s; p-v

0 , p-v s;t s; T- P
-1 , T-p s; t s; T
=0
2.4. Sufficient conditions for optimality

It is well known that extremals are not,in general, optimal. The next theo-
rem gives a widescope method to check to local optimality of a trajectory.

Theorem 3. Let (x, ii) : [0,1:'1 -- M xU
be a trajectory of the system
having the following properties: there exists an open I-connected set We M

containing the image of
rn d xU
1)
and a lipschitz mapping:
x EW -- (*(x), cp(x) E
such that :
SUP = ~ (x, p, u) I
The graph of this mapping is contained in the set

ff(x, p, u)
= sup[H\x, p,v) Iv E u1 = O~
The graph of
3)
For every trajectory x : 1a., i3 [ -- W of the differential equation

dx(t)
oH!
dt =
(x(t) , \jJ(x (t, cp(x(t)
F(x(t), cp(x(t))) , for almost all
t E 1a.,
t,
means that
1
s.
\jJ is a lagrangian lipschitz manifold
s,.
2)
d1jl~X(t
= - ~ (x(t), 1jI(x(t, cp(x(t)
t
oX
. Geometrically this
is invariant under the hamiltonian vector field
evaluated at
u =cp. Recall that
= (p. F)
-c
HI
of
4)
357
For almost all tEl 0, il ,u(t)
::p (x(t
Under these conditions, the cost of (x, u) is less or equal to the

one of any trajectory
y(IO, T 1)
.
v
Proof.
Wand
(y, v):
y(O)
[0, T J --- Mx U of
v
x(O) , y(T) = x(T) .
v
The proof is fairly easy. Let UJ,
F, such that
be the restriction of the form
L Pkdxk ,to '. Since this last space is lagrangian and simply conk=1
nected (it is homeomorphic to W), UJ, has a potential V. V is a
UJ =
lipschitz function
W - IR
such that
dV = UJ.l. almost everywhere on
'.
The following relations are clear :

UJ,(*(t
= H1 (y(t), W(y(t, ::p(y(t)+ c(y(t), v(t
UJ,(::(t = H1 (X(t), W(x(t, CP(X(t) +c(x(t), u(t

for almost all
t E CO, T J
v
respectively
CO, TJ
Integrating these relations one gets :

V(y(Tv-V(y(O
J'Iy H1 (y(t),w(y(t),v(t)dt
V(x(T -V(x(O
ST H1( x(t), W(x(t, ::p(x(t)dt
+ C(Y,v)
+ C (x, ii)
_ cp(x(t
_) = 0 and H1( y(t), W(y(t, v(t) ) s;
But: H1(_x(t), W(x(t,
s; H1 (y(t), w(y(t , ::p(y(t) = 0 . Hence: C(x,u) s; C(y, v) .
Remark.
If,in theorem 3,
x('T)';' x(O) and W is not simply connected,
then any sufficiently small nbd W'
of x (C 0, i'J) contained in
W will be
that way.
2.5. Optimal control treatment of the classical case
We shall show, briefly, how to use the results stated above, in the classical
case. Let us state the problem: given a open subset
pOints A and B
in
M, A';'B, anda smooth function
in IRd , two
c: MxIRd --- IR
358
I. A. K. KUPKA
x:I 0, T) -
find an absolutely continuous curve
x(T)
x(O) = A.,
= B)
M joining A.
to
B (i. e.
SOT c(X(t), d~~t)}dt
which minimizes the integral
among all absolutely continuous curves x: f 0, T) - M , x(O)
= A.
= B.
x(T)
This can be restated in the optimal control framework if we take.

d
as control space U, the space rn
and as vector field F: F(x, u) = u .
Then the maximum principle tells us that the curve
on
(x, p)
M, of an absolutely continuous curve
fying the conditions : 1)

almost all
= u(t)
dXd-t(t)
f 0, i)
in
, - dp(t)
dt
is the projection
: f 0, T) = - A OC (x(t)
ax'
HA(X(t),p(t),ii(t) = SUP[HA(X(t),P(t),v)lvEmd]
A = 0 or 1, H A(x,p,u) = (p,u) -AC(X,U) .
2)
x rn d satis-
u(t
2)
For
u(t) must satisfie Lagrange's
ac - aHA (x(t). P(t), u(t = 0 . That is

p(t) = A aU (x(t). u(t .
aU
cannot be almost everywhere 0, A must be 1 . Condition 1)
conditions:
Since
i) ,
t E f 0,
implies that, for almost all
p(t)
above implies that for almost all
A(
ac (- (t) dx(t"
dt au x , dt ~
t E f 0,
T)
= Dc (- (t) dX(t
ox x
'dt
These are the well known Euler-Lagrange equations.

The classical theory tells as that the curve
x will be optimal
among all absolutely continuous curves joining A. to B and sufficiently close

to
in the
CO topology,provided that the following two conditions are
satisfied:
there exists a nbd
a)
(x, u) E W x1R
for all
d
.~
1,
b)
J=1
and all
of
x(f 0, i)
such that
S Ern, S f 0
a2c
ou. aU. (x, u) Si Sj > 0 ;

1
is not conjugate to any
t E ) 0, T)
For Simplicity assume that the curve is Simple
(1.
e.
is injec-
tive). Then
b)
359
(x, p) can
a. > 0 such that
implies that there exists an
be extended to I -a., T +a.)
in such a way that the following conditions are
satisfied:
1)
2)
3)
0)
~~ (x(t), d:?
p(t) =
Wand
for almost all
dp(t) = oc (x(t) dx(t

oX
' dt
at
is injective on
I-a., T+a.) ;
tEl -a., 1'+a.l
."
"
-a. is not conjugate to any t E J -a., T+a.)

Since
a)
x([-a., f+a.)
a) is satisfied,
x is d and
hence 1)
also implies that there exists an open nbd
of
is true everywhere.
dX
dt (-a.) in the
yE ffid \c(x(-a.);y)= oc (x(-a."Y)Y~ ; an embedding

~
d
ou
z : [-a., T+a.J XV -- WxlR ; z(t,y) = (x(t,y),p(t,y, such that: 1)
hypersurface L =
_
y =
~x (-a.)
t
, x(. ,y) = x(' ), p(. ,y) = p(.) , 2) x(t,y), p(t,y)

_
for
satisfie the
conditions 0,1,2,3 above, 3) x(-a.,y)= x(-a.), dt (-a.,y) = y .

The image S- of z is a Lagrangian submanifold of
and
b)
implies that the restriction
n: S- -- W of the projection
wxrn d -- W , is a local diffeomorphism at all pOints

t E [-a., 1'+a.]
ply connected nbd

mapping
WX ffid
z(t)= (x(t),p(t ,
being simple, it follows then that there exists a simW
of
n: n-\W) -- W
x(l 0, f])
contained in
W such that the induced
is a diffeomorphism. Hence , above
is the graph of a smooth mapping
~:
W -- lRd . In fact, since
W,
S-
S-
is
Lagrangian and
S : W -- ffi
W is simply connected, there is a smooth function

oS
such that ~ = oX .
Finally, defining cp by the relation cp (x(t, y =
~~ (t, y),
we can
apply theorem 3 . To be able to extend the preceeding considerations to optimal control theory, we need to extend the notion of Mayer fields (seelMJ).
This has not been done up to now and it is called the problem of synthesis
of optimal control. A first step to do this appears to be the study of the
extremals. We take this up, in the next chapter.
360
I. A. K. KUPKA
CHAPTER 3
GEOMETRIC STUDY OF THE EXTREMALS
3. O.
Genericity
Any curve can be an extremal. In order to allow us to proceed further in

the study of optimal control, we need a rule to discard all the teratological
cases and keep the truly significant ones.
Given a class of object, such a rule should sort-out a subclass
whose objec ts should be both s table and occur frequently. Such a subclass
will be called generic. Let us now state a definition which singles out such
a subclass, answering to both requirements, of frequent occurrence and of
stability, albeit in a weak sense.
Definition O.
ric in X
Given a topological
X, we say that a subset
Y is gene-
(or simply l'generic"if the ambient space X is obvious) if
everywhere dense and is a countable intersection of open subsets of
In our considerations about optimal control,

space of all couples
smooth function
(F,c)
c: M XU -
of a smooth field F: MxU -
is
will be the
JRd
and a
JR . It will be endowed with the usual topology
of uniform convergence of the functions and their derivates on compacts

subset of
MxU
In order to avoid singularities stemming from the irregularities

of
(A)
U, we shall make the following smoothness assumption on

U
will be the closure of an open set in
mC
and its boundary will be
a smooth not necessarily connected hypersurface.

As before let H: M X JRd XU H(x,p,u) = (p,F(x,u
mals.
JR
denote the smooth function :
- c(x,u) . We shall study only the ordinary extre-
361
Notations.
a)
Let denote by
the subset of all
H(x,p,u) = SUP[H(X,P,V)\VE U]
u
is a singular point for the function
Finally
Sin
U:;'V -- H(x, p, v)
such
(resp.
being the boundary of U).
will denote the union Sini U Sinb.
Remark. It is clear that

3.1.
(resp. Sinb) denote the set of all (x, p, u) E M XIR x U
au:;, v -- H (x, p, v) , au
c)
such that
d
b) Let Sini
that
(x, p, u) E M x IR x U
is contained in
Sin.
Elementary considerations
The following proposition is elementary but basic.

Proposition 1.
There exis ts a generic set !:to such that for any pair (F ,c)
in that set:
1)
Sinb
is a submanifold of codimension c-1
a submanifold of codimension
in
c in
in
MXmdXal.:' . and Sini
MXIRdxU, with a boundary contained
Sinb
Sin" MXIRd be the restriction to Sin of the projection

d
d
-1
-+- MxIR
. For any z E Mx IR , TT (z) is a finite nond
-1
empty set and for any compact K c M x IR ,card TT (z) is bounded on K.
2)
Let TT
d
Mx IR xU
Remark. Since
S is contained in Sin, the preceeding proposition shows
that, in some sense, a general bang-bang principle is valid.

The proof of the proposition is just an easy application of standard transversality arguments.
The next proposition technically more complex, will not be proved here. It is stated in order to motivate the discussion that will follow.
Proposition 2.
.forany pair
ot
There exist a generic set

(F,c)
in
!:t1
!:t1 contained in
, there exist stratifications
!:to
G of
M x IRd , with the following properties : a) each strata of
such that
Sin
and CB
G (resp. <B)
362
I. A. K. KUPKA
is adherent to a 2d-dimensional stratum (maximal dimensional stratum).

b) 11 maps each stratum of G. submersively onto a stratum of
CB
a Thom stratified mapping in the sense of [G, W, P, Ll .

The complement in M xrn d of the non open strata of
CB is an
open dense subset, union of 2d-dimensional strata of

such a stratum,
by
u j : B - U, j E J , such that
For each
such that
The function
a nbd
Aj is the graph of
z 'E;: B , denote by
J(z)
such that
J(y) c J(z)
H.
denote the function
of all j E J
for all
z. For each
y E V The cardij E J(z) , let
H. (y) = H(y, u. (y.

J
Assume now that cardJ(z) = 1 , J(z) =~k~. Then the extrema:ls

are just the trajectories of the hamiltonian vector field
On the other hand, if J(z)

,
a priori, is that there exists a nbd
:f
extremal , : fa., i3} j E J(z)

HjWt
such that
= sup [HWt) , v)
Hj(C (t
Iv E U]
satisfies the condition:
. In the next paragraph,we shall push this

cases.
Simple points
Definition 1.
(F, c)
z. All that one can say
t E fa., i31 , there exists a
. This
study a little more deeply, in some simple

3.2.
of Hk .
of z with the property : given any
V, for almost all
(t)
Hk
contains more than one element it is much
harder to determine the extremals in a nbd of
A point
zoE M x JR
if there exist a nbd
u1 ' ... ' um : V a)
B:1 z - J(z).E '.p(J) is upper-semi-continuous : there exists

is called the multiplicity of
in
the subset of
uj
is adherent to the set ~ y IH(y, u j (y = supfH(y, v) I VEU}~
of z in B
V - ill
is
U A. of strata, each being

'EJ J
n. aence there exist smooth map-
nal of J(z)
J
B E CB
11-\B) , is a finite union
mapped diffeomorphic ally onto

pings
CB. If
and is
is c aIled a simple point for a pair
of Zo and
smooth mappIngs
with the following properties:
~ u 1 (zO>, ... , um (Zo)(
is the set of all u E U
such that
363
H(zO'u) =sup[H(zO,v)\vEU}
b)
For any z E V, the set of all
u EU
such that
is contained in the set ~Ul(Z), ... ,Um(Z)~. m
H(z,u) == supfH(z,v)\VEU}
called the multiplicity of the simple point
is
zo.
(F, c) belongs to Cl1 ' then any point Zo

belonging to a maximal stratum B of ill is a simple point whose multiIt is clear that if
plicity is
card J(zO)
(see the ideas developed in l).
If m == 1 , the extremals
in the nbd Vo
_
tories of the hamiltonian

of the function
of zo' ared the trajec-
L dXk AdPk '

k==l
. Hence, the next easeast to consider
$:I with respect to the form
$:I, $:I(z) = H(z, u 1 (z
UJ
are the points of multiplicity 2 .

Let Zo be such a point. In the nbd Vo of
Zo
two hamiltonians
compete for the determination of the extremals, associated respectively to

the functions VO:1 z
-+-
H(z, u 1 (z
and
VO:1Z --- H(z, u 2 (z
ty's sake, we shall denote these functions by

In
Vo == Vo n {H+ > H_}
H+
and
. For simplici-
H_
respectively.
(respectively V~ = Vo n{H_ > H+})
are the trajectories of the hamiltonian H+
(resp. HJ
of
the extremals
H+
(resp. HJ.
Hence, to determine the behaviour of the extremals near

to study what happens at the common boundary
and
zo' It is crucial
+
l:: == Vo n {H + = H_} of V 0
V~ in Vo .
If
Zo
is a point of multiplicity
2 such that
H+(ZO)
ar~
linearly independent and the Poisson bracket {H+, H_ }(zO)
H_
at
Zo
is not zero, then in a nbd
Vo c Vo of
zo'
and HJZo)
of
H+
and
l:: is a regular
hypersurface, H+ and H
are transversal to l:: and point both toward
+
Vo (resp. yO) along l:: if {H+,H_}(zO) > 0 (resp. {H+,H_}(zO) < 0). It is
easy to see that the extremals in
V~
are the trajectories of a piecewise
smooth flow, having a tangential discontinuity along
l::. The pOints
Zo
satisfying the preceeding conditions, are called simple switching points.
364
I. A. K. KUPKA
3.3.
The fold points
The discussion at the end of 1 shows that the simply points

plicity 2 worthy of interest are those where
gent to
H+
and
~.
i(
H+ (z)
0
Zo
of multi-
H- (z)
0
and
are tan-
Let us point out first, that, since {H+-H_,H+} = {H+-H_,H_},
are tangent to E at the same points. We shall call
set of these points: E1 = SH

I +-H_ = {H +,H_ } = OlS .
The structure of the extremals at auch a pOint
pend on the contact structure of
H+
and
H_
with
the
will de-
E at
contact is best described using the Lie algebra generated by
zO. This
H+
and
under Poisson bracketing.

Definition 1.
A point
Zo E El
is called a fold point if
~ H+{H_,H+}t (zO) ~HJH+, H_ }~(zo) f.

and
O. Zo is hyperbolic if
~H~(H_ ,H+}!(ZO)'
~H_{H+,H_}t(zO) are both positive, elliptic if they are negative, para-
bolic if they are of opposite signs.

The most interesting feature of the next result is that near an
elliptic pOint zO: 1)
although, in a given nbd of zo' the nb of switching
points on an extremal is finite, it is not bounded in the nbd and in facts

tends to
co
if the extremal tends to L; and 2) the set of all extremals in
the nbd is not closed, even in the CO

to
L;l, its
topology: when the extremal tends
CO-limit is the trajectory of a new field defined on
L;1
called
the residual field. In the hyperbolic and parabolic cases nothing very exciting
happens.
Notation.
in
Given an open subset W in
W if any extremal contained in
T*M, a subset
N c::; W is invariant
Wand meeting N is contained in N.
365
Theorem 1.
1
Zo E L:
a)
Let
of
Zo in T*M, there exist two smooth hypersurfaces Sep, Sep
meeting
L:
be a hyperbolic fold. In a sufficiently small open nbd W
along
both
+
and having a contact of first order with L: there.
1
L:
W-Sep USep has four connected components W, W ,W ,W : W+(resp. W_>-+

+ r
contained in {H >H) (resp. {H < H ), W (resp. W) contained in

+ +
r
~(H+,H_} >
(resp. ~(H+,H_}<O~). The five sets Sep+USep_, W+, W_ '
ot
,Ware invariant. In W (resp. W ) , the extremals are the traJ'ec~

+tories of H+ (resp. H) and do not switch. In W (resp. W) , all
extremals switch exactly once on . L: and are the trajectories of a piecewise smooth flow. In Sep+USep_ ' the extremals switch at most once.
b)
If
Zo is a parabolic fold, and
~H+(H _, H+}~ (zO) < 0 ,
~H_ (H +' H_ ) ~ (zO) > 0 , then a sufficiently small open nbd W of

contains a smooth hypersurface Sep, contained in
Zo
{H + s: H_). W - Sep
has two c onnec ted components W+, W_ with W c {H+ < H_} . The three
sets
Sep, W+' W_ are all invariant. The extremals in
switch and are the trajectories of
i(.
Sepu W_
do not
In W+ ' the extremals switch
twice. They are the trajectories of a piecewise smooth flow.

c)
If
i)
if
Z0
is elliptic, there exis ts a open
z: fa., 131 -
nbd W
of
Z0
such that :
W is an extremal, we have the estimate where
where
Ii) if
z(o.)
tends to a point
to the traj ec tory
Zoo
z : fa., 131 -
on
L:1
~H_{H+,H_}~H+ + ~H+{H_,H+HH_
~HJH+,H_l(+ JH+{H_,H+H
passing through
is
C 113-0.1 1
d(z (a.) , :E )
is the distance of the initial point z(o.) of z to :E 1 .
a constant depending only on W: nb of switching pOints on

1
d(z(a), L:)
Zoo
at time a..
J!.
Z <!:
z tends, in the CO
of the field
topology,
366
I. A. K. KUPKA
H >H
+ -
H <H
Hyperbolic
Parabolic
Elliptic
3.4.
The Fuller trajectories
One can proceed with the study of simple points of multiplicity

[H+,H_} , ~H+, [H_,H+H
and
where
~H_, {H+,H_H are all zero. For lack of
space we shall not do it here. In fact, noting essentially new shows up, at
least in the generic case.
Now, if we assume that at a simple point
all brackets of length 2, 3 and 4, between:
7:0 of multiplicity 2 ,
H+ and H_, are zero at
zO'
then an entirely new phenomenon appears. We need some notations.

Definition 3.
An extremal
[0..~):3 t -
z(t) E T*M
is called a Fuller
extremal if the switching times of z form a sequence
a.
such that lim tn = rJ and there exists a
nb
~ t
.~ .. ~ ~
property
I-t
n+ n
kn
as
n tends to
tl :s: t2
k> 1
...
with the
co.
We can state now the following theorem:

Theorem 2.
a)
H+(z 0)
Let
and
Zo
E T*M
if_(z 0)
be a simple point of multiplicity 2 such that
are linearly independent ;
367
b)
all Poisson brackets of length 2,3,4 of H+
and H
Then there exists a semi-algebraic set
are zero.
A of the five dimensio-
nal projective space P(5) , with a non empty interior such that if
4
3
2
cp(H+,HJ = Lad H+(HJ(O),adH_ad H+(HJ(zO)' {ad H+(HJ,adH+(HJ}(zo)'
ad 2H _ad 2H+(HJ(Zo)' {adH_ ad H+(H J, ad HJHJ }(zo) , ad4 HjH) (Zo)]
r.
belongs to
A , there exists an extremal tending to
zo. (adf(g) = {g ,f}) .
Corollary. If the dimension of the state space is at least 12, the "Fuller
phenomenon" is generic.
We cannot give a complete proof of theorem 2 here but we shall
sketch it, giving the main ideas. Let F
=i
(H++ HJ
' G
i(H+- H J
show that there exists a coordinate system at
Xo
zo),
Pl'P' ... ,Pd-l ' q
xl" .. , x d _ l '
with dual coordinates
graduation on these variables such that

are
w(Y) = w(x1 ) = 1 ,
w(X 2 ) = 2 ,
if j ~ 2
J
degree at least 5 and FO
= 4
w(p.) = 3
2)
(the state component of

and a
the weights of the variables
1)
w(X j ) = 3 if
3)
G = q
. We
F = F +F'
3 , w(q)
where
=
F'
w(PI)
is of
is of degree four :
2
2
3
k 3-k
FO = Pl- i aX 2 +P2Y +bx~ + y L: cll Xl
k=0
The constants
a, b, c k are equal to the values at
brackets of lenght 5 of H+
a
= ~ ad F
and
(or
Zo
of the Poisson
F, G) . For example:
ad G(F) , ad G(F) ~ (0) .

Using a weighted blow up procedure based on the graduation
defined above, we associate to each couple
(H +' HJ
a discrete dynamical
system S on the blown up space. Then, we show that the existence of a

Fuller trajectory is implied by the existence of a hyperbolic invariant carve
for S
(in the sense of [HPS}). The system So
associated to the couple
(FO+G, FO-G) is an approximation of S and well known procedures

(see
[HPS})
telle us that if So
has a hyperbolic .invariant curve, so has S .
1. A. K. KUPKA
368
Finally, using the blow-up again and techniques from real algebraic geometry,we can show that if the point
A
(a,b,c O'c 1 ,C 2,C 3) is in a set
as described in the theorem 2 , then So has a hyperbolic invariant
curve.
Final remarks. In this paper we have barely skimmed some of the main
topics of a vast subject: optimal control theory. In his survey, in this volume, H. Sussmann discusses another very interesting and important theory,
the extension of the classical concept of conjugate point to the optimal con,..
trol case. In a contribution to this volume, B. Bonnard discusses the role
of singular extremals (introduced here) in the optimal time problem. Also,
Fliess and Lamnabhi-Lagarrigue, in their paper, study
extensions of the
maximum principle using Volterra series.

As for the bibliography on optimal control, it is so plentifull that
it is hard to give a complete survey of it. Let us limit ourselves to some
broad suggestions. For the classical calculus of variations we refer to
and
[M}
. For optimal control see Sussmann's survey [S}
(e)
. For the
last chapter which states some of my own work see [EJ, [KlJ, {Kul},
[Ku2J .
369
I.A.K. KUPKA
INSTITUT FOURIER
Laboratoire de Mathematiques
BP 74
38402 ST MARTIN D'HERES (France)
REFERENCES
[B}
B. BONNARD, 'On singular extemals in the time minimal problem'. Proceedings MNTS 1985.
[C}
C. CARATHEODORY, 'Calculus of variations and partial differential equations of the 1st order'. Holden Day 1965, vol. I and II.
[E}
I. EKE LAND, 'Discontinuite des champs ... variations'. Publ.

Math. I. H. E. S. vol. 47 (1977), pp. 5-32.
[G, W, P, L} C. G. GIBSON - K. WIRTHMULLER - A. A. du PLESSIS E.J. N. LOOIJENGA, 'Topological stability of smooth mappings' .
Springer LNN 552 (1976).
[H,P,S}
M.W. HIRSCH - C.C. PUGH - M. SHUB, 'Invariant manifolds'.

Springer LNM 583 (1977).
[Kl}
F. KLOK, 'Broken solutions of homogeneous variational problems'.

Jour. Diff. Equal. vol. 55 (1984), pp. 101-134.
[Kul}
I. A. K. KUPKA, 'Geometric theory of extremals In optimal control', to appear in Trans. Amer. Math. Soc.
[Ku2}
I. A. K. KUPKA, 'Generic properties of extremals in optimal control problems' in 'Differential geometric control theory'.
Birkha:user PM 27 (1983), pp. 310-315.
[M}
M. MORSE, 'Global variationnal analysis'. Mathematical Notes

Princeton U. Press 1976.
[S}
H. SUSSMANN, 'Lie brackets ... control' in 'Differential geometric

control theory'. Birkhlluser PM27 (1983).
VOLTERRA SERIES AND OPTIMAL CONTROL
Michel FLIESS and
Fran~oise
LAMNABHI-LAGARRIGUE
Laboratoire des Signaux et Systemes

C.N.R.S. - E.S.E.
Plateau du Moulon
91190 GIF-SUR-YVETTE - FRANCE.
Abstract : After a review of some of the theory of non-commutative generating powers series expansions and their relationship with Taylor
expansions of the Volterra kernels, we show that those kernels can be
most naturally expressed by using the Hamiltonian of the system. This
is applied to a general optimal control problem in order to get higher
order necessary conditions for optimality. These systematically receive
a Hamiltonian interpretation.
INTRODUCTION
It is well known that Volterra series are one of the most useful tools
in nonlinear engineering (see, e.g., Schetzen [24], Rugh [23], the
survey paper [10] and the references there in).
Except for in a few paper (Agracev and Gamkrelidze [1], Brockett [5],
Sussmann [26]) the use of such expansions in optimal control has been
quite exceptional. It should be noticed however that (cf. [28]) Volterra
himself and other founding fathers of modern functional analysis (see
Siegmund - Schultze [25]) had already in mind the calculus of variations.
This seems to be a contradiction and we would like our readers to be
convinced that here we are facing some kind of historical accident.
After recalling some facts about noncommutative generating powers series
expansions and their relationship with Taylor expansions of the Volterra
kernels, we show how those kernels can be expressed by using Lie
brackets of vector fields. The formulas thus obtained can be naturally
interpreted by means of the Hamiltonian of the system. For the first
order kernels this involves a bit of symplectic geometry ; the higher
kernels use functional derivatives. Then, all the necessary conditions
for optimality can be easily derived again and get a Hamiltonian interpretation. We conclude with a short example.
371
M. Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory,
371~387.
M. FLIESS AND F. LAMNABHI-LAGARRIGUE
372
A - SOME BACKGROUND ON FUNCTIONAL EXPANSIONS

I - Noncommutative powers series and Volterra series
Let us consider the control-linear system
~ q(t)
~ y(t)
(q) +
u. (t) A. (q)
1.
i=1
1.
h(q)
Here the state q is in a finite-dimensionallR-.analytic manifold Q. The

vector fields Ao , AI' ' Am : Q
TQ (tangent bundle) and the output
function h : Q ~~ are lR-analytic.
The control vector u
(ul, ,um)
is inlRm. If the reader is not familiar with differential geometry(I),

he will not loose very much of the meaning by assuming that the state
space is lRN or an open sub"set of lRN. In terms of local coordinates
q = (q I , ,q N), the first equation ofL may be rewritten in the more
classical form
IN
q k (t) = 0 k
0 (q , , q ) +
~I,
i=1
ki
N
u.(t) O.(q
, ,q ), k= l, ,N.
1.
1.
Recall that to each vector field there corresponds a derivation, called Lie derivative or directional derivative. It is given by the firstorder differential operator
A.(q) =
J
kiN
Cl
,q ) k
L O.(q ,
k=1
J
Clq
' j
= O,l, ,m
Expansion in noncommutative generating power series and its relationship with Volterra series, as discussed in [8, 10], is treated in a
chapter of a new book [14] by Isidori which is excellent. Therefore we
will be quite concise on this subject.
Given the initial state q(o) = qo' the input/output behaviour is characterized by the generating power series
g
= h(q o )
, .. ,j
A A. h(q ) x . x.
=0
JO
Jv
Jv
Jo
(1)
v
This is the (first) fundamental formula. It can be interpreted (numerically) by replacing the noncommutative words in x ,x 1 ,x by the
t
0
m
d s .... d s .. These are defined by induction
interated integrals
o
Jv
J0
on their length :
o
(1) The recent translation of the book by Dubrovin, Novikov and

Fomenko [7] constitutes a nice clear introductioc to this topic.
373
I; (T) = T
fo
dl;.
I;.(t)
1, . ,m
,I;.(T)
a,I, .. ,m
( JT dl;.
dl;. dl;.
Jv
Jo
J v- I
dl;. ) ' if J'

\I
Jo
For u and t sufficiently small, the numerical value of the output of

L is given by
y(t;u,q)
o
= h(q
)+
0
1.
j , ... j
\I~O
A. A. h(q )ftdl; . dl; . (2)

Jo
J\I
0
0
J\I
Jo
=0
The Volterra series associated with the output y is defined by

y(t;u,q) = w (t;q ) +
o
+.
1.. _
~l'.'.'~k-I
It
0
f Tk- 1
I ft
i=!
fT I
0
Wk
WI
(i)
(t,ol;qo) ui(ol)do l +
(i1,,i k )
(t,ok,,ol;qo)u i (Ok)
k
. u i1 (1)
dokdo l
Rearranging terms in (I) - (2) makes it possible to give the Taylor

expansions of the kernels associated with y(t;u,qo)
374
wo (t;q 0 )
tV
tA
= L A0 h(q 0 ) -= e h(qo)
v!
v~o
(4)
v
v
v
A A. A } A. A k
o 1} 0
1k 0
For the convergence of the Volterra series see Lesiak and Krener [21].
Remarks : (i) It is well known that. for t fixed. (3) can be considered
as a functional Taylor expansion (cf. Volterra and Peres [29]. Berger
[3]). This fact which is at the origin of Volterra's works [28] is not
true anymore when t is considered as variable. although this has sometimes been asserted in the literature. It is worth mentionning that the
generating power series (1) is a Taylor expansion with respect to a new
derivation called causal derivation [9].
(ii) Non-commutating indeterminates permit us to generalize to the
nonlinear domain numerous facts concerning the Heaviside symbolic calculus. i.e. the Fourier and Laplace transforms (cf. [10]).
II - Expression of Volterra kernels in terms of Lie-brackets
Let a and S be two noncommutative indeterminates. A by-product of the
Baker - Campbell - Hausdorff formula gives (cf. Bourbaki [4]. p. 59)
e
-a
375
where
s , ad
a.
S = ad I S = [a., S]
a.
[a., adov S]
a.
and
a.s - Sa.
(Lie bracket)
, v ~ I.
Applying this
wI
(i)
(t,uI;qo)
In these formulas, the Volterra kernels wk are expressed as functions

of u I ,u 2 ' ,uk ' t and not, as in (4), as functions of u I ,u 2-u I , ,t-uk
These expressions will be of great importance in the following.
B - HAMILTONIAN FORMALISM [10]
With the introduction of Pontryagin's Maximum Principle, the Hamiltonian

formalism, previously only important in mechanics and physics (cf.
Dubrovin, Novikov and Fomenko [7]) has become an useful and commun tool
in optimal control. As this formalism is destined to express variations,
its close relationship with Volterra expansion is not really surprising.
However our results seem to be new even if they seem to have been more
or less anticipated in some publications in statistical and quantum
physics (Garrido [13], Uzes [27]).
Let us consider again the systemL and the associated Volterra series.
The differential dw of the zero-order Volterra kernel w defines a
o
covector field on Q. The cotangent bundle T*Q is given the canonical

sympletic structure (cf. [7]). Introduce the Hamiltonians
:Ie.
J
= <A.J , dw0 >
, j
= O,I, ,m.
376
aw
~, k
N aq
we obtain Je. = L o~ Pk
J
k=1
J
Recall that if Pk =
I, ,N and A.
The poisson bracket of two functions f, g

coordinates by ([7]) :
{f,g}
L O.
k=1 J
k'
aq
T*Q ~ R is defined in local
(llll_ll~)
k~1 aPk aqk
aqk apk
For the first-order Volterra kernel, formula (5) and the Hamilton
equations lead to
Proposition BI : A first-order Volterra kernel of the system L can be
written in the form
Jej
I u=o
q=qo
One notes that the Taylor expansion of the first-order Volterra kernels
reproduces some of the usual calculations in optimal control (Gabasov
and Kirillova [12], Krener [17]).
For higher order Volterra kernels one needs to introduce the notion
of functional derivative due to Volterra (cf. [28, 29]) which is well
known from physics. There exists a precise mathematical definition of
this concept; see e.g. [6], where this derivative is called the
Frechet-Volterra derivative.
I
CO ([0,1], m) denotes, as usual, the set of continuous functions
[0,1] ~:R. Consider a functional U : CO ([0,1]. m) ~m which is-differential in the Frechet sence (cf. Berger [3]). Moreover assume that
this derivative can be expressed as an integral
fo!
<:r>(a)
where of is a variation. The functional derivative is then. by definition, the function ~ which in general will depend on f. Let us denote
this, as is usual in physics, by
377
.!Q.. =
Of a.
4>( a.)
It is then readily shown, that the functional derivative of the output

y of L is given by
This leads to :
Proposition B2 : A Volterra kernel of order k can be written in the
form :
vI
V2
dod
-------v2
92
vI
s:
dT
d9 2 uU.
~2
u=o
9 k = 9 2= T
q=qo
By analogy with (1.2) we will call formulas of Proposition Bl and B2,
second fundamental formulae.
c - OPTIMAL CONTROL [18, 19, 20]

To see the relevance of the use of Volterra series in optimal control,
let us consider again the systemL where, for the sake of simplicity,
we assume scalar controls (m=I). Assume that the final end point is
free and that we wish to minimize y(T), T being given. If the control
u(.) = 0 is to be optimal, then it is more or less clear that the first
kernel must be zero, the second nonnegative definite, the third zero on
those functions which the second annihilates etc Thanks to the precese formulas given in previous chapters, we are now in position to
advance somewhat along a path anticipated by Brockett [5] : "Our main
point is that in optimal control, as in ordinary function minimization,
the most natural approach toward getting necessary conditions utilizes
the Taylor series. By taking this point of view we get a conceptually
straightfoward and computationally tractable method of discovering and
organizing results on singular control".
378
I - Calculus of variations
Consider the system
~ q(t)
F (q(t), U(t))
? y(t)
h (q(t))
As in the case of L, the state q

For simplicities sake, we assume
constrained to a closed subset ~
vector fields F : Q x O~ TQ and
assumed to be R - analytic.
Let us change u with a variation
(6)
belongs to a~-analytic manifold Q.

that the control u is scalar ; it is
c OS~ where 0 is an open subset. The
the output function h : Q ~~ are
eu, thus
eu i
F(q,u) + F (q,u) eu + + F i (q,u) (~)
+
u
u
L
.
.
e~F
.
.
where F i denotes the partial der~vat~ve ---. wh~ch ~s also a vector
F(q,u+eu)
u
eu~
field. Putting A =
o
-i+ F and A. = F ~ , i ~ 1, one can use the previous

et
~
u
L
results on Volterra series expansion where eu is considered as an input

as well as the successive powers (eu)i, i ~ 2.
Let T E [o,T] be the initial time and q( T)
let ey (T, T, u, eu, a) denote the variation
a the initial state
y(T, T, u+eu, a) - y(t, T, u, a)

As usual in the literature all variations will be "concentrated in some
point" T E [o,T] ; this means that eu(o) = 0 for 0 i [T, T+w(e;)]where
w(e;) ~ 0 as e; ~ o. Let us denote by D.(o) the first order differential
~
operator encountered in the Volterra expansion :

D. (0)
~
One easily sees that

ey(T,
where w (T,
o
T,
T,
u, eu, a) = V(e;) wo(T,
T,
u, q)/q=a
u, q) is the output for eu = 0 and where the operator
V(e;) is given by
379
with
fT+W(E)
3 V
T
+
r+W(E)
T
3 (0"1) (ou(cr l
f'2
T
r+W(E) f2
T
dcr l
Dlcr l ) 1 (cr 2 ) (ou(cr I
ou(cr 2 ) dcr l dcr 2
l(cr l ) 2(cr 2 ) ou(cr l ) (ou(cr 2
dcr l dcr 2
etc
From order two on the previous expressions "ontain products of first
orfer differential operators. By means of integrations by parts one
can extract a particular terms which only involve first-order differential operators ; for instance,
and
380
We will make use of this technical Lemma by employing variations chosen such that the dominant term of the expansion in will be
rr
for the second order and
f+
T
()
2 [[D}(0}) ,D} (0 )] ,D} (0 3)]ou(03)ou(0 2)ou(0} )d0 da do 1

3 2
2
for the third order. We will see for instance that the classical generalized Legendre Clebsch condition comes from the vector field "associated" with the second variation O2V.
381
II - Optimal control : fundamental Lemma

We wish to minimize the output y(T). T > 0 of the system (6) without
state constraints. The Maximum Principle gives here :
If u(t), t E [0, T) is a solution of the previous problem, there exist:s
a non-zero adjoint vector p(t) E T~(t)Q (cotangent space to Q at q(t) ;
hence p(t) is in fact a covector), which, written as a row vector, satisfies the equation :
p(t)
with
= - p(t) (IF
aq (q(t), u(t
, p(T)
ah
= -aq
(q(T
p(t) F(q(t), u) ~ ~(t) F(q(t), u(t
for all u c n.
- - (The barred variables u, q, p denote a solution of the control problem).
With the usual Hamiltonian notations
H
= < p,
.F(q,u
we have in terms of suitable local coordinates :

<r(t)
= ;:
(p(t), q(t), u(t
p(t)
~: (p(t) , q(t), u(t
,q(o)
= qo
,p(T) = ;: (q(T
These are the Hamilton equations to which one has to add

H(p(t), q(t), u(t
= min
If u(t) belongs to the interior of
aH -
dU (p(t), q(t), u(t
dV ~
aH
and consequently, --dtV
aU
H(P(t), q(t), u)
uEn
n, then,
, t E [O,T]
= 0
0, for all v
>,
Classical calculations in optimal control (cf. Gabasov and Kirillova

[12], Krener [17]) show that
dV
d~
aH
"u (p, q, u) =<p,

a
ad
\)
~
AI>
This relations confirms the fact which already appeared in chapter B

that the first order Volterra kernel gives the same information as the
Hamiltonian formalism of the Maximum Principle. In the following, we
382
will show that higher order necessary conditions for optimality which
are essential for singular optimal control problems (cf. Bell and
Jacobson [2]), can be interpreted via the higher order variations of
oy expressed in terms of Volterra expansions. More precisely this involves Lemma CI.
First of all we need a fundamental Lemma on the positivity of the
leading term of oy = Vee) wo (T",q) Iq=q ()
, developped in powers of e.
Let us denote by
the cone of differential operators D such that
there exists a variation 0 , an integer k, a real number

u
that
Vee) = ~Dek + higher order terms in
~ ~
0 such
E.
Lemma C2 : If u(.) is minimizing on [O,T] then,

for all D E ~u
Dwo (T,T,u,q) Iq=q(,) ~ 0
or
<
pc,), D >
0, for all T E [O,T].
Let us choose for instance

ou(a)
(8)
Then oy(T) = aA 1e + o(e) and we get again the first-order necessary

condition for optimality.
III - Higher order necessary conditions for optimality
Let us assume that the triple (u(.), q(.), p(. is extremal on [O,T]
that is, we assume that the first-order necessary condition
0Iy(T) = 0IVwo (T,T,u,q) Iq=<r(T) .;.
is verified along the trajectory. As before, every expression evaluated along this trajectory will have a bar on top. Thus, for instance,
~~
$(.), <r(.), li(.
will be noted
~~
We will denote by:t. the E.-vector space generated by ad v
AO
AI' v ~ 0.
383
a) Jacobson-Gabasov test
Consider again the variation (8). There follows
02V = a 2 (A 2 E + adAo A2E
If A2 belongs to
X then
Proposition C3 : If
+ Ai 2) + higher order terms in E.
Ai belongs to ~u' The previous Lemma gives :
u is minimizing on [O,T] and if A2 belongs to!,
then, for all T E [0, T], we have

A21wo (T,T,u,q) Iq=q
-()
T
or
_0_ H
UT
Iq=q(T) >, .
This is the socalled Jacobson-Gabasov condition, [15]. An interpretation in Hamiltonian terms, apparently new, results from chapter B above.
b) Generalized Legendre-Clebsch condition
With the variation
E [T,T+E 2 [
E[T,2-E 2 , T+2E[
else where
if
C1
if
C1
we find
+ higher order terms in E;

Hence, if A2 E 1 then - [AI' ad
Proposition C4
then
or
AO
AI] E ~ There follows

u
If u is minimizing on [O,T] and if A2 belongs toX,
< p(T), [AI,[Ao,All} >
It is not difficult to see that this inequality is equivalent to the

first generalized Legendre-Clebsch condition (cf. [20])
384
Chapter B leads to the equivalent formulation
These results can be generalized using Knobloch's variations [16],

see [20].
c) A third-order necessary condition
Let us consider, for simplicity sake, the system L of chapter A with
m = I. Let us choose the variation.
~a
Qu(er)
(I +
(er-T
~O elsewhere
Thus,
Q2 V
a 2 t;; [AI' [Ao,A I ]]
Q3V = a 3I}
if
[AI' [A O' Al ))]
[AI' [Ao' AI))
EX
3 + higher order terms in

E
higher order terms in
then, as a is arbitrary,
Therefore
If
Proposition C5 :
[AI' [Ao' AI))
U=
is minimizing on [O,T] and if
E:t, then, for all T E [O,T]
[AI' [AI' [A,AI]]]W

.
or
<If(T),
or
Q
[-a 2
QU
(T'T,q)/
q=q(T)
[AI' [AI' [Ao ' AI))] > =

d
0
[-aI' dT
QU
HullIU.O
a2 = a! = T
q = -q T)
385
IV - An application
The motion of the center of mass of a moving object is described by the
equations
qO(t)
(ql(t2
ql(t)
2
q (t)
q2 (t)
3
3 + fl
I 2
(q ,q ,t)
a (q (t
q3(t)
u(t) + f(q 3 ,t)
We examine the problem of finding a control u(t), lu(t)1 ~ I, minimizing the functional
h(q(t
We assume that (ql (t2 + (q2(t2 f. 0 , for all t E [O,T].
Proposition C6 : The optimal control for this problem is necesseraly
bang-bang, i.e. u(t) = I
Proof: Let us assume the existence of an extremal control u(t), such
that lu(t)
< I.
One can easily see that [A1,[Ao,A I ]] belongs to jf .
However the expression <p(,) , [A I ,[A I ,[Ao ,A 1 ]]] > cannot vanish on a
subinterval. This contradicts Proposition C6.
Acknowledgement :
The authors wish to thank M. Hazewinkel for revising the English version
of this paper.
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[17} A.J. KRENER, The high order maximal principle and its applications
to singular extremals, SIAM J. Control. Optimiz., 15, 1977, 256-293
[18] F. LAMNABHI-LAGARRIGUE, Some second-order necessary conditions in
optimal control, Systems Control Lett., 5, 1984, 135-143.
387
[19] F. LAMNABHI-LAGARRIGUE, Sur les conditions n~cessaires d'optimalit~ du deuxieme et troisieme order dans les problemes de commande
optimale singuliere, in "Analysis and Optimization of Systems"
(A. Bensoussan and J.L.Lions eds), Lect. Notes Control. Informat.
Sci 63, 525-541, Springer, Berlin, 1984.
[20] F. LAMNABHI-LAGARRIGUE, S~rie de Volterra et commande optimale
singuliere, These d'Etat, Universit~ Paris XI, mars 1985.
[21] C. LESIAK and A.J. KRENER, The existence and uniqueness of Volterra series for nonlinear systems, IEEE Trans. Automat. Control, 23,
1978, 1090-1095.
[22] L. PONTRYAGIN, V. BOLTYANSKI, R. GAMKRELIDZE and E. MISCHTCHENKO.
The Mathematical Theory of Optimal Processes, John Wiley, New-York,
1962, French version: Mir, Moscou, 197
[23] W.J. RUG~, Nonlinear System Theory, The Johns Hopkins University,
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[29]V. VOLTERRA and J. PERES, Th~orie Gen~rale Des Fonctionnelles,
1. Gauthier-Villars, Paris, 1936.
OPTIMAL CONTROL AND HAMILTONIAN INPUT-OUTPUT SYSTEMS

A.J. van der Schaft
Department of Applied Mathematics
Twente University of Technology
P.O. Box 217, 7500 AE Enschede
The Netherlands
1. Introduction
Let us consider a smooth (Le. COO or Ck ) nonlinear control
system
(1)
f(x,u)
X ,
where f is a smooth mapping. For simplicity of exposition we

will take X to be I.n or an open subset of ](n. (X could be an
arbitrary manifold.) Furthermore we will make the (restrictive) assumption that U equals ](m or an open subset of I m
(or an arbitrary manifold without boundary). Let now L :
X x U
+ ..
and K : X
+ I.
be smooth functions. We consider the
(smooth and unrestricted) Bolza problem of minimizing (with

respect to u(o
the cost functional

T
( 2)
= K(x(T + f
o
J(xo'u(o
L(x(t),u(tdt
under the dynamical constraints

(3)
~(t)
= f(x(t),u(t
, x(O)
In order to solve this optimal control proble. the Maximum

Principle
tells
H : X x ..n x U
us
to
introduce
the
pseudo-Hamiltonian
I defined as
389
M. Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Meth.ods in Nonlinear Control Theory, 389-4fJ7.
1986 by D. Reidel Publishing Company:
390
A. J. VAN DER SCHAff
(4)
H(x, p,U) := p f(x,u) - L(x,u)
(with p E In the co-state) and to consider the following set

of differential equations
oH
xi = F-<x,p,u) (=fi(x,u
Pi
(5a)
(5b)
1, , n
oH
- oX i (x,p,u)
Pi
with the (mixed) boundary conditions

(6a)
x(O)
Xo
(6b)
p(T)
- - (x(T
ox
oK
where x(T) is the solution of (5a) at time T for x(O) = xO.
A necessary condition for a control function u * (.) on [O,T]

to
t
be
E
(7)
optimal
(in
the
sense of (2
is
that
for every
[O,T]
H( x * (t), p* (t), u* (t
where (x* (.),p *
(.
max H(x* (t),p *(t),u)

UEU
is the solution of (5) with u() = u * (.)
and boundary conditions (6). So the Maximum Principle leads

to the following static optimization problem: Find for every
(x,p) E X X][n a U*EU such that
(8)
H(x,p,u* ) = max H(x,p,u)

UEU
Since we assumed U to be (an open subset of) ][m, equation

(8) implies the first order conditions
(9)
oH (x,p,u* )
-0uj
1, ,m
391
Hence the Maximum Principle leads in a natural way to the

system
i
Pi
oH
(x,p,u)
OPi
oH
- ox. (x,p,u)
Yj
oH
(x,p,u)
oU j
x.
1
(10a)
(lOb)
1, ,m
necessary condition for u * (0) to be optimal is that
and a
the
l, ... ,n
outputs
Yj
of
an
system,
from u * (0) and
resulting
(6), are constant zero on [O,T].
boundary conditions
Now for
this
arbitrary smooth
function H(x,p,u),
equations
(10) form a so-called Bami1tonian system [2,12]. In physical

examples the outputs correspond for instance to a selected
number of displacements (linear, angular etc.) caused by the
inputs
(external forces,
torques etc.)
at the same points
with the same line of action, or alternatively, the inputs

are
the
displacements
and
the
outputs
the
corresponding
excitations. (For more motivation we refer to [2,10,11,12].)

We
notice
that
to
every
Hamiltonian
system
(10)
there
corresponds an optimal control problem (2), (3) if and only

if the function H(x,p,u) is affine in the p-variables, i.e.
of the form (4).
Remark:
(10)
The naturality of taking the outputs to be
is also
underlined by the following
observation is due to J .W. Grizzle)
oH
uU j
-~--
reasoning
in
(this
Apply a feedback u =
a(x,p,U), with U the new input vector, to (lOa). Now we can

pose the following question: When is the system (lOa) after
feedback again Hamiltonian;
function H(x,p,U)
such that
i.e.
when does
there exist a
392
A.I. VANDER SCHAFf
em
'
-~-(X,p,U)1
Pi
(11)
~H
~x
(X,p,U)1
oR
a(x,p,U)
= ~p.
~Ii
= a(x,p,U)
(x,p,U)
1.
= ~x
It can be proved ([10,12]) that
Ii
1, , n
(x,p,U)
exists i f and only i f a
only depends on the outputs ~ and the inputs Uj in the

uj
following specific way
(12)
1, ,m
where S : U
x Im + I
is
smooth
function.
= ~S
then a solution of equations (11) with u
~y
Moreover
R is
(U , y) together
with
~R
OS
~H
~H
(13) ~Uj (x,p,U) = ~Uj (U 1 ,,Um' -~-,
u 1 ,-~-)
um
(In fact u =
ay
~S
formation on U
(U,y) , Y -
x I
~S
~U
l, .. ,m
(U,y) is a canonical trans-
).
The purpose of this paper is to show that it may be advantageous for the understanding of the optimal control problem
(2),(3)
to look at the associated Hamiltonian system (10).
In Section 2 we show how the existence of symmetries for the

associated Hamiltonian system can be used for reducing the
complexity of the optimal control problem. In Section 3 we
show how this is related to the controllability and observability
properties
of
the
associated
Hamiltonian
system.
Finally in Section 4 we discuss the relation of singular

optimal control with finding the maximal controlled invariant submanifold in the kernel of the output mappings ~H
the Hamiltonian system.
~ui
of
393
2. Symmetries
In this section we will mainly follow [13]. Let us first
introduce
function
some
then
vectorfield
Pi
we
aF
ap-
xi
(14)
notation.
denote
If F : X
the
In + It
corresponding
is
smooth
Hamiltonian
(x,p)
i
aF
- ax. (x,p)
1, ,n
Moreover if G is another smooth function on X x Itn

then the Poisson bracket of F and G is
by
XF
(15)
As
proved in [10,12] the existence of a symmetry for (10) is
equivalent to the existence of a conservation law, which

consists of a pair of functions (F,F e ), , with
F(x,p) : X x In + It, pe(u,y) : U x I m + It, such that
(16)
{H(x,p,u), F(x,p) }
= Fe (u,
aH
au (x,p,u
aH = (-",-,
aH ,-",-).
aH
with au
(For computing the Poisson bracket
u
vU 1
vUm
in (16) we treat u as a parameter.') Physically (16) means

that the time-derivative of the conserved quantity F aJ.ong
system (10 a) is a function Fe of the inputs and the outputs
(10 b). Usually one wishes Fe to be zero whenever u is zero.
Let us now consider the optimal control problem (2) ,(3).
Suppose that u* = u* (x,p) is the optimal control,. resulting

in the optt.ai Baa11tonian HO(x,p) = H(x,p,u*(x,p. Then:
Proposition I Let (F,F e ) be a conservation law for (10) such

that Fe(u,O)
0, u
U. Then F is a conserved quantity for
the optimal Hamiltonian HO(x,p), i.e.
394
(17)
{Ho(x,p),F(x,p)} = 0
Proof: {Ho(x,p), F(x,p)} = {H(x,p,u*(x,p, F(x,p)}

{H(x,p,u), F(x,p)}1
BH
*
*
~ (x,p,u (x,p{u.(x,p), F(x,p)}
uU j
J
+ m
I
j=1
Fe(u,
~
u.
since
*(
)
u=u x,p
~~
(x,p,ulu=u*(x,p) = Fe(u,O) = 0,
(x,p,u*(x,p
= 0 by (9).
Hence,
with
if there exists a conservation law (F ,Fe) for

Fe(u,O) == 0
we
know,
(10)
even without explicitly calcu-
lating the optimal Hamiltonian HO(x,P), that the optimal Hamiltonian equations
xi
BHo
Bp. (x,p)
Pi
BHo
- (x p)
Bx.
'
(18)
have
1, , n
first
integral.
Then by
standard
techniques
from
classical mechanics the 2n-dimensional set of equations (18)

can be reduced,
under certain regularity assumptions, to a
(2n-2)-dimensional set of Hamiltonian equations (cf [1]). In

particular one may try to find in this way n independent
integrals for (18), so that (18) can be solved by "quadratures".
Not only reduces the existence of conservation laws (F,F e )
with Fe(u,O) == 0
the
complexity of
solving (18),
it also
simplifies the calculation of the optimal control u (x,p):

Proposition 2 Let (F,F e ) be a conservation law for (10) with
- O. Let u * (x,p) = (u*x,p
( ) , ,um(x,p)
*
) be the opF e (u,O) =
1
timal control. Then
395
1, ,m
Proof: see [13].

if u* is a regular optimal control (so 0
Hence
02H
ui
uj
(x,p,u)
has full rank) then the components of u* satisfy
*
{F(x,p), u.(x,p)}
( 20)
oF
= --~-UY
Therefore a
(o,u* (x,p
1, ,m
conservation law immediately yields
set of
partial differential equations which the optimal u* has to

satisfy. For some examples illustrating the use of Propositions 1 and 2 we refer to [13].
A particular case of
a conservation law (F ,Fe) as above is
when Fe is identically zero and F is of the form pTg(x), ,

with
g(x)
an
n-vector.
{pTf(x,U)-L(X,U),pTg(x)}
with [
(21 )
In
this
case
(16)
reduces
to
= pT[f(x,u),g(x)]+g(L(X,u = 0,
] the Lie bracket, and hence to
[g(x), f(x,u)]
g(L(x,u
This is the case considered in [51.
The vectorfie1d g is
called a symmetry of the optimal control problem
[5]. If g
is nowhere zero then by Frobenius' theorem there exist local

coordinates x for X such that g
{HO,p g(x)}
(18)
and
to
the
factor
{HO ,Pl}
o~
= o~
Then by (17)
= - oX I =
and so we may restrict
(2n-1)-dimensiona1 manifold F = PI = constant
out
dimensional set
by
the
Xl-coordinate
to obtain a
(2n-2)-
of Hamiltonian equations. Moreover in the
396
A.J. VAN DER SCHAFT
regular case by (20)
ou.*
( 22)
~ (x,p)
and so the optimal u*(x,p) also projects to a mapping on the

reduced space as noted in [5J.
Remark: Actually in [5J the class of symmetries g satisfying
(21) is extended by allowing for feedback u = a(x,v) in the
control system (1),
changing f(x,u)
into f(x,a(x,v))
and
L(x,u) into L(x,a(x,v)). It is clear that feedb;ck does not

change the optimal control and optimal Hamiltonian. However
the
associated
Hamiltonian
system and
its
symmetries
do
change, see [13J.

Concluding,
conservation laws (F ,Fe) with Fe(u,O) :: 0 yield
first integrals for the optimal Hamiltonian HO(x,p). On the

other hand, suppose F is a first integral for HO, i.e.
{HO,F} = O. Then {H(x,p,u),F} equals a function F(x,p,u)
satisfying
OH
~x,p,u)
uj
F(x,p,u)
0,
=0
for
all
1, ,me
written as a function of y.
(x,p,u)
such
that
In general F can not
be
oH and u . Hence in general

= -0J
uj
by looking for conservation laws (F,F e ) we cannot obtain all

first integrals for the optimal Hamiltonian. (However feedback for (1) as in the above remark will change the associated Hamiltonian system and its conservation laws. It is an
open problem (see [13J) if to every first integral F for HO
there corresponds a conservation law (F,F e ) of at least one
Hamiltonian system associated with a feedback transformed
optimal control problem (2), (3)).
This
suggests that the
search for conservation laws (F ,Fe) with Fe(u,O) :: 0 can be

generalized
satisfying
to
the
search
for
pairs of functions (F,F)
(23)
{H(x,p,u), F(x,p)} = F(x,p,u)
o whenever
where F is such that F(x,p,u)

Indeed
397
oH
u.
-0- (x,p,u)
o.
is easily seen that . Proposition 1 and 2 with Fe
it
replaced by F remain to hold.

Finally we remark that our treatment of symmetries for optimal control problems is very much related to the classical
Noether approach to symmetries in mechanics [1]. Consider a
Lagrangian L(x,;'), and a vectorfield g(x) on the space of
generalized
configuration
coordinates x = (xl"" ,x n ). We
prolong g to a vectorfield g on the space of configuration
and velocity coordinates (x3:) In coordinates
n
n
og.
0
1 (x) x. -0- Then g is
g(x,;')
+ 1:
1: gi(x)
.
-lox.
J oXi
1
i=l
1,JJ
called a symmetry of L i f the derivative of L along g is
ox:-
zero: g(L) = 0 Noether's theorem now tells us that the

n
oL
function 1: - - (x,x)g. (x) is a conserved quantity for the

i=l o~.
1
Euler-Lagrange ~quations corresponding to L. Let us translate this into optimal control language. The optimal control
problem is
Minimize
straints ~i
u i ' i = 1, ,n. A conservation law (F,Fe) for
the associated
L( x, u) d t under the dynamical con-
Ham~ltonian
system has to satisfy
~: ). Restricting ourselves,
{pTu - L(x,u), F(x,p)} = Fe(u,
as in the Noether setting, to conserved quantities of the

form F = pTg(x), with g a vectorfield, we obtain
L(x,u), pTg(x)} = pT[u,g(x)] + g(L(x,u))
n
(24)
1:
i,j=1
og.(x)
PJ.
-,,-'0~"-1.-
ui
+ 1:
i=1
oL
-0-
Xi
g. (x)
1
A.J. VANDERSCHAFT
398
oL
with Yi = Pi - -.-' Now suppose g is a symmetry of L(x,x)
oX i
in the sense of Noether i.e.

(25)
oL
I ox:-
g(L)
i=l
Since x.1
(x,x)gi(x) +
oL ogj'
-- - - x i
i, j= 1 ox. ox.
n
u i it follows from ( 24) and (25) that
(26)
og.
p j ox J
i
j=l
oL
oi:
i,j=l
Hence
og.
(P.- - )
we
have
oX i
i,j=l
obtained
F(x,p,u) = 0 whenever Yj
ox.J ox.1
i,j=l
og j(x)
J u
oL og.J x.
____
n
Ui
ox 1.
YJ
pair
of
oR -- 0
au:-
If
F(x,p,u)
Ui
functions (F,~) with
F can
be expressed as
a function of Yj and Uj (for example if g is a constant or

linear vectorfield) then we have obtained a conservation law
(F,Fe) for the associated Hamiltonian system.
3. Minimality
We will now indicate the relationship with minimality, by
showing that conservation laws (F,F e ) for (10) with Fe
identically zero can only occur if the Hamiltonian system
(10) is not minimal.
Consider
the
functions H(,,u) for
different u
U.
By
taking all the Poisson brackets of these functions we obtain

a Lie algebra
(w.r.t.
the Poisson bracket) of functions
on X x In. Now (see [11,12]) the Hamiltonian system (10) is

accessible if dim dG(x,p) = 2n for any (x,p) ~ X x In (with
dG(x,p) = span I{dG(x,p)
IG ~
'G}.
If (F,Fe) is
conser-
vation law for (10) with Fe - 0, so {H(x,p,u), F} = 0, u,
then
G
the
Jacobi-identity
'G. Hence
i f F is
implies
that
{G,F}
399
=0
for amy
non-trivial (no constant), then (10)
cannot be accessible.
For most purposes [11,12] a slightly different Lie algebra
of functions is more useful than
G. Instead of looking at
(10) we look at the extended Hamiltonian system

OH
(x, p, u)
OPi
oH
- ox. (x,p,u)
x.
( 27)
Pi
1, . ,n
1, ,m
u.
v.
oH
au.-J
Yj =
(x,p,u)
state space X x I.n x U and inputs v . Now consider the

J
linear set Ge spanned by the functions
and
u l , ... ,urn
with
~
u1
,"',
g~
on X x In x U together
with
all
(repeated)
Poisson brackets with H(x,p,u) and all (repeated) differentiations to ~ So an element of Ge is a linear combinaui
tion of expressions of the form

(28)
02
{H(x,p,u), {H(x,p,u),
oukou"t
~
u
i
{H(x,p,u) ,
~~.}}}
J
It follows from the Jacobi-identity that Ge is indeed a Lie

algebra w.r.t. the Poisson bracket on X x I.n (Thus the
Poisson bracket of two elements of the form (28) is again a
linear combination of expressions of this form.)
Remark:
The
Poisson
bracket {H(x,p,u), F(x,p,u)} for
an
arbitrary function F(x,p,u) means by (15) differentiation of

the
function
along
the
vectorfield xi
= g~
(x,p,u),
i
400
p. = - ~ (X,p,U), (1irlth u seen as a parameter). A sugges].

ox.
].
tive notation for {H(x,p,u), G(x,p,u)} is therefore ~t F. In

this notatio~ an arbitrary element of Ge is a linear combination of expressions
(29)
Theorem 3 ([11,12]). Denote dGe(x,p,u)
=
spanI{dG(x,p,u) IGEGe}. If dim dGe(x,p,u) = 2n+rn, (x,p,u),
then the Hamiltonian system (10) is strongly accessible as

well as locally distinguishable.
It immediately follows from the definitions of (; and Ge that
if dim dGe(x,p,u) = 2n+m, (x,p,u),
then dim dG(x,p)
2n,
(x,p). However the converse not necessarily holds.

Now suppose
< 2n+m,
dim Ge(x,p,u)
(x,p,u),
and
suppose
dH(xo'po'u) E dGe(xo'po'u), Vu, for a certain

(xo,po) E X x In. By
taking
all
Hamiltonian
vectorfie1ds
corresponding to functions in Ge , together with the vector-
..,J, . ,
oU
~ we obtain an invo1utive distribution

oUm
l
on X x ][n x U, which projects to an invo1utive distribution
fields
C on X x In [12]. Denote the maximal integral manifold of C

through
(x,p) by N, then'loca11y there exist functions

o 0
F 1 , Fk on X x In such that N is given as F1 = = Fk = O.
It follows that these functions satisfy
(30)
{H(x,p,u), F~(X,P)}
V(x,p) E N,
1, ,k
and the same reduction procedure can be applied as in the

case that (30) holds
servation
laws
dim dGe(x,p,u)
tions
F(x,p)
everyw~ere
(F~,F~)
< 2n+m,
with
then
such
and we in fact have k conF1 - O.
there
exist
Alternatively,
non-trivial
that {G,F} = dG(XF ) = 0,
if
funcfor
401
every G
Ge
Let Fa be such a function. Then
1, ,m
Hence i f we denote {H,F O}
Flit follows that F1 does not
depend on u 1 , ,um' Now by the Jacobi-identity

0
{{H,
{F l'
- {{~~.J
~~),FO}
J
~~)
J
- au.
J
' FO}' H} - {{FO,H}, ~~.}

J
{H, F1 }
1, ,m
So, if we define F2 := {H,F 1 } then also F2 does not depend on

u 1 , ,um' Inductively we obtain a sequence of functions
FO,F 1 ,F 2 , , only depending on (x,p), such that
(31)
{H(x,p,u), Fi(x,p)}
F i + 1 (x,P)
0,1,
If for a certain r,F r + 1 happens to be zero then we have obtained a conservation law (F ,Fe) with Fe == O. In the more
suggestive
notation
of
writing
%r instead
of
the
Poisson
bracket with H (see the remark above) we are therefore looking for functions FO(x,p) such that for a certain r
d r +1
(32) - - F
dtr+1 0
<
00
d FO
vU j
dt
o , while -,,- - - .l -
= 0, i " r, j
1 , ,m
Finally we notice that in the optimal control case the Lie

algebras G and Ge of the associated Hamiltonian system have
a special structure. This stems from the fact that H(x,p,u)
in (4) is affine in the p-variables. Since Poisson brackets
of functions affine in p are easily seen to be again a~fine
in p, the elements of G and Ge are all affine in p. MoreoveL
if H is linear in p (i.e. L(x,u)
==
0) then so is
G and
Ge
A.I. VAN DER SCHAFT
402
4. Singular optimal control and controlled invariant

submanifolds
We
will
adopt
the
following
(classical)
definition
of
singular control for the optimal control problem (2),(3). A

control u(.) is singular (on [O,T]) if
(33a)
~
(x(t),p(t),u(t
U
o2H
(x( t) , p( t), u( t
ou.ou.
(33b) det
l.
l, ,m,
a ,
[O,T]
[O,T]
where (x(t),p(t
is the solution of (5) with boundary con-
ditions (6). By (33b) one cannot locally solve (33a) for u

by
the
implicit
[4,8,9])
there
function
theorem.
have been various
In
the
literature
(cf.
proposals for evaluating
such singular controls. They are mainly based on the observation that if u(t) satisfies (33a) then also all time-derivatives of (33a) have to be constant zero:
(34) d k oH (x(t),p(t),u(t
dtk oU j
(Here
%t is
differentation
a ,
along
(5)
[O,T], k
with
u(t)
0,1,2,
a
time-
function. )
The equations (34) give additional conditions on the optimal
controls ul'
* 'um* These additional conditions can be investigated by calculating the expressions
dk
oH
-o-~(~x,p,u),
.
i,]
dt
j
*
*
the conditions on u1, ,um
ui
l, ,m, for
k) 1,
just
like
imposed by (33a) are checked by
calculating the expressions

o
oH
ou. (~x,p,u
o2H
(x,p,u).
(lui (lu j
This problem of evaluating singular controls
l.]
is very much
related to the problem of finding the "maximal" controlled

invariant
submanifold of
the Hamiltonian system (10)
con-
403
tained in Yl
Definition 4.
= Ym =
0, as we will now shortly explain.
(10)
be a general Hamiltonian system on
Let
In. A submanifold N
iant (c.!.)
if
In is called controlled invar-
there exists a smooth feedback u = a;(x,p)
such that every integral curve of the feedback transformed

system starting from a point in N remains in N.
Belllark: This definition is of course closely connected to
the
definition
([6,7]).
of
controlled
invariant
distribution
Indeed an integral manifold N of a controlled in-
variant distribution with the
property that
the feedback
transformed vectorfield is tangent to N in one point of N is

a c.!' submanifold. On the other hand there may exist c.!'
submanifolds without being an integral manifold of a c.i.
dis t ri but ion.
In general the problem of finding c.i. submanifolds is hard.
Furthermore
maxima1
c.!'
submanifolds
contained
in
the
kernels of some output mappings may not even exist. However

there is one case where finding the maximal c.i. submanifold
is easy. Let for i = l, ,m, Pi denote the smallest integer
such that
oH
oU i (x,p,u) 'I-
(35)
=:-
So -l(Pi(m.
0, j=l, ... ,m}.
'!b.eerea
Furthermore denote NO:=
Suppose
{(x,p,u)I~:.(x,p,u)
J
( Pi < m,
i = 1J
,m. Then
p.
by
defi-
d 1
oH
nition of Pi the functions ou
oH ' dt
d oH
oU i , ... , ~oui do not
i
p.+l
dt
d 1
oH
depend on u, while
--- is affine in u for all i
p.+l oUi
dt 1
404
A.J. VAN DER SCHAFf
l, ,m.
Form the m x m matrix A(x,p) with (i,j)-th eleP .+1

o d 1
oH
ment a .. (x,p)= C5U .
p.+l ou(x,p,u). Suppose rank A(x,p)=m,
1J
J
dt 1
i
(x,p). Then the maximal c.i. submanifold contained in NO is
given by
I ~~i
N = {(x,p)
(36)
i = l, ...
while
the
(x,p)
p.
oH
(x,p)
= - - =:P. uU.
dt
,m}
necessary feedback u.
r, ... , m,
a i (x,p), i
0,
is
the unique solution of

oH
(37)
(x,p,al(x,p), ,am (x,p
-~-uU.
1
0, i
1, ,m
p.+l
1
oH
- - are affine in u and
Pi+l ~ui
A(x,p) has rank m, (37) has dJ unique solution
lL"roof Since the functions
a(x,p) = (al(x,p), ,am(x,p).

dr
oH
----0- (x,p,u),
dt r u i
formed vectorfield
r = O, ,Pi' along
oH (x,p,u)
-0Pi
(38)
Pi
yields
= -
dr+l
oH
xi
dt r
ui
the
u=a(x,p)
(x,p,a(x,p.
(39)
dr+l
oH
- - -,,- (x,p,a(x,p
r
1
dt +
uU i
while
d 1
~--77
dt
Pi+l
oH
-,,-
uU i
trans-
u=a(x,p)
Since
for r
d r . OH
- - - - - does not depend on u we have for r
dt r oUi
p.+l
feedback
(X,p,U)1
~-o--
Differentiation of
(x,p,a(x,p
dr+l
oH
-:-:r+r au:dt
O,l, ,Pi'
O,l, ,Pi- l
(x, p, u)
is by definition of a zero.
405
This shows that N is invariant for (38). Furthermore by de-
p.
d 1. oH
oH
finition of Pi the functions -0-- , , --p-. au. ' i=1, ,m,
ui
'
d 1.
1.
all have to be zero on an arbitrary Jontrolled invariant
submanifold contained in NO. Hence N is
the maximal c. i.
[]
submanifold contained in NO.
Remark 1: In [15] it is furthermore proved that the maximal

controlled invariant N as above is a symplectic submanifold
n
I dp.hdx.
i=1 1.
1.
restricted to N is non-degene ra te, and hence def 1.nes a sym-
of X x Rn. This means that the symplectic form

plectic
form wN on
N.
Moreover
the
resulting
controlled
dynamics on N (after the application of the feedback, defined

by (37
is given by
the Hamiltonian vectorfield on (N,wN)
with as Hamiltonian the function H(x,p,u) restricted to N.

(Since P.) 0 the function H(x,p,u) restricted to N does not
1.
depend on u.)
p.+1
d 1.
oH
Remark 2: If for a certain i, Pi = -1 then ----Pi
is not necessarily affine in u. In this
Olif
oH
aU i
ca~~ the manifold
defined in (36) may depend on u, and there exists (by the

implicit function theorem) only locally a unique solution of
(37). However it can be seen that at
least locally N pro-
jects to a submanifold of X x In. We leave the details to

the reader.
Remark 3: By using the Jacobi-identity one can prove several
things about the structure of the matrix A(x,p) and the integers P . These are analogous to results obtained by Krener
1.
[8], see also [15].
The above way of constructing the feedback a(x,p) was firstly employed in [7] for finding the maximal controlled invariant distribution contained in the differentials of the
406
A.J. VAN DER SCHAff
output mappings of a system affine in the control u. Indeed

if A( x, p)
has
full
rank everywhere than the maxil)lal c. i.
.
di str1but10n
contained in the k ernels of d (OH
~) ,
uU l
oH
,d(~)
uUm
is given as the intersection of the kernels of

oH
dPi oH
.
d(ou--)
1 = 1, ,m.
u. , ,d(--p-. ~),
UU.
1
dt 1
1
A major difficulty concerning Theorem 5 is that it requires
the matrix A(x,p) to have constant rank. Already in simple
examples this assumption may not be satisfied. Especially in
the optimal control context this difficulty is well-known.
It is related to the definition of the order or degree of
singularity of a singular arc ([8,9]).
o
op+l
single-input case, if A(x,p) = -ou --p::iT
ot
everywhere non-zero, then this order is
In particular in the
oH
(x p u) is
ou
"
defined as p+l.
However, in general A(x,p) may be non-zero along one adjoint

vector trajectory p(t), while zero along another. In this
case the right definition of order is not obvious ([8,9]).
In a sense these difficulties are due to the current "state
of art" in nonlinear geometric sys tems theory, which up to
now only treats the "constant dimension and constant rank"
situation. There is one obvious way of relaxing the conditions of Theorem 5. This is done by restricting the definition
A(x,p)
of
the
to
integers Pi and
the
set NO. The
the
full
feedback u
rank
=
condition
a(x,p) is
then
of
a
priori only defined on NO but may be arbitrarily extended to

the whole of X x IRn. This shows also the difference of the
construction of a maximal c.i. submanifold with that of a
maximal c.i. distribution.
Finally we remark that the above theory can also be applied
to the treatment of degenerate Lagrangians, as encountered
in physics (cf.[3]). This will be dealt with in a future
paper.
407
References
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[ 11]
[12]
[13]
[14]
[15]
V.I. Arnold, Mathematical Methods of Classical Mechanics, Springer, New York, 1978
R.W. Brockett, Control theory and analytical mechanics,
pp 1-46 of Geometric control theory (Eds. C. Martin and
R. Hermann), Vol VII of Lie Groups: History, Frontiers
and Applications, Math Sci Press, Brookline, 1977.
P.A.M. Dirac, Lectures on Quantum Mechanics, Belfer
Graduate School of Science, Yeshiva University, New
York, 1964.
R. Gabasov, F.M. Kirillova, High order necessary conditions for optimality, SIAM J. Control~, 127-168,
1972.
J.W. Grizzle, S.I. Marcus, Optimal control of syste.s
possessing symmetries, IEEE Tr. Aut. Control, 29, 10371040, 1984.
R.W. Hirschorn, (A, B)-invariant distributions. and disturbance decoupling of nonlinear systems, SIAM J. Control & Opt, 19, 1-19, 1981.
A. Isidori, A.J. Krener, C. Gori-Giorgi,S. Monaco,
Nonlinear decoupling via feedback : A differential geometric approach, IEEE Tr. Aut. Control, 26, 331-345,
1981
A.J. Krener, The high order maximal principle and its
application to singular extremals, SIAM J. Control &
Opt, 15, 256-293, 1977.
F. Lamnabhi -Lagarrigue, Doctoral thesis, Paris, May
1985.
A.J. van der Schaft, Symmetries and conservation laws
for Hamiltonian system with inputs and outputs: A
generalization of Noether's theorem, Systems & Control
Letters, 1, 108-ll5, 1981.
, Observabillty and contro11ability
for smooth nonlinear systems, Siam J. Control & Opt.,
~, 338-354, 1982
, System theoretic descriptions of
physical systems, Doct. Dissertation, Groningen, 1983.
Also: CWI Tracts No.3, CWI, Amsterdam, 1984.
, Symmetries in optt.al. control, Memo
491, Twente Univ. of Technology, 1984.
, Conservation laws and symmetries for
Hamiltonian systems with inputs, pp 1583-1586 in Proc.
23rd CDC, Las Vegas, December 1984.
, On feedback control of Hamiltonian
systems, to appear in: Proceedings MTNS Conference,
Stockholm, 1985.
Discrete-Time Systems
NONLINEAR SYSTEMS IN DISCRETE TIME

S. Monaco* and D. Normand-Cyrot**
Abstract. The paper deals with a survey presentation of recent results obtained in the area of nonlinear discrete time systems following an approach based on the functional
expansions of the state and output behaviours.
1. INTRODUCTION
This paper is concerned with a survey presentation of the

main ideas and results which have been obtained by the
authors themselves, in the area of nonlinear discrete-time
systems, following an approach based on functional expansions of the input-state and input-output behaviours.
The results available in the discrete-time literature are mainly concerned with systems described by first order difference equations which are affine in the state
[1+7] .
It will be considered hereafter a nonlinear discretetime system of the form :

x(t+1) = f(x(t);~(t))
(1)
y(t)
= h(x(t)), Xo E Rn
with f : Rn x RP ~ Rn and h : Rn ~ Rq analytic functions.
It is well known that the Volterra series and the
formal power series in non commutative variables, associated to the solution of a nonlinear differential equation,
playa basic role in the study of continuous-time control
problems [8+12]. Relevant results have been obtained in the
last years for the class of linear analytic control systems
based on the properties of those expansions. The differential structure and the linearity w.r.t. the control of a
linear analytic continuous system reflect into suitable
properties of the input-~tate and input-output behaviours
at least locally. It must be noted that the restriction to
linear analytic discrete-time systems does not give particular advantages but in the notations. This is due to the
411
M. Fliess and M. Hazewinkel (eils.), Algebraic and Geometric Methods in Nonlinear Control Theory, 411-430.
1986 by D. Reidel Publishing Co,.mpany.
412
S. MONACO AND D. NORMAND-CYROT
fact that the difference structure, which involves composition of functions, does not imply any particular property but in the case of an
affine dependence on the state in the dynamics and in the output equations (state affine system). It must be also noted that the difference
structure does not preserve any "locality" around the initial state xo.
In effect a local analysis of the behaviour of the system can be performed around any point attained under the free evolution, or around
any fixed evolution, by considering variations of the controls. This
must be considered the basic idea of the approach here proposed. The
state and output evolutions at each time t are nonlinear functionals
depending on the initial state Xo and the input sequence u(O), .. ,u(t-1).
Taylor-type expansions can be performed to develop those functionals in
powers of the controls thus obtaining the discrete Volterra series associated to the given system. The Volterra kernels will represent, for
any fixed xo, the coefficients of the development around the point attained under the free evolution from Xo ; hence the structure and the
properties of the Volterra kernels characterize the local behaviour of
the system around the free evolution. The mentioned functional expansions will be presented in the next section where the structure and the
properties of the Volterra kernels are studied. The study of those properties is at the basis of the realization results pointed out in section III. In particular the realization of finite family of stationary
kernels and the application to an approximation result.
Particularly interesting properties arise by considering discretetime systems with invertible drift term (fo(x) = f(x;O)). In this case
a family of vector fields can be associated to the discrete-time system.
The main property of those vector fields, denoted in the sequel by
Gi's, is that each Volterra kernel can be expressed as iterated Lie derivatives of the free evolution. The imposition of suitable properties
to the Gi 's ref~ects into suitable structures of the difference equations and vice-versa. This is the case of a realization problem studied
in section III where the knowledge of that correspondence is crucial to
solve the posed problem.
The role played by the vector fields Gi's in the analysis of the
system is clarified in the sections IV and V where the existence of
invariant structures in the state space and the controllability property are studied.
Section VI deals with the discretization of a linear analytic
continuous time system driven by controls which are piecewice constant
on time intervals of prefixed small amplitude. Approximated discretizations and the implementation of sampled continuous control laws on continuous processes are also briefly discussed. The results there recalled are in our opinion basic in the study of control scheme which involve digital components. Finally in the last section, the solution to
some control problems is presented ; we note that the restriction to
the class of linear analytic control systems, there adopted, could be
overcame on the basis of the functional expansions presented in [13].
In the following sections the main results are recalled without
the proo~s which are contained in the referenced papers.
413
II. FUNCTIONAL EXPANSIONS

The extended presentation of the functional expansions for the class of
nonlinear discrete-time systems (1) is given in [13,14]. We will briefly recall hereafter the main ideas and results with reference to the
class of scalar input, scalar output, linear analytic discrete time
system in order to avoid the use of heavy notations.
Consider the discrete time system
x(t+1) = f(x(t + u(t)g(x(t
(2)
y (t )
= h (x ( t) ), x ( 0) = Xo
where x(t) ElRn, u(t) EIR, y(t) E IR ; the functions f,g : IR n ~ IR and
h : IRn ~ IR are assumed to be analytic functions.
The input-state and input-output behaviours are specified by a
nonlinear functional, F, depending on the initial state Xo and the input sequence u(O) ... u(t-1). With reference to the input-output behaviour. one has :
y(t) = F(x o ;u(O), ... u(t-1 = ho(f+u(t-1)g)0 ... 0(f+u(O)g)(xo)
(3)
where "0" indicates the composition of functions.
On n~, a neighborhood of 0 in IRt. the nonlinear functional F can
be developed in powers of u(O), ... ,u(t-1). which gives the discrete
Volterra series
t-1
y(t) = F(xo ;") = wo(t;x o )+ I
I
wk (t"l'"k;x o )u('l) .. u('k)
k>1 'r~" '~'k=O
(4)
The expansion (4) represents a Taylor type development of the nonlinear

functional F ; more precisely a development of h around the point attained under the action of the drift term, f. Similar expansions could
be obtained by considering small variations of the input sequence around
a fixed reference sequence u(,) = cst for 0 ~ , ~ t-1. assumed to be
the zero sequence in (4).
The characterization of the kernels and their properties can be
obtained arguing as in the sequel ([13]).
Let us firstly consider ho(f+ug) ; a Taylor type development of
h around f. in powers of ug, enables one to write
\ uk
uk
(5)
ho(f+ug) = hof+ L IT Qk(h) = I T.T Qk(h)
k~l
.
k~O 11.:
where Qo(')
(. )of
n
Qk')
il"" .i k =l
a (.)oX.
"ox
"
'1
'k f
xg '....
g .
l'k
k~1.
(If indicates the evaluation at f).

Hence the composition of h with f+ug can be expressed in powers
of u with x-dependent coefficients, Qk(h), which result from the application to the output function h of the k-order differential operators
Qk
s. MONACO AND D. NORMAND-CYROT
414
By iterating the composition ofkfunctions according to (5), one has

o
kt-l
y(t) =
I
u(O); .. U~t-l~
Q o... oQ
(h)1
(6)
ko, ... ,kt_l~O
ko t-l
ko
kt - l
Xo
The comparison between (3) and (6) gives the expression of a typical
k-order kernel which is the result, evaluated at xo, of the iterated
application to h of the differential operators Qkt_l" ... ,Qkowith
ko++k t _l =k.
Remarks
(i) The characterization of a typical kernel in terms of the Qi's evidentiates a recurent structure with respect to the appl ication of the
Qi 's themselves.
(ii) If f(x) = Ax, g(x) = Band h(x) = Cx, (linear system), then
QQ(h)i x = CAx, Ql(h)i x = CB and Qj(h)ix = 0 for i > 1. If ffX) = Aox,
9lx) = Ap + Band h(x) = Cx, (bilinear system), th.en Qo(h) x = CAox,
Ql(h)i = CAlx + CB and Qi(h)ix = 0 for i > 1.
fiii) As soon as one of the functions f, g or h in (2) is nonlinear, there are kernels corresponding to powers of inputs at the same
instant of time, which are different from zero.
It can be easily verified that for the first kernels one has
t
.
wo(t;x o ) = Qo(h)lxo
'I
t-'I-1
(h)lx o
wl (t"I;x o ) = Qo oQ l oQo
'2
'1-'2- 1
t-'I-1
, >, Qo oQ l oQ o
oQ l oQo
(h)\x
1
2 /
w2(t"I"2;xo ) =\
'
t-, -1
'I = '2 ~01 oQ 2oQo 1 (h)lxo
To give the general expression of the typical k-th kernel let us introduce the following notations. Let r 1 k the number of different
'i~S in wk ; let 01 , ,ar the number of coincident instants of time
.I ai = k) ; moreover, just for the compact/TIess of the expression,
(1=1
let to = 0, tl = 1, t; = ti-l + ai-I' i = 2, ... ,r and t = '0. One has
.
't
't -'t -1 1
.
.
_
r
[
1
(7)
wk(t"I'"k'xo) - Qo . ~asoQo s-1 s ] s=r oh Xo
where [.]~=r denotes the iterated application, from r until 1, of the

operator into parentheses.
Interesting properties of the kernels arise under the invertibility hypothesis of the drift term which will be assumed hereafter. Under
415
where in the right hand sides, we denote by Pk(T) the following differential operators :
Pk(T)(.) = Q~oPkoQ~T (.) , Pk(O)(.) = Pk()
_
ak(.)of-T-1
L
. 1a
x. ."
.. aX.
1 1 x (g '1
... g.' k)1
.
'1'"k=
'1
'k fT+
fT
In general, with the previous positions for the indices, one has
( 9)
( 10)
Wk(t;Tl'.,Tk;x o ) =[Hcr (T,Q, )]1 oQ~hlx
s s s s=r
0
We note that the coefficient of u(T1) in y(t) is equal to the evaluation at Xo of the application to h~ft of the differential operator
P1(T1) and similarly for the high order kernels.
A relevant fact now happens ; namely the action of the differential operator P1(T) on a given function is equivalent to the Lie derivative with respect to Pl(T)(Id)lx (i.e. P1(T)(Id)lx is a vector field).
For :
ah f- 1
ah af- 1
P1 (O)(h)lx = a~ If x g = a~ x a~ If x g
ah
= a~ x x P1(O)(Id)lx
416
and similarly for P1(T).

An immediat consequence of this fact is that any kernel of order
k, with Tl > T2 > > Tk, can be deduced from Wk-l(t,Tl, ... ,Tk-l;Xo)
by applying the vector field Pl(Tk)(Id)lx ; one recognizes the similarity with the properties of the kernels associated to a continuous time
system ([ 9]).
A peculiar property of discrete-time systems is the presence of
kernels which involve coincidences of instants of time and this brings
to differential operators Pk(T) with k > 1. Naturally, the following
question arises: is it possible to characterize the action of Pk,
k > 1 in terms of iterated actions of vector fields? This can be done,
as shown more precisely in [13], by introducing the following functions :
G1(O)(X)
[J f (X)]-lg(x) = P1(O)(Id)lx
G2(O)(x)
-[Jf(x)]
-1
-1
Jg(x)[Jf(x)] g(x)
Gk+1 (O)(x) = (-I)kk![Jf (x)]-I[J g(X)[J f (X)]-I]kg(X)
(11 )
Gi(T)(x) = [Jf(X)]-T(Gi(O)(fT(x))), i ~ 1, T E Z
It can be shown that those functions are vector fields ; denoting by
Gi(T)(A) the Lie derivative LGi(T)A, of a given function A, one has:
Theorem 1 ([13])
Any
1, T E Z can be decomposed as :
. L. C(il,,i~)Gi (T)o .. oG i (T)
(12)
1 1"", 1 ~ =1
1
~
differentia~ opera~or
Pk(T) =
~=1
Pk(T), k
il++i~=k
The family of vector fields Gi 's, i ~ ~, univoquely associated to the

system (2) by means of (11), characterizes the input-output and the
input-state (by assuming h = I in (13)) behaviours.
417
The role played by that family of vector fields seems to be crucial, as

results from some of the problems faced in the next sections, and represents an interesting matter of investigation.
III. REALIZATION PROBLEMS
Some realization problems will be considered in this section.
Definition 1
A family of functions {Ai(t,T1, ... ,Ti)}f-o' r finite or infinite,
t ~ T1 ~ ... ~Ti' t and Ti belon in to N, has a discrete-time realization if there exists a nonllnear lscrete-tlme system 0 t e form
such that, denoting by wk its kernels,
wk(t,Tl' ,Tk;xo ) = Ak(t,Tl' ... ,Tk)' t ~ T1 ~ . ~ Tk
{f,h,xo} is called a realization of the given family of functions.
The functions Ai'S can be considered the Volterra kernels of an
input-output functional ; this justifies an usual terminology: "realization of a family (eventually finite) of Volterra kernels".
It is clear, from the results of the previous section, that the
realization problem of a family of kernels can be stated in terms of
the existence of a family of vector fields Gi 's, i = 1, ... ,r such that
the i-th kernel Ai can be expressed by means of suitable iterated applications of the vector fields Gi 's to the function Ao. Assumptions
on the structure of the system one looks for reflect into particular
properties of the family of kernels and vice-versa. This happens for
example when one looks for realizations of the form (2) which have moreover a linear invertible drift term since, in this case, the whole
informations about the functiomGk(T)(x), k> 1 are contained into
G1(T)(X), more precisely
(14)
Gk+1(T)(x) = -kLGk (T)(X)G 1(T), k ~ 1
This is enough to understand the following result where the same positions for the indices stated in the previous section are assumed :
Theorem 2 ([15])
A family of functions {Ai(t,T1, ... ,Tini=o has a linear analytic realization of the form (2) wlth a linear invertible drift term if and only
if there exist an integer n, two functions
G: IN x /Rn -+/R n, Q : /Nx /Rn -+ /R n,
and an Xo /Rn such that :
(i) AO-<t) = Q(t;x o)
418
where
<1
n
aa h
il
i
LG( T;X )(h)
\
a
a
x
G
(T;X)
...
G
a(T,X),
.
/... 1 x ... x.
.
'1'"a='I'a
with G'(T;X) the i-th component of the function G(T;X)
The application of theorem 2 to discrete-time linear and bilinear
systems restitutes the well known separability properties ([2]).
Let us assume for the sequel of the section that the kernels Ai
in definition 1 are finite and stationary (i.e. Ai depends on
t-Tl, ... ,t-Ti). It is well known from the continuous-time realization
that a finite family of stationary kernels can be realized by a bilinear system if and only if the kernels are differentially separable
([16]). The discrete-time counterpart of this result has been stated in
[17] involving an adequat generalization of the separability property
and polynomial-affine systems (i.e. systems which are polynomial in the
input and affine in the state). More precisely:
Theorem 3 ([17])
A finite family of stationary discrete-time Volterra kernels has a polynomial affine realization if and only if the kernels are separable
i . e. :
1
al
a2
a~
=
I
,Wk l(t-T 1)W k 2(T n -Tn ) ... Wk r(Tn -Tn)
aIa r ,
' N l N2
'
N r -l
Nr
a
where W'., i = 1, .. ,r, are matrices of appropriate dimensions, which
- - k"
can be factorized in the form :
ai
ai
ai
Wk,i(TR,. I-TR,.) = Pk~i(TR,. I-T)Qk,i(T-TR,.)' V T, T. ~ T < TR,. .
,-,
,-
,-1
This result is applied in [17] to the realization of the fi-rst k kernels in the input-output map of a system of the form (1) assumed to be
initialized at an equilibrium point Xo (f(xo;uo) = xo). A generalization of (7) to the case under study enables one to show that the kernels associated to the overmentioned input-output map satisfy the separability property of theorem 3 ; hence one has:
Theorem 4 ([17])
The first k kernels in the input-output map of (1) at an equilibrium
point can be realized by a polynomial affine system.
we note that no invertibility of the drift term f(-;uo) is assumed in theorems 3 and 4. Under such an hypothesis further properties
of the factorization arise enabling a lower dimensional realization
procedure ([17]).
We conclude this section by noting that general results on the
existence of realizations as in [18,5] could be expressed in terms of
the vector fields Gi'S.
419
IV. INVARIANT DISTRIBUTIONS

It is well known that the notion of invariant subspaces ([19],[20]) is
at the basis of the geometric approach to linear feedback systems. The
generalization to the class of nonlinear continuous-time systems leads
to the notion of invariant distributions ([21],[22],[23]).
A ~tnibution ~ on a smooth manifold M, is a mapping which assigns to each x E M a subspace ~(x) of TxM, the tangent space at x of
M, in a smooth fashion. A vector field T defined on M, betong~ to ~,
T E ~, if T(X) E ~(x) for all x E M. The d[me~ion of ~ at x E M is the
dimension of the subspace ~(x) c TxM. ~ is non ~ingul~ if there exists
an integer d such that dim (~(x)) = d for all x E M. ~ is involutive
if [T1,T2] E ~ for all T1 and T2 belonging to ~. M' is an integ~at mani60ld of ~ if for every x E M', ~(x) = TxM' c TxM.
The notion of inv~ant distribution is related to the existence
of surfaces (the integral manifolds of the distribution) which are invariant with respect to the dynamics' of the system; i.e. under any
fixed control, integral manifolds evolve into integral manifolds of
the distribution.
For the class of linear analytic continuous-time systems:
x(t) = A(x(t)) + B(x(t))u(t)
the algebraic characterization of an invariant distribution ~ is
[A,T] E ~, [B,T] E ~, V T E ~.
(15)
Roughly speaking such invariant structures can be though as the generalization to the nonlinear case of the linear varieties associated to
any subspace spanned by eigenvectors of a linear system. It is in fact
clear that those linear varieties are invariant, with respect to the
dynamics of the linear system, in the precised sense.
Given a nonlinear discrete-time system of the form (1), let us
assume the existence of an invariant structure, i.e. the existence of
a foliation of the state space such that, under any dynamics, leaves
evolve into leaves. It can be easily understood that a characterization
of the invariance in terms of the foliation's differential structure,
~, is the following one:
Definition 2 ([24],[25])
the
(16)
It is intuitively clear that the existence of such a structure can be

related to the existence of, eventually local, representations of the
form
z1(t+1) = f 1(z1(t);u(t))
(17)
z2(t+1) = f 2(z1(t);z2(t);u(t))
where z1 characterizes the dynamics orthogonal to the leaves of ~
([ 24l).
420
An algebraic characterization of the notion of invariance can be obtained on the basis of the differential operators introduced in section II,
in particular if the drift tenn fo is invertible. Denoting by no an input subset such that for any -u E no, f(.;u)
- be invertible, one has:
Theorem 5 ([24])
Assume fo be invertible and u E no, a distribution 6 on Rn is globally
invariant with respect to the dYnamics (1) if and only if :
(i) (foh.6 = 6 (fo)
(18)
(ii) [G i (O),6] c 6, V i ~ 1
Remarks
(i) The previous result gives a characterization of invariance which
does not depend on the control u. It makes reference to the general
class of systems (1) and in particular (2) ; in this last case (18) must
be considered the equivalent of (15).
(ii) Recalling that in the characterization of the k-th kernel,
just Lie derivatives with respect to the first k Gi 's are involved, it
can be proved that the validity of (18) for 1':: i So k implies the invariance of the integral structure of 6 with respect to "approximated"
state evolution specified by the first k kernels.
A less restrictive concept of invariance can be,defined by means
of the local dynamics associated to (1).
It is the following dynamics:
~(t+l) = (f~i(t)-lof(,;y)of~(t))(t;(t))
i(t+l) = i(t)+I, t;o = Xo
t;(t) evolves around Xo for u(o), ... ,u(t-l) small enough

(19) characterizes the locaT dynamics of (1), moreover,
x(t) = f~(t)(t;(t)).
(19)
in this sense
Definition 3 ([24])
6 on~o' a neighborhood of xo, is locally invariant until time t if it
is invariant with respect to the dynamics (19).
Theorem 6 ([24])
6 on~o is locally invariant until time
OriTYif :
[G j (i),6J c 6
for any j
1 and i
t for the system
(1) if and
(20)
O.. ,t-I.
Remarks
(i) Let us note that, for a discrete time linear system with an inverti-
421
ble drift term : ~(t+1) = Ax(t) + B~(t). t~e flat distribution spanned
by the vectors A-1B = G1(i-1) for 1 ~ i ~ t defines a foliation into
linear varieties which evolve one into the other until time t.
(ii) On the basis of the results of section II. it can be shown
that if (20) hold true for 1 ~ j ~ k. then the invariance property is
verified by the "approximated" evolution which involve only the first
k kernels. until t.
It is well known that. following a geometric approach. the solution to several feedback control problems can be formulated in terms
of the existence of invariant structures with respect to the feedback
system dynamics ([12]. see also [25] for discrete-time systems). The
algebraic characterizations briefly recalled in this section, enable
to formulate synthesis problems until a fixed time t and/or a fixed
order k of the kernels in geometric terms and is moreover at the basis
of the construction of feedback solutions.
V. CONTROLLABILITY
It is well known that. for the class of linear analytic continuous-time
systems defined by the vector fields A(x) and B(x), the local weak controllability ([26]) can be studied in terms of the Lie algebra generated by A(x) and B(x). In particular, denoting by C that Lie algebra,
dim C(xo) = n is necessary and sufficient for local weak controllabillty at Xo and dim C(x) = n. V x. is necessary and sufficient for weak
controllability. Similar results can be stated for the discrete-time
systems of the form (1) with reference to a particular kind of controllability property.
Intuitive arguments can be used to give a first idea of the fact
that the vector fields Gi(T)'s and their brackets playa prime role
in the characterization of controllability. At this end let us consider, just for simplicity of notations, a system of the form (2) with
invertible drift f ; assume, moreover, to be interested in the characterization of the tangent structure at Xo to the reachable set from Xo
by means of "local trajectories". Local trajectories are assumed to be
of the form :
-1
-1
(f+uog) .. (f+u t _1g) (f+(u t - 1+t-1)g)(f+(u o+0)g)
i.e. trajectories of a local dynamics of the form (19) around a reference dynamics (f+uog) .. (f+ut-19) with (uo ... Ut-1) E
such that
(f+Ui1) be invertible. The reachable set by means of local trajectories can be thought the equivalent of the locally weakly reachable set
in zero unit of time characteristic of continuous time systems.
Let us now consider the curve, CUO(o), around Xo which gives
this reachable set at time t = 1 ; it is
Uo
-1
C (0) = (f+uog) (f+(uo+o)g)(x o )
u
The tangent vector to C 0(0) at Xo is. obviously
Q5
422
u
O(XO) = a;
(8)
o s o=0
(f+U og)-l(f+(U O+S O)g)(X O)
sk u
(11)
u
L. k~PkO(f+Uog)-lIX = a~ I
soG 10 (O)(x o ) +
o s0
=0 k>l
0
0 s =0
- 0
a~ I
L
k>2
s~
Uo
~k k (f+uog)
.
-1
Ixo
Uo
= G1 (O)(xO)
Uo
Uo
where Pk and G1 denote the operators in (8) and (11) associated to
a drift of the forms (f+uog). A development of G~o w.r. to Uo gives
([131) :
k
.
Uo
Uo
G1 (0) = L j(T Gk 1.( 0)
k>O . +
this is enough to understand that the vectors Gk(O)(Xo). k ~ 1. characterize the tangent space at Xo of the reachable set under local trajectories at time t = 1. The same arguments can be used to show that
the tangent vectors Gk(i)(xo). i = 0 ... I. characterize the tangent
space at Xo of the reachable set at time I under local trajectories of
the form :
-I
(f+uo~ (f+uog+sog)(f+uof+sI_1g)(xo)
When local trajectories of more general form are considered Lie
brackets of the vector fields Gi 's appear.
u .u Let us consider. for example. the two dimensional surfaces.
S 0 l(So.St). around xo. parametrized by Uo and u1 which characterize
the reacnab e set at time t = 2 ; i.e.
SU O.u 1 (sO.sl) = (f+uog)-1(f+u1g)-1(f+u1g+s1g)(f+Uo9+sog)(xo)
two independent tangent vectors at Xo are given by :
uo u 1
a
uo u 1
i = 0,1.
vi
(x o ) = as.,
S
(so.sl)
, so=sl=O
By performing the computation for vI one has
uo ,u 1
1 u1
vI
(xo ) = (f+uog)- G1 (O)(f+uog)(x o )
which can be develop_ed in powers of Uo and u1 and Lie brackets between the Gi'S will appear ([131, theorem 3).
By means of similar arguments it has been obtained in [271 a result on the controllability which can be expressed in terms of the vector fields Gi 's as follows :
Let us consider the control set U such that for any u U,
f(. ;u) be invertible and denote by'T the pseudogroup of diffeomorphisms
423
generated by f(. ;u), i.e. the set of mappings specified by iterated

compositions of elements of the form f(.;u) and f-l(.;~).
Definition 4 ([27])
The system (1) is said to be : weaklf controllable if any pair of states can be joined by trajectories be onging to't'; locally weakly controllable if the attainable set from Xo is a neighborhood of Xo.
Denoting by ~ the Lie algebra generated by the vector field Gi 's :
!D~ {Gi('r), i ~ 1. l = .. -1,0,1.. '}LA
the results stated in [27] can be rephrased as follows
Theorem 7
The system (1) is (locally) weakly controllable (at xo) if and only if
dim !I5( x)-=...!!.. (a t xo).
VI. DISCRETIZATION
A complete discussion of the results presented in this section can be
found in ([28],[29]).
Let us consider a linear analytic control system described by :
x(t) = A(x(t)) + B(x(t))u(t)
(21)
where A and B are analytic vector fields and u(.) E R.
Assuming the system (21) be driven by piecewise constant controls
on time intervals of amplitude 0, the sampled (discrete-time) system
which reproduces the evolution of (21) at time t = ko for k = 0,1,2 ... ,
has the form :
i
x(k+l) = FO(x(k),u(k)) = F~(x(k)) + L ~?(x(k))
(22)
wi th
i .
i >1 1.
1
FO(x) = eOA(I)1 = L ~1(I)1
(23)
o
.
x
i>O 1. A
x
1
F~(X) = ~I
eO(A+UB)(I)1
i > 1
(24)
1
au 1 u=O
x
An explicit expression for F~(~) has been given in [28], one has
1
0.,
(_I)J=
L k.+i
. 1 J
.0J=
i-l- ;
i
kl'''' ,ki::O IT k.!(k.+l)! IT (j+ L kQ,)
j=l J
1
j=2 Q,=1
kl
k.
> 1
adA B. ad A1B(I)1 oA
Fi(x) = 1.
L k.
. 1 J
(25)
(x)
Remark
In the linear case, A(x) = A.x and B(x) = B, one easily gets from (23)
424
S. MONACO AND D. NORMAND-CYROT
o
and (25) : Fo(x)
0
eAo x, FI(x)
fO eArdr.B, Fi(x)
0
. 1.
0,1>
It is interesting to note that the vector f~elds G~ associated

to (22) belong to the Lie algebra generated by ad 1 B, i ~ 0, denoted
by Co. More precisely, following a combinatorial Aapproach, it has
been shown in [28] that:
k
kI+k2+I
kI+k2
GOI(o)
} (-1) 20
adA
B E Co
k 1< >0
ki ! (1< 2+1 ) !
l' 2-
o
G2(o)
k +k +1
k2 0 1 2
ki k2_1
k ~O(-I)
kI !(k 2+I)1 adA (adA
w adB)B
1-
2,
CO =[.(:D,.(O]
C.co
k2~1
where w denotes the shuffl e" product

adA w adB = adAad B + adBad A
2
2
2
adA w adB = adAad B + adAadBad A + adBad A
Iteratively one verifies G~(O) E Co i and the same for Gi(t) ([28]).
For practical purposes an approximated discrete-tlme system can
be obtained by considering the developments (23) and (25) until the
power k,in 0 and for i := 1, ... ,k2.
Interesting problems arise when dealing with sampled systems and
approximated sampled systems. In fact it is well known that, in the
linear case too, the properties are not in general preserved under
sampling. Interesting results in this direction have been obtained in
[30] where the preservation of accessibility under sampling is studied.
In [29], assuming the existence of an invariant distribution for the
continuous system it is shown that the approximated sampled system enjoyes the partial invariance property mentionated in the remark at the
section IV.
Another problem naturally arises, when dealing with sampled components into a control scheme. Let us assume that a continuous control
law has been synthetized for a given continuous time process; assume
moreover that digital components are available for theimplementatlon
of such a control. It is clear that the implementation of the discrete
control law obtained by sampling the continuous one is not the best
choice. For let us consider a linear system
x = Ax + Bu with u = Fx.
The implementation of the sampled feedback u(t) = Fxo, t E [0.0] gives
a.t time 0 :
(
~(o) = (e AO + eAOdrBF)Xo
o
02 2
02
2 03
)
= ( I + oA + ~ +.. + oBF + ~BF + A BF3T +.. Xo
II
425
while the implementation of the contin~us feedback u(t) = F x(t) gives:

x(o) = e(A+BF)o = (I+o(A+BF) + ~2
A+BF)2 + ... )x0
It is a matter of computation to verify that in case of an approximation of order two in o. a good choice for the sampled feedback is :
u(ko) = Fx(ko) +
%F(A+BF)x(ko)
More in general assuming a linear analytic system of the form

(21) with a continuous feedback control law of the form u(t) =
a(x(t)) + S(x(t))v(t), the discrete "equivalent" control law which
might be implemented ([29]) in case of an approximation of order two
in 6 comes from the sample and hold of the following control law:
wet) = a + SV + 2 Lf+ga+6V(a+sv)
(26)
VII. SOME CONTROL PROBLEMS

Throughout this section we will consider linear analytic systems of
the form (2). The functional expansions presented in section II will
be used to find the conditions under which the given system, eventually modified by feedback, enjoyes suitable properties from the inputoutput point of view. Since we will deal hereafter with several-input,
several-output linear analytic discrete-time systems, we note that
the functional development studied in section II can be easily generalized to such class of systems according to the following development
which generalizes (5) :
i
uj1 " .u jk jl" jk
(27)
hjo(f+.~ uig ) = hjof+ I . 2. _
k!
Qk
(h j )
k~1 Jl"" ,Jk- 1
1-1
where Qo(') = (.)of
jl' .. jk
n
ak(.)
jl
jk
Q
(0) =
I
a
a
g, ... g. ,
l' =1 Xl'
Xl'
11
1k
l'
k
1'''''k
1
k
k > 1 ; j = 1, .. ,q (number of outputs) ; p (number of controls).
With these positions, for the first kernels one has:
jl
Tl jl t-T 1-l
jWl (t,T 1;x o ) = Qo oQ 1 oQo
(hj)lx o
T > T
T2 j2 TI- T2- 1 jl t-T 1-l
jl j 2 .
oQ 1 oQo
(h j ) Ix
(t~)
1
2 /Q o oQ 1 oQ-o
jW2 (t,T 1 ,T2;xo ) =\
. ,
0
1 Tl JIJ2 t-T 1-l
Tl = T2
2Qo oQ 2 oQo
(hj)lx o
and so on.
Particular input-output behaviours of the given system reflect
If
426
into suitable properties of the kernels and cons~quently on the result

J 1 Jk
of the application to hj of a generic operator Ok
.
Given a system, E, an interesting way of characterizing the capability of another system E' to recover all the input-output behaviours
of E, is given in the following definition.
Definition 6 ([31])
E is said to be immersed into E' if there exists an analytic map:
T : X + X' such that if x' - T{X), the input-output behaviours of E
and E', initialized at x and x' respectively, coincide. E is said to

be immersed under feedback into E' if there exists a feedback control
law such that the feedback system E~is immersed into E'.
It is evident from the control point of view the interest in modifying by feedback a given system in such way that the feedback system has more simple input-output behaviours.
Necessary and sufficient conditions for the immersion of a more
general class of systems that the one here considered (linear analytic)
into linear, bilinear and state-affine systems have been given in [32].
As far as the immersion of a linear analytic system into' a linear one
is concerned, denoting bye, the vector space generated by the functions~hj, O~(hj), j E {1, ... ,q}, k ~ ~, the following result can be
stated.
Theorem 8 ([33])
A several-input, several-output linear analytic discrete-time system
is immersed into a linear system if and only if :
(i) e has finite dimension
(ii) 0I(Y) = Cst, V j E {1, ... ,p}, v Y E e
J 1 .. jk
Ok
(y) = 0, v k > 1, v J 1... jk E {1, ... p}, v y E e
The necessity of this condition can be easily understood. The proof of
the sufficiency is constructive and the map T which characterizes the
state of the linear system is given by any basis of e.
The study of immersion under feedback into a linear system can
be found in [33]. We just recall hereafter a partial, but in our opinion interesting, result. At this end let us assume q = p and let us
associate to each output the relative index dj for j E {1, ... ,q} ;
dj = tj-1 where tj denotes the first instant of time at which ~e j-th
output is affected by the controls. Moreover let us denote byS#(x) the
following matrix:
d.
s/(x) = {aij(x)}ij := {OjoQo'(hi)!x}ij
(29)
The use of a linear analytic static state feedback of the form :
~(x(t)) = a(x(t)) + ~(x(t))~(t)
(30)
with ~(x) E RPxP a non singular matrix and ~(t) E RP, enables one to
state the following results:
427
Theorem 8 ([33])
~ssume that~x) be invertible, a linear analytic system i? immersed

under feedback of the form (30) into ~ linear controllable system
which satisfies the following property
oQ
p
n-1
.
J
CiA
if and 0.D.lY if :
i 1... i
Qv
d.
di
=.0 Q
.
J
CiA ,
vOQo'(h i ) = 0, vi
{l, ...
,q}, V v ~ 2
(31)
{iI"" , i ) E. {l, ... ,p}
We note that it follows from the proof of theorem 8 that the feedback
system is immersed into an input-output decoupled linear system; i.e.
each input ui affects only the corresponding output Yi. Moreover the
dynamics of each input-output pair can be arbitrarily assigned.
To conclude we note that the use of linear analytic feedback of
the form (30) is restrictive for discrete-time systems also if the given system is linear analytic. This can be easily understood thinking
to the fact that the characterization of the input-output behaviours,
as mentioned in section II and developed in [13], involves an infinite
family of vector fields Gi'S as it happened in the general nonlinear
situation. More precisely, by assuming a linear analytic feedback,
only the kernels which do not involve coincidence of instants of time
can be modified, this motivates assumption (31). It has been shown in
[34] that by considering a general nonlinear feedback, assumption (31)
can be removed.
On these bases a result stated in [35] with respect to the invertibility property can be strengthenned. Assuming a p-inputs, q-outputs with P ~ q, linear analytic control system, a sufficient condition
for the left invertibility is that the previously introduced matrix
has full column rank equal to p.
* S. Monaco
Dipartimento di Informatica e
Sistemistica, Universita di Roma
"La Sapienza", via ElAdossiana 18,
00184 Roma, Italy.
** D. Normand-Cyrot
Laboratoire des Signaux et Systemes, CNRS-ESE, Plateau du Moulon
91190 Gif-sur-Yvette, France.
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systems with an application to the disturbance decoupling problem",
IEEE Aut. Co~., 30,
868-875, 1985.
[26] R. Hermann and A.J. Krener, "Nonlinear controllability and observability", IEEE T~aVL6. Aut. Co~., 22, 728-740,1977.
[27] B. Jakubczyk and D. Normand-Cyrot, "Orbits of pseudo-groups of
local diffeomorphisms and controllability of discrete-time systems", C.R. Aead. Se. PaJr.b." 1-298, 257-260, 1983.
[28] S. Monaco and D. Normand-Cyrot, "A note on the discretization of
a linear analytic control system", Report 84-04 of the Department
Of "Informatica et Sistemistica", 1984 and "On the sampling of a
linear analytic control systems", Proc. 24-th IEEE Cont. Dec.
Conf., Florida, 1985.
[29] S. Monaco and D. Normand-Cyrot, "Invariant distributions under
sampling", Proc. MTNS-85, Stockholm, juin 1985.
[30] E.D. Sontag and H.J. Sussmann, "Accessibility under sampling",
Proc. IEEE Conf. Dec. Cont., Orlando, 1982.
[31] M. Fliess and 1. Kupka, "A finiteness criterion for nonlinear input-output differential systems", SIAM J. on Co~. and Op~., 11,
721-728, 1983.
[32] S. Monaco and D. Normand-Cyrot, "On the immersion of a discretetime polynomial analytic system into a polynomial affi ne one",
Slj~~. and Co~. LefteM, 1, 83-90, 1983.
[33] S. Monaco and D. Normand-Cyrot, "The immersion under feedback of a
multidimensional discrete-time nonlinear system", In~. J. Con~ol,
38, 245-261, 1983.
430
s. MONAco AND D. NORMAND-CYROT
[34] S. Monaco and D. Nonnand-Cyrot, "Fonnal power series and inmersion

direct under feedback of nonlinear discrete-time systems", 22 nd
IEEE Cont. Dec. Conf., 1983.
[35] S. Monaco and D. Nonnand-Cyrot", Some remarks on the invertibility
of nonlinear discrete-time systems", ACC, San Francisco, 1983.
LOCAL INPUT-OUTPUT DECOUPLING OF DISCRETE
TI~m
NONLINEAR SYSTEMS
J. W. Grizzle
Department of Electrical and Computer Engineering
University of Illinois
1406 W. Green Street
Urbana, Illinois 61801
ABSTRACT
A local treatment of the (restricted) block input-output decoupling problem is given. The major tools employed are the invariant and
locally controlled invariant distributions which have recently been
extended to the discrete time domain.
1.
INTRODUCTION
The problem of modifying a system's behavior via feedback so that

certain of the inputs only interact with specified components of the
outputs is classical in the theory of control. A vast literature
exists on this problem for the class of linear systems, where only
[1,2] are cited as examples. More recently, the class of nonlinear continuous time systems has also received a lot of attention, being investigated through a variety of techniques [3-7]. However, considerably less is known about this problem for the class of discrete time nonlinear systems.
The goal of this paper is to give a local treatment of the restricted block input-output decoupling problem for the class of analytic nonlinear discrete time systems. The major tools employed will be
the invariant and locally controlled invariant distributions studied in
[8,9] where they were used to locally solve the disturbance decoupling
problem.
~.
A special case of this problem has been solved in [10], where,
given somenonsingularity hypotheses, necessary and sufficient conditions are given for an affine system
~+l
= f(x k )
E uig(xk )
i=l
1.
to be feedback equivalent to a parallel cascade of single-input/singleoutput linear systems plus an unobservable nonlinear part. It should
431
432
J. W. GRIZZLE
be noted that although this class of systems is rather restricted, the

obtained result is explicit and, modulo certain singularities, also
global. On the other hand, here, a much more general class of systems
will be studied but only local results will be obtained. A worthwhile
goal would be to combine the approach advocated in [10] with the one
here in the hope of obtaining some "intermediate" results. Perhaps an
indication of how this might go is given in [11] where invariant distributions are treated from an algebraic perspective.
2.
DEFINITIONS AND PRELIMINARIES
This section fixes the notation and setting employed in this study
of discrete time nonlinear systems and summarizes some results of [8,9]
on controlled invariant distributions.
Definition 2.1:
A nonlinear
and h : M-+ N
the system,
spaces, and
defined by
discrete time system is a 5-tup1e E(B,H,f,h,N) where 7T: B-+M

are analytic mappings. The points of M are the states of
the fibers of B are the (possibly state dependent) input
the outputs are valued in N. The system's dynamics are
x k+1 = f(~,~), Yk = h(~), for ~E7T

Finally it is supposed that both
7T :
-1
(~)
B -+ M and N are connec ted.
Definition 2.2:
A feedback function y is a bundle isomorphism from B to B; i.e., y is a
diffeomorphism such that the following diagram commutes:
(2.1)
In local trivia1izing coordinates (x,u) for B, one has, with a slight

abuse of notation, v= y(x,u). Since y is nonsingu1ar, feedback can (and
will) be viewed simply as a state dependent change of the input coordinates.
Definition 2.3:
Let ~ be an invo1utive analytic distribution on M. Then ~ is an invariant distribution of E(B,M,f), with respect to a given open cover of
local trivia1izations (x,u)a of B, if
433
LOCAL INPUT-OUTPUT DECOUPLING OF DISCRETE TIME NONLINEAR SYSTEMS
for each local coordinate chart (of the given open cover). ~ is locally
controlled invariant if for each boEB there locally exists a feedback
y (i.e., y is defined on some open set about b o ) such that ~ is an invariant distribution of the closed loop system E(B,M,foY).
It tu+ns out that locally controlled invariant distributions can be
quite easily characterized. In the following, V(B) = {XE TBI7T*x= O}
denotes the vertical distribution on B.
Theorem 2.1:
If ~ is an analytic involutive locally controlled invariant distribution
on M, then for each vector field XE 7T~1(~) and bE B,
(2.3)
Moreover, i f ~, f~l(~) nV(B) and f restricted to the fibers of B all
have constant rank, then (2.3) is also sufficient for ~ to be locally
controlled invariant.
Remark: Due to the analyticity assumption, there will always exist open
dense subsets M' C].I and B' C B, 7T (B') :::l M', on which the aforementioned
constant rank hypotheses are satisfied.
Though it is not true that a maximal locally controlled invariant
distribution contained in a given distribution always exists, something
very close to this does in fact hold.
Definition 2.4:
An analytic distribution
~ is said to satisfy the LCI (Local Controlled

Invaraince) condition if there exists an open dense subset B'C B such
that
f*~
C Mf(b
+ f*(b)V(B)
for all XE 7T;1(~) and bE B'.

This leads to the following important result.
Theorem 2.2:
Let K be an analytic involutive distribution on M. Then K contains a
maximal distribution satisfY1ng the LCI condition; moreover, it is
necessarily involut"ive and on the open dense subsets of M and B where
the constant rank hypothesis of Theorem 2.1 are satisfied, it is also
locally controlled invariant.
An algorithm for calculating the maximal LCI distribution contained
in K is given in [8]. In addition, coordinate chart pairs are also defined in [8,9]; these are essentially a pair of charts defined about a
point b o E B and its image f (b o ) E M.
J. W. GRIZZLE
434
3.
RESTRICTED BLOCK DECOUPLING
Let ~(B,M,f,h,N) be discrete time nonlinear control system for

which t~e outputs have been grou~ed into blocks; i.e., h = (h l , . ,h 2 ),
where h~ : M-+- Ni and N = NIx . xN. The Res tricted Block Decoupling
Probleml is to find, if it exists, a nonsingular feedback v= y(x,u) and
a partitioning of the inputs into u= (u l , ... ,u 2 ,u 2+ l ), each u~ possibly
being a vector, such that u i does not affect yj = hj (x) for all j # i,
i = 1, ... ,2, and u 2+ l does not affect the outputs at all (the possibility
of u 2+ l being zero dimensional is not excluded). If one adds the condition that u i "controls" yi, then one has the Restricted Block Noninteracting Control Problem. However, since nonsingular state variable feedback cannot modify the accessibility or output accessibility properties
of the system, only the first problem need be addressed.
Starting from the above purely input-output definition of "decoupledness," a global state space characterization of this property will be
given in terms of invariant equivalence relations. This will lead to a
natural localization of the problem in terms of invariant distributions
to which the results of [8,9] can be applied to study the local solvability of the RBDP.
Proposition 3.1:
Let ~(MxUlx ... xU2+l,f,h,Nlx ... xN2) be a discrete time nonlinear control
system. Then ~ is input-output decoupled with respect to the given
partition of the inputs and outputs if and only if there exist 2 equivalence relations Rl, ... ,R2 on M such that whenever xRi
x,
-)
h i (x) = h i (x
(3.1a)
1
HI i - -1
-i-l i -HI
-HI
f(x,u , .. . ;u
)R f(x,u , . ,u
, u,u
, .. ,u
)
(3.lb)
and
for all ),ujEU j ,
i,j=l, ... ,L
Proof:
Assume that such equivalence relations exist; consider one of them, say
Ri. Then (3.1) gives that ~ projects, in a set theoretic sense, to a
system on M/Ri:
IThe problem is restricted in the sense that only nonsingular state

variable feedback is allowed; in particular, dynamic compensation is
not permitted.
435
from which it is clear that yi does not depend on u j for j ". i. On the
other hand, for fixed x and ~, define xRix if, for arbitrary input
1 .. ,u.HI) an d
sequences ( Uj ) 00'=1 and (hUj )00'=1 such that . u. = ( u.,
hI
hi,2l i hi+l J hHl
J
J
J
h
u.=(U., ... ,u.

J
J
J
,u.,u.
for all k=O,l, ...
, ... ,ll.
),
where Yk(x;(uj)j=l) denotes the output of
L(Mxulx . xu+l,M,f,hi,Ni) with initial condition x and input sequence

(Uj)j=l' Then it is easily checked that Ri satisfies (3.1).
0
Remark 3.1: For linear systems, one can show that the Ri,s constructed
above correspond to linear subspaces of the state space.
Hence, to solve the RBDP one must give conditions for the existence
of a feedback function y and a partitioning of the inputs such that the
closed-loop system admits equivalence relations satisfying (3.1).
However, since such conditions would necessarily involve global computations, one is led to localizing the problem. The key to doing this is
given by the following results (for a proof see [12]; the key observation is that the Ri's are "level sets" of a certain function defined in
terms of the outputs).
Lemma 3.1:
Let L(Mxulx ... xu+l,M,f,h,Nlx .. xN) be a decoupled nonlinear discrete
time control system and let Rl, ... ,R be the equivalence relation constructed in the proof of Proposition 3.1. Then there exists an open
dense subset M: eM on which TxRi(x) is we~l-defined for each i = 1, .. ,
and x EM' . (Rl. (x) denotes the orbit of Rl. through x.)
Hence it is reasonable to suppose (or inSist!) that the equivalence
relations Ri come from foliations Fi with associated distributions 6 i .
When 6 i is constant dimensional, Ri will be said to be regular.
Definition 3.1:
The Restricted Block Decoupling Problem is regularly solvable for
L(B,M,f,h,Nlx .. xN) if there exist regular equivalence rrlations and
a feedback function y such that Ly : = L(B,M,foy,h,NlX .. XN ) sati~fies
(3.1) (for B nontrivial, (3.lb) should be interpreted with respect to a
given open cover of charts (x,u)a)' The problem is locally regularly
solvable if y exists at least locally.
Si!ply differentiating along the orbist of the equivalence rel~
tions R , . ,R~ gives the following result.
Lemma
3.2:
The Restricted Block Decoupling Problem is locally rE!gularly solvable

for L(B,M,f,h,Nlx ... xN) if and only if there exist Q, involutive
436
J. W. GRIZZLE
constant dimensional distributions ~l, .. ,~ on ~f such that about each

boEB and sufficient small local trivializations (x,u) of B about b ,
there exists a local feedback function y and a partition (ul, . ,u~l)
of the inputs satisfying:
i
=a ,
= 1, ... ,
a)
h* (~ )
b)
i
i
f oy ( , u) ,~~ C ~
c)
foy*(span{~
j;loi})C~i, i=l, ... ,
dU J
= , .. ,
Remark 3.2:
1) In continuous time, the noninteracting control problem is usually formulated in terms of controllability subspaces [1] or
controllability distributions [5-7]. To the author's best knowledge,
such distributions have not yet been introduced for discrete time nonlinear systems. Let
be a linear discrete time system on ~n.

Then Definition 3.1 is demanding the existence of subspaces 8 1 , ... ,8 of ~n and a feedback function
v=Fx+Gu, IGI ;loa, such that
a')
b' )
(A+ BF)8iC 8 i
c' )
1
i-I i+l
+1
i
BG span {u , ... , u
,u
, ... , u
}C 8
Now b') and c') are the essential ingredients in the definition of a
controllability subspace [1] (one need only add that 8 i is the smallest
such subspace). One therefore sees that the formulation of the decoupling problem arrived at in Definition 3.1 is in fact analogous to those
posed in [1,2,5-7] for continuous time systems. More importantly, b)
and c) will perhaps lead to a notion of a controllability distribution
for discrete time nonlinear systems.
2) Unless one adds a simultaneous integrability [13] condition on
~l, ... ,~, E will not necessarily decompose into a parallel cascade of
subsystems as in [5,10].
The main result characterizing the local solvability of the above
problem is the following. One should note that due to analyticity, the
constant rank hypotheses that will be made hold on open dense subsets
of M and B.
437
Theorem 3.1 (see also [7]):

Let E(B,M,f,h,Nlx .. xN t ) be a discrete time nonlinear control system.
If the Restricted Block Decoupling Problem is locally regularly solvable,
then there exist t involutive constant dimensional distributions
~l, ... ,~t on M satisfying
a)
b)
i
-1 i
-1 i
for the family of distributions E := f* (~ ) n Tf * (~ )
i)
ii)
n (EinV(B+ n (EjnV(B=V(B) for all nonempty

iE I
j EJ
subsets I,JC {l, .. ,t}.
Moreover, if f restricted to the fibers of Band Ei n V(B) all have constant rank, then these conditions are also sufficient.
Proof:
Necessity: Suppose the RBDP is locally regularly solvable. Fix boEB
and let (x,u) be a sufficiently small coordinate chart pair about b o and
let u=y(x,u), u= (ul, . ,u t + l ) and ~l, ... ,~t be as in Lemma 3.2. Since
y i~ al~ays of the form y(x,u) = (x,yx(u, b) of Lemma 3.2 gives that
Tf*E l = ~l. To establish ii) of b), first note that V(B) =
a , .. ,y* t+l}'
a
a !
span{y*---l
Now c) of Lemma 3.2 gives the span{y*---.
au
au
a
~uJ
j.;,nCEi so that EinV(B):Jspan{y*---. !j';'i}. Therefore, n ElnV(B)
a
auJ
iEI
:Jspan{y*---. ! j~ I} which establishes ii) of b) once one uses the disauJ
jointness of I and J.
Sufficiency: The key point is that. by the proof of [Thm. 5.1,[5]],
t
condition ii) of b) implies that the family of distributions {E i n V(B)} .-1
is simultaneously integrable [13]. Hence one can choose coordinates
lu= (ul, . ,u t + l ) for the fibers of B, each u i possibly being a vector,
i
a
a
a
such that E nV(B) = span{l"'"
i+l""'-WL Now condition i) of
au
au
au
b,Tf*E i = ~i, implies that ~i is locally controlled invariant [8]. Moreover, as ~E Ei n V(B) for j .;, i, a local feedback iy rendering ~ i invarauJ
iant can always be chosen to be of the form iy!x,u) = (x,u l , ... ,ui - l ,
yi(x u i ) ,u i + l , . u t + l ). Now define y(x,u): = Lyo oty(x,u) =
(x,yi(x,u l ), .. ,yi(x,uY.) ,u t + l ). It is claimed that y is a decoupling
feedback. To show b) of Lemma 3.2, let XE ~ and consider
438
J. W. GRIZZLE
foy(o,u)*X=
(~
+~
ax
au1
(~fl
X y(X,U)
~ ~I
j=l aUJ y(x,u)
aY\XE lI i b the definition of yio

ax
y
ayj(x,u))X
aX
Furthermore for j'; i,
ayj
a
.
af
-a- XE span{--.} which is mapped into lI 1 by dU from the construction of
x
dUJ
Ei. This establishes Lemma 3.2b. c) is similarly shown.
0
One of the drawbacks of the above result is that it gives no hint
as to how the lIi,s are to be determined. However, in conjunction with
Theorem 2.2 one has the following result.
Corollary 3.1: Let L be as in Theo~em 3.1 and let lIi~*~e the ~aximal
LCI distribution contained in ker h~. Suppose that lI 1 , f;1(lI1*) nV(B)
and f restricted to the fibers of B all have constant rank. Then the
RBDP is locallY regularly solvable i f and only i f n (f;l(lI i *) n V(B))
iE I
+ n (f~l(lIj*) nV(B) = V(B) for all nonempty disjoint subsets I and J
jEJ
of {l,2, .. ,}.
4.
CONCLUSIONS AND COMMENTS
This paper has considered the input-output decoupling problem. for

nonlinear discrete time systems from a local viewpoint. Starting from
a global state space characterization of what it means for a system to
be input-output decoupled, it was shown that a natural (regular) local
version of the problem could be formulated in terms of invariant distributions. This local problem was then resolved using some recent
results on controlled invariant distributions for discrete time systems.
In a similar manner, one can also treat the Triangular Decoupling Problem. In a related paper, the author and Nijmeijer [14] have studied the
infinite zero structure of a nonlinear discrete time system and have
characterized the solvability of the RBDP in terms of it.
REFERENCES
[1]
W. M. Wonham, Linear Multivariable Control: A Geometric Approach,

2nd ed., Springer-Verlag, New York, Applications of Mathematics,
1979.
[2]
A. S. Morse and W. M. Wonham, 'Status of Non-interacting Control,'

IEEE Trans. on Automatic Control, Vol. AC-16, 1971, pp. 568-581.
[3]
P. K. Sinha, 'State Feedback Decoupling of Nonlinear Systems,'

IEEE Trans. on Automatic Control, Vol. AC-22 , 1977, pp. 487-4&9.
[4]
D. Claude, 'DEkouplage des syst~mes non lineai.-res, series generatrice non commutative et algebres de Lie,' SIA}l J. of Control, to
appear.
439
[5]
A. Isidori, A. J. Krener, C, Gori-Giorgio, and S. Monaco,

'Nonlinear Decoupling via Feedback: A Differential Geometric
Approach,' IEEE Trans. on Automatic Control, Vol. AC-26 , No.2,
April 1981, pp. 331-345.
[6]
N. Nijmeijer and J. M. Schumacher, 'The Noninteracting Control

Problem for Nonlinear Control Systems,' Memo 427, Dept. Appl.
Math., Twente University of Technology, May 1983.
[7]
A. J. van der Schaft, 'Linearization and Input-Output Decoupling

for General Nonlinear Systems,' Systems and Control Letters,
Vol. 5, 1985. pp. 27-33.
[8]
J. W. Grizzle, 'Controlled Invariance for Discrete Time Nonlinear

Systems with an Application to the Disturbance Decoupling Problem,'
IEEE Trans. on Automatic Control, to appear.
[9]
J. W. Grizzle, 'Distributions invariantes command~es pour les

systemes non lineaires en temps discret,' Comptes Rendus de
L'Academie des Sciences, Paris, t. 300, Serie I, No. 13, 1985,
pp. 447-450.
[10]
S. Monaco and D. Normand-Cyrot, 'Sur la commande non interactive

des systemes non lineaires en temps discret,' in Lecture Notes in
Control and Information Science, Springer-Verlag, Vol. 63, edited
by A. Bensoussan and J. L. Lions, Nice, June 19-22, 1984,
pp. 364-377.
[11]
S. Monaco and D. Normand-Cyrot, 'Invariant Distributions for

Discrete-Time Nonlinear Systems,' Systems and Control Letters,
Vol. 5, No.3, pp. 191-196.
[12]
J. W. Grizzle, 'Decoupling of Discrete Time Nonlinear Systems,'

to appear in Int. J. of Control.
[13]
W. Respondek, 'On Decomposition of Nonlinear Control Systems,'

Systems and Control Letters, Vol. 1, 1982, pp. 301-308.
[14]
J. W. Grizzle and H. Nijmeijer, 'Zeros at Infinity for Nonlinear

Discrete Time Systems," to appear in Int. J. of Math. Syst. Thy.
ACKNOWLEDGEMENTS
This material is based upon work supported in part by the North

Atlantic Treaty Organization under a grant awarded in 1984, and in part
by the National Science Foundation under Contract No. ECS-8505318.
ORBIT THEOREMS AND SAMPLING
Eduardo D. Sontag'
Department of Mathematics
Rutgers University
New Brunswick, NJ 08909, U.S.A.
ABSTRACT
This paper proposes a notion of smooth action on a manifold, and establishes a
general integrability result for certain associated distributions.
As corollaries,
various classical and new results on manifold structures of orbits are established,
and the main theorem on preservation of transitivity under sampling is shown to be
a simple consequence.
1. Introduction
One of the basic results in control theory, due independently to [SUI] and [ST],
states that, for continuous time systems, each orbit (set accessible with positiveand negative-time motions from a given starting state) has a natural structure of
immersed submanifold of the state space. This structure is obtained, roughly, as
follows. Given any piecewise constant control steering a state into the state
this
control having switches at times tl' ... , t k , tangent vectors to the orbit at
are
obtained by taking perturbations of the t i . (More precisely, positive- and negativetime controlled motions are used.) When phrased in terms of the integrability of
an associated distribution, this generalizes classical theorems of Frobenius and
Chow.
e,
e
Discrete-time control systems have been studied much less than their continuous
counterparts, and their properties diverge considerably from those of the latter, due
mainly to the possibility of singularities; see for instance [SO]. The paper [JA]
introduced the idea of studying invertible discrete nonlinear systems, and developed
a realization theory which parallels much of the continuous time situation; further
work along these lines was carried out in [FN], [NC], ISS], and related papers.
Invertible systems are those for which transition maps, (one for each fixed control,)
are all (local) diffeomorphisms.
Invertibility is of course a priori an extremely
strong assumption in the context of general discrete time systems. However, for
systems that result from the sampling of continuous time systems, this assumption
is always satisfied. For invertible discrete-time systems, it is possible to give a
Reoearch
oupported in part by US Air Force Grant S50247
441
M. Fliess and M. ifazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 441-483.
442
E.D. SONTAG
close analogue of the continuous time orbit theorem. Since times are discrete, it is
of course not possible to take time derivatives as above. Instead, one substitutes
derivations with respect to the values of the controls in each interval.
(The
underlying assumption being that there is some sort of manifold structure on the
control value set. Precise details are given later.)
The first half of this paper introduces a framework that allows to prove. an
abstract orbit theorem, for "smooth actions on manifolds".
This yields as
consequences the above mentioned discrete-time and continuous time results. More
interestingly, the theorem will also imply a number of other results, including
characterizations of "zero-time" orbits of various different types, and an alternative
submanifold structure in the continuous time case (the "input-topology" structure).
The latter will be compared with the more classical "time-topology" structure.
Certain facts that would appear to be obvious, for instance the second countability
of zero-time orbits (but not of arbitrary orbits), turn out to require careful proofs.
It should be pointed out that there have been many other proofs of "orbit
theorems" in the literature, at various levels of generality (see e.g. [KL), [SJ), [KS]).
All proofs are in principle based on the same ideas. In fact, the present approach
is based on the proof in the conference paper [SS), which was in turn motivated by
a general (unpublished) abstract result due to H. Sussmann, which was in turn a
generalization of the proof in [SUI]. We believe that the present result strikes' the
right balance between generality (it appears to imply all others) and level of
abstraction (it can be applied immediately to particular classes of actions), and our
main contribution here in that respect is in exposition.
The second part of the paper concentrates on sampling.
When a continuous
time system is regulated by a digital computer, control decisions are often restricted
to be taken at fixed times 0,6,26, ... ; one calls 6>0 the sampling time. The resulting
situation can be modeled through the constraint that the inputs applied be constant
on intervals of length 6. It is thus of interest to characterize the preservation of
basic system properties when the controls are so restricted. For controllability, this
problem motivated the results in [KHN), which studied the case of linear systems;
more recent references are [BL], [GH). For nonlinear systems, it appears that the
problem had not been studied systematically until the paper [SS] and later
conference papers by the author. As usual for nonlinear systems, it is easier to
study transitivity (controllability with positive- and negativetime motions) than
controllability (but, see [SOl) for various controllability results). The main result
is that, for fast enough sampling, transitivity is preserved provided that the original
system be "strongly" transitive in a sense to be made precise later. The proof in
[SS) is based on a fixed point theorem. The same result is proved here using more
elementary tools, as an almost trivial consequence of the interplay of the time- and
input- topologies (see above discussion) on continuous time systems..
This is
probably the most natural way to understand the sampling results. For expository
purposes, we have also included here a few topics that had already been covered in
the above mentioned conference papers, including a more or less careful treatment
of one-dimensional systems, which provide a good source of examples and
counterexamples.
443
Acknowledgment. I wish to thank Hector Sussmann for many discussions and

suggestions during the course of this research. Part of the results presented here
were initially given in our joint presentation ISS].
2. Preliminaries
We first give some differential-geometric terminology which generalizes that in
the standard literature. Most is as in [SUI], [KR] and [IS]. All manifolds will be
smooth (COO) and paracompact (hence, Hausdorff and each component is second
countable). Let M be an arbitrary such manifold. A submanifold N of M is an
immersed (not necessarily regular) su bmanifold.
By a vector field X on M we shall mean a smooth vector field (smooth section
of the tangent bundle) defined on an open subset Vx of M; we denote by B(M)
the set of all such X. Given X and Y in B(M), let Vxn Vy = V. We then define
the Lie bracket [X, Y] as the Lie bracket of X restricted to V and Y restricted to
V. If V is empty, the bracket is undefined. Similarly for the sum of X and Y,
and products by constants. This makes B(M) into a "pseudo-" Lie algebra (or, a
"sheaf of Lie algebras"); for simplicity we shall take in this paper the term "Lie
algebra" to imply only partially defined operations.
Similarly, we let Diff(M)
denote the set of local diffeomorphisms on M, with compositions only partially
defined.
As a general rule, if the Lie bracket of two vector fields (or the
composition of two local diffeomorphisms) appears in a statement, that statement
should be taken to mean "if this composition is defined, then ... ".
We denote by X(~), instead of X~, the value of XEB(M) at ~EM. A (possibly
singular) distribution D on M is a subset of the tangent bundle TM with the
property that
D(e)
:= {vET~M
I U,v)ED}
is a subspace for each~. (So D is a choice of a subspace in the tangent space at

each ( in M.) The vector field X belongs to D if X(e)EDW for all ~E Vx . The
set of vector fields belonging to D is denoted by {D} vf" A subset q, ~ B(M) is
everywhere defined if the union of the domains Vx ' XEq" is all of M. For an
everywhere defined set q" {q,}D denotes the distribution generated by q" i.e. the
smallest distribution D for which all XEq, belong to D. Thus, {q,}D(O is for each
~ the span of the set of vectors {X(~) s.t. X is defined at ~}.
A distribution of
the form {q,}D is called a smooth distribution.
For the rest of this paper, the term distribution will always mean smooth
distribution.
The rank of D at ~ is the dimension of D(e). Thus the constant rank case
corresponds to the usual notion of (nonsingular) distribution in differential
geometry. An integral manifold N of D is a submanifold of M such that T ~N =
D( e) for each ~ in N. An integral manifold N of D is maximal if it is connected
and for every other integral manifold N' of D intersecting N, N' is an open
submallifold of N. The distribution D is integrable iff it induces a (singular)
E.D.SONTAG
444
foliation, i.e., there is a partition of M into maximal integral manifolds, the leaves
of D.
The subset 4> of B(M) is involutive if [X,Y] is in 4> whenever (the product is
defined and) X, Yare in 4>. We shall say that 4> is a subspace of B(M) is rXE4>
whenever XE4> and rE3l, and X+ Y is in 4> whenever (the sum is defined and) X, Y
are in 4>.
(" Presheaf of linear spaces" is probably a better terminology.)
The
smallest subspace containing 4> is denoted by {4>} sp (the "linear space generated by
4>"). The smallest involutive subspace containing cP is denoted by {cph (the "Lie
algebra generated by cp"). Finally, the distribution ({ 4> h)D is the Lie distribution
generated by 4>, and is denoted by {cp }LD'
A (smooth) distribution D is involutive if {D} vf is involutive.
Integrable
distributions are involutive (because the vector fields belonging to D are tangent to
the leaves of D, which are submanifolds).
We shall say that the subset C of the manifold V has nzce boundary if the
following property holds: for each UEC there is a smooth curve
, : [0,1]
->
such that ,(0) = u and ,(t) is in intC (interior of C with respect to V) for all
t>O.
(Smooth on a closed interval means smooth in a neighborhood of this
interval.)
2.1. Actions
An action r;
{g",aEA} ), where:
is
an
8-tuple
(M,A,-,{ta,aEA},{Va,aEA},{Ca,aEA},{D",aEA},
1. M is a manifold (the state space),
A is a set,
- : A -> A is a map of order 2: -(-a)=a,
For each aEA, Va is a manifold,
For each aEA, D" is an open subset of MxV a,
For each aEA, C a is a subset of Va with nice boundary,
For each xEM, there is some aEA and some UEC a such that (x,u)ED a,
For each aEA, ta is a smooth map V" -> V.a such that the composition
a t.a is the identity (the subscript is dropped, and ta(u) is written
simply as ii, when a is clear from the context) and such that ta maps
C a into C. a and the interior int(C,,) into int(C.,,), and
9. For each aEA, g" is a smooth map D" -> M, such that:
2.
3.
4.
5.
6.
7.
8.
(g,,(x,u),ii) is in D." if (x,u) is in D" and u is in C", and

g.a(ga(x,u),ii) = x for all such (x,u).
(So, in particular, each map ga("u) is a local diffeomorphism.)
445
Various examples will be given later, including different manners of modeling

continuous time systems and discrete systems. In all these examples, the sets Va
satisfy that Va=V.a and the maps ta are always the identity. The above definition
is much easier to read in that case. However, we need the present more general
definition for technical reasons, since we shall introduce various actions associated
to a given action, for which the induced ta in general will not be identities, even if
they are so for the original action.
For the rest of this section, we fix an action 2; as above. Note that, if A' is
a subset of A which is invariant under "-" and satisfies property (7) then there is
a restriction of 2; to A', obtained by restricting the index sets in the 7-tuple
corresponding to 2;. Other ways of deriving new actions from a given one will be
described below.
We let A' be the free monoid on A, that is, the set of all possible sequences
("words") of elements of A, and identify A with the subset of A' consisting of
sequences of length 1. For any b = (al'".,ar ) in A *, -b is the sequence (-ar,,,.,-a 1 ),
and Vb (respectively, C b) is the product of the corresponding Va (respectively, Cal,
a=a j We also let gb: MxVb - t M be obtained by composition. More precisely,
for the empty word b, Vb = C b is a one-point set and gb is the identity, and In
general the sets Db and the maps gb are defined inductively on the length of b as
follows:
(X,Uw)EDab iff (x,u)EDa and (ga(x,u),w)ED b,
for u in Va and w in Vb' and then
gab(x,uw) := gb(ga(x,u),w).
When a or b are clear from the context, we omit the corresponding subscripts. A
concatenation notation is alternatively used to exhibit sequences in Vb' as in "uw"
above, and similarly for words in A'. Further, the letter "a", possibly subscripted
or primed, will always denote an element of A, while notations involving b or c
stand for words in A'. Similarly, latin letters u, v,,,. will be used for elements of
the sets Va and greek letters .p, x, w for elements of sets of the form Vb (that is,
sequences of elements of the various Va)'
For w = (ul'''''u r ) in Vb' let w:=
(ur",u 1), an element of V.b (note the reversed order). Then (gb(x,w),w) is in D.b
whenever (x,w) is in Db and w is in C b, and
g.b(gb(x,w),w)
x .
This proves that the data M, A *, Vb' etc., defines a new action 2;* (taking a
suitable product path, one can prove that C b has nice boundary, if each C a does).
The main objects of study are the orbits of the action 2;:
O(x) := {z
I gb(x,w)
= z, some b,w}.
Note that the orbits of 2;* coincide with the orbits of~. Later we shall introduce
various other actions derived by restricting the set A *; these actions will be very
446
E.D. SONTAG
valuable in studying "zero-time" accessibility and related notions.

2.2. The distribution associated to an action
Given the action E, certain induced vector fields will play a central role. These
are defined, intuitively, as follows. Assume that g,,(y,u) = x. Then, if u+6u is a
perturbation of u, the state g,,(y,u+6u) is close to x. As 6u-+O, a tangent vector
at x results.
If x' is another state close to x, the fact that g,,("u) is a local
diffeomorphism implies that there is a y' close to y such that gIl (y ,u) = x'.
Applying the perturbation argument with the same 6u, there results a vector at x'.
This construction is smooth in x, and a vector field is obtained. We now make all
this precise. The "tangent bundle of C,,", for aEA, (where C" is not necessarily a
manifold,) is defined as
TC" := {(u,v)
I UEC"
and vETuV,,} .
For each (a,u,v) with aEA and (u,v)ETC" we define a vector field X",u,v as
follows. For any { such that ({,ii.) is in D -a'
8g a(g_a({'u),v)
8v
I .:=,,(v).
(2.1)
Note that g,,(K,,(Ui),v) is the same as what can be denoted, using the word
(-a,a)EA', by g"s,a ({,ii.v). Equation (2.1) provides a vector at {. It is clear how
to compute it in local coordinates (product of a Jacobian matrix by a vector). A
coordinate-free interpretation is as follows. Let 0: be the map that sends VEV into
g,,(g_a(~,ii),v); this is defined in some neighborhood of u in Va' For any real-valued
smooth map f defined in a neighborhood of x, consider the composition f3:= fO 0:.
Then X 8,U, v(~)(f) is the evaluation v(f3), where we are interpreting v as a
differential operator on germs of functions at u. With this definition, it is clear
that Xa,u, v(~) is again a differential operator, and so defines a vector at~. From
the coordinate description it follows that this is not only smooth on ( but in fact
smooth as a function of ((,u,v).
If 1[: M-+M is a local diffeomorphism, we denote by Ad1[ the (partial) linear
operator B(M)-+B(M) corresponding to conjugation by 1[, more precisely:
for X in B(M) and { in M. (In this equation, (1r- 1 ). denotes the differential of
at the point It({).) Note that the domain of the vector field Ad 1r X is
{( I 1[W
1r- 1
is defined and is in Vx } .
If this domain is empty, Ad 1r X is undefined.
gb("w), we denote
Ad1[ = Adb,w
If 1[ is the (local) diffeomorphism
447
If r is a (pseudo-) group of (local) diffeomorphisms on M, and q, is an everywhere

defined subset of B(M), we introduce the distribution
(2.2)
In particular, let r(1;) be the group consisting of all the gb("w), for bEA* and
WEC b , for the given action 1;, and let cI>(1;) be the set of all vector fields Xa,U,II'
for (a,u,lI) with aEA and (u,II)ETC a. We introduce the distribution associated to
1;,
D = D(1;) := Ad r (1;)cI>(1;) .
This is an everywhere defined distribution: for each (EM there is by property (7)
in the definition of action a pair (a,u) such that g.a(x,ii) is defined, so Xa,U,1I is
We consider also another distribution, the Lie
defined for all II tangent at u.
distribution associated to 1;,
DL = D L(1;) := {cI>(1;)}LD
The rank of 1; at ( is by definition the rank of D at (; the Lie rank of E at ( is
the rank of D L.
2.3. Example: continuous time systems with time-topology
Given an arbitrary everywhere defined set of vector fields q" we may consider
the (pseudo-) group generated by cI>,
exp(q,) := {exp(tX), tE!R, XEq,} .
Here exp(tX)((), if defined, is the solution at time t of the differential equation
x{t) = X(x(t)), x(O) = (.
The well-posedness theorem for ode's insures that exp( tX)( e) is defined for an open
set of pairs (t,e) (which depends on X).
We may thus introduce the following
action 1; (q, ), the action associated to q,:
A := {l,-l}xq" with -(f,X):= (-f,X)

Va := !R and C a = Va for all aEA, with ta=identity
ga((,t) := exp(dX)((), if a = (f,X)
Da is the domain of definition of ga .
One can then consider the distribution associated to the action 1; (q,). We call
this distribution Ad(q"q,). Let a = (f,X), and pick any u in !R and any II in Tu!R,
the latter identified again to!R. Then,
X &,U,JI = fX
It follows that {q,}D
{cI>(1;)}D' so:
Ad(q"q,) = D(1;(cI) = Ad.xp(q,)(q,)
448
E. D. SONTAG
Actions obtained in this way will be also refered to as continuous time actions with
time topology, for reasons that will become clear later. They will be one of the
two main types of actions to be associated to continuous time systems.
The classical orbit theorem for continuous time sytems, due independently to
Stefan and Sussmann, says that Ad(cI>,cI is integrable, and that the orbits of I:(cI
are the leaves of this distribution.
These statements will be proved later as
particular consequences of the general orbit theorem (whose proof is in itself
essentially that in [SUI]).
Finally, if D is a distribution, we let exp(D) be by definition exp(cI, where cI> =
exp({D}vr), and define Ad(D,D) as Ad(cI>,cI for this set cI>. The results in [SUI]
also prove that, if cI> is an everywhere defined set of vector fields and if D:= {cI> }D'
then D is integrable if and only if D is invariant, meaning that
Adexp(cI (D)
D .
and that a smooth distribution is integrable iff it has the "integral manifolds
property": for each ~ in M there is an integral manifold of D which contains ~.
2.4. Example: discrete time actions.

A discrete-time action is one for which:
A has two elements {I,-I} and -a is (-I)a
VI
V is a second countable manifold, and
V. I
C. I = C I = C, called the control constraint set.
is the identity
We also denote the elements of A as {+,-}. These actions are associated to

(invertible) discrete-time systems, to be introduced later.
2.5. Some useful formulas

The following formula will be used later; it is valid for all aEA, bEA', WEC b,
(u,v) in TC a (more precisely, if either side is defined, then the other one is defined
too, and they coincide):
o9b _
Adb,w Xa,u,v) =
(
4,4,
_b(x,wuvw)
I
ov
(2.3)
In" general, if cEA' and t/J is in C c' we shall be interested in partial derivatives of
gc(-,t/J) with respect to components of t/J.
Assume that c = b'bb" is a
factorization of c into subwords, and let t/J = x' wx ' , be the corresponding
factorization of t/J. Then, (assuming that x = gc(y,t/J) is defined,)
(2.4)
is by definition the differential of gc(y,x'(')x") at the point w of Vb' When b'
and b" are empty (c=b), we often omit the subscript and write just dgb(y,w) or
449
even dg(y,w). Differentials with respect to x will be written d x or using the (.)*
notation; that is, dxgc(x,w) is the same as (gc(-,w))* evaluated at x.
Assume that the above c factors as (b',a,-b), with aEA, and consider the
corresponding factorization t/J = (w',u,w).
If v is in TuCa' we can evaluate the
differential in equation (2.4) at v; there results the following formula:
[dagc(y,t/J)) (v) = Adb,w(Xa,u) (x)
(2.5)
Given any xEM and any vector field of the type Ad b w(X &,U,v,,) defined at x, there
is a y such that gc(y,t/J) = x: just let c:= (a,-b) and t/J:= uw. We conclude that
D(x) equals the span of all the images of the maps as in equation (2.4). (In fact,
it will follow from later discussion that it equals in fact the image of just one such
map.)
I
Consider the action E *, introduced earlier, derived from the original action E by
considering the free monoid A * on A. This gives rise to a distribution D(E *).
The following result is trivial, but will be useful later:
Lemma 2.1: D(E) = D(E*)
Proof: By definition, D(E) is included in D(E*), so need only prove the
reverse inclusion. Since f(E) = f(E*), it is enough to show that cJ>(E*) ~ D(E).
Pick any cEA * and any X in Dc' The tangent space to Dc at X is the direct sum
of the tangent spaces to all D a' for the aEA that appear in the factorization of c.
Thus it is enough in generating cJ>(E*) t9 consider the following situation: c

factorizes as (c',a,-b), with corresponding factorization X = x'uw', v is a tangent
vector at u, and the generator is X c, X ,v,,' Let b' be the word (b,-a,-c',c ,), and w'
be
(w,u,X',x '). Then formula (2.5) establishes the result .
In formula (2.1) we could consider derivatives with respect to

New vector fields are obtained in this way, namely
instead of v.
(2.6)
These vector fields will appear later.
Computing in local coordinates, two
applications of the chain rule show that in fact the same distribution wou1d be
obtained from these, because Ya,n,....,,= -X a,u, ....,,'
It is also easy to establish the
following formula, for any (a,u,v) with aEA and (u,v)ETC .
X-a,u,Jl
_ = -Ad a,u (X a,u,V ),
(2.7)
where p = [oii./ou)(v).
Thus, in generating D it is redundant to include the
vector field X. ,il,V when X.,u,v has been already included.
a
Finally, consider a word of the form c = (b,a,-b',-a',-b") in A* (where a and

are in A), and assume that D.
D... Pick an UEC. and a v in TuC., In
450
the next formula, tP is a word
E.D.SONTAG
III
U c of the type
(w,v,w',v,w")
(note the same v):

(2.8)
2.6. Some properties of actions

The main orbit theorem will apply to arbitrary actions; however, various classes
of actions have nicer properties. For ease of reference, we collect some definitions'
of special classes in this section. Again, E is a fixed given action.
Definition 2.2: The action E is countable if the index set A is countable (or
finite) and all the manifolds Ua are second countable.
The main example of countable action is that of discrete time actions (c.f.
section 2.4).
Definition 2.3: The action E is connected if for each ~ in M and aEA there is a
U o in int(e a} such that ga(~'uo} = ~ and further, for any other uEint(e a} there is
a smooth curve "'(: [O,I] ..... M such that "'(([0,1]) ~ int(e a), "'((O}=uo ' "'((1}=u, and
(~,"'((A}}EDa for all A.
Connectedness is a very strong restriction, and is the property that makes the
continuous time case with time-topology so much better behaved than the general
case. (However, we shall introduce a related notion later ('S-connectedness') that
will be much less restrictive.) In the time-topology
case, u 0 =0 always satisfies the
.
first property, and given any (t,~) such that exp(tX)(~} is defined, we may let
"'((A}:= At; this satisfies the second property. For future reference we then state:
Lemma 2.4: Continuous time time-topology actions are connected.
Definition 2.5: The action E is complete if Da = MxU a and int(e a} is connected
for each aEA.
Note that continuous time time-topology actions are not complete, unless the
original vector fields are complete in the usual sense.
Definition 2.6: The action E is an action with zero if all the sets U a are equal
(say to U), all the sets e a are equal (to e), and there exists an element
in
int(e}, 0:;::0, with the property that ga(e,O}=e for all
e and
all aEA.
Note that a complete action with zero is necessarily connected.

two other important possible properties of actions.
Finally, we give
Definition 2.7: The distribution D had full rank at eEM iff its rank at
e equals
the dimension of M. The action I: has full rank at

has full Lie rank at ( iff DL(I:) does.
451
e iff D(I:)
does.
Similarly, I:
Definition 2.8: A (real-) analytic action is one for which all the data
(replace "smooth" by "analytic" in the definition of action).
IS
analytic
3. Statement and consequences of the main orbit theorem

Theorem 3.1: Let E be any action.
Then, the distribution D = D(I:) is
integrable. Further, for each ( in M the orbit O(e) has a unique structure of (not
necessarily connected or even second countable) submanifold of M with the
property that O( e) is an integral manifold of D and that for each bEA', the
restriction of gb to a map (O(()xintCb)nDb --> O(() is smooth.
We shall prove this theorem in two steps. First, we shall consider the case in
which C a is a submanifold for each aEA. Without loss, we can (and shall) assume
in that case that C a = U a for all a. We call this the manifold case. Then we
deal with the general case. For the manifold case, we shall establish the following
sligthly stronger lemma:
Lemma 3.1: Let I: be any action. Assume that U a = C a for all aEA.
in M. Then O(() has a unique structure of submanifold of M such that
each bEA*, the (restricted) map gb: (O(()xUb)nDb -->
smooth, and
2. for any f in O( (), the dimension ofO( () IS equal to
1. for
OW
Let ( be
is
r((,d = sup {rank dgb((,w)},
(3.1)
where the sup is taken over all band w such that ((,w) is in Db and
gb(('w) = f
The lemma will be proved in a latter section.
We now show that theorem
(3.1) follows from it, for the manifold case. Claim: the orbits of E are integral
By formula (2.5) and part (2) of the lemma (using r-(), it
manifolds of D.
follows that rank of D at ( ::::: dimO((). Further, the generators of D are, by part
(1) of the lemma and by equation (2.5), included in the tangent space to O(() at
(. Thus T(O(() = D((), as claimed. We conclude that the connected components
of the possible orbits O( () give rise to the leaves of the integrable manifold D, as
established as a consequence of the following lemma. This lemma can be used to
prove the fact (see section 2.3) that a distribution D is integrable iff it has the
integral manifolds property.
Lemma 3.2: Assume that the smooth curve -y:(O,l)-->M is such that (a) 'i'(t) is in
D(-y(t)) for all t, and (b) the rank of D is constant along -y(t). Then the image
E.D. SONTAG
452
of , is contained in an orbit of E.
Proof: We claim that for each tE(O,l) there is a neighborhood V of t such
that ,(V) is included in O(,(t)).
Let XI"",Xr be vector fields such that
{XI(x), .. ,Xr(x)} is a basis of D(x), x=,(t). Because the rank of D is constant
along this curve, it follows that {Xl (y ),.,Xr(y)} is a basis of D(y), y=,( f), for f
close to t.
Thus there are r smooth real functions Pl"",P r, (defined in a
neighborhood of t,) such that
for all such f. This can be seen as a controlled differential equation evolving in
; the manifold O(x). As such, there is a solution " of this equation, for T near t,
contained in O(x), and with ,,(t)=x.
But,' would also be a solution of this
equation as an equation evolving in the manifold M. By uniqueness of solutions of
(controlled) ode's in M, it follows that , = " is indeed contained in O(x) for f
near t.
This establishes the claim.
For each possible orbit 0, this argument
shows that {tl,(t)EO} is open, Since the orbits are disjoint, connectedness of (0,1)
implies that the range of , can intersect at most one orbit .
If N is any connected sub manifold of M which is an integral manifold of D,
and if , is in N, then N must be contained in 0(,), and hence in the connected
component of 0(,) at ,. This is because any y in N can be connected to , by a
smooth curve, integral for D, and the above lemma concludes that O(y) = O(~).
This concludes the proof of the theorem in the manifold case, assuming lemma 3.1
IS known to be true.
In the rest of this section, we show how to prove the theorem in general,
assuming it has been proved in the manifold case. We need the following lemmas.
Given the action E, we may introduce another action E int , obtained when replacing
C a by int(C,J for each aEA. All axioms are again satisfied. Let 0int(x) be the
orbit of x under this action, and let Dint be the corresponding distribution. Note
that the theorem then applies to Dint (manifold case).
Lemma 3.3: Dint = D

Proof: Since D int ( ,) IS contained in D(~) for all ~, it is sufficient to show
that they have the same dimension.
Since every C a has nice boundary, C a is
always in the closure of its interior. Thus the generators X B,ll, 11' for each (a,u,lI)
with aEA and (u,lI)ETC a , as well as the conjugates under the maps Adb,w' can be
approximated by similar generators corresponding to the action E int . In particular,
any basis of D(~) can be approximated by elements of Dint'.
Lemma 3.4: 0intW =
OW
for all ~.
Proof: Let ~ = gb(~'w), with b = al .. ar and w = uI"u.. For each i, let

C j := C , and let 'i be a smooth curve [O,l]--+M such that 'i(t) is in int(C i) for
&i
453
all t>O and ,)0) = u i. We now consider the following action E'. Its index set
A' has just two elements {I,-I}. The manifolds VI' = V. I ' are both equal to
(-1,1), and C I ' = C. I ' is the union (-I,O)u(O,I). The maps L are the identity, and
(with domains induced from the original action),
gl'(X,'\) := gb(x,'l'I(.\2) ... ".(A2))
g.l '(x,.\) := g.b(X,7 r P2),,7 1 (.\2
Let 0' denote orbits with respect to E'. Note that, from the choice of the curves
'l'p it follows that O'(x) ~ 0int(x) for all x.
Finally, consider the action E"
obtained by using instead C I = C' l = (-1,1) in the above description. We know
that ~EO' ,(~); the result will follow if we can prove that ~ is also in 0'(0. The
theorem can be assumed true for both E' and E" (manifold case). Furthermore,
a density argument as used in the previous lemma shows that the corresponding
distributions D' and D" are equal. Thus the connected component of 0' (I) at ~
is the same submanifold of M as the connected component of 0" (~) at ~ (since it
is the leaf of D' through ~).
Thus there is a subset N of M which is a
neighborhood of ~ both in the topologies of 0'(1) and 0' '(~).
For.\ near 0,
gl ,(~,.\) is in N, by continuity of gl' in .\ for the topology of 0' 'U). (Property
(2) in lemma (3.1).) Thus there exists a .\ i=
such that y = gl '(~,.\) is in
O'(d; since YEO'(~), we conclude that ~EO'(~), as desired .

To finalize the proof of theorem (3.1) in the "non-manifold" case, it is only
necessary to define the manifold structure of O(x) via the structure of 0int(x), for
each x. The theorem then follows from the above two lemmas.
Remark 3.5: H.Sussmann has suggested to us a somewhat different proof of
lemma 3.4. We scketch it now. Let ~,~ be as in the above proof, and the curves
'l'i also as there. Since the elements 'l'''(.\):= gb(~''l'lP)'l'r(.\ are in 0int(~) for
positive .\, and they approach ~ as .\~O, we conclude that dimOint(~) 5 dimOiDt(d.
A symmetric argument gives the other inequality; thus D has the same rank at
both points. (Here we are using lemma 3.3.) It follows that lemma 3.2 can be
applied to the curve 'l''' and the orbit 0int(~) to conclude that ~ is indeed in this
orbit .
3.1. Some rank consequences
One would like to be able to conclude from theorem (3.1) that the action E has
full rank at ( if and only if O( () is a neighborhood of ~ (in the topology of the
ambient manifold M). However this is in general false, (counterexamples will be
given later,) unless one has more a priori information on O(~). If the rank is full,
then O(~), being a submanifold of the same dimension as M, is certainly open.
But the converse need not hold.
However, if orbits are know to be second
countable, then O(~) cannot have lower dimension than M unless it has measure
zero in M (see for instance a proof in [Bej, proposition 8.5.6). Thus we would
Equivalently (because of the
like to study when orbits are second countable.
paracompactness assumption,) we are interested in determining when O(~) has only
countably many components (in the submanifold topology). One easy (and well
454
E.D.SONTAG
known) case is that of continuous time actions with time-topology, or more

generally (c.f. lemma (2.4)):
Proposition 3.6: Assume that E is connected. Then 0(0 is connected (and III
particular, second countable,) for each~. Thus O(~) is the leaf of D through ~,
and E has full rank at ~ if and only if O(~) is a neighborhood of ~.
Proof: We may assume that we are in the manifold case, i.e. that C a = Va
for all aEA, because the orbits using C a or int(C a) are the same, and the topology
is determined by the latter. Consider any ~ in O(~) which can be reached in one
step, ~ = ga(~'u). Let "I be a curve joining u with the U o corresponding, in the
definition of connected action, to this aEA and~. Since ga is continuous in u as a
mapping into O(~), it follows that ~ and ~ must be in the same connected
component of O(~). Now any ( reachable in one step from ~ (hence, in two steps
from ~) is in the same component of 0(1) = O(~) as I, and hence the same
component as~. An inductive argument on number of steps gives the result .
Another case where things are as desired is that of discrete time actions, or
more generally:
Proposition 3.7: Assume that E is countable. Then O(~) is second countable, for
each~.
Thus, E has full rank at ~ if and only if OW is a neighborhood of ~.
Proof: Note that O(~) is the union of countably many sets of the form
Each of these is the image of gb(~")' a smooth mapping into O(~)
{gb(D b)}.
whose domain is the open subset {w s.t. (~,w)EDb}' This open set is an open
submanifold of the second countable manifold Vb (countability definition), and
hence has only countably many components; thus its image also has countably
many components .
Let ~ = ~(E), the set of all vector fields of the type X a,u, II' (a,u,lI) with aEA
and (u,II)ETC a
Since D is integrable, it is invariant (recall the discussion in
section 2.3,) so Ad(~,~) C;;; Ad(D,D) = D. Thus, if Ad(~,~) has full rank then D
does too. Consider the Lie distribution DL(E) = {~}LD; this is obtained from all
possible linear combinations of iterated Lie brackets of the vector fields X a,U,II'
Since Ad(~,~) is involutive (because integrable,) and ~C;;;Ad(~,~), it follows that:
Proposition 3.8: The Lie distribution DL(E) is included in D.
In particular, if E
has full Lie rank then it has full rank .
Lemma 3.9: Let E be connected.
Then D = Ad(~,~).
Proof: One inclusion is proved above; for the reverse, consider the action
E (~ ) associated to ~.
Pick ~ in M.
Let N be' the leaf (maximal integral
manifold) of Ad(~,~) through {. We claim that then OW is contained in N. This
will imply that T ~OW = DW is included in T ~N, giving the desired inclusion.
455
By induction on the number of steps needed to reach ~EO(e), we may reduce to

the problem of showing that ~ = ga(e,u') is in N, for any u' in int(C a ). Let, be
a piecewise constant curve joining U o (corresponding to this aEA and e) and u',
such that ga(e,,(A)) is defined for each A; such curves exist because of the
assumption of connectedness aNi an approximation argument. Consider the curve
ga(e,,(A)). This joins
and ~, and its derivative with respect to A at A = l is
precisely X a,ll, v(x), where
(3.2)
Partition [0,1] into finitely many intervals Ii in each of which , is constant. If y,z
are endpoints of one such interval, then this argument shows that y,z are connected
by an integral curve of Ad (<l> ,<l, and are therefore in the same leaf of this
distribution. By induction on the intervals,
and ~ are in the same leaf, so ~EN.
Thus, O(e)C;;;N, as desired .
Proposition S.10: Assume that E is connected and analytic.

rank if and only if it has full Lie rank.
Then D has full
Proof: By the previous result, D = Ad(<l>,<l.

The vector fields <l> are
analytic, so we are in the standard analytic continuous-time case, and the result is
well known (see for instance [IS]), and not hard to prove. (Sketch: elements like
Adexp(tX)(Y) generating Ad(<l>,<l can be written, for small enough t, as power series
on iterated Lie brackets of X and Y, by the Baker-Campbell-Hausdorff formula, so
the Lie algebra generated by <l> cannot have lower rank than Ad(<l>,<l.).
4. Proof of
leInInIl
3.1
We shall need some more notation. For b in A *, mb (or just m) will be the
map gb(x,.), with domain Lb:= {w I (x,w)ED b}. We also make the convention that
a statement like "gb(x,w) = y" will mean "(x,w) is in Db and g(x,w) = y". Fix an
x in M, and let 0 = O(x). We establish first that
r(x,y) = r(x,z)
for any
y,z
in
O.
Pick b,c in A* and w,w' such that gb(x,w) = y, gc(x,w) = z, and rank [dg(x,w)] =
r(x,y). Introduce e:= (b,-b,c) and x:= www'. Since g(x,ww) = x, it follows that
g(x,x) = z. So rank[dg(x,x)] :0:; r(x,z). Let F:= g(.b,c)(-'ww') --with domain the
open set {x I (x,ww,) E D(.b,c)}' Since dxF(p) is a linear isomorphism for all p in
the domain of F, it follows that r(x,y) = rank[dg(x,w)] = rank[dxF(y) dg(x,w)] =
rank[dbg(x,x)] :0:; rank [dg(x,x)] :0:; r(x,z).
A symmetric argument concludes the
equality. Let r be the common value of the r(x,y).
Consider now the set S of all triples s:= (b,Q,h), where b is in A and:
Q
is an r-dimensional embedded submanifold of
mbl Q : Q
-+
L b,
is injective and has differential of constant rank
(4.1)
r,
(4.2)
456
E.D. SONTAG
h: Q
-t
~r
is a diffeomorphism with an open subset
h(Q).
(4.3)
Fix one such s, and consider the set m(Q); this is a subset of o. The bijection
mlQ induces a canonical manifold structure on this set, for which both mlQ and
:= h (mIQ)-1 are diffeomorphisms (and such that is a chart). We now prove
that, for this structure,
0
(a) the inclusion i: m(Q) - t M has injective differential at every point,

and
(b) for any smooth structure e for 0 for which the lemma holds, the
subset m(Q) is open --relative to e,-- and the identity map provides a
diffeomorphism between the two structures.
The inclusion i factors as m j (mIQ)-l, where j is the embedding of Q in Lb.
Property (a) follows from the corresponding properties for its factors (for m, the
properties hold on Q, which is sufficient). We now prove (b). Consider m as a
map from Lb into 0 (with structure e); this map is smooth (property (1) in
lemma: m is a restriction of g). So mlQ is also smooth into (O,e). Since the
latter is a submanifold of M, and rank[dmIQ] = r (constant) as a map into M,
this rank is also r as a map into (O,e). But this submanifold has dimension r, by
part (2) of the lemma.
Thus m(Q) is indeed open reI to e, and mlQ ~s a
diffeomorphism between (m(Q),e) and Q, so (b) follows.
0
We now prove that the family of all such charts (mIQ,) defines a smooth (rdimensional) manifold structure on 0, and that property (1) holds. It will then
follow from (a) above that this structure makes 0 into a submanifold of M, and
the uniqueness statement follows from (b).
The sets m(Q) cover 0: Pick any y in 0 and let b,w be such that gb(x,w) = y
and dm(w) = dg(x,w) has rank r. Thus dm has maximal rank at w, so there is an
r-dimensional embedded submanifold Q of Lb, containing w, such that equation
(4.1), equation (4.2) are satisfied; ,replacing Q if necessary by an open subset of Q,
a suitable h can be .found for equation (4.3).
Compatibility: Pick any two charts (m(Q),qI) and (m'(P),,B) corresponding to

(b,Q,h) and (c,P,k) respectively.
Let V:= m(Q)nm'(P).
We need to establish
that:
(a) (V) is open in qI(m(Q)), and
(b) ,B qI-l is smooth on V.
0
Pick an arbitrary y in V; thus there are w,w m Q,P with y = m(w) = m'{w').
Let e:= (b,-c,c) in A*, and take x:= ww'w'.
Note that rank[dm(x)] ?:
rank [dcg(x,x)] = rank[dg(x,w')J = r. Since dm(x) always has rank at most r, it
has maximal rank at this x. So there is an open subset Z of L. which contains X
and such that m.(Z) is an r-dimensional embedded submanifold of M_ Introduce
the open set W [resp., W'] consisting of those v in Lb [resp., LcJ such that vw' w'
457
[resp., ww'v] is in Z. Then w is in Wand w: is
III
W'.
Let
P':= PnW', Q':= QnW.

Since Q is an embedded submanifold of Lb, and W is open in Lb, also Q' is open
in Q, and similarly for P,P'. Note that mlQ' maps into me(Z), and is injective
with differential of constant rank r. Thus m establishes a diffeomorphism between
Q' and an open subset E of me(Z). Similarly for m'IP' and an open Fin me(Z).
Note that EnF ~ V. Also, w',w are in P', Q' respectively, so y is in EnF. Since
mlQ is injective,
which is then open in Q, because EnF is open III E. So rj>(EnF) is open in h(Q)
= rj>(m(Q)). Thus rj>(z) has a neighborhood included in rj>(m(Q)), and (a) follows.
To prove (b), note that rj> maps EnF (embedded submanifold of me(Z))
diffeomorphically onto rj>(EnF) , which is open in h(Q) and contains rj>(y). A similar
statement holds for 13.
So 13 rj>.1 gives a diffeomorphism between rj>(EnF) and
f3( EnF), and (b) follows.
0
Property (1) of the lemma: We first establish that the maps

Pick w in Lb, z = g(x,w). Since r(x,z) = r, there are a c and
g(x,w') = z and dg(x,w') = r. Let e:= (b,-c,c) and x:= wW'w'.
prove that me is smooth on some neighborhood of x, because mb
neighborhood of w) a restriction of me. Note that
mb are smooth.
a w' in Lc with
It will suffice to
is (in a suitable
r ~ rank [m(x)] ~ rank [dcg(x,x)] = rank[dg(x,w')] = r

(this uses that m(ww') = x). So m achieves maximal rank at x. There is then a
chart C of Le, centered at x, and diffeomorphic to a cube III mSx!Rr, such that, if
Q is the embedded submanifold corresponding to the factor mr , then rank [dm(x)] is
constantly r on Q and me is injective on Q. Let h give the corresponding
diffeomorphism of Q with !Rr Then (e,Q,h) gives rise to a chart (m(N),rj. So
melC is the composition of the projection onto Q and of mlQ, and is therefore
smooth. To prove now that gc is smooth as a map into 0, pick any (z,w) in Dc'
z in 0. Let (b,Q,h) give a chart around z. For (g,x) in a neighborhood of (z,w) in
(OxUJnD c '
(4.4)
so gc is indeed smooth.
This completes the proof of the lemma .
5. S-8ctions
In this section and the next we introduce, for a given action E, two new types
of associated actions Es and E B These will be useful in the study of discrete and
continuous time systems. Let E be fixed for the rest of this section.
We introduced earlier the action E' whose index set is A'.
Assume now that S
458
E.D. SONTAG
is any subset of A * with the property that -SES whenever SES. Assume further
that S contains all pairs of the form (-b,b), for bEA *. There is a well-defined
action Es obtained by restricting the index set A * to S. We call an action of this
type an S-action associated to E. Let Ds be the associated distribution D(Es).
Lemma 5.1: For any S as above, D = Ds. For each ~EM, O(~) = u{O.(x)"
(where 0. indicates orbit with respect to Es).
XEO(~)}
Proof: Since S is a subset of A * and A *-orbits are the same as A-orbits,

the second statement follows.
Further, by lemma (2.1) it follows that Ds is
included in D. To prove the converse inclusion, pick any generator Ad b,w (X &,U,v.J
of D. We wish to prove that this is also in Ds. Introduce the element c:= (b,a,a,-b) of A *; this is in S by the second assumption on the form of S. Let 1/;:=
(w,ii,u,w), an element of C e. Finally, let 1/' be the tangent vector at I/; having
coordinates (0,0,1/,0) with respect to the decomposition of the tangent space
corresponding to the product expression U e = UbxU.axUaXU. b. By formula (2.3),
it follows that the chosen generator is equal to the generator Xe,l/;,l/' of Ds .
From the rest of this section, let S be the set 'of all pairs (-b,b), bEA *. We
call the corresponding Es the canonical S-action. Recall the definitions of complete
and connected actions given in section (2.6). An interesting consequence of lemma
5.1 is that, if E is connected, (as for instance in the case of continuous time timetopology actions,) then O.(~) actually coincides with O(~).
This is because, by
proposition 3.6, the latter is the leaf of D through ~, and by the same argument
for Es (which is again connected), O.(~) is the same leaf. We introduce a more
general concept:
Definition 5.2: The action E is S-connected if the canonical Es
IS
connected.
Proposition 5.3: If E is complete then it is S-connected.

Proof: In general, assume that E is a complete action which has the
property: if ~EM and aEA then there is a uoEint(C a) such that ga(~'uo) = ~.
Then E is connected, because given any ~, a, and u as in the definition of
connected action, any curve joining u and U o is an appropiate /. We now show
that Es is of this form. Since E is complete, Es also is (trivially). Thus is is
only necessary to establish the existence of appropiate uo's. But given any element
(-b,b) in S, and any ~ in M, any wEint(C.b,b)' by completeness the element
g.b,b(~'w,w-) is well defined, and it equals ~ .
Corollary 5.4: Assume that E is a complete action. Then the leaf of D through
~ is O.W (orbit of canonical Es). In particular, E has full rank at ~ if and only
if
O.W
is a neighborhood of ~ .
459
This corollary provides a characterization of the full rank property in the

complete case. As a final remark, note that, for any S, 0.( () is a submanifold of
0(0 for each (. This is because we may always restrict the original action to
O(), which is invariant under all ga('u). Then theorem 3.1 may be reapplied to
this restricted action, and the uniqueness statement in lemma 3.1 insures that the
(sub)manifold structure obtained for O.() coincides with that obtained originally.
6. Balanced actions.
Again E is a fixed arbitrary action. We assume in this section that there is

given a mapping 00: A-+!R with the property that oo(-a) = -oo(a), that the sets Va
are all identical, say to V, and that all C a equal a fixed C.

by the formula oo(a( .. aJ=
homomorphism A *-+!R.
oo(aj ), with oo(empty word):= O.
We extend
00
to A*
This gives a monoid
All definitions will be with respect to a fixed such (E,oo).
Let 1r be an order 2 permutation (1r 2=identity) of {l,.,r}. The element b

a(ar of A* is balanced (with respect to 1r) iff oo(aJ = -oo(a 1rJ for all i. For such
an element b, we let
C bbal
.-
{(u( .. u r )
E Cr
v~al ._ ((U("u r ) E
uj
= u1r )
uj =
1r )
The latter has a natural manifold structure, as an embedded submanifold of M,

diffeomeorphic to a suitable product of V's, and c~al is a subset with nice
boundary. We let EB be the balanced action associated to (E,oo) and 1r. This is
the action whose index set A bal is the set of balanced bEA', and with V and C
sets as above. Let D B:= D(E B). Note that EB-orbits are contained in E-orbits,
and that DB is contained in D. Let
oo{a)=oo(a'), (u,II)ETC, 1r,pEf(E)}D
(With the understanding that only well-defined differences are considered.)
Proposition 6.1: DB
Do .
Proof: By formula (2.8), DB ~ Do

Consider now any (EM and any two
elements of the form Ad c., xX a,u, II and Ad,
x,X,
e t a ,u, II defined at (, with oo(a)=u(a ').
Thus i:= gc('x), (:= gc'('x'), g.a(i,U), and g.a'('u) are all defined. Consider the
word
d := (c,-a,a,-c,c',-a',a',-c') ,
which can be factored as (b,a,-b',-a',-b") in the obvious way.
word. Consider the element of V d given by
'" :=
(x,u,u,x,x' ,u,u,x ') .
It follows from formula (2.8) that the desired element is in DB .
This is a balanced
460
E. D. SONTAG
Pick now any a,a' with tr(a)=tr(a'), and UEU.

iP o := {X a,u, v-X,
a ,u, v
Let Lo := {iP
oh
I tr(a)=tr(a'),
Let
(u,v)ETC}.
Then, since DB is involutive,
Note the analogy with,. with proposition 3.8. The algebra Lo corresponds to the
usual "O-time Lie algebra" for continuous time (time-topology) systems ([SJ]).
Even if :1:: is connected, :1::B may be nonconnected; however completeness and the
existence of "zero" is inherited:
Proposition 6.3: If :1:: is a complete action [resp., an action with zero,] then :1::B is
complete [resp., an action with zero].
Proof: Let ~ and b balanced be given, b = aIar" If:1:: has a zero 0, the
sequence X of r O's is such that gb(~'X) = ~ for all~. So:1::B also has a zero.
(Note that X is indeed in int(C~al).) Take now :1:: to be complete. The domain
condition is certainly satisfied by :1:: B.
Assume given now any w = u(u r in
int(C~ ..I) and another such w'.
By connectedness of int(C) there are curves 'i
joining u i with u i '. We may assume that, if j=1ri, then '/\) is :rJX). Thus,
(,('r) provides a curve joining
X to w in int(C~al) .
Finally, note that by an argument as in the previous section, orbits under :1::B
are submanifolds of orbits under :1::.
7. Continuous time systems
Continuous time systems are described by controlled differential equations

x(t) = P(x(t),u(t)), tE!R,
(7.1 )
where the state x(t) belongs to a second countable (paracompact) manifold M,

controls u(t) take values in a set C which is a subset with nice boundary and
connected interior of a second countable (paracompact) manifold U, P is smooth as
a mapping from MxU into the tangent bundle TM, and for each UEU, Xu:=
P(.,u) is an (everywhere defined but not necessarily complete) vector field on M.
An analytic system is one for which all data is analytic.
The orbit O( 0 of an ~EM is the set of points that can be reached from
positive and negative times, i.e. the set of all points of the form
exp[tiX U ]... exp[t r X Dr ]W
1
in
where r is an integer, the u i are in C, and the ti are arbitrary real numbers. The
zero-time orbit 0 o(~) is obtained by considering all points as above but with the
461
constraint that
I: ti=O.
The previous theory can be applied to the above systems in two very different
ways. The first was described in section 2.3, and consists in associating the action
III which
(7.2)
The alternative which motivated much of the previous discussion
instead
IS
to consider
More precisely, we consider the action with A'- !R, the obvious "-", U a
[respectively, C a ,] equal to U [resp., C,] for all a, the identity La' and D t the
domain of the above map.
We refer to an action of this type as a continuous
time action with input-topology.
The first (time-topology) model IS the one implicitely used in the literature
when dealing with continuous time systems, and is the basis of the known orbit
theorems.
The second model (which cannot be even considered in the usual
treatments, where smoothness of (7.1) in u is not necessarily assumed,) will provide
the right framework for understanding sampling results.
Note that the orbit O( 0 is the same, as a set, as the orbit of the
corresponding continuous time action with time-topology or that of the
corresponding continuous time action with input-topology. Thus the notations are
consistent. We let DT and Du be the distributions obtained with the respective
actions L: T , L: u ' These are in general different, and so the manifold structures that
result on O(~) from the two possible applications of theorem 3.1 will be in general
different. For instance, in the trivial case in which M = !R and P(~,u)=l (U is
then irrelevant), clearly O(~)=M for each~. Here DT has full rank at every point,
and O(~) has the topology of M. On the other hand, Du has dimension zero at
each point. The connected component of O(~) at ~ with the input-topology is just
{ni the orbit O(~) = !R has uncountably many components.
The set cP is in the time-topology case just the linear span of {Xu' UEC}.
Since the corresponding action is connected, we have that O(~) contains a
neighborhood of ~, relative to the topology of M, iff the DT has full rank at ~.
We also know that in the analytic case the latter is equivalent to full Lie rank.
In the input-topology case, full rank of Du is sufficient but not necessary (above
counterexample) for O(~) to be a neighborhood of~. The input-topology action is
not countable nor, in general, connected.
When the vector fields defining the
system are complete in the usual sense, this action is complete and hence
S-connected, so the leaves of the corresponding distributions are the orbits O.(~)
(again see the above example).
In the time-topology case we can apply the material m section 6. Here
IS
462
E.D. SONTAG
defined by U(f,X):= f. We restate the conclusion of proposition 6.1 in this special

case. Let r be the (pseudo-) group generated by <1>, i.e. the set of all compositions
of elements of the form exp(tXJ. Then,
(7.4)
This action EB may fail to be connected.
For instance, consider the system with
M = !R 2-{(n,-n), n=integer}, U = C = !R, and equations
= u,
y = 1-u .
For any control, x(t)+y(t) = x(O)+y(O)+t, and the orbit of (1/2,1/2) under EB is
the set of points of the form (x,-x) with x not an integer. This is not connected
even in the topology of M. We shall prove below that these orbits are exactly the
sets OoW.
Remark 7.1: The pathology is due to the fact that the system (action) is not
complete. If the system is complete, 0 o( 0 is connected in the time-topology (and
hence in the topology of M).
This is very easy to establish directly, but also
follqws from the previous work. Indeed, consider the balanced action EB associated
to the time-topology action. If E is complete, EB is also complete. Further, E
has a zero, so EB is a complete action with zero, and hence connected. Thus, by
proposition 3.6 the orbits under EB are connected. These are submanifolds of M
and of the orbits under E T , so they are connected in these topologies too .
Note that the canonical action Es (recall section 5) gives nothing new for the
time-topology case: the obtained orbits are the same as for E. This is in general
true for connected actions, as discussed previously. Or directly, because given any
(f,X), {, and any t we may write exp[ftXJW = exp[f(t+O)XJ exp[-eoXJW for small
enough 0, which exhibits gex(x,t) as an element of the form g_b,b(x,t 1t 2).
One
could also consider different balanced actions associated to the input-topology
model, but we don't need to do so here.
0
In this section, unless otherwise stated, EB will mean the balanced action
associated to the time-topology model of the given continuous time system, and Es
will be used exclusively to mean the S-action associated to the continuous time
input-topology model, with the following set s:
s:=
{bEA* I b = t1 .. t r , 2:tj = o} .
Note that S is invariant under "-" and that (-b,b) is in S whenever bEA*.
corresponding E s is not the canonical S-action associated to E.
Proposition 7.2: The following four sets are equal for each { in M:
The zero-time orbit 0o({)
The orbit of { under Es
The
463
The orbit of ~ under EB

If E is complete, the orbit of
under the canonical S-action Es'
Proof: From the definitions, it is clear that orbits under Es equal the sets
00' and that orbits under EB and under the canonical-S action Es are included in
zero-time orbits.
Consider now the proof that in the complete case the orbits
under the canonical S-action are precisely the sets o( ~). It will be sufficient to
prove that each element I of the form
(7.5)
can be obtained by applying to ~ a composition g of diffeomorphisms of the type
exp(tX)exp(-tX), for various X,t. More generally, assume that the times ti in (7.5)
add up to r. We claim that I can be obtained as the result of the application of
such a g followed by an element of the type exp(rX), X=X u' We prove this claim
by induction on r.
For r=l, the result is trivial.
If true for r-l, write the
expression in equation (7.5) as
exp[trXu ]exp[r'X]g(O ,
r
where tr+r' =
r.
This equals exp[rXu ]g'(e), where g
establishing the induction step.
exp[-r'X u ]exp[r'X]g,
r
Consider now the remaining statement. We wish to write every expression

as III equation (7.5) as a balanced expression, i.e. one such that for each exp(tX)
there is a corresponding exp(-tY).
(In the complete case, this follows from the
previous paragraph.) We prove by induction on r that any such expression with
2:: tj
= r can be written in the form

exp[sl X 1]glexP[s2X2]g2"gk.l exp[skXk] (e)
with the gj balanced and the Sj all of the same sign and adding up to r. (And the
Xi of the form Xu,)
So, if r=O, all Sj must be zero, and we have a balanced
expression. When r=l, the claim is ,true with k=1. Assume inductively that we
are given the expression
exp[toX]exp[sl X1]gl exp[s2X2]g2"gk.1 eXP[skXk] (e).
(7.6)
Assume without loss that to1=O. If to has the same sign as the common sign of
the sp then the induction step is proved. Otherwise, suppose that to <0 and the Sj
are all positive (the opposite case is analogous). Let u.J be the sum of the s.1 for
i=l,"J, with 0"0:=0. If -to>O"k' we may rewrite the above as exp[rX]g(e), where g
is the balanced (and well defined at e) element
and g IS the element in (7.6).

may then write the above as
We
E.D. SONTAG
464
where g = exp[r'X]gexp[-r'Xj+l] is balanced.

defined: from O"j+Sj+I>-t o we conclude that
Note that the expression is indeed

and together with r' <0 we
-r' <Sj+I'
know that sj+l>Sj+l+r'>O .
Renmrk 1.3: In the above equalities, one may as well take the orbits under Es
and EB obtained when restricting controls to intC.
This is because, as proved
earlier, orbits do not change if such a restriction is made, and the proposition
applies both to the original case and the case where C is replaced by intC.
Definition 1.4: The action E satisfies the strong Lie rank condition at ( iff EB
has full Lie rank at ~.
The following definition will be more relevant to our main results.
Definition 1.5: The action E is strongly transitive at

of ~.
iff 0 o( 0 IS a neighborhood
The definition refers to the topology of the ambient manifold M. It turns out,
however, that strong transitivity is equivalent to ( being interior with respect to
Or, in terms of the associated
the topologies induced by Es or by E B .
distributions,
Theorem 1.1: The following conditions are equivalent:

E is strongly transi ti ve at (
Ds has full rank at (
DB has full rank at (
Definition 1.6: The time topology of 0o(() is the topology induced from the
action E B . The input topology is 'that induced from the action Es'
The above fundamental result is a consequence of the fact, whose proof is given
in the next section:
Proposition 1.1: Both the time and the input topologies on

countable.
0o(~)
are second
Second countability insures that the dimension of 0 o(~) IS equal to the

dimension of M, in the strongly transitive case, for the manifold structures given
by theorem 3.1 applied to each of the actions.
Recall (lemma (5.1),) that Ds is just D, where the latter is the distribution
associated to the input-topology model. So (compare with formula (7.4),)
465
Ds = {Ad?r(Xt,u)
?rEf, tElR, (u,II)ETC}n .
(7.7)
The explicit form of the vector fields appearing above is:
x t ,u,V
8exp[tXv]exp [-tX,J( 0
8v
I v:=u(II).
(7.8)
If P(x,u) in (7.1) is affine in u and the system is analytic, then for small t these
generators can be expanded in terms of the Lie distribution appearing in lemma 6.2
(these expansions will appear later), and that fact may help to understand
intuitively why theorem 7.1 is true.
Remark 7.8: It is important to note that proposition 7.7, and theorem 7.1,
depend essentially, in the time-topology case, on the assumption made in defining
continuous time systems that the interior of C is connected. Otherwise we could
consider a system on M = lR having, for instance, U = C = (O,1)u(2,3), and the
dynamics given by f(x,u) =
if uE(O,l) and 1 if uE(2,3).
For this system,
0o(e)==lR for each e, but Ds(e)={O} for each e, since the partial derivatives in
equation 7.8 are clearly all zero .
7.1. Second count ability of O-time orbit with both topologies.

Given a continuous time system, we consider the actions EB and Es' An e in
M is fixed; the objective is to study the zero-time orbit 0o(e). By remark (7.3),
we may assume that C is open, or, changing notations, that C = U.
This is
because set-theoretically
o( () does not change, and the topologies are determined
by the interior of C.
For each integer r and each order 2 permutation ?r of
{L.r}, consider the function
(7.9)
where t=(tl' ... ,t r) and w=(u1, ... ,u r ). Its domain Er?r is that open subset of !R?rxur
where the expression is defined, and lR?r:= {t=( tl ,. .. ,t r) [ti=t?rJ
Note that the
image of each a is included in 0o(e), so we view a as a map into the zero-time
orbit. It is essential to note, in order to understand the necessity of the arguments
to follow, that this mapping is not continuous for either of the topologies of 0o({)
which we are considering. However, a is continuous with respect to t when 0o(e)
is given the time topology, and is continuous with respect to w if the input
topology is considered instead (hence the names for the topologies).
This is
because a(t,w) equals gt1 ... tr(u!'"u r) when g is as in (7.3) and also equals
( )(lt11"",lt r I) when g is as in (7.2) and .1 = sign(t.).
g(f 1u)
1 ... rUr
1
Every element of 0o(e) can be written as a(t,w) for suitable r, ?r, w, and t (and
all ti=F0, if desired). This is because of the equality of 00 and orbit under E B.
Fix now rand ?r.
Lemma 7.9: For each (to,WO) in Er?r there exists a neighborhood N of (to,WO) in
E. D. f.ONTAG
466
Er1r such that a(N) is connected in the input topology.

Proof: For each pair of integers l::;i<j::;r, we let
jj (t, r) := (t l ,O,t 2 ,O,. .. ,O,ti'T,t j+ 1,O,. .. ,O,tp-T,tj+1 ,O,..,O,tr)
Xij (w,u, v) := (u l ,u I ,u 2 ,U 2 "",ui'u,ui+1 ,. .. ,up V,uj + l ,uj + l ,. .. ,ur,u r).
Also, let 1rjj be the permutation of {1,..,2r} with 1r ij (2l-1) =
1rij (2j)=2i, and n'ijk=k for all other k. Introduce
21rl-l, 1rij(2i)=2j,
Z := {(t,T,W,U,V)E!R 1r x!RxU r xUxU ! (ij(t,T),X(W,U,VEE2r ,1r .. for all i<j} .

IJ
The set Z is open, by well-posedness of ordinary differential equations. For the

given wo, let C be a compact subset of U such that intC is path connected and all
components u~ of ware in intC.* Let K:= {(to,O,WO,u,v) ! U,VEC}. This set is
compact and it is included in Z because
a 2r ,1rjij(tO,O),X(w,u,v = a r1r (tO,wO)

IJ
for all u,v. Thus there is an open neighborhood V of K contained

V can be taken to be 'rectangular', meaning
III
Z. Moreover,
V = rr(t?-5,t?H) x (-f,f) x Alx ... xAr x B x B ,

where B is an open set containing C, and for each i, Ai is a path-connected subset
of intC which contains the corresponding u~.
Further, we assume that 25<f.
product of the intervals (t?-5,t?+5) is understood as a subset of !R1r')
(The
Finally, let
N := rr(t?-5,t?+5) x Alx ... xA r .

Pick any (t,w) and (s,w,) in N. We want to construct a path (in the input
topology) connecting a(t,w) with a(s,w').
We first connect a(s,w) with a(s,w').
Inductively, we may assume that wand w' differ in only one coordinate, say the itho Since both u i and u i ' are in Ai' a path connected subset of C, there exists a
path", with ",(O)=ui' ",(1)=u i ', and "'(A) in Ai for all A. Composing with a (as a
Note that connectedness of
function of u j) we get the desired path in Oo(~).
(interior of the) the control set is not used here; only local connectivity is used.
Since a is not
Now consider the problem of connecting a(t,w) with a(s,w).
continuous with respect to t, this is not straightforward. Inductively, we assume
thatt,s differ only at the i-th coordinate. We let j:= 1ri, and assume i<j. (If i=j
then the antisymmetry condition ti = -t1ri implies that both si and ti must be zero,
and hence equal.) Thus, s has the form
s = (tl,. .. ,ti.l'spti+I, .. ,tj.l'sptj+I,. .. ,tr)
with Sj := -sr Since both (t,w) and (s,w) are in N, we have that !t csi!<25.
T:= BCti = tfsP so that TE(-f,f). We can certainly write
This
is the only place where the (essential) assumption that inte is connected is ever used.
Let
467
t( ..tr,w)
0: 2
O:(S("sr'w)
0: 2
0:(
1r (> ij.. (t,O),X(W,U.,U.))

I
J
(7.10)
1r (> lJ.. (t,r),x(w,U.,U.))

1
J
(7.11)
r, ij
r, ij
Claim: o:(s("sr'w) is in the same component as

0: 2
_
r," kj
(7.12)
(>k(t,r)'Xk(w,uk,u.))
J
J
J
if i::;k<j-l and in the same component as o:(t,w) if k=j-l. We prove the claim by
induction on k. For k=i, this is trivial by equation (7.11). Assume now the claim
proved for k. Since w is in Al x x Ar' it follows that Uk and u k+ I are both in
intC.
Thus there is a path , connecting Uk and u k+ P ,with the image of ,
contained in intC, and hence in B. Consider the path
,'(.\) :=
0: 2
r'''kj
(7.13)
(>k.(t,r)'Xk'(w,,(.\),u.))
J
into 0oU) with the time topology. This is well defined, because of the choice of
the neighborhood V, and it connects the element in equation (7.12) with the the
corresponding element having u k+ 1 instead of Uk' If k+ 1 <j, this equals
0:
,
2r, 1r k+l,j (>k+1 ,J.(t,r)'Xk+1 ,j.(w,uk+pu.))
J
(note the new subscripts,) because of the fact that exp[tk+IX
]. and exp[rX
]
uk +1
u k +1
commute.
This establishes the inductive step, and l proves the first part of the
claim. Applying now the same argument with u. I a'nd u., the expression obtained
J'
J
at the end of the path is simply o:(t,w), by the equality exp[-rX u ]exprtX
]exp[rXu ]
l
u
j
= exp[rX].
u
j
This completes the proof of the lemma .
Lemma 7.10: For each (to,WO) in Er1r there exists a neighborhood N. of (to,WO) in
,Er1r such that o:(N) is connected III the time topology.
Proof: The proof is very analogous to the previous one.
Consider now the functions
Fix
III
M.
>(t,.\) := (.\tp(I-.\)tl,.\t2,(I-.\)t2,oo.,tr,(I-.\)tr)
x(w,w') := (upuI',u2,u2',,ur,ur') .
Let 1r be the permutation of {1,,2r} obtained from 1r by the formulas 1r'(2i)=21ri,
1r'(2i+l)=21ri+1. Now let
Z := {(t,.\,w,w')E!R1rx!Rxurxurl (>(t,'\),X(w,w'))EE2r ,m}
This is again an open set.
It contains the compact set
because 0:2r,m(q$t,.$,x(w,w')) = o:(tO,WO) and all intermediate expressions are well

defined. Thus there is a neighborhood V of K in Z, of the form
A = 11(t?-6,t?+6) x (-e,l+e) x Alx ... xArx Alx ... xA r,
468
B.D. SONTAG
where b,>O and u~ is in intA; for each 1. (Again, the first product of intervals
should be interpreted as a subset of ~1T') Let
N := TI(t?-b,t?H) x A}x ... xAr .
Pick (t,w) and (s,w'). We want a path connecting u(t,w) and (s,w') in the time
topology. If w = w', this is again easy: by induction, assume that t,s differ only
at tp ti' where 1Ti=j. A path from t; to s; maps into the appropiate paths in
0o(()'
The interesting case is that in which we try to connect (t,w)EN and
(t,w')EN. In that case, consider the path
')' '(A) :=
u 2r
,m(4)(t,A),x(w,w ')),
for this given t and w, w'.
O~A~l,
This is a continuous as a map into
o( () with the
time topology, and joins the desired points .
We can now complete the proof of proposition 7.7. Consider the case of the
input topology. The set o (0 is a countable union of sets of the form u r,,.~(Erll~),
so it is enough to show that each of these latter sets intersects at most countably
many components of 0o(() with the input topology.
(Note that this is not
immediate, since for each component of 0o(()' the pre images under u are not
necessarily open, because u is not continuous.) But there is a covering of Er1T by
open sets N each of which maps into a connected component, by lemma 7.9. Since
Er1T is second countable, bec,ause U is, it follows that there is a countable subcover
by these sets N ("Lindeloff" property), and the result follows. The time topology
case is entirely analogous, using lemma 7.10 instead .
8. Invertible discrete-time systems.
(Invertible) discrete time systems are a natural class of discrete time control
systems, and where studied explicitely first by [JA].
They are described by
controlled difference equations
x(t+l) = P(x(t),u(t)), tEZ,
(8.1 )
where the state x(t) belongs to a second countable (paracompact) manifold M,

controls u(t) take values in a set C which is a subset with nice boundary and
connected interior of a second countable (paracompact) manifold U. The map P:
D-->M is smooth on an open subset D of MxU, and (invertibility) for each u in
C, P(,u) is a (partial) diffeomeorphism; the set D is assumed to satisfy: for .each x
there is some u in C such that (x,u) is in D. An analytic system is one for which
all data is analytic. We associate to each such system a discrete-time action by
letting gl be P, and taking g.l('u) to be by definition the inverse of P(.,u).
In this case, the vectors Xa,u,v correspond either to forward motions followed by
backward motions (a=-l) or viceversa (a=l). The distribution D consists of all
conjugations of these vectors by iterated compositions of maps P( .,u) and their
inverses. In the special case when dynamics are complete, in the sense that the
maps P in (8.1) are defined and invertible for all x and u, the corresponding action
469
is complete and hence (c.f. proposition 5.3) also S-complete.

Applying then an
argument analogous to that in the two paragraphs after equation (7.5), we have:
Proposition 8.1: For discrete-time complete actions, the orbits are second
countable and the leaves of D are the O-time sets O.(e) -consisting of all gb(e,w)
such that
2:: bi=O.
Thus the leaves correspond in the complete case to "zero time orbits" in
discrete time. In general, all we can say is that discrete-time systems give rise to
countable actions, and hence proposition 3.7 applies.
In the analytic complete case, there is a Lie algebraic criterion for transitivity
that may be easier to apply than checking the rank of D. It is to some extent
related to the result in proposition 3.10.
(Note however that in applying this
criterion to sampled sytems -see next section,- it is still necessary to integrate the
original continuous time system; the criterion is not a "direct" condition based on
the vector fields defining the system, as one using Lie distributions would be.)
This criterion, which we prove below, was first established by [JNC], based on
computations in differential algebra.
Assume a discrete-time complete action E is given, and fix a control value Uo in
intC, to be denoted simply by 0.
Let 11":= g+("O) and let r* be the group
generated by 11". More generally, for each integer i>O we associate the mappings
gi(X,U) := 1I".j(g+(1I"i.l(x),u))
g.j(x,u) := 1I".i+l(g.(1I"i(x),u))
There is then an action E1I" defined by using these g's together with the original
sets U and C. Let 11"( e) be the orbit of e under this action. Again applying an
argument analogous to that in the two paragraphs after equation (7.5), we have:
Lemma 8.2: For all
e,
01l"W
O.W.
Consider the distribution D 11" associated to the new action. The vector fields in
4>(E1I") are precisely those of the form Ad1l"i(X), with i an integer and X in 4>(E).
The action E1I" is connected, since gi(e,O)=e for all
a~d any other gj(e,u) can be
deformed to this by completeness. Thus by lemma 3.10 its distribution has full Lie
rank iff it has full rank, in the analytic case. By lemma 5.1, D and D1I" coincide.
We can summarize the discussion as follows (this is, with different terminology, the
result in [JNC]):
e,
Corollary 8.3: Assume that the E is a complete discrete time action. Then, E is
transitive at
if (and, in the analytic case, only if) E1I" has full Lie rank at
e.
There is yet another sufficient condition for transitivity, not necessary even in
470
B.D. SONTAG
the analytic case, which will he of interest in the context of sampling. The rest of
this section studies that condition. We still assume that I: is complete and that
an element "0" has been fixed in intC. We let 'If be g+("O), as before, and ')':=
'If'l = g,hO).
Let el''''Jem be a basis of To U.
the vector field
For each j = 1,"',m we introduce
b.J := Y +,O,e = -X +,O,e ,

j
j
where the notation is as in equation (2.6). These vectors correspond to backward
movements by 'small' u followed by forward motions by u=O.
Since they are
elements of D, it follows that if the set of vector fields
(8.2)
generates a distribution of full rank at ~, then I: is transitive at~. A (rather
surprising) result in sampling will be that in a certain sense this condition will be
also sufficient for analytic systems. The Lie algebra L can be also generated in a
different way, which will be needed later. Let a.I,V be the function g- (.,v)i, for each
v. For each i::::l and each j consider
(8.3)
so that b 1j = bj for each j.
b H1J = Ad')'(b i)
for all j.
An easy calculation with coordinates shows that

hj
We conclude:
Lemma 8.4: {biP j=I,"',m, i~I}L
L .
9. Sampling
Consider a continuous time system as in section 7. In digital control it is of
interest to restrict attention to controls in equation (7.1) which are constant on
intervals of length 6, where 6 is a positive "sampling interval". It is of interest to
determine when properties of controllability are preserved under sampling
(restriction to sampled controls).
There is a large literature on such issues for
linear systems; see for instance [KHN], [BL], or [GH]. These results establish in
particular that controllability is preserved if 6 is small enough. We prove in this
section a result along these lines, for transitivity, as well as a more algebraic
The result is very easy to prove based on the above machinery, and
criterion.
generalizes that in [SS]. It is also possible to give (positive-time) controllability
results, as done in [SOl], but the techniques required are different, and we do not
do so here.
Assume a continuous time system (7.1) is given.
We consider the associated
actions I:B and I:s discussed in section 7. For each 0>0 we introduce also the
discrete time action I:6 defined by taking g+(~,u):= exp[6X u ] and g,((,u):=
exp[-6X u ]'
471
Definition 9.1: The continuous time system (7.1) is 6-transitive at ~ iff E6 is

transitive at~. It is sampled transitive iff it is 6-transitive for some 6>0.
The distribution associated to E6 is denoted by D 6. Note that the set CP(E6 )
is the set of all vector fields as in equation (7.8) which have t=6, and D6 is
obtained as in (7.7), when restricting to such t and to the subgroup of r generated
by the exp[6Xul. Thus D6 is included in Ds, and:
Proposition 9.2: If a continuous time system is sampled transitive then it must
be strongly transitive .
Before stating the basic result on sampled transitivity, which provides a strong
converse to this proposition, we give a (very) easy lemma on matrices. This will
be applied in a couple of places later, and also gives as a corollary the result in
the appendix of [802]. If A is a set of real matrices all of size pxu, we let S(A)
denote the subspace of IRP generated by the columns of all the matrices in A. For
any real 6 and any k, 6Z k is the lattice of IRk consisting of all t=( tl' ... ,t k ) with til6
= integer for each i. If A(t) = A(t1,. .. ,t k ) is an pxu-matrix of smooth functions of
t=(tl' ... ,tk ) defined on a connected open subset V of IRk, and if a=(tl' ... ,t k ) is a kvector of nonnegative integers adding to r, we denote the (componentwise)
a-derivative of A evaluated at t, as follows:
Lemma 9.3: Assume that A(t) is as above, and consider the following statements:
(1) S({A(t), tEV}) = IRP,

(2) For some A>O, S( {A(t), tEVn6Z k }) = IRP for each O<6<A,
(3) S({Aa(t o)' a multiindex} = IRP, for some to in V.
Then, (1) is equivalent to (2), and (3) implies both.
equivalent.
If A is analytic in t, all are
Proof: We first prove that (1) is implied by (3). Assume that the space S
in (1) is proper. Then there is a nonzero row vector q such that qA(t)=O for all
t. It follows that qAa(t)=O for all t, in particular for t=tO, so (3) follows. In the
analytic case, the argument can be reversed.
We are only left to prove that (1) implies (2), the converse being trivial. If
(1) holds, there is a finite set of matrices A(Tl' ... ,Tk ) whose columns span IRk, with
various choices of vectors (Tl' ... ,Tk ). Appending these matrices to each other, we
might as well consider the case in which there is only one such matrix (with
maybe a larger u and k). So assume that A(T) has rank n at T. Let A>O be
such that A(t) is defined and has rank n whenever it(Tii<A for all i. Consider
now any positive 6 with 6<A. For each i, let si be an integer with is(Tj/6i<1.
Then, A(s16, ... ,sk6) has rank n, as desired. Note that we have proved somewhat
472
E.D. SONTAG
more: if q matrices are used to generate in (I), the same number is enough in
(2).1
Theorem 9.1: If E is strongly transitive at

5-transitive at
for all 0<5<.6..
e,
then there is a .6.>0 such that E is
e,
Proof: We want to show that D 5 has full rank at

for small 5. Since Ds
is full rank, there are n vector fields Xl"'X n of the form Ad b ,w (X a,u,v) such that
the matrix (X1(e)Xn(e)) has rank n, where we identify vectors at e with column
vectors. Consider for each i the vector function b(t) of t = (tiO,.,t ik ) (k depending
on i) defined as follows. Assume that X.I has form AdAX~f,U, .....,), rE!R, and that II" =
exp[rl y llexph Ykl. Then
II
b(t) := Adll"(t)(Xt iO'u, ),
J ..
where lI"(t):= exp[t il Y exp[t iK Ykl. This is defined for t near r. The matrix A(t),
t = {tij' i=I,.,n, j=I,. .. ,k(i)}, is the matrix having the b(t i) as columns. Thus
condition (I) in lemma 9.3 is satisfied (use r's as particular values). The columns
of A(t), tE5Z, are elements of D 5. The result then follows from the lemma.1
Note that it is possible to refine the proof given here to conclude, as in [SSl,
that .6. can be chosen uniformly on neighborhoods of
and hence uniformly on
compacts.
e,
9.1. A Lie condition

The above result can be complemented by sufficient conditions that give more
precise estimates of those sampling periods for which transitivity is preserved. This
section describes some such criteria.
For simplicity, we shall assume that all
continuous time systems are complete in this section.
By a parametrized vector
field (for short, p.v.f.) we shall mean a function
X : !R
->
E(M)
suc that Xr := X(r) is complete for each rand Xr(e) depends smoothly on
(r,e)E!RxM. If X and X are like this, ~:= [X,Xl is by definition the. parametrized
vector field with Zr := [Xr' Y rl for each r. This defines a Lie algebra structure on
the set of all parametrized vector fields. If X is a p.v.f., we may consider the new
p.v.f. X' with
By commutativity (in local coordinates) of

[X,Xl' = [X' ,Xl
alae
and
alar,
[X,X'l for all X and X .
Higher order derivatives X(N) are defined by induction.

the above that
Note that it follows from
LK,Kl(N)=. L
.+;;=N
473
(J IJ:(i),rU)j.
(9.1)
If X is a p.v.f., we denote by kX the new p.v.f. with kX r = X kr .

A
shift-invariant family of parametrized vector fields is a set F of such X, with the
following property:
If X is in F and k is a positive integer, then kX is again in F .

For any family of p.v.f.'s F, {F}L is the Lie algebra (in the sense of the previous
paragraph) generated by F. Note that {F}L is again a shift-invariant family if F
is. We consider also the new family, for each F:
If F is shift-invariant, then F oo is too.

Indeed, assume given ~ = X(N), and
consider y .- kX. Since Y is again in F, then k~
kny(N) is in Foo, as desired.
Lemma 9.4: For any family F of p.v.f.'s, {FLA}OO <;:; {FOO}L
Proof: We proceed by induction on the formation of Lie brackets. Thus it

is only necessary to establish that [tP,w](N) is in {FOO}L whenever tP and wand all
their r-derivatives are already known to be there. But this follows from formula
(9.1) .
Finally, let F: be the set of all derivatives at 0 of the p. v .f.'s in F:
F:
:= { XiN ), N::::O,
XEF }
<;:;
E(M)
Lemma 9.5: For any shift-invariant family F, {F LA}: = {F:}L .
(Note that both sets represent Lie algebras of vector fields, not of p. v J.'s.)
Proof: One inclusion is clear from the previous lemma, by evaluation at

r=O. We must then prove that {F:}L <;:; {F LA}:' Since the latter contains F:,
it is enough to prove that it is a Lie algebra. It is clearly a linear space. Now
pick two elements there, say Xii) and Y~), with X and y in FLA' We must prove
that their Lie bracket is in F:.
{F}LA'
Since F is a shift-invariant family, kX is again in
Thus it will be sufficient to show that [Xii), Y~)] is a linear combination of
the form
N
rlJ:,Kl~N).
k=l
We choose N:= i+j, and the coefficients r k as follows.
Consider the expansion
474
E. D. SONTAG
N
N
LriJ:,rJ(N)=L
k=l
l=l
(0 Pl'
where Pl is the p.v.f.

N
Pl= L
rkkllk(J:(l)J,rN-l)j.
k=l
Evaluating at 1'=0, we obtain that
By a VanDermonde argument, we may choose the sequence of reals {rk } so that all
E rkk l =
0 except for the term with l=i, and =(
('0 ).1
for that term.
This gives
the desired equality .

For any family F and each 6>0 we denote F 6 .- {X6 ' XEF}L ~ 8(M).
that {F LA} 6
Note
{F 6}L'
Lemma 9.6: If F is a shift-invariant family of p.v.f.'s such that the distribution

F: has rank n at
then there is a 1l>0 such that F 6 has rank n at
for each
0<6<1l.
Proof: Assume that X,Y, .. is a set of n vector fields such that

(9.2)
Introduce the nxn matrix function of 1'ElR, A( 1'):= (X 1'( e), Y.,( e),-.. ). By equation
(9.2), condition (3) in lemma 9.3 is satisfied. Applying the lemma, condition (2)
gives a Il such that the columns of all possible A(k6) also generate !JlD, for any
0<6<1l. But these columns are in F 6' because F is shift-invariant .
Corollary 9.7: If F is a shift-invariant family of p.v.f.'s such that {F:}L has
rank n at
then there is a 1l>0 such that {F 6}L has rank n at
for each
0<6<1l.
e.
Proof: By lemma 9.5, {F LA}: has rank n at

Applying lemma 9.6 to
F LA' we conclude that {F LA} 6 has rank n for 6 small enough. But as remarked
earlier, this is the same as {F 6}L'.
The above is now applied to sampling. Assume a complete continuous time
system is given. As in section 8, we assume that a control value "0" in intC has
been fixed. For each j = 1, .. ,m, positive integer i, and tElR, consider the p.v.f.
X[iJ) defined by:
475
.-
oexp[i., Xolexp[ -i., Xvi (~)

ov
I v.=o(e j ).
(9.3)
Let F be the family consisting of all such p.v.f.'s; F is shift-invariant because lX[jJI
= X[ilJI.
Further, for each fixed c>O, F c is nothing else than the set of all
elements b iJ in equation (8.3) (with respect to the action Ec)'
is c-transitive if {FC}L has rank n at ~, or, from corollary 9.7,
It follows that E
Theorem 9.2: If {F:'h has rank n at ~ then there is a t.>0 such that E IS
c-accessible at ~ whenever O<C<t..
Now consider a control-linear system, I.e. a continuous time system for which
the right hand side P(x,u) of (7.1) has the form f(x)-l: uigj(x), and U
is !Rm , C
contains the origin in its interior. We take Xv = f - EVjgp vE!RID , Xo = f, the

obvious choice of ei's, and the element "0" in intC as the origin. From the theory
of Lie series (see [GO], or verify by direct computation), the following Taylor
expansion holds:
00
(r,j)., ~
ikad~-l(g)l'/k!,
(9.4)
k=1
where ada(8) := [a,,8]. (This formula was used before in the context of sampling
in [NC], where a weaker version of the corollary given below was conjectured.) It
follows that
(9.5)
so that {F:'}L is precisely the algebra Lo that appears in lemma 6.2, because the
lie algebra generated by the ad~(gj) equals Lo' For any fixed c>O, introduce the
Lie algebra of vector fields Lc which is given as in equation (8.2) for the discrete
time action E C. We conclude from the above:
Corollary 9.8: Consider a continuous time complete control-linear system.
If
{Lc}o has full rank at ~ then E is c-transitive at~. If E satisfies the strong Lie
rank condition at ~ then there is a t.>o such that for each O<c<t., {Lc}o has full
rank at ~.
Note that the last conclusion is a very particular case of a fact that we had
already proved above (c.f. theorem 9.1). The first conclusion is rather interesting,
however. Based on the discrete-time theory, there is no reason to expect the given
distribution to have full rank, even if E is c-transitive and analytic.
But the
corollary says that when dealing with sampling problems, at least for small enough
C this will indeed be true.
Further, in particular examples it may be easier to
check Lc' Note that formally, if we let JC be the following (partial) linear operator
476
E.D.SONTAG
on SCM):
00
;6:= L
ad;-15k/k!,
k=1
then bj
J5gj' and
L5 = {Ad:xpl.5f]J5gj
I k~O,
j=l, ... ,m}L
These formulas are used to provide a more explicit result for bilinear systems in
[S03].
9.2. A worked example

It seems appro pi ate to work out in detail a nontrivial example. We take the
"rotating satellite" model (momentum control only) described by [BA], [BOl. It is
not hard to show that such systems are 5-transiiive (and even controllable) from all
, for 6=6( ) small enough, provided that they are strongly transitive to start with.
(The above references give an algebraic characterization of this latter property.)
For simplicity, we choose a rigid body with one symmetry axis, and take the
simplest possible coefficients. This is the control-linear system in !R3 with m=I and
defining vector fields:
f =
yza/ax - xyB/az,
g =
a/ax + a/ay + a/az .
Thus in coordinates f = (yz,O,-xy), and g is the constant vector (1,1,1)'. (Prime

indicates transpose.) From now on, we write everything in coordinates. We wish
to find explicitely the generators b iJ for all 5. Consider then the p.v.f. X := XII,I]
in equation (9.3).
Since the system is analytic, the following series expansion
converges at least for small r:
00
(9.6)
N
X r= ""'
~ ad N':'I
(g)r)Nl
f
N=I
Let h be the linear vector field (z,O,-x), and consider its Jacobian
H :=
I ~ ~ ~ I
-1 0
Since g is constant, ad~(g)

(_H)ig. If W = ad~(g) then Lw yj = 0 for all j and
all i~l, where Lw denotes the corresponding Lie derivative.
SiT}ce f = v.h, it
follows that
[f,g] = - yHg - h,
ad}(g) = yi(_H)ig
So the expression in equation (9.6) becomes
for i~2
477
where H(r) is the matrix L~l rkHk.1/kL Using linear algebra to evaluate (-H)(ry),
we conclude that we must study the following p.v.f.:
Xr = [-r2 z/2+{1/y){sin( ry )+cos( ry )-1 },r,r2 x/2+(1/y ){sin( ry)+1-cos( ry)}] '.
Let Y be the p.v.f. 2~ (substitute t:=2t in above equation), and ~ the p.v.f. 3~
(substitute t:=4t).
Consider now the matrix whose columns are Y r-4Xr' Zr-9Xr'
and the Lie bracket of these. The determinant of this matrix can be computed
easily with a symbolic manipulation system and one obtains
Thus the determinant is nonzero whenever ry IS not a multiple of 21[. Pick now
any 6>0. For any point (x,y,z)' such that 6y is not a multiple of 21[, this shows
that the system is 5-transitive at (x,y,z)'. But if (x,y,z) is now any point in !R3 ,
we can always 6-reach from this state one with 'good' y, since the y-coordinate
satisfies dy /dt = u.
It follows that the system is transitive at every { in !R3
(Instead of the argument in terms of reaching points with 'good' y, one could
search directly for more generators in order to establish the conclusion at every
point.).
9.S. The one dimensional case.
As an easy example, we consider complete continuous time analytic systems with
M =!R. Although elementary, this case provides some feeling for the kinds of
pathologies that may occur. We let
N:= {({,6)
I {EM
and D6 has full rank at {l,
and B:= complement of N in Mx!R+. A point z in M is invariant if f(z,u) = 0 for

all Uj this is equivalent to DT having rank 0 there. In that case, both {x<z} and
{x>z} are invariant under the dynamics (7.1), so each of these sets gives rise to a
new system (7.1) with state space again (diffeomorphic to)!R. Thus B is the union
of the corresponding sets B', B" obtained from each of these, and of the set
{(z,6), 6>0}, and transitivity can be studied for each part separately. We shall
assume from now on, therefore, that (7.1) has no invariant points. Call B trivial if
B is empty or if it equals Mx!R+, and consider the 6-projection
C = {6
(x,5)EB, some
x}.
(9.7)
These are the sampling periods for which (7.1) is not globally transitive, in the
sense that D6 has full rank at all {. We shall prove:
Theorem 9.S: (M=lR and no invariant points.)

discrete subset of lR.
If B is nontrivial, then C is a
In particular, the system is globally transitive for all small enough sampling
times (if nontrivial). Theorem 9.3 will follow from a more detailed study of the
following sets. For any two (complete) vector fields X, Y, write
478
E.D. SONTAG
B(X,Y):= {(x,o) I exp[koX](x)=exp[koY](x), all integers
k}.
(9.8)
Take two vector fields of the form X = Xu and Y = Xv' u,v in C. Assume that
(x,o) is not in B(X,Y), so that, for the system Eo ' gb(x,w) "/=- gb(x,t/I) for some
k>O, where w=u k , t/I=vk, and bEAt. Since C is connected, the image of gb(x .. )
contains a nontrivial interval.
Thus E is transitive at x, and x is not in B.
Conversely, assume that (x,o) belongs to all the B(X,Y) of the above form. Then
the orbit 0o(x) of x under Eo is included in the discrete set {exp[koX](x),
k=integer}, for any fixed X, and so (x,o) is in B. We conclude that
B = n{B(X,Y), X=Xu,Y=Xy' u,v
in
(9.9)
C}.
It follows that it is sufficient to prove theorem 9.3 for the sets of type B(X,Y).
We identify vector fields with their coordinates with respect to the natural global
chart in !R.
Lemma 9.9: Assume
X(x)Y(xO for all x.
that
B is nontrivial.
Then, for any X, Y as above,
Proof: An x such that f(x,u)=O for some u is an equilibrium point. Let x

be any such point. Since x is invariant, f(x,v)"/=-O for some v in C. It follows that
exp[oXul(x) = x "/=- exp[oXy](x) for all 0>0, so (x,o) is not in B, for any 0>0. We
for
claim that there are no equilibrium points. Indeed, assume that f(x,u) =
some (x,u), and replace C by a compact set which contains this u and is included
in the closure of the original C. Pick any non-equilibrium point y<x in M, and
let Z:= inf{z>y I z equilibrium point}.
By compactness of C, z is itself an
equilibrium point, so z"/=-y.
Pick v,v' such that f(z,v)=O and f(z,v')"/=-O.
By
definition of z, f(a,v)"/=-O and f(a,v')"/=-O for all a in the interval [y,z). Compare the
trajectories exp[tXy](Y) and exp[tXy.](Y). Assume first that f(y,vO. Then the vtrajectory converges to z, as t -+ 00, while the v' -trajectory does not.
Same
conclusion for f(y,v)<O if one takes the limit as t -+ -00 instead. It follows that,
for every 0>0, (y,o) is not in B(X,Y), for X=Xy and Y=Xy" and hence also for
some v,v' in the original C. A similar argument holds if y>x. So the existence
of an equilibrium point implies that B is empty, contradicting non triviality . So
f(x,u)"/=-O for each x and all u, and so (recall C is connected) the f(x,.) indeed
have constant sign .
We are thus led to the study of the sets B(X,Y) with, say, X(xO and Y(xO
for all x.
Call such vector fields " positive" . Conversely, any such pair {X,Y}
gives rise to a system (7.1) with B
B(X,Y)j this is a consequence of the
following characterization, which is easy to obtain but very useful:
Lemma 9.10: Let X,Y be positive (analytic, complete) vector fields.
There is
then an analytic function g: !R -+ !R, with derivative (dg/dt)(t-I for all t and
such that, for some diffeomorphism b(.),
g(t+ko)=g(t)
for all integers
for any t in !R and any 0>0.
iff
(b(t),6)EB(X,Y),
Further, g is constant iff X=Y.
(9.10)
Conversely, given
479
any analytic g with derivative bounded below, and any (strictly increasing)
diffeomorphism b, there exists a continuous time system, and in particular there are
positive X,Y, such that B = B(X,Y) and 9.10 holds .
Proof: Let a(t):= exp[tX](O), b(t):= exp[tY](O), both analytic and strictly
increasing. Let c:= a-I, d(t):= c(b(t)). Define
g(t):= d(t)-t.
Since c(.) and d(.) are increasing, g has derivative > -1. Let x be any state,
and to:= b- 1 (x).
Note that exp[tX](x) = a(c(x)+t), exp[tY](x) = b(to +t).
So
these two trajectories are equal at tiff g(to +t) = g(t o)' Further, since g(O)=O, g
is constant iff g=O, which happens iff a(t) = b(t) for all t. This proves the first
part of the lemma.
Conversely, assume given g and a diffeomorphism b. Multiplying g by a
constant, we may assume that (dg/dt)(t) > -1/2 for all t. Let U = C = lR, and
introduce for each u the function du(t) = (sin 2u)g(t)+t; note that the derivative of
d u is >1/2, for all u.
may then introduce
Thus au(t):= b(d~l(t)) is well defined (and analytic).
We
f(x,u):= (dau/dt)(a~l(x)).
Let X:= f(.,O), Xu:= f(.,u) for u>O, and Y=f(.,l). Reversing the previous argument
shows that, for any u>O, exp[tXu](b(x)) = exp[tX] (b(x)) iff g(x+t) = g(x:)
(independent of u). For this system, then, B(X,Xul = B(X,Y) for all u>O. Thus
B = B(X,Y), and 9.10 holds.
Fix now a function g satisfying the properties in lemma 9.10, and denote' by
B(g) the set of pairs (t,6) with 6>0 such that g(t+k6) = g(t) for all integers k.
Also, let C(g) be the projection of B(g) in the 6-coordinate.
Lemma 9.11: Let (t,6), (t' ,6') be in B(g).
Then,
Ig(t)-g(t')1 :::; IhHk6'1
(9.11)
for any integers h,k such that h6+k6' -:fo O.

Proof: Consider any such h,k, and let r:= Ih6+k6'1. For suitable integers
a,b, r = b6'-a6. Without loss of generality, take m:= g(t)-g(t'} to be positive.
Assume that r<m; there is then some integer s such that t' -tom < -sr < t' -to Let
c:=as, d:=bs. We then have
< (t'+d6')-(t+c6) < m,
and (by hypothesis)

g(t+c6)-g(t'+d6') = g(t)-g(t') = m.
By the mean value theorem, this contradicts dg/dt>-l..
480
E.D. SONTAG
Corollary 9.12: If 6 and 6' are rationally independent, and if (t,6), (t',6') are in
B(g), then g(t) = g(t').
Corollary 9.13: Assume that C(g) has a limit point in Ii.
(t",6 ") in B(g). Then g(t ') = g(t ").
Pick (t',6') and
Proof: We shall use the following observation twice: Assume that {aj} is a
converging sequence of distinct real numbers, and let f be any nonzero real number.
There are then (i) a subsequence {aj } of {aJ, and (ii) sequences {bj}, {cj } of
integers, such that the numbers ej:= bjaj + c/ are all nonzero and {ej } converges
to zero. [Proof: assume that a j - a. Let bi' cj be integers such that bjf:O and
Ibja+cll < I/i (if a=O use just cj=O, otherwise consider the group generated by a
and f). Now pick any ap j=ji' such that the inequality is still satisfied and ejf:O.]
Assume that {(tn,6n)} ~ B(g), with all 6n distinct and converging to 6 (which may
be zero).
Applying the above observation with f:= 6', we conclude --for a
subsequence of the (t n,6n)-- that the b j6j+c j6' are are all nonzero and converge to O.
By lemma 9.11, Ig(tl)-g(t ')1 also converges to O. Taking in turn a subsequence of
the {61}, and f:= 6", we can also conclude that 1g( tj}-g( t "} 1 converges to zero. so
g(t '}=g(t' '}, as desired .
Proposition 9.14: If g is nonconstant then C(g} is discrete as a subset of Ii.
Proof: Assume that there are infinitely many distinct 6j ~ K, with (t j,6j) in
B(g}. By corollary 9.13, there is a constant c such that g(t l+k6j} = c for all i and
all integers k. Let t j ' = tl mod(6j) such that tj'e[O,KJ. Thus g(t l '} = c and {t j '}
is bounded. Since g is nonconstant and analytic, there are only finitely many t i '.
But then there are infinitely many t j ' ':= t j '+6j --since there are infinitely many 6(and these are also bounded, with g(t j ' ')=c. This again contradicts nonconstancy of
g .
Theorem 9.3 now follows from proposition 9.14 and lemma 9.10. Actually, we
can prove somewhat more. Since B is analytic, each subset with constant 6 also is,
so B is the union of a discrete set and a union of lines Lj:= {(x,61), x in M}. So
Since periods form a subgroup, g
g is periodic with period 6j, for all i.
nonconstant implies that the 61 are integer multiples of some fixed 6>0. So the
nondiscrete part of B is of the form
{(x,k6), x in M, k = integer}.
The set C(g} may be rather complicated.
sequence of numbers {an} such that
(an)'! <
l/ff,
and
cos( II"x/an} > 1_2n if xe[-n,nJ.
Consider the following example.
Take a
(9.12)
(9.13)
481
Now let gn(x):= cos(1rx/an) and g:= (infinite) product of the gn' This product is
well defined because there is by (9.13) normal convergence on compacts, and g is
indeed analytic. Further, consider its derivative
g' =
l:
(g/gn)gn'
Since Ig/g nl<1 and Ign'I<1r/an, also Ig'I<1.

factors, i.e., the union of the sets
The zeroes of g are those of its
{(tn +kan), k = integer},

where tn:= a n/2. So all an are in C(g). If (t,6) is in B(g) and 6 is not rationally
dependent with some an' then corollary 9.12 says that g(t) = 0, so 6= some an' a
contradiction. Thus C(g) contains all the an and no other rationally independent
numbers.
For constructing sequences {an} as above, consider the following
argument: Let {bn} be such that cos(1rx/a) > 1_2 n whenever x is in [-n,n] and
a>b n (just let b n be such that cos(1rll/b n) > 1_2 n). Now pick any sequence {an}
Note that, in
and such that an>b n for all n.
satisfying condition (9.12).
particular, one could choose the an to be rationally independent.
Remark 9.15: One of the most useful tools in the continuous time theory is (the
positive form of) Chow's theorem, which implies for analytic systems that the
positive-time reachable set has nonempty interior whenever O(x) does. In fact, the
term "accessibility" is used interchangeably with transitivity in that context, with
the first term refering to the property of positive time reachable sets.
Here,
but that the set of points
however, it may happen that D6 is full rank at
AcW
:= {exp[6Xu ]' ... 'exp[6XUk ]W I U.EC}
u
1
1
(only positive-time motions, no exp[-6Xj's allowed,) has an empty interior.

We
construct an analytic continuous time system with M=!R where this happens. We
first obtain an analytic function g:!R--+!R whose derivative is bounded below, and for
which a pair (x,6) satisfies the condition
g(x+k6) = g(x)
for all kEZ
iff it satisfies
x=2r1r, 6=2s1r, r,sEZ
and
does not divide
r.
As above, this gives rise to a system for which D 6(x) = {O} iff (x,6) is of this
form. Further, assume that this g is such that, with xo=21r, g(xo+2h) = g(x) for
all positive integers k. In that case we can conclude both that 021r(X O) has interior
and that A 21r (x o) = {2h, k~l}. An example of a g like this is
g(x):=(sin x)/x .
This example can be modified to obtain one where even the orbit under E6 equals
M for all (x,6) but such that still A6(x o) has empty interior for some xO' For
482
this, take the above g and introduce a gl (x):=

Again xo=6=21r serves as a counterexample .
E.D. SONTAG
l:: 2'ng2(x+21rn),
the sum over n?:O.
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J. Diff. Eqs. 12(1972):95-116.
Various other
Theoretical Aspects
AN INFINITE DIMENSIONAL VARIATIONAL PROBLEM ARISING IN ESTIMATION THEORY *
Anthony M.
Department
University
Ann Arbor,
Bloch
of Mathematics
of Michigan
Michigan 48109
'Christopher I. Byrnes
Departments of Mathematics and of
Electrical and Computer Engineering
Arizona State University
Tempe, Arizona 85287
Abstract
In this paper we derive the existence of and a parameterization for
the local and global minima for the (total) least squares estimation of
linear models describing an infinite sequence X of data in a (separable)
Hilbert space.
By definition, this problem is an infinite-dimensional
nonlinear variational problem; e.g. for line fitting this is the problem
of finding the minima of the (least squares) distance function
(*)
fX : ([
]pOO -+
lR
on infinite projective space.

While the importance of such variational problems in estimation
theory and in approximation theory (cf. [14],[16] ) is clear, we want to
draw attention to the impact of such problems on the emerging theory of
nonlinear infinite-dimensional control.
The application to such diverse
problems of estimation and control as nonlinear filtering and the attitude control of flexible spacecraft of an infinite-dimensional realization theory, replete with controllability and observability criteria, is
widely appreciated.
Of course, both the nonlinear theory in finite di-
mensions and the linear theory in infinite dimensions are highly developed.
Yet there is presently no infinite-dimensional analogue of some
of the best understood, relatively simple, nonlinear situations,
e.g.
controllability of left-invariant systems on homogeneous spaces(Brockett

[6]) or observability of Morse-Smale systems (Aeyels [1]).
*Research partially supported by NSF Grant ECS-8l-2l428; partially
supported by National Swedish Board of Tech. Development Grant 83-3272.
487
M.Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 487-498.
1986 by D. Reidel Publishing Company,
A. M. BLOCH AND C. I. BYRNES
488
Returning to (*), we note that the solution obtained in finite dimensions by Byrnes and Willems [7] used a blend of the two techniques
mentioned above; viz. by viewing [ pn (or Grass (d,n)) as a homogeneous
space, they studied the Morse theory of
coadjoint orbits.
fx
using the Lie theory of
In infinite dimensions this is far more delicate since
the Banach-Lie theory of general adjoint orbits is much more technical

and since
fx
does not satisfy Smale's condition (C) for his infinite-
dimensional Morse Theory.
Among the technical contributions contained
in this paper, we show that certain workable analogues of these finitedimensional situations exist by analyzing (*) in terms of a generalization of Smale's Morse Theory, ideally suited to the critical point
analysis of linear functionals restricted to "finite rank orbits" of the
infinite unitary group.
1.
INTRODUCTION
In this paper we want to describe how two basic tools in the theory
of nonlinear systems, the Morse theory of critical points and values and
the Lie theory of Homogeneous Spaces, can be extended in a manner applicable to infinite-dimensional control and estimation.
While our ultimate
goal is to develop basic control theory (e.g. controllability or observability criteria) for left-invariant or for Morse-Smale systems as completely as in the finite-dimensional setting, we illustrate and apply
our developments in the situation in which they originally attracted our
interest:
least squares estimation in infinite dimensions.
We define our (Total) Least Squares Estimation function in the

separable Hilbert space
H as follows:
Let (e.) be an orthonormal basis for

J
countable sequence of points

Xi
= Ej
(x.)
1
H, and suppose that we have a

each given by
Aij e j
Here the E..

where Aij is measured with the observation error Eij
1J
are N(O,l) and independent.
Proceeding quite formally, the total perpendicular distance of the
points onto a d-plane in
fCP)
H is given by
= TrCP = TrC
- TrCQ
AN INFINITE DIMENSIONAL VARIATIONAL PROBLEM
where
Q is the rank d projection,
489
I - Q,
and
A is the operator densely defined by the data matrix

More precisely, we have:
A*A where
CA .. ).
1J
Lemma
fCP)
TrCP
is well defined when the operator defined by the data matrix
is of Hilbert-Schmidt class, or equivalently,
C is of Trace class.
Proof
If
A is of Hilbert-Schmidt class, then
A*A
Since Trace class operators are a norm ideal in

bounded operators on
H,
TrCCP)
is Trace Class.
BCH), the space of
is well-defined for all' P b BCH).Q.E.D.
Henceforth we will assume that
A is Hilbert-Schmidt.
In par-
ticular, we may define the map

fX : Grass Cd,H)
lR
on the Grassmannian of d-planes in
(l.la)
H via
fX(n) = Tr(C(I - Qn))

(l.lb)
where Qn is the orthogonal projection on n. Thus, finding the least
squares estimates for X is precisely the problem of finding the
minima for (1.1) or, equivalently, the maxima for
~(n) = Tr(CQn)
as a function on Grass (d,H).
We remark that the estimation problem on Grass(d,H) corresponds to
a functional approximation problem for a set of
of
basis vectors in
H.
L2
functions by a set
Thus the analysis here provides an alter-
nate viewpoint to the Karhunen-Loeve expansion (see [4], [16]).

It would thus seem that Morse theory would be a perfect tool,just
as in the finite-dimensional case (cf. Byrnes and Willems [7]).
From
any number of points of view (see especi.ally [9] or Section 3), Grass
(d,H) can be endowed with the structure of a complete Riemannian manifold in such a way that fx is smooth. In this setting, the well known
condition for the existence of a Morse theory on an infinite-dimensional
manifold is Condition CC) of Palais and Smale ([13] and [15]).
Let
Condition (C) may be formulated as follows:

M be a connected C2 complete Riemannian manifold without boundary
490
modelled on a separable Hilbert space.
Then we say
J: M -)- lR satisfies
Condition (C) i f the following holds;

(C)
If
II J' (x) II
of
is a subset of
M on which
IJI
is bounded but on which
is not bounded away from zero, then there is a critical point

in the closure of
Unfortunately,
fX
S.
does not satisfy Condition (C), as can be seen
from the fact (cf. Section 2) that

points while
fx
can have infinitely many critical
is itself bounded on Grass (d,H); i.e. by an
Ifxl
elementary argument one sees

(1 -
d)TrC
<
TrC(I - Q)
Nevertheless, as we shall see,
fx
TrC
has a perfectly good, so to speak,
critical point behavior in complete harmony with the Morse inequalities.

For this reason, we propose (cf. [5]) the following refinement of
Condition (C):
Assume
is bounded from below.
Define an adherent value of
to be
equal to
lim inf
(x )
n
Then:
J (x ),
n
(*) Suppose (x ) is a sequence in

n
and suppose
{J(x )}.
n
or
M not adhering to a critical point
is a limit point, in the extended real number system, of
Then either
(i)
(ii)
is not an adherent value of
{ II J' (xn ) II}
J,
is bounded away from
holds.
There are, of course, many special cases where (i) is implied by a

statement not requiring a priori knowledge of all critical values of J.
Among these are Condition (C), where it is assumed that v = 00,
and also
the Morse theory of linear functionals restricted to trace class orbits

(cf. Section 2 and [5]), where the spectral theorem gives us a priori
inf~Tmation
concerning the distribution of critical values.
Roughly
speaking, in our present situation the critical values of Tr(C-) on 0:
JP
A of C. This can be seen directly (cf.

Section 2) or it can be deduced by considering C as a Hamiltonian for
correspond to the eigenvalues
a quantum mechanical system.
Here,
Tr(C-) is an expectation whose
491
critical values correspond to the energy levels of the system.

spectral theorem, these form a sequence
lated and having finite multiplicity.
generally, if J
(A), each
n
A i 0, being ison
From this we deduce (*).
shown that
fx '
fX
More
satisfies (*), is bounded from below and is non-de-
generate, then the Morse inequalities hold (see [5]).

particular to
By the
for generic data
is perfect.
X,
This applies in
for which it can in fact be
As in the finite-dimensional case [7] this
holds, in the sense of the Morse-Bott theory, for all

work we will deduce this for
X.
In the present
d = 1 by a direct argument (cf. Section 2
for definitions and details).

Our first main application is then:
Theorem 1
For arbitrary Hilbert-Schmidt data,
fx : a:
]p'" -+
lR
(1. 2)
is perfect, i.e. the Morse series

1
a: 1''''
Mf
(t)
is given by
(t)
(1. 3)
In particular, any local minimum is a global minimum.

We next want to point out that the minimization problem for
fx
is, in fact, equivalent to a linear programming problem as in finite

dimensions, by virtue of a remarkable connection with Hamiltonian
mechanics (see especially [4], [7J).
orbit of
U(H),
Viewing
ran~'
as a coadjoint
endowed with its Kirillov form, we may view
energy function of a Hamiltonian system.

"finite
a:]P'"
fX
as the
Using the Banach-Lie theory of
orbits, one can show (see [4J) that this system is com-
pletely integrable.
In particular, one has a "moment map"
*
11+ Cl",
which may be defined as
P: a: I''"
-+
= diag (~)
Just as in the finite-dimensional case, the image of
P(~)
is convex; i. e.
we prove (cf. Section 3):

Theorem Z
Image (P) C l~
is the convex hull K of the standard basis (ei)~=l'
492
A. M. BLOCH AND C. 1. BYRNES
Corollary
+
There exists a bounded linear functional
X on 11 such that
Therefore, the minimization problem (1. 2) is equivalent
x 0 P = f X '
to the linear programming problem
min x(y) : y e K.
2.
THE MORSE THEORY
In this section we analyse the critical manifold structure of

fx: a:ll'oo-+::R via the Morse-Bott theory in infinite dimensions and, in
particular, we prove Theorem 1 of Section 1.
Suppose
M is a complete Riemannian manifold and
g: M -+ :R is a
smooth function satisfying a condition such as '(C) or (*) of Section 1.

If
tive to
is a field,
is a non-degenerate or Morse-Bott function rela-
F provided three conditions hold:

(i)
C(g) = YN.,
J
is the critical set of g

(ii)
N. a connected submanifold where
C(g)
ker Hess (g)
= T (N.)
V x b N.
x
X
1
1
Of course, provided (i) holds one always has
T (N.)
x 1
c:
x e N.
Ker Hess (g) x'
Condition (U) asserts that the Hessian of

the directions normal to
N.
at
negative eigenspace of Hess (g)
xI
x.
at
is full rank in
Matters being so, the strictly
has constant dimension for
Xl
and is therefore the fiber of a vector bundle, denoted by
(iii)
For each i, the bundle (2.1) is F-orientable.
f\
denotes the dimension of
that the Poincare polynomial of

PN(t)
=L
~.ti
.
1
N with respect to
If
N is
H.(N;F), recall
1
is the polynomial
(2.2)
where we have suppressed
(2.1)
Neg (Hess(g)) -+ N.
any compact manifold and
e N
since in our context the choice of
F will
be made explicitly.
Next one forms the Morse series of
M (t) =
g
I
j
. (N.)
t1 J
PN. (t)
J
g
(2.3)
493
i(N.) = dim Neg (Hess g ),
where
x eN ..
J
In case (i) - (iii) are satisfied, the Morse-Bott inequalities take the
form
a. e JNV{O}
(2.4)
If equality holds in (2.4), then
is said to be a perfect Morse-
Bott function.
fX :
We will show that
a:
WOO ~ lR
is indeed perfect via
the Lacunary Principle:

Fix F.
Then, if
is a Morse-Bott function,
is perfect if
M (t) = M (-t).
g
g
Here we fix F = ~.
Now, as argued in Section 1, f(P) = TrCP does not satisfy Condition (C) of Palais-Smale but does satisfy condition (*). Moreover,
while this can be shown from explicit knowledge of the critical values
of f as will be seen hereunder, this is clear ~ priori from the
spectral theorem.
We can see this firstly by an analogy with Quantum Mechanics. We
regard C as a quantum mechanical Hamiltonian (a self-adjoint operator)
on the Hilbert space H. The main problem in quantum mechanics is then
to find the eigenvalues and eigenvectors of the Hamiltonian, corre~
sponding to its energy levels and stationary states respectively.
Now it is easily seen that this corresponds to the problem of
finding the critical values of the function
h(p) =
((~,~))
z e H,
p = AZ,
Ae
which is defined on the projective Hilbert space
a:*
P(H)
a:w
00.
But
this, in fact, corresponds precisely to our problem of finding the

critical values of
TrCP = TrC(I - Q)!
Hence our problem is equivalent to that of finding the "energy

levels" or eigenvalues of
C.
Since
C is trace class and thus com-
pact,only the point (0) can be a limit point of its eigenvalues.

TrCP clearly satisfies condition (*).
values of
~hus
(Note that we assume all eigen-
Care non-zero--that is, there is data in all dimensions.)
We can also see this directly as follows:
494
Regard
Q as an element of an adjoint orbit of rank 1 matrices in U(H).
(Make the identification

given by [Q,A],
value of
iQ.)
Any tangent vector to the orbit is
u(H) (see [11] and Section 3).
Then a critical
TrCQ is given by
TrC(Q + [~,tAJ) - TrCQ = Tr[C,Q]A = 0
lim
t~O
Since this must hold for arbitrary A, by the Hahn-Banach theorem this
implies [C,QJ
Since
O.
C is compact, it follows from its spectral decomposition
that any critical
Q must be a spectral projection for
again clear that examining the spectrum of
C.
Hence it is
C is enough to determine
that condition (*) is satisfied.
On the other hand, we can see that f takes a form here which
enables us to argue that the Morse-Bott theory developed for functions
satisfying Condition (C) may be applied directly to f. Since, as will
be seen below, 1m f is a half-open interval (bounded above by TrC
which we may normalize to be equal to 1), we may consider the function
f = tan (If) say. Then f does satisfy Condition (C), while taking
tangents does not alter the critical point structure of f.
Proof of Theorem 1
To prove that
fX:
a: ]pOO
~ lR is a perfect Morse-Bott function, it
is sufficient to check that the negative eigenbundle of the Hessian of

f
is orientable, and to prove that all critical manifolds of
have
both even Poincare polynomials and even indices.

Orientability of the negative eigenbundle of the Hessian follows,
as in Atiyah ([2J), from the fact that the symplectic form on
a:]POO
(discussed in Section 3) restricts to the negative eigenbundle, inducing

on it a complex structure.
We verify evenness by explicitly determining the critical manifold
structure of
Now
from
f(P)
f(P).
via a Lagrange mul ti plier analysis.
= TrCP.
Consider here -TrCQ which differs by a constant
Being compact and self-adjoint,
via the spectral theorem.
C may be "diagonalized"
Let C = diag (c l ,c 2 ,c 3 ,),c l ~c2 ~ c 3 ...

Again, via the spectral theorem, since Q is of rank 1 it may be written
as
z.
Let
:l
495
where Z = (zl' z2' z3' ... ) is a vector of unit norm in

x. + iy i . Then the Lagrangian is given by
1
g =
L c.1 (x.12
~(
2
+ y.) + \(1
1
L (x.12
H.
2 )
+ y.)
1
i
i
The solutions to the first order conditions are given as follows (for
details see [4J):

Let
c.
\ some i.
that
c.
Suppose
ci
has multiplicity
m, and suppose say
is the first element of a multiplet: c i = c i +l = ... = c i +m .
Then we require
2
Xi + Yi +
2
2
+xi+m+Yi+m=l,
xj=Yj=O, jfi,i+l, ... ,i+m.
This corresponds to a critical manifold diffeomorphic not to Sm, but to

Sm/Sl= a: lP m- l . This is due to the fact that the Lagrange multiplier
analysis corresponds to analysis in the unit sphere of
H rather than
00
analysis in
a: lP .
Now, from the second order equations we see the Hessian for \ =
C.
Hence the index

diag(ci-c l , ci-c l , c i -c 2 , c i -c 2 , .... ).
of the critical manifold equals twice the number of c. less than c ..
is given by
Thus we have shown that all critical manifolds are of even index
with even Poincare polynomial.
Hence
Mf(t)
is even and f
is perfect,
proving the theorem.

Note that, in the case of all
c.
distinct, every possible even
index occurs and

1
providing a proof of the well known fact that

Note also that the critical values of
1 - c 2 '...
1m f
(with
TrC = 1),
a: lP 00
fare given by
verifying the earlier observation that
is a half-open interval with the only cluster point at

3.
1 - cl '
1
i 1m f.
THE MOMENT MAP
In this section we show how the critical manifold analysis for

fX :
a:
WOO -+ 1R
may be reduced to a linear programming problem via the
construction of a "moment map" on
a: WOO
496
A. M. BLOCH AND C. 1. BYRNES
We recall the idea of the moment map in finite dimensions.

Suppose
M is a finite dimensional symplectic manifold; that is, i t is
even dimensional with a closed, non-degenerate exterior 2-form w.

real-valued function
on
by
M, Xf .
{f,g}
on
M gives rise to a Hamiltonian vector field
The Poisson bracket of two functions
and
is given
w(Xf' Xg ). A vector field X is said to be almost

periodic if it generates a torus action.
Now, if M is a compact connected symplectic manifold and
fl,,f n are real-valued functions satisfying {fi,f j } = 0 and whose

Hamiltonian vector fields are almost periodic, then it is a theorem of
Atiyah( [2]) that the map f: M -+ R n , given by the f., which we call
1
the moment map, satisfies
all (non-empty) fibres f -1 (c) are connected; b) 1m f (M) is convex.

In the finite-dimensional Total Least Squares problem, an application of this theorem yields extremely useful results ([7]).
We wish to define an infinite-dimensional analogue of the moment map
for our problem and,more generally,for finite rank orbits of the unitary
group U(H). If U(H) is the Banach-Lie group of unitary operators on H
and u(H) its Lie algebra of bounded skew-Hemitian operators, we define a
finite rank orbit of U(H) to be an adjoint orbit of finite rank operators
in u(H). The Grassmannians G(d,H) are of this type. For the theory of
Banach-Lie groups see [3], [9], and [11].
a)
Now a Banach manifold
M is said to be symplectic if it possesses
a closed, (weakly) non-degenerate 2-form

implies I; = 0).
We show
w(w (Cn) = 0
x
n b T M
x
Lemma
The finite rank orbits of
U(H)
are symplectic.
Proof
Let x be a point on the adjoint orbit, and let
vectors to the orbit at x. Then we can write
s,n
be tangent
s=
[x, a l ], n = [x, a 2] some a l ,a 2 e u(H) .

This follows from a Banach-Lie algebra argument. (See [11].)
define the Kirillov form
wx(s,n)
= Tr
x[a l , a 2].
Now
4.97
We note first that it is well-defined.
For suppose
= [x, a l ] =
wx(~,n) is non-
[x, ai].
Then Tr x[ai' a 2] = Tr x[a l , a 2]. Also,

degenerate. For Tr x[a l ,a 2] = Tr[x l , a l ]a2 = 0 V a 2
from the Hahn-Banach theorem.
[x, a l ] = 0
We now define a version of the moment map for finite rank orbits
M as follows:
Suppose we have a Hamiltonian action of the infinite dimensional torus
Too
on
M: Too
tions
f.
M -+- M.
This gives rise to an infinite number of func"
which are in involution.
The map
we call the moment map, is canonically a map from
... , which
.
to 1* , but in the
(f l ,f 2 ,
M
00
case of finite rank orbits may be identified with a map from

imbedded in its second dual,
Q in
fX (P) = TrCP = TrC - TrCQ.
Q as an element of rank 1 orbit of
the diagonal elements of Q, qi'

00
11
100* .
Now consider the rank 1 proj ection

As before, we regard
M to
f.
to be the
map P : I[ lP -+- 11'

In this cas e M is
diagonal torus in U(H) acting on I[ lPoo
I[ lP
00
U(H). Taking
above gives us a moment

and the torus
i~
the
via the adjoint action. Further,
we can prove its image is convex as follows:

Proof of Theorem 2
Consider the convex set
1,
Suppose
e K(l).
Then set
Q= z
q.
are the diagonal entries of
Ill.=l}
.
1
1
Q.> Then certainly (ql,q2"")

1
On the other hand, suppose we are given 11.,0 < 11. < 1, Lll=l.
1
=
1 =
i 1
2 = z.z. some z. e 1[. Define the matrix

11.1 = Iz.1
1
1 1
1
z. Then Q is a projection matrix.
Q by
REFERENCES
1.
2.
D.J. Aeyels, 'Global Observability of Morse-Smale Systems', J. of

Diff. Eqns. 45 (1982) 1-15.
M.F. Atiyah, 'Convexity and Commuting Hamiltonians', Bull. Lond.
Math. Soc. 14 (1982) 1-15.
3.
G. Birkhoff, 'Analytic Groups', Trans. A.M.S. 43 (1983) 61-107.
4.
A.M. Bloch, Total Least Squares Estimation and Completely Integrable Hamiltonian Systems, Ph.D. Thesis, Harvard (in preparation).
498
A. M. BLOCH ANDC. I. BYRNES
5.
A.M. Bloch and C.I. Byrnes, 'Morse Theory on Trace Class Orbits',
to appear.
6.
R.W. Brockett, 'System Theory on Group Manifolds and Coset Spaces',

SIAM J. Control 10 (1972) 265-284.
7.
C.I. Byrnes and J.C. Willems, 'Least Squares Estimation, Linear

Programming and Momentum' , to appear.
8.
G.H. Golub and C.F. van Loan, 'An Analysis of the Total Least
Squares Problem', SIAM J. Num. Analy. 17 No.6, (1980) 883-893.
9.
P. de la Harpe, Classical Banach-Lie Algebras and Banach-Lie Groups

of Operators in Hilbert Space , Lecture Notes in Math 285, SpringerVerlag, Berline 1972.
10.
A. Horn,'Doubly stochastic matrices and the diagonal of a rotation

matrix', Amer. J. Math. 76 (1956) 620-630.
11.
B. Maissen, 'Lie-Gruppen mit Banachr~umen als

Acta Math 108 (1962) 229-270.
12.
J. Milnor, Morse Theory, Annals of Mathematics Studies Number 51,

Princeton, New Jersey 1963.
13.
R.S. palais, Morse Theory on Hilbert Manifolds, Topology 2 (1963),

299-340.
14.
I. Sctur, 'Uber eine Klasse von Mittelbildungen mit Anwendungen

auf der Determinantentheorie', Sitzungberichte der Berliner Mathematischen Gesellschaft 22 (1903) 9-20.
15.
S. Smale, 'Morse Theory and a nonlinear generalization of the

Dirichlet problem', Ann. of Math. 80 (1964) 382-396.
16.
S. Watanabe, Karhunen-Loeve Expansion and Factor Analysis, Theoretical Remarks and Applications, Transactions of the 4th Prague
Conference on Information Theory.
Parameterr~ume',
ITERATED STOCHASTIC INTEGRALS

IN NON LINEAR CONTROL THEORY
R. SCHOTT
ABSTRACT
In non linear control theory many systems are governed by an
equation of the type
q E IRN
and
q(t)
(Ao + L u. (t)A.)q(t)
1
Ao ,A 1 , . ,An
are
NxN
(I), where
square matrices,
(U1""'U) is a multidimensional input. We are interested

here by tRe case of a white noise input. The stochastic equation (1) can be solved for each path. The solution has an expression in terms of iterated stochastic integrals of the
fo 11 owing type
fot
dBJ' .. dB = ft dBj (S)fsdBj _I dBJ'

n
J1
0
nOn
1
t, B.(t) = It u.(s)ds
i = I,2, ... ,n
a (t)
n
In order to control the stochastic process solution of

(1) we need to etablish some properties of these iterated
integrals. In this paper we give an approximation for the
density of an(t).
1. INTRODUCTION
In [ 4] M. Fliess proved that the stability of an elementary

type of stochastic differential equations driven by multidimensional noises can be explained by using non commutatLve
power series. The aim of this paper is to etablish some
probabilictic properties of the iterated stochastic integrals
which appear in this series, and more generally in non linear
control theory if the input is a multidimensional Wiener
process. For more details about the generalized inputs and
white noise seer 9 ]
Consider a system of the following type :
q(t)
(A 0 +
L u. (t) A. ) q (t)
i-I ~
~
(1 )
499
1986 byD. Reidel Publishing Company.
500
R. SCHOrr
The state q is
matrices, ul, .. ,un
Suppose that the
(l) is known and has
q(t)
.for example in IRN, Ao, . ,A

are NxN
are random inputs (example wh~te noises).
state q(O) is given, the solution of
the following development ([ 4 ]) :
~.
= [1+ E .
v~o
Jo, ,J
The iterated integral
=0
Vfot
Aj ... AjofdB j .. dBjo]q(O)

V
0
V
dBjv . dBjo
(2)
is defined in the
following way :
Jos u. (T)dT
s, B. (s)
~
i E {l,2, ... ,n}
B. (t)
J
This means that the equation (1) can be solved for each
path.
The Malliavin calculus permits to prove some regularity
properties of the solution and to prove in particular that
the solution has a density.
In order to be able to control the effect of the random
perturbation at each point, we establish some probabilistic
properties of the iterated stochastic integrals which appear
in (2). More precisely we prove that if Bl ,B 2 , ,B n , n E IN
are independent linear Brownian motions then
a (t) = Jt dB dB 1" .dB l , n E IN, has the same law as
n O n nt n/2 a n (l) and that there exist constants A ,B ,C ,D ,E ,F >0
.
.
f an~1)
~
n nwe nhave:
n n
such that ~f
gn (
u ) .~s the d
ens~ty 0
A e
-B lul 2/n
n
luln/n-1
-D lul 2/n - 1
n
lui
~ g (u)
-Fn lul 2/n
Numerical values of these constants are obtained.

A result of the same type can be proved in some cases if
the components of the input (U l ,u 2 ' ,u n ) are not independent.
For n = 2 we obtain the asymptotic behavior of Levy's
stochastic integrals.
The method of calculus used here is due to X. Fernique.
ITERATED STOCHASTIC INTEGRALS IN NONLINEAR CONTROL THEORY
2. APPROXIMATION OF THE DENSITY OF

A - If the linear Brownian motions
pendent
501
a (t)
n
(B')'_I
2
1.1-"
,n
are inde-
Our method is based on an iteration for obtaining this approximation. However the iteration is not possible directly on
an(t) and we begin with some remarks.
2.1. Lemma: a (t)
n
has the same law as
Proof. We use induction on
n.
If n = I, we have al(t) = Bl(t) and we know that the property is true (this is a classical property of the one dimensional Brownian motion).
We suppose that the property is true up to order (n-I)
and we prove that it is also true on order n.
an(t) is defined as
t
[p t]
k [: k+ 1
k ]
a l(s)dB (s) = lim E a 1(-) B (---)-B (-)
a (t) =
n
0 nn
~ k=o
n- p . n p
n p
and we compute its Fourier transform as

.
. [pt]
k [k+1
k ]
iuan(t)
1U ~ ~ an_l(p) .Bn(-p-)-Bn(p)
E(e
)=E(e p
).
By the recurrence hypothesis we know that
Bn(k
has the same law as
n-I
(t
--2--
(an-I (k),
k \
a n- 1 (t)' It Bn(t)'
Therefore,
pE a 1 (-)
k' [k'+l
k']
.
(t)
iut n/2 lim
B (--)-B (-)
{
1uan
k'=l n- p
n
p
n p
}
E(e
)=E e
~
. n/2 f l
E{e 1ut
0 a n_ 1 (S)dBn(S)}
E{e iut n/2 an
(I)}
and we conclude that a (t) has the same law as tn/2a (1).
Let (A )~I be a ~equence of independent centered n
Gaussian raRdom variables with variance 1 which is independent of (Bl,B z , Bn ).
502
R. SCHOrr
: a (I)
has the same law as

1/2
(a n_ 1 (s2ds )
.
n
Proof. Setting
An(I~
vn:
(a n_ 1 (S2dS)1/2
we have
iUA v
- ~ v
n n) = E (e 2 n) where An is a centered Gaussian
E (e
variable with variance I.
Now,
2 1
iUA v
[ - u2 fo[a _1(S)]2 dS ]
E(e
n n) = E e n .
On the other hand,
1
iua (I)
[ iufo a _1(s)dB (S)]
E(e
n
) = E e
n
n
~ a I(~)[B (k+I)_B (~)]

n p
n p }
k=o n- p
u2 P
k
-lim -- E [a
(_)]2
E{e p-*oo 2p k=o n-I p
}
iu lim
E{ e
because the
(B (k+I)_B (~
n
independent of the
E(e
iua (I)
n
p-*oo
n p
k
a n- 1(-)'
p
are Gaussian random variables

Thus,
and therefore
E(e
iUA v
n n).
2.3. Lemma (The maximal lemma)

Vx Em,
p[ sE[sup0,1]lan(s)L~ x] ~ 2P[lan
(l)I
x].
The proof of this result is easy, by recurrence. We begin with the classical case of a one dimensional Brownian
motion. For n = 2 the proof was given in [I] and the lemma
2.3. can also be presented as an extension of this case. Now
we will give the main result of this section, namely the
approximation theorem of the density.
503
2.4. Theorem
Let
gn(u)
be the density of
a (I). Then,
n
::;; gn(u)::;;
where
(n_I)2 n
I2TT lui
{luI 2 / n }
exp - - - 2
(n-l) !
2.5. Remark.Theorem 2.4 proves that the asymptotic behaviour

of g (u) is of the form exp -[au 2 / n ] where a is a strictly pgsitive constant. In particular, if n = 2 we obtain
the result proved in [I] and [2].
Proof of Theorem 2.4.Lemma 2.2 suggests a recurrence method
and invites us to find bounds for
p( (I6
(an-I
(S2dX)I/2~x].
We shall do this in Lemma 2.6 after we obtain the approximation sought.

2.6. Lemma
+
Vx E IR , Vn
we have the following inequalities
Proof of Lemma 2.6 Let us introduce two definitions to simplify the notation.
Let
vn
= (fo1
(an _ 1 (s
ds)
1/2
Let V and W are two random variables and a ~ I. The notation V W means that P{V ~ x} ~ aP{w ~ x} for all
a
x E IR.
Now we begin the two steps of the proof.
504
R. SCHOrr
a) Lower bounds
We define on [0,1] the following sequence of functions
f 0 = 1
fs
fk(s) =
fk=I(t)dt
for
n-I
and consider the sequence of random variables

1
wk = If fk_l(s)an_k(s)dsl.
We note that
w = If f 1 (s)dsl is a constant and that

1
n
0 n1
v.
wl = Ifo a n_ 1 (s)dsl <~ (!a(a n_ I (S2d S Y/2
n
Using the recurrence formula which defines
ak
we obtain
If~fk_l(s)(f:an_k_l(t)dBn_k(t)dSI
wk =
'f:an-k-l (s)fk(s)dBn_k(s)I.
As in the lemma 2.2 we shall show that
law
has the same
by the Schwarz inequality. Therefore wk >[> IAk - 1 Iwk+ 1 and

n-l
this gives, in n steps, wl >?
n IAkl. wn and hence we
n
k=l
deduce that vn >(" n I ~k I r where r is a constant which
k=l
can be easy computed. If we choose fo = 1,
(f~fn_l(t)dt)2ds)I/2
and we find that
b) Upper bounds
The maximal Lemma 2.3 gives
v
sup Ia
[0, 1 ]
n-
1 (s) I
and by recurrence we get
~<
la n_ 1 (1) I
(n-l)!
505
n-l
n-l
v
n I Ak I I A I
n 2(n-l) k=l
n-l 1
This gives the right hand side of the inequality in Lemma 2.6.
Completion
of the proof of Theorem 2.4.
it is easy to see
Since an(l) has the same law as A v
n n
that the density gn(u) satisfies
_u 2 /2v 2
en}.
g (u)
n
I2IT
vn
E{___
l
If
is the increasing function defined by
ljiu
-u 2 /2v 2
e
(2n) 1/2v
for
o<
v < u
for
uv'21T"e
we deduce that
E(Iji (v )]- _1_ P(v
u/2ne
~ u) ~ g (u) ~
E[1ji (v)]
nun
(1)
and we are now ready to prove that Lemma 2.6 gives the approximation of Theorem 2.4. In fact we have
gn(u) ~ (n-l)2
and
E{ljiu(IA11
n-l
n-l
)} ~
E{ljiu(IA11
f
IAI>u
n-l
l/n-l
)}
exp(-A 2 /2)
2n
2
ure
exp(-u 121AI
dA +
2(n-l)
)exp(- 2 )dA
2n IAl n- 1
Upper bounds can easily be found for the two terms on the
right hand side of the above inequality and we obtain,
2/n
2 exp(- lul2
)
E{ljiu(IA1I n - I )} ~ ------~
v'2iT lui
506
R. SCHorr
and
g (u) ~
n
2 n
lul /
...:...;:;..,=--_ _ _ _ _ _ _ _2_ __
(n-I)2 n exp(-
I2TT lui
Next, Lemma 2.6 and the inequalities (I) prove that

n-l
1
gn(u) ~ E{ ~u [ (n-l)! n IAkl
k=1
l} -
(n_l)2 n- 1
u
ane
p JAIl
n-l
> u .
The second term of the right hand side has the upper bound
(n-l)2 (n-I)
2TT
Ie lul n / n- 1
exp(-
luI 2 / n - 1
2
).
For the first term, a lower bound can be obtained for example
by integration over the interval
This gives
2(n-l)
9
}
2/
1
- exp-{2
+ 8 (n-I) lui n
2r2
r
and finally we have
1
2 n-I 1
-{ 2 2 (n-I )
9
}
2/ n
gn(u) ~ (2TT)n/2(3)
exp
2r2
+ 8 (n-I) lui
n
luI 2 / n - 1
(n-I)2 exp2
2TT
re lul n / n - I
Now we shall prove that the method used above can also be
applied to some stochastic integrals of the type a (t) if
the Brownian motions (B')'
.I 2
are not all rndepen1 1= , , . . . ,n
d ent.
507
B - Approximation of the density of the stochastic integral
f~ B~dB2
B1 ,B 2 are two ~ndependent, linear,
(where
Brownian motions).
1
In this case
aa(l)
= JOB~dB2
and
va
We also have
Va
sup B21 2
[0,1]
B2(1) = a (I) = A V
1
where A2 is a standardized Gaussian random variable.

The next step gives
where Al is also a standardized Gaussian random variable.

We deduce from this (as in Lemma 2.6) that
p{(J~ B~(S)dsy/2
>x}
2\{IAl12
~x}
The lower bound is obtaJned using
We have with the same notation as in the part
A that
and the calculus is of the same kind as in the proof of Lemma 2.6.
Therefore Theorem 2.4 is true for this stochastic integral
which proves that the asymptotic behaviour of the density
is that of exp(-A u 2 / 3) where A is a strictly positive
constant.
c - Approximation of the density of the stochastic integral
fb (f~ B dB )dB
2
The following result reduces the problem to the preceeding

case :
508
R. SCHOrr
2.7. Lemma
We have
f~[f:Bl(U)dBl(U) ]dB1(S)
=
forf
1
(Bl(v)-B1(sdB1(v) ldB 2 (S)

-
(2)
Proof.
Let G be the left hand term of (2). An integration by parts
gives
G
f~
[B1(S)Bl(S)-f: B1(u)dBl(u) ]dB1(S)'
For convenience we use the notation

We have
Bl(t) =
rt
J
Bl(u)dB1(u).
= Bl (1)B l (1)- fo Bl (s)dB l (S)-[ Bl (1) foBl (s)dB l (s)
-f0Bi (s)dB l (s) ]

1
which is the hand term of (2).

Lemma 2.7 implies that
This means that
509
G has the same Fourier transform as
where A is a standardized Gaussian random variable.

We apply now the Scharz inequality (the notation is the same
as in (A) and (B))
A[J~(J:Bl(V)dBl(V)ydSr/2
the stochastic integral
>(
(O:B1(V)dB (v)}s
= J~(J:Bl(V)dBl(V))
has been stu-
died in the preceeding part B.

We conclude that the asymptotic behaviour of the density of
the stochastic integral f6(f~B2dBl)dBl(S) is that of
exp{-A u 2 / 3 } where A is a strictly positive constant.
3. CONCLUSION
The problem of findind the density of the integrals of type

an(t) if the inputs u1, .. ,un are not independent still
open.
Nevertheless if we consider stochastic series of the kind
S
E Ic.
INP
11""
. 12 <
+00
,1p
(Xij) is a sequence of standard Gaussian random variables,

then the asymptotic behavior of the density of S is of the
same type as for a (t) ([6], [8]).
n
R. SCHOTT
U.A. 750 du C.N.R.S.

U.E.R. Sciences Mathematiques
Universite de Nancy I
54506 - VANDOEUVRE LES NANCY
(FRANCE)
510
R. SCHOrr
REFERENCES
[1] R. BERTHUET. Une loi du logarithme itere pour certaines
integrales stochastiques. Note aux C.R.A.S.,
PARIS, t. 289, 17 dec. 1979.
[2] P. CREPEL et B. ROYNETTE. Une loi du logarithme itere
pour Ie groupe d'Heisenberg, Z.W. 39 (1977)
217-229.
[3] K.T. CHEN. Iterated path integrals. Bull. Amer. Math.
Soc. 83 (1977) 831-879.
[4] M. FLIESS. Stabilite d'un type elementaire d'equations
differentielles stochastiques a bruits vectoriels. Stochastics (1981) vol. 4, p. 205213.
[5] P. LEVY. Wiener's random function and other Laplacian
functions. Proc. 2nd symposium, Beckeley,
Probability and statistics (1950), 171-187.
[6] R. SCHOTT. Tail probability of some random series. Lecture
Notes in mathematics nO 1064, p. 418-421.
[7] R. SCHOTT. A law of the iterated logarithm for some sto-
chastic integrals. (to appear in STOCHASTIC

PROCESSES AND THEIR APPLICATIONS).
[8] R. SCHOTT. Multiple Wiener Chaos (Prepublication Institut

E. Cartan, Universite Nancy I, 1984).
[9] H.J. SUSSMANN. On generalized inputs and white noise
Proc. 15 th LE.E.E. Coni. Decision and
control. Clearwater F.L. 1976, p. 809-814.
APPROXIMATION OF NONLINEAR SYSTEMS BY BILINEAR ONES
C. HESPEL*, G. JACOB**
* I.N.S.A 20 avenue des Buttes de Eoesmes
35043 RENNES CEDE X
**Laboratoire de Recherche en Informatique Fondamentale
(LA 369) - Universite de LILLE I
59655 VILLENEUVE D'ASCQ CEDEX
ABSTRACT
Given an analytic system, we compute a bilinear system of minimal dimension which approximates it up to order k (i.e. the outputs of these two
systems have the same Taylor expansion up to order k).
For that purpose, we use a noncommutative formal power series called the generating series of the system. Let s be the series, and y the
output of the analytic system : we notice that the Taylor expansion of
y up to order k in t=O can be obtained from the coefficients of the
words of length not greater than k in the series s. As rational series
are characteristic of finite dimensional bilinear systems, the problem
is reduced to the following : build a rational series g, which is an approximation of s up to order k (i.e. the coefficients of the words of
length not greater than k in g and s are identical), and which is of minimal rank. Then with g we associate a bilinear system, which is a solution to our problem.
INTRODUCTION
Several methods may be used for computing the input-output behaviour of
a control system : transfer functions, functional expansions, especially
Volterra series, and generating power series.
All these descriptions allow to approach the following question :
Is it possible to give an approximation of the input-output behaviour of
any system by that of a more elementary system, like for instance a
linear system ?
The transfer function of a single input system can be used to build
a linear approximation of this system, via the Pade approximants [1,2J.
In the same way, the use of Pade approximants in two commutative
variables allows to build approximants of a system when its output is an
analytic function of several inputs [1]. This method is connected with
the continued fraction expansions, and the orthogonal polynomials [1,13J
However, in general, it is impossible to approximate nonlinear systems by linear ones.
511
C. HESPEL AND G. JACOB
512
Another method based on the Volterra functional expansions can be

developed for determining approximations of analytic systems, by computing its first Volterra kernels (References of [6J). The computation of
the generating power series of the system can be used as an effective
tool in order to compute recursively the Volterra kernels up to great
orders [6J. Then we are faced with a new problem: the realization of
this truncated Volterra series [12J.
The formal power series in several noncommutative variables are the
most natural tool when dealing with functional expansions (cf. M. FLIESS).
It is impossible to approximate any nonlinear functional by a linear
system (i.e. a rational series in one variable). But, on the other hand,
it is possible to approximate any nonlinear functional by a bilinear
system (i.e. by a polynomial or by a rational series in several non2ommutative variables).
Our approach is the following : given an analytic system of generating series s, we compute a reduced bilinear system (i.e. of minimal
state-space dimension), whose generating series g is identical with s
up to order k. Consequently, the Taylor expansion of the output of the
bilinear apprnximant system up to order k is equal to the Taylor expansion of the output of the given system.
Our approximant is a generalization of Pade approximants for several
noncommutative variables.
1. METHOD
1.1.
Preliminaries and notations
Consider the analytic system

m
q(t) = A (q) + L u i (t) A. (q)
(S)
0
i=l
1
{
y(t) = h(q)
State q belongs to a finite dimensional ~-analytic manifold Q. Vector
fields A ,AI, ,A and output function h are analytic and defined in a
neighbou~hood of i~itial state q(o).
Inputs ul' 'u are assumed to be piece-wise continuous.
As M. FLTESS sh~wed [5,6J, the input-output behaviour of an analytic system can be coded by a noncommutative formal power series called
the generating series of the system. For that purpose, with vector
fields A
,AI,
,A he associates an alphabet X = {x 0 ,xI' 'x m} The
,0
,m
generat1ng ser1es 1S noted
s
=L
(s,w) w
where
\II=X
x.
JI
Jk
for
k ~ 0 and x, ... X
Ji
is
equal
to
k).
(w is called word and its length Iwl
The output, y of system (S) may be expressed in the following way
w
513
yet)
where
ow
=E
(s,w) It ow
0
for w=x x .
Jl
Jk
The generating series may be rewritten in the form
s =
hiq (0 )
E
\1:)0
J\I hi q (0 )
E A . A .
.
.
Jo,,J\I=o
Jo
(the bar I ( ) indicates evaluation at q(o) ) which is called the fundamental

q 0 formula [61
A generating power series is known to correspond to a finite-dimensional bilinear system if and only if it is rational. On the other hand,
we know that a series s is rational if and only if the rank of its
Hankel matrix H(s) is finite. (by Hankel matrix H(s), we mean the infinite matrix whose rows and columns are indexed by the words of X* and
whose element, with indexes u and v, is equal to (s,uv)). This rank is
also the dimension of the state-space of the reduced system [3,4,10J.
1.2. Rational approximation
Using the techniques introduced by M. FLIESS and C. REUTENAUER, in a
paper developing the theory of PICARD-VESSIOT [7], we show that the successive derivatives y(o),y(l)(o), y(k)(o) of the output y of system
(5) can be obtained from the coefficients (s,w) of the generating series
s, associated with the words w of length ~ k. In other words, the Taylor
expansion of y up to order k depends only on these coefficients.
The method developed here is the following : given a generating
series s, we build a rational series g (therefore associated with a bilinear system) which is identical with s for the words of length ~ k,
and whose rank is minimal, according to diagram 1
(5)
(8)
bilinear system
approximating (5)
s
______'"~
g
k ______~>
generating series
rational series equal to s,
of (5)
for the words of length ~ k
diagram 1
the method
514
1.3. Development of the method

We begin by computing the Hankel matrix of s, restricted to the words
of length ~ k, which we denote
H~k (s)
and we extend it, in order to obtain the Hankel matrix of a rational

series g whose rank is minimal. For a detailed explanation the reader
should consult [9J.
The Hankel matrix of s, restricted to the rows indexed by the
words u of length ~ p and to the columns indexed by the words v of
length ~ q is noted
H...
... (s)
~p,~q
We choose a set of linearly independent column vectors from

in the following way
we choose the single column vector of H~ k ,~o (s).
H~k(s),
we choose (if possible) some linearly independent column vectors

indexed by words of length = 1 which, joined with the single column of
H~k_l,~o(s), generates matrix H~k_l,~l(s)
we choose (if possible) some linearly independent column vectors
indexed by words of length = 2 which, joined with the already chosen
columns restricted to H~k_2,~1(s), generates matrix H~k_2,~2(s)
etc
The algorithm terminates when there is no more new linearly independent

column in some H... k . /' (s)
Let us call (C
... -l.o''''l.o
)
the family of these column vectors, indexed
vj j=l r
by words Vj (diagram 2).
They form a basis of a state-space whose dimension r is minimal.

Then, we get the bilinear system (B)
m
q=(E u.(t)M.)q(t)
i=.o l.
l._
by computing the matrices Mi given by
[10] :
515
/// .. '/
V /'
~
i~
?:~,/A
"
lul=k
I ,//1
1/
diagram 2
[F
I
lul=k-l
~
~,
, 1//1
I
f
I; I
H~k (s)
2. PRACTICAL COMPUTATION
2.1. Direct application of the method
Consider the nonlinear differential equation relatin~ the current excitation i(t) and the voltage v(t) across a capacitor L6] :
(E )
i.e.
lIIith
~~ + kl v(t) + k2 v2(t) = i(t)
{q(t)
Ao(q) + i(t) AI(q)
v(t) = q(t)
= -k l q(o) - k2 q(o)
= -k l - 2k2 q(o)
= -2k 2
2
and
d
A0 = adq
d
Al = dq
We notice that the fundamental formula

s=q(o)+E
v~
E
Aj A. q/ox . x.
jo, ,jv=o,l
0
Jv
Jv
Jo
allollls us to IIIrite the relation
"In
EIN
AnI Ao = a An+l + nb An + n(n-l) c An- 1

1
516
in the following form
\In
E IN
n
xoxl
e
e n+l + nb e n + n(n-l)
2
c xn-l
xl
xl
I
=a
where e is a column vector of H(s).

Th~s, family (e n)
is a basis of H(s)
xl n/N
If k = 2p then the minimal dimension of the state-space is p+l,
0 0 0 0
abc
o a 2b
o 0 a
Mo =
(p-l)(p-2) c
2
(p-l) b
MI =
I)
o I
p(p-l)
basis
expressed in
pb
0 a
= (ex xn)
= (e n+l)expressed in basis(e n)
xl
xl
and the bilinear system is given by
~ = (Mo + i(t) MI ) ~(t)

yet)
= A q(t)
where
q(o)
= (q(o) I 0 0)
~W
2.2. The truncated automaton

Let us take local coordinates in a neighbourhood of q(o). The vector
fields are given by :
AJ/,(q)
for J/,
j=l
ei
For the sake of simplicity,

a
Let -a- = D.
qj
= O,l, ,m
are assumed to be polynomials in
As a series is known to be rational if and only if it is recognized by

a finite R-automaton [11], then, with the given system (5), we associate
517
il i2
iN
a IR-automaton whose states are the vector fields Dl D2 DN In
order to build this automaton, we compute the product of these vector
fields and AR, :
N dj,N,R, dj,N_I,R,
= E E
E
j=l p=o
q=o
(v)
ej(p)(q)
R,
q~ q~-l q'l
irv
iN_I-q iN-p
DI
DN_I
DN
Dj
is the degree of e~ in qk
j,k,R,
'"
Every term of the sum on the right-hand side of this relation can be
connected with one transition of the automaton for letter xR, (diagram J)
where d
il-v
iN_I-q iN-p
DI
DN_I
DN
Dj
diagram J
The initial state is vector field I
iN
il
Eyery st?te DI DN is a final state whose weight is equal to
~l
~N
DI DN
h/q(o)
il
iN
We shall call minimal order index of state DI DN ,the length of the
shortest successful path labelled by a word
. that gets through
this state. Then, the number of states whose minimal order index is ~ k ,
gives us a dimension (not necessarily minimal) of the state-space.
Consider the Duffing equation
(E 2 )
y" + ay' + b2y + cyJ = ul(t)
i.e. {q(t) = Ao(q) + ul (t) Al (q)

y(t) = ql(t)
with
{r
= -aq2 - b2ql - cq/
Ao =
aq2 + q2 aql =
D2 + q2 DI
Al = aq2 = D2
We obtain the actions of Ao and Al on states
Di
D~
518
oj Ok A - oj Ok+l
1 21- 1 2
or
o~ Ao
U) F' or- l o~+l + U)
= F oi O~+l +
+ (~) Fill or- 3 O~+l_ ak or
F" or- 2 O~+l
o~ + q2 0tl o~ + k 0tl o~-l

transitions from states Or o~
determine the automaton-
diagram 4 : the automaton-cell

Then we get the truncated automaton for k = 7
00'=7
@q=6
(1'=
(diagram 5)
6 =5
(1=1
diagram 5 : the truncated automaton
For k =7,9 states are enough to compute the approximant. (the minimal
order index sr is written in the diagram, for every state). We shall see
that the dimension, computed by the method of the truncated automaton,
is not necessarily minimal.
2.3. A quotient IR-automaton of the truncated automaton (cf. [10]) .
We use section 2.2., and compute the minimal rank.
Let us go back to the Ouffing equation (E 2 ).
The method developed in 2.1 leads us to compute the rank of the
matrix M defined as follows: (for k = 7)
its rows are indexed by the 9 states selected in 2.2.
its columns.are indexed by the words of length ~ 4
for state 01 o~ and word w, the corresponding term is given by
j
0102w
__
0102A. A. A. oh
J1 J2
Jn
with
w=x. x . x .
J1 J2
In
519
Thus, M can be written:

4
Xo
-a
-aF+ql'
F'
q2 F"-aF'
F"
a 2+F'
-a
F(a +F')+q2(q2F"-aF')
F"
Fill
F"
o
o
F' (a +F')+FF"+q2(ql""-aF"
_a(a 2+2F' )+2q l"
F"(a 2+3F' )+F'" (F-aq )
2
-2aF"+2q 2F'"
2F"
3F,,2+F," (a 2+4F')
-aFIII
Fill
Fill
-2aF'"
2FIII
2
2
The rows indexed by states DID2 and DID2 are linear combinations of the
other rows. The matrix, whose rank is equal to 7, is associated with a

7-state-automaton. The same result can be obtained, with a computer, by
the direct application of the method (as in 2.1.)
3. CONCLUSION
(related to the Duffing equation)
Table 1
Order of approximation k
Minimal dimension of the

state-space
6.
15600
30000
5700(
calculating time (msec)+

(according to method 2.1)
* algorithmic routine
* conversational mode
2500 7300
31900
dimension (according to
method 2.2)
dimension (by taking a polynomial

instead of a rational series)
10
14
22
30
+ MULTICS-MACSYMA
520
REFERENCES
C. BREZINSKI,'Pade-type approximation and general orthogonal
polynomials', INSM 50, Birkhailser.
[2J
[3J
J. DELLA DORA, 'Quelques notions sur les approximants de Pade',
in Outils et Modeles Mathematiques pour l'Automatique, l'Analyse

des systemes et le traitement du signal, vol. 2, ed. du CNRS,
1982, p. 203-224
-
M. FLIESS, 'Matrices de Hankel', J. Maths. Pur. Appl., vol.
~,
1974, p. 197-222.
M. FLIESS, 'Un outil algebrique : les series formelles non commutatives', in Mathematical Systems Theory (G. Marchesini and S.K.
Mitter, Eds.), Lect. Notes Econom. Math. Syst., vol. 131, Springer-Verlag, 1976, p. 122-148.
-
[5]
M. FLIESS, 'Fonctionnelles causales non lineaires etindeterminees

non commutatives', Bull. Soc. Math. France, 11,1981, P. 3-40.
M. FLIESS, ~. LAMNABHI, F. LAMNABHI-LAGARRIGUE, 'An algebraic approach to nonlinear_fuoctional expansions', IEEE Trans. Circuits
and Systems, vol. CAS-30, nO!!., 1983, p. 554-570.
M. FLIESS, C. REUTENAUER, 'Theorie de Picard-Vessiot des systemes

reguliers (ou bilineaires)', Colloque Nat. CNRS-RCP567, Belle-ile
sept. 1982, ill Outils et Modeles Mathematiques pour l'Automatique

l'Analyse des systemes et le traitement du signal, CNRS, 1983.
[8]
J. GILEWICZ, 'Approximants de Pade', Lecture Notes in Mathematics
nO
~,
springer-Verlag.
C. HESPEL, 'Approximation de ser~es formelles par des series rationnelles', RAIRO, Informatique Theorique, vol. 18, nO 3, 1984,
P. 241-258.
-
[10]
G. JACOB, 'Realisation des systemes reguliers (ou bilineaires) et

series generatrices non commutatives', Seminaire d'Aussois, RCP
567, in Outils et Modeles Mathematiques pour l'Automatique,

l'Analyse des systemes et le traitement du signal, CNRS Landau,
1980.
Ell]
[12]
[13]
M.P. SCHUTZENBERGER,_'On the definition of a family of automata',

Inform. Contr. vol. ,!, 1961, p. 245-270.
SMITH, KUSZTA, BAILEY. 'Mode identification of bilinear systems',
J. of Control, ~, nO l, 1983, p. 943-957.
Int.
H. WALL, 'Continued fractions', Van Nostrand.
Applications
FEEDBACK LINEARIZATION TECHNIQUES IN ROBOTICS AND POWER SYSTEMS
Riccardo Marino
Seconda Universita di Roma, Dipartimento di Ingegneria
Elettronica
Via O. Raimondo - 00173 Roma - Italy
1.
INTRODUCTION
Consider nonlinear finite dimensional control systems

described in local coordinates by equations of type
d .
~ = f(x) +
dt
where f(x O) = 0, xeU
Xo
i=l
n
CR
which
gi(x)ui(t) ~ f(x) + G(x)u(t)
are
m
(1)
+ m
is the state, u(t): R +R is the control, say
m
a Lebesgue measurable function, R is the control space, f, gl' ,gm

are smooth vector fields in U
every x in U
Xo
G(x) is a nxm matrix of full rank for
Xo
Linear control systems, that is f(x)=A(x-x O)' gi(x)=b i , 1 ~ i ~m.

A constant matrix, b i constant vector fields, are used to approximate
nonlinear systems in neighborhoods of equilibrium points. The original
nonlinear model is takeQ into account when a precise control is required
and non-linearities significantly affect the desired dynamic behaviour.
This is the case for instance in the design of autopilots for highperformance aircrafts ([30], [31]), in space-craft attitude control
[14], in the feedback control of high-speed, high-precision robot arms
[7], in the stabilization of electric power systems and in the regulation of electric machines [23].
To this purpose adaptive control
schemes and more recently geometric nonlinear control techniques have
been proposed.
We shall discuss the appU.cation of feedback linearizing techniques, which were recently developed in the area of nonlinear geometric control, to problems arising in robotics and electric power
systems.
Connections with the adaptive (linear) model following
control (AMFC) scheme which was developed in the area of adaptive
control are examined. We shall consider control problems in which the
whole state can be measured.
523
R. MARINO
524
DEFINITION 1.
We say that system (1) is locally in U

(globally)
x
O
feedback linearizable if it can be transformed into a linear and
controllable system
di
dt
AX +
i=1
b i vi(t) ~ AX + Bv(t)
(2)
where A and Bare nxn and nxm constant matrices by

- a nonlinear local in U
(global) state space change of coorxo
dinates (~(xO) = 0)
= ~(x)
(3)
- a state feedback and linear state dependent change of coordinates in the control space
u
= a(x)
+ S(x) v
(4)
where S(x) is a nonsingular mxm matrix in U (everywhere in the

state space) and a(x O) = O.
xo
Following earlier work of Krener [17] who did not consier transformation (4) and of Brockett [8] who considered transformation (4)
with S constant matrix, necessary and sufficient Lie algebraic conditions for system (1) to be locally feedback linearizable were presented in [15] and [20]. Generalizations to systems of type
dx
dt
f(x,u)
(5 )
can be found in [35] for the single input case and in [38] for the
multi-input case. Results presented in [15] have been stimulated by
pioneering design techniques developed in aeronautics ( [30], [31])
Recently the more general concept of partial feedback linearization
has been introduced. Conditions which characterize the largest feedback linearizable subsystem were obtained in [18] for the single
input case and in [26] and [34] for the multi-input case.
Feedback linearizable systems are appealing since, once the
transformations (3) and (4) are determined, linear control techniques
apply and are employed in the design of v(t). On the other hand, the
application of the overall nonlinear control technique has raised the
following problems.
a. Necessary and sufficient Lie algebraic conditions, which are
rather restrictive, have to be checked:
this can hardly be done by
hand computations. Computers equipped with symbolic languages can do
it at the actual state of art provided that, roughly speaking, n is
not larger than ten (the reader is referred to [9] and [101 for a
detailed discussion of this point). Approximations of those conditions
have been proposed in [19].
b. The domain of transformations (3) and (4) needs to be
established; i f i t turns out to be a neighborhood of an equilibrium

point the advantage of nonlinear design is in doubt. Results on glabal
feedback linearization can be found in [5], [6], [12], [l3], [16], [33].
c. The construction of the feedback transformation (3) and (4)
involves the solution of linear partial differential equations. Even
in cases in which they can be solved, complex symbolic computations are
required: to this purpose computers with large amounts of memory and
symbolic languages (such as REDUCE or MACSYMA) are necessary.
d. The final feedback control law (4) can be extremely complex
(say pages of computer output) so that both simplification and implementation problems may arise (see [11] for an example).
e. Parameters uncertainties or modeling uncertainties are not
taken into account.
The robustness of the method versus modeling
errors is still an open issue ([36]).
We focus our attention on the last two points: in particular,
the connections among feedback linearization and linear model
reference adaptive techniques, will be examined.
We refer to the specific problem of controlling robot arm manipulators or electric power systems.
We discuss a class of admissible
uncertainties (point e.) and show how the complexity of control laws
can be alleviated at the expenses of higher control power (point d;).
A two-loop adaptive control scheme provides a flexible tool to design
a control algorithm which meets the desired performance requirements
with acceptable complexity and reasonable control signal amplitude.
Examples from robotics and power systems are worked out in order to
show the advantages of the two-loop control scheme.
2.
COMPENSATION OF NONLINEARITIES BY FEEDBACK
We introduce the following notation with reference to system (1)

G(x)
span {gl(x), , gm(x)}
MO
Mi
span {Mi-I ,[f,X]: XeMi-I}
The following Theorem identifies locally feedback linearizable systems.

Theorem A ([15], [20]). System (1) is locally feedback linearizable
in UXo ' a neighborhood of xo' for every Xo belonging to E ~ {xeRn :
f(x)eG(x)} if and only if
(i) Mj is an involutive distribution of constant rank mj in
U for each j, 0 ~ j ~ n-m ;
xo
(ii)
Mn-m(x)
for every xeU

xo
525
R. MARINO
526
Furthermore, a set of indices, called the controllability indices

k l , , km' are invariant under feedback transformations (3) and (4).
They are defined as follows: k i is equal to the number ofs j ~ i for
j ~ 0, where So
mO ' Sj = mj-mj _ l Note that kl ~ k2 ~ ~km.

i
k., , = n.
More generally, as
j=1 J
m
shown in [22] and [23], a set of controllability indices can be uniquely associated to any nonlinear system (I). If their sum equal n,
the state space dimension, the system is locally feedback linearizable.
In any case, their sum gives the dimension of the largest locally
feedback linearizable subsystem.
The construction of the feedback transformation which takes (I)
into (2), where (2) is in controllable canonical form, involves the
iteration of the following two steps for i = 0, , m-l [28]:
a. determine a function '0 +1 such that d~ +1 vanishes on
i
i
Mki+I-2
and is independent of d~j for 1 ~ j < 0i+1 in Ux ;
00 = 0,
b.
1 = k 1 , , 0i =
Let
compute,
Li- 1 ,
i+j
i+l
for j = 2, , k i + l
The new coordinates are given by";c = ~(x), where, =('1' " ) ' is a
local diffeomorphism in U : they are not unique and should He carexo
fully constructed since their choice will affect the final control
algorithm. Transformation (4) is given by
-k
vI
1
Lf '1
v2
Lf
k
m
Lf
'0 +1
1
'0
m-l
k -I
1
L
'1
L
gl f
k -1
2
L
'1+ 1
gl Lf
k -1
+1
a(x) + Sex) u
L m
f
gm
k -1
1
Lf
'I
k -I
gm L/
~01+1
k -1
L m
f
u1
'0
m-I +1
u2
(6)
527
Note that step a. involves the solution of systems of linear partial differential equations.
Considerable amounts of symbolic computations are required in step b. and in order to check conditions (i)
and (ii) in Theorem A.
In [9] and [10] an algorithm is presented
which. among other things. allows the automatic verification of conditions (i) and (ii) on computers equipped with symbolic languages
such as MACSYMA or REDUCE. The construction of the feedback transformation can also be performed automatically excepting the solution of
systems of linear partial differential equations (step a.). which
remains the most serious problem in the construction of the control.
The functions ~1' ~ +1' ~
+1 can be interpreted as m
a1
am-I
output function:
the equation (6) allows then to compute a state
feedback decoup1ing control in terms of u which makes the input output
behaviour from the new inputs (VI' v) linear. contro~lab1e and
m
decoup1ed (see [22]).
The overall control scheme can be interpreted in terms of the
block diagram in Fig. 1.
Reference
Model
e
v
Plant
Adaptive
Outer Loop
Control
Fig. 1.
Adaptive model-following control (AMFC) scheme.
The plant is given by system (1). the inner loop control law is
given by (4) and the reference model is
[iLJ
d~
or equivalently
-1
A~(x)
R
[iLJ
dXR
-1
Bv( t)
(7)
528
R. MARINO
(8)
where
xR =
~(xR)' ~
being the
local
diffeomorphism
defined by (4).
This interpretation allows us to relate differential geometric

feedback linearizing techniques with classical adaptive-linear-modelfollowing schemes and high-gain or variable structure control systems.
In fact the adaptive control literature developed sufficient conditions
[2] under which, i f ~ is restricted to be the identity map and A is
asymptotically stable:
1. there exists a inner loop control (4) which guarantees the asymptotic stability of the error (lim e(t)=O) if the plant is in nominal
conditions.
t+~
2. there exist a inner loop control (4) and an outer loop control
which guarantee the asymptotic stability of the error (lim e(t)=O) in
t+~
presence of bounded uncertainties for the plant ~f(x,t).

More precisely, given the uncertain nonlinear control system
(9)
let the vector field components
~fi(x.t)
compact set containing xo. every t
be bounded for every
x~
0 and every i = 1 n.
The
above mentioned sufficient conditions are:

( i)
(11)
(iii)
M(x.t) G(x)
t ~ to'
B G(x)
x~
f(x) - Ax G(x)
x~
x~
(10)
0
0
They simply require that in the local coordinates (xl' xn ) both

nonlinearities and uncertainties belong to the distribution G(x). The
adaptive outer loop control can be designed according to hyperstability theory, variable structure control system techniques or the
equivalent high gain techniques (see [2] for a discussion on this
point). Two main drawbacks can be noted in conditions (10): no constructive procedure for determining the reference model (Ax.B) is
suggested; they are coordinate dependent.
The adaptive viewpoint and the differential geometric approach
can be merged together with advantages on both sides so that both
the coordinate free point of view and the robustness issue can be
brought into the picture.
If reference models (7) (which are linear
but not necessarily in the same coordinates used to describe the plant
529
(2) are also allowed, necessary and sufficient conditions are available (Theorem A) for the existence of an inner loop control (5) such
that (see [121 for a proof of these two statements):
e(t) = 0 for every t>t o ' if e(t O) = 0;
if e(t )
o
* 0,
then
lim e(t)
t+~
=0
under
the following addi-
tiona1 assumptions: the matrix A is asymptotically stable;

vet) is a bounded input; feedback 1inearizabi1ity holds globally.
The advantages of this generalization are in order [241:
the
couple (A,B) is identified by the controllability indices of the plant
(2); necessary conditions are available in order to identify plants
for which a control of type (5) does not work; a constructive procedure is available for the more general control law (5).
On the other hand the interpretation of Theorem A in terms of the
AMFC scheme in Fig. I, and in particular the introduction of an outer
loop, allow for the presence of uncertainties ~f(x,t), satisfying
(lO-i). In fact they do not affect the validity of conditions (i) and
(ii) in Theorem A. We can consider uncertain plants of type (9) such
that (i) and (ii) in Theorem A and (lO-i), are satisfied in a bounded
region Q
Xo
Recalling the construction of the feedback transformation and in

particular equation (6) one realizes that the components of the mvector (l(x) are precisely the components of the vector field f which
belong to G(x).
u
The complexity of the control law
= -6 -1 (x)(l(x)
a-1 (x)
(11 )
-1
depends on (l(x) and partly on 6 (x).

The term (l(x) contains non1inearities to be compensated.
Hence if we assume that the vector
field
f(x) -
[X]
-1
A
,(x) =
f(x)
(whose non-zero components coincide with those of (l(x) is not known,

equation (11) becomes
u
= a-lex)
and the burden of compensating for
~f(x),
and for the uncertainties
is on the outer loop control, which acts on the basis of the

error signal
~f(x,t),
R.MARINO
530
In fact it cannot be e(t) = 0 for every t>t o when e(t O) = 0 for two
reasons:
uncertainties are present in the plant; the inner loop
control (6), which may be too complex, has been simplified.
It
is clear that more sophisticated simplification techniques can be
used.
However, in general, simpler control laws can be obtained at
the expenses of higher control signals.
The design techniques discussed in this section will be applied
in Section 3 to robot manipulator models and in Section 4 to electric
power system models.
3.
APPLICATIONS TO ROBOT MANIPULATOR CONTROL
Consider an open mechanic chain of N+I rigid bodies (links) interconnected by N actuated joints. Let qi' i = 1, " ' , N, denote the relative displacement between links i and i-I. Let u i be the generalized
force delivered at joint i; u = (u 1 ' , uN)T represents the control
vector. We refer to non redundant mechanic chains. The configuration
T
vector is q = (qI' " ' , qN) and the state space vector is x
T
qN' qI' " qN)' The kinetic energy is given by
T(q,q)
1 .T
=2
= (ql"'"
B(q) q
where B(q) is the NxN symmetric and positive definite inertia matrix
whereas the potential energy U(q) is due to gravity.
If u is considered a vector of external forces the Lagrangian equations of motion
are
j
1, , N
(12)
or, in matrix form

B(q)
q+
(13)
a(q,q) = u
where the vector a(q,q) contains centrifugal, Coriolis and gravity

forces.
Since an independent control acts at every link, it is easy
to see that the transformation of type (5)
u
= a(q,q)
+ B(q) (K .q + K
p
q+
vet)
(14)
and K are constant diagonal NxN matrices to be assigned, vet) is

thR refer~nce signal), takes system (13) into
(K
K oq + K oq + vet)
p
531
This proves that system (13) is globally feedback linearizable with N

controllability indices of order 2; state space change of coordinates
is not needed. However, control law (13) is rather complex and poses
implementation problems.
Example 1
We show that an adaptive version of control law (14) can be
asymptotically obtained by adding the adaptive outer loop control,
which is designed according to variable structure control techniques
[37], to a simplified inner loop control. Assume the reference model
is (v(t) is the reference signal)
+ K oq. + v(t)
v R
The inner loop control is (the subscript I stands for "inner")
q
K oq
P
= K oq + K o~ + v(t)
I
P
v
The closed-inner-loop system becomes
"outer")
= -a(q,~) +
B(q)q
K .q + K
The error equation becomes (e
e=
Ke + K
p
e+
= qR
(the
q+
subscript 0 stands
v(t) +
for
- q)
(I-B- 1 (q)K oq + (I-B- 1 (q)K
oq
+
(15)
If the discontinuous outer-loop feedback controls (c i
> 0)
if
(16)
if
are designed to force and maintain the system very close to the hyper-
surface
+ Ce = 0 (see [2], [37]~ [39] for specific techniques) the
averaged control action is evaluated as follows (C = diag[c , ,c ])
1
e+ c ~
Kp e + Kv
e+
(I
(I-B- 1 (q)K p .q + (I_B- 1 (q) '"

oq
j"'v
-1
-1
- B (q) v(t) + B (q) a(q,q)

0
532
R, MARINO
or
u
a(q,q) +'B(q) (K oq + K oq + v(t) + Ce) - K oq

p R
v R
P
- K q - v(t)
av
Hence
u
+ u
av
= a(q,q)
+ B(q) (K oqR + K oq + v(t) + Ce)

p
v R
which asymptotically coincides with (14) since q+qR' q~R and

transients however are different:
follows
e = Kp e
+ K
e+o.
The
in fact from (14) and (15) it
(17)
whereas from (16) we have the "averaged" dynamics

~
= -C
(18)
The strategy (16) demands for control signals which are less
+
complex with
respect to (14) (since u i and u i must satisfy
inequali-
ties) but in general higher in amp1itudeo Note that only bounds for the
non1inearities a(q,q) are required. In the particular case of the
robot manipulator this feature greatly simplifies the construction of
the dynamical model.
A similar control scheme which employs both loops in Fig. 1 is
proposed in [3] and applied to robot manipulators in [18] via hyperstability theory (see also [32])
u
It(w,x) x + W(w,v) vi - H x + H v
x
(19)
where
x = (q ,q0) T
w
De
w
T
t = r IwO (sgn x)
w
1jI = s Iwn (sng v)T
r, s suitable scalars, D, H ,H
p
constant matriceso
The inner loop is
designed using a linear approximat'ion of (14), i.e., -H
x + H v,
whereas It(w,x) x + 1jI(w,v) vi is the adaptive outer loop contro1o
Example 2
Consider now a single link robot arm actuated by an electric motor
through a flexible joint, for instance a high-ratio, high-torque gear
mechanism. Flexibility is modeled by a linear torsion spring between
the rotor and the link. The Euler-Lagrange equations of motion are in
this case (friction and viscous phenomena are neglected)
where J 1 and J 2 are the moments of inertia for the link and the rotor,
6 1 and (6 1 + 62 ) the corresponding angular displacements, M is the
mass of the link, k the elastic constant, u is the control, i.e., the
torque delivered by the motor. In state space form the system is
MgI
- sin 61 + ~ 6
111 = - J1 2
J1
62
= 112
1
1
1
sin 6 - (-+ - ) k6 2 + T
u(t)
112 =~
J1
J2
1
J1
2
= (6 1 ,
11 1 , 62 , 11 2 ) and the vector fields f(x)

and g are identified in order to form the equation x = f(x) + gu(t).
Then by computing the vector fields
The state is denoted by x
it is easy to check that conditions (i) and (ii) are satisfied and
therefore the system is locally feedback linearizable. By using the
change of coordinates
533
R. MARINO
534
= - Mgl n
J1
cos 9
+ k n
~ 2
and the state feedback transformation

= J 1J 2
Mgl
u(t)
(- - - cos 91 ) (- Mgl sin 9
k
1
J1
J1
M
2
+ - g n sin 9 + ~ (~l sin 9 _
1
J1
J1
1
Mgl
+ a 1 9 1 + a 2 n1 + a 3 (- - - sin 9 1 +~ 92 )
J
J1
k
Mgl
n ) - v(t)}
+ a 4 ( - - n cos 9 1 + J1 2
J1
1
the closed loop system becomes in new coordinates
4
i=1
4.
a y
i
+ v(t)
APPLICATIONS TO POWER SYSTEM STABILIZATION
Consider a set of N synchronous generators interconnected by an a.c.

network reduced at its generating nodes and characterized by the
complex impe~ance matrix (Zij' a ij ). (E i ,6), 1 ~ i ~ N denotes the
e.f. at generating nodes; 6i gives the position of the rotor of generator i (wi is the speed) with reference to a frame rotating at synchronous speed
M. = J i 00 and J i is the moment of inertia of the rotor

~
s
i; P i is the net active power at node i and P i is the active power
m,
e,
absorbed by the network from node i.
A commonly used power system model for stability studies is
00
2
d 6i
1
-2- = -M (p i - P i)
dt
i
m,
e,
where k ij
P -
Ei E.
Mi Z.~ ; let x = (6 1 , ""
the state and
Xo
~]
j=l
ij
cos (6 i -6].+aij )
6N, wI - ws' " ' , wN - ws )'
be an equilibrium point for (20),
(20)
be
Controls are denoted
by (u 1 (t), " 0 ' uN(t)T; ui(t) represents an external acceleration at

the corresponding node i. The following results are proved in [23] and
[20].
535
Proposition 1.
Assume that only one independent control u i is available and acting at node 1. Then (20) is locally feedback linearizable
in any U
C 9 n = {xe:Rn : I <Si_1-<Si+<X i _ 1 I '" t
i=2, ,N, i odd te:Z},
T'
Xo
if, and only if, k ij = 0 for j '" i-I and j '" i+1, i = 2, , N-l, and
k i ,i-l '" 0, k i ,i+l '"
o.
Assume that an independent control u i ~re available at

each even node.
System (20) is locally feedback linearizable in any
Proposition 2.
U
Xo
C Sl =
{URn
R(x) is nonsingular} where

k12
k32
kS2
k N- 1 ,2
k14
k34
kS4
k N- 1 ,4
kIN
k3N
kSN
.......
N-l,N
and k ij = k ij sin(<Si - <5. + <X ij )

J
Proposition 3.
If independent
controls u i ' 1 ~ i ~ N are available

at each node then system (20) is globally feedback linearizable with N
controllability indices of order 2.
In the above cases feedback transformations (4) and (S) are
explicitly obtained since the partial differential equations involved
can be easily solved. In the case of Proposition 3 state space change
of coordinates (4) is not needed whereas it is required in the remaining two cases. In [11] an electric power network with N=S is examined.
Two controls are automatically located by an algorithm which uses the
propositions above in order to set upper and lower bounds on the number
of controls and checks the necessary and sufficient conditions of
Theorem A.
The control laws are then automatically computed:
they
turn out to be extremely complex.
This emphasizes the need of the
control scheme reported in Fig. 1 for control implementations and the
usefulness of the theory as far as preliminary controls analysis is
concerned leading for instance to the location of a reduced number of
controls.
Example 3
As an application of the control scheme in Fig. 1 let us assume
that independent controls ui ' 1 ~ i ~ N, are available at each node so
that Proposition 3 applies. Then it is easy to see that the inner loop
control which globally linearizes the system is
536
R. MARINO
n
- Pi +
ui
k ij cos (~
j=l
~.
<l
ij
)-
- ali(~i - ~O)
- aZi (Wi - Ws ) + vi(t)
i
where (ali' a 2i ) are design parameters and
i=l, ... ,N
... ,
~N'
00,
(21)
,(0)
s
is the equilibrium point at which the system can be held by state

feedback.
The control is implementable by controlled d.c. lines,
but it requires full state measurements and systemwide communications.
However, as in the case of rigid robot manipulators, an outer loop
control can be advantageously added to a simpler inner loop control
( [40])
Let the reference model be
d2~R
i
_ ~O) - a (WiR - w ) + vi(t)
-2-= -ali (~R
s
2i
i
i
dt
where
vi (t)
sets
the
reference
equilibrium point.
i-1, ,N
The
simplified
inner loop control is given by

ur,i =
-a1i(~i
~~)
- a 2i (wi - Ws ) + vi(t)
satisfies the differential equation
j=l
- ali
k ij cos (~i - ~J. + (lij) -
(~i
~~)
- a 2i (w i -
W~)
+ uO,i
We choose
loop control
the
discontinuous
(variable
structure system)
outer
if
if
(u;,
u~) are determined so that the following inequality is satisfied
537
This implies
+
ui
<-
Pi
j=l
k iJ cos (5 i - 5j + Qij) -
- ali (5 i - 5:) - a 2i (oo i -
00:)
One can also treat the left hand side of model (20) as a bounded
uncertainity: in fact condition (lOi) is satisfied. In this case no
full state knowledge is needed at the expense of higher control power.
The following inequalities can be used (see also [40])
n
+
ui
<-
P.
ui
>-
P.
l.
j=l
n
l.
j=l
R
kij - aU (5 i - 5R) - a 2i (oo i - wi)
i
k ij - a
(5
R
- 5R) - a 2i (wi - wi)
i
The averaged outer loop control action is then given by

n
u
aV,i
- Pi +
j=l
k ij cos (5
- 5j + Qij)
R
) - a21 (w i - wi)
- aU (5 i - 5R
i
- A (5 - 5R)
i
i
i
The overall averaged control action is asymptotically given
lim
t~
e=
0) by
(lim e=O,
t+ao
538
R. MARINO
n
u 1 ,i
+ u av,l..
- Pi +
j=1
kiJ cos (6 i - 6j + a ij )
,,0.)
- ali ( u" i _ ul.
a 2i ( wi - Ws ) + vi (t)
i = I , ,N
It coincides with the "exact" linearizing control law (21)

Example 4
Consider a simplified model of a synchronous machine connected to
an infinite bus ([1], [21])
~ =
W -
W
S
(22)
Here 6 represent the angle of the rotor with respect to a frame rotating
at synchronous speed ws; w is the rotor speed, JP and J(k 1 e~ sin 6 +
k2 sin 26) are the mechanical power received by the turbine and the
electric power delivered to the electric network, respectively (J' is
the moment of inertia). The first two equations represent the rotor
angle dynamics, which are affected bye' whose dynamics is controlled
q
by v f ' the field excitation voltage.
The state
e~
is proportional to
the field flux linkage.
Let (6 , w , e' ) denote the operating condio

s
qo
tions of the machine:
the purpose of the control is to stablize the
system to the operating conditions in presence of parameter variations
(typically short circuits). We rewrite (22) as follows:
~
where x
= f(x)
(6,w,e')
q
+ g vf(t)
1
and the vector fields f, g are
(w - ws )
~6 +
(p - kl
e~
sin 6 - k2 sin 26)
+ (-k3 e~ + k4 cos 6 + kS v fo ) ae'
~w
539
By computing
- 1<,i kS
(1Il -
lIl S )
cos )
Olll -
k3 kS oe'
we can see that conditions (i) and (ii) are satisfied in n by { XR 3 :

sin 15 '" OJ. Since x ~ n the system is 'locally feedbac, linearizable.
o
Consider the change of coordinates
P - kl
e~
(1Il -
1Il )
(-k
k2 sin 215
(23)
in which system (22) is rewritten as
sin
e' cos 15 - 2k2 cos 215)

q
(24)
By using the state feedback control
k3
k4
(1Il - 1Il )
v(x,t) = + -kS e'q - -kS cosl5 - v fo + kl kS sinl5
s
(k
- 1 e q' cos 15 - 2k 2 cos 15)
+
1
(a (15 - 15 ) + a
kl kS sinl5
1
0
2
(1Il -
1Il )
where v(t) is the reference signal and aI' a 2 , a 3 are design parameters, system (23) becomes
R. MARINO
540
v.
CONCLUSION
Necessary and sufficient conditions identify nonlinear control

systems which can be transformed by state feedback into a system which
is linear and controllable in certain coordinates.
This class of
systems enjoys several control properties such as f~~dback stabilizability and local controllability which are not easily characterized or
even understood for general nonlinear systems. For instance, in the
stabilization problem for electric power systems (Section 4) in which
the designer has the choice of Jetermining the location and the number
of active power controllers, the feedback linearizing conditions provide the only analytic tool available for inducing local controllability and feedback stabilizability properties in the controlled electric
power system. On the other hand, if controls are given (as in Examples
2 and 4), the computation of the feedback linearizing transformation
identify the state variables which are the most convenient for control
purposes:
they may differ, as in Examples 2 and 4, from the state
variables which are convenient for modeling. Existing nonlinear adaptive schemes, such as the adaptive model following control, apply in
new coordinates. This provides an analytic tool for determining which
states should be measured or estimated. As a matter of fact, the state
coordinates obtained in Example 4 by using the feedback linearizing
procedure were already proposed in the literature [21] in order to
design an adaptive control scheme.
As far as the actual design of a control algorithm for feedback
linearizable systems, the two-loop scheme in Fig. 1 seems a natural
one (see also [15], [31]). There is an interesting interplay between
the two loops (as shown in Examples 1 and 3) which can be exploited to
our advantage. The outer loop in particular can be used in order to
adapt the control algorithm to certain classes of parameter variations.
But i t can also be used, depending on the particular application, in
order to alleviate the complexity of the inner loop control or of the
model itself, and perhaps avoid some measurements.
However, the
robustness versus modeling error is certainly an open and important
issue in the actual implementation of feedback linearization techniques.
REFERENCES
[1]
[2]
[3]
Anderson, P. M., Fouad, A. A., 'Power system control and

stability,' Iowa State University Press, Ames, 1977.
Balestrino A., De Maria G., Zinober A.S.I., 'Nonlinear adaptive
model following control,' Automatica, vol. 20, 5, 559-568, 1984.
Balestrino G., De Maria G., Sciavicco L., 'Hyperstable adaptive
model following control of nonlinear plants,' System and Control
Letters, vol. 1, 232-236, 1982.
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[ 19:1
[20]
[21]
Balestrino G., De Maria G., Sciavicco L., 'An adaptive model

following control for robotic manipulators,' Trans. ASME J. Dyn.
Syst. Meas. Control, vol. 105, 1983.
Boothby W.M., 'Some comments on global linearization of nonlinear
systems,' System of Control Letters, vol. 4, 143-147, 1984.
Boothby, W. M. ' Global feedback linearizability of locally
linearizable systems,' this volume.
Brady M., Hollerbach J., Johnson T., Lozano-Perez T., Mason M.
eds., Robot Motion, Planning and Control. MIT Press, 1982.
Brockett, R. W., 'Feedback invariants for nonlinear systems,'
IFAC Congress, Helsinki, 1115-1120, 1978.
Cesareo G., Marino R., 'Nonlinear control theory and symbplic
algebraic manipulation,' MTNS '83, Beer Sheva, Israel; Lecture
Notes in Control and Inf. Sci., no. 58, 725-740, Springer Verlag,
1984.
Cesareo G., Marino R., 'On the application of computer algebra
to nonlinear control theory,' EUROSAM Conf. Cambridge U.K.:
Lecture Notes in Compo Sci., no. 174, 35-46, Springer Verlag,
1984.
Cesareo G., Marino R., 'The use of symbolic computation for
power system stabilization:
an example of computer-aided
design,' INRIA Conf. Nice '84; Lecture Notes in Control and Inf.
Sci., vol. 63, 598-611, Springer Verlag, 1984.
Cheng, D., Tarn T.J., Isidori A., 'Global feedback linearization
of nonlinear systems,' 23rd CDD Conference, Las Vegas, 74-83,
1984.
Dayawansa, W., Boothby, W. M., Elliott, D. L., 'Global state and
feedback equivalence of nonlinear systems,' System and Control
Letters, vol. 6, 229-234, 1985.
Dwyer, T. A. W., 'Exact nonlinear control of large angle rotational maneuvers,' IEEE Trans. Autom. Control, vol. 29, 9,
769-774, 1984.
Hunt L.R., Su R., Meyer G., 'Design for multi-input nonlinear
systems,' Diff. Geo. Control Theory, Brockett R., Millmann R.,
Sussmann H. Eds., 268-298, Birkhauser, 1983.
Hunt L.R., Su R., Meyer G., 'Global transformations of nonlinear
systems, , IEEE Trans. Autom. Control, vol. AC-27, 1982.
Krener, A. J., 'On the equivalence of control systems and linearization of nonlinear systems,' SIAM J. Control and Opt., vol. 11,
670-676, 1973.
Krener A.J., Isidori A., Respondek W., 'Partial and robot linearization by feedback,' Proc. 22nd IEEE Conf. on Decision and
Control, 126-130, 1983.
Krener, A. J., 'Approximate linearization by state feedback and
coordinatp. change,' System and Control Letters, vol. 5, 181-185,
1984.
Jakubczyk B., Respondek W., 'On linearization of control systems,'
Bull. Acad. Pol. Sci., Sere Sci. Math., vol. 28, 517-522, 1980.
Irving, E., Barrett, J. P., Charcossey, C., Monville, J.,
'Improving power network stability and unit stress with adaptive
generator control,' Automatica, vol. 15, 31-46, 1979.
541
542
[22]
[23]
[24]
[25]
[26]
[27]
[28]
[29]
[30]
[31]
[32]
[33]
[34]
[35]
[36]
[37]
[38]
[39]
R. MARINO
Isidori, A., Krener, A. J., Monaco, S., Gori-Giorgi, C., 'Nonlinear decoupling via feedback:
a differential geometric
approach,' IEEE Trans. Autom. Control, vol. 26, 331-345, 1981.
Marino R., 'Feedback equivalence of nonlinear systems with
applications to power system equations,' Doctoral Dissertation,
Washington University, St. Louis, MO, 1982.
Marino R., Nicosia S., 'Linear model following control and feedback equivalence to linear controllable systems,' Int. J. of
Control, vol. 39, 3, 473-485, 1984.
Marino R., 'On the stabilization of power systems with a reduced
number of controls,' INRIA Conf. Nice '84; Lecture Notes in
Control and Inf. Sci., vol. 62, 259-274, Springer Verlag, 1984.
Marino, R., 'On the largest feedback linearizable subsystem," to
appear in System and Control Letters.
Marino, R., 'An example of nonlinear regulator,' IEEE Trans.
Autom. Control, vol. 29, 3, 276-279, 1984.
Marino, R., Boothby, W. M., Elliott, D. L., 'Geometric properties
of linearizable control systems,' Mathematical Systems Theory,
vol. 18, 97-123, 1985.
Marino, R., Uie-Spong, M., 'Stabilization and voltage regulation
of electric power systems with (p,Q) load' buses preserved,' Proc.
Conference on Decision and Control, Fort Lauderdale, Florida,
1985.
Meyer G., Cicolani L., 'Applications of nonlinear system inverses
to automatic flight control design-system concepts and flight
evaluations,' Agardograph 251 on Theory and Applications of Opt.
Control"Aero. Systems, P. Kant ed., 1980.
Meyer, G., Su, R., Hunt, L. R., "Application of nonlinear transformations to automatic flight control," Automatica, vol. 20, 1,
103-107, 1984.
Nicosia S., Tomei P., 'Model reference adaptive control algorithms for industrial robots,' Automatica, 20, 5, 635-644, 1984.
Respondek, W., 'Global aspects of linearization equivalence to
polynomial forms and decomposition of nonlinear control systems,'
this volume.
Respondek W., to appear in Proc. MTNS '85 Conference, Stockholm,
June 85, C. Byrnes and A. Lindquist eds., Elsevier, Amsterdam.
Su, R., 'On the linear equivalence of nonlinear systems,' System
and Control Letters, vol. 2, 48-52, 1982.
Su, R., Meyer, G., Hunt, L. R., 'Robustness in nonlinear
control,' Differential Geometric Control Theory Conference,
Birkhauser, Boston, R. W. Brockett, R. S. Milemann, H. J.
Sussmann, Eds., vol. 27, 316-337, 1983.
Utkin U.I., Sliding Modes and' their Applications in Variable
Structure Systems. MIR Moscow (English translation), 1978.
Van der Schaft, A. J., 'Linearization and input-output decoupling
for general nonlinear systems,' System & Control Letters, vol.
5, 27-33, 1984.
Young K.K.D., 'Design ~f variable structure model following
control systems,' I~EE Trans. Autom. Control, vol. AC-23 ,
1079-1085, 1978.
[40]
Zaborszky, J., Whang, K. W., Prasad, K. V., Katz, I. N., 'Local

feedback stabilization of large interconnected power systems in
emergencies,' Automatica, no. 17, vol. 5, 673-686, 1981.
543
C.A. O.
FOR NONLINEAR SYSTEMS
FEEDBACK
LINEARIZATION
WITH
OECOtJPLING,
PERTURBATIONS RE.JECTION AND
APPLICATIONS TO THE DYNAMIC CONTROL OF A
ROBOT ARM
B. 0' ANDREA, J. LEVINE
CAI- ENSMP, 35 rue
Saint-Hono~,
77305 FONTAINEBLEAU. FRANCE.
ABSTRACT: We
and simulate
present a C.A.O . package for nonlinear systems to compute

fe~ck control laws that decouple, reject the perturbations or linearize, possibly simultaneously.
The fe~ck law is computed by the system's graph algorithm.
The package is written in ~SYMA. One enters the system's equations,
and one can obtain: exact formulas for the feedback law, and simulation
facilities for the closed-loop system.
Two applications to the dynamic control of a robot arm are described:
straight line following, and stabilization of an inverted pendulum on
the arm's end body.
The robustness of the corresponding control laws is checked on simulations.
Introduction.
In regard to the current developments of nonlinear systems theory,
full sized applications can now be faced in advanced industrial sectors
such as RObotics (llJ, (14J, (22J, (29J, Pharmacokinetics (4], Chemical
Engineering
[13], AeronautiCS (20], [21], [28], [19], [25], Astronautics [1], active control of mechanical systems [12], and can be foreseen
in Biology and Biotechnology, in engine control, in Electronics, etc .
The purpose of this CAD package is, once the system's equations
obtained, to compute fe~ck controls and to simulate the behavior of
the closed-loop system, and provide, as fastly and sharply as poSSible,
the informations that are necessary for the syntheSiS of the controller.
PreCisely, the exact control being in general given by very long and
tricky formulas, and since approximations are needed for the implementation, the package will provide a basis of comparison between the "ideal"
controller and an apprOximated one chosen by the user.
Since the conditions of existence of solutions for the problems of
decoupling, perturbations rejection and feedback linearization (0, PR,
PI.), as well as the computation of these solutions, require a huge amount
of formal calculus, the package is completely written in MACSYMA. This
approach also offers the advantage to be able to use the formal derivation to obtain a more accurate m.nnerical integration scheme for the
545
M. Fliess andM. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonlinear Control Theory, 545-572.
B. D'ANDREA AND J. LEVINE
546
system's equations, inspired by the funclional
developments
techniques
[8).
In the first section, the main results on D, PR, FL, and on the
system's graph algorithm are recalled, and the integration scheme to be
used for simulations is displayed. Then the main package units are
sketched.
The second section is devoted to two robotics applications: motion
of translation for the end body of a robot arm, and stabilization of an
inverted pendulum on the end body. These applications are currently
being implemented on the robot arm for teaching and research PAMIR,
designed by P. Durand and F. Viette of ESIEE.
Note that these examples have been chosen since each one displays a
degree of difficulty that cannot be completely taken into account by
linear or adaptive techniques (singularities, less controls than angular
variables ).
The control law computation and the simulations are presented for both
examples.
Finally the robustness of the proposed control laws is studied by simulations where random noises are introduced.
1. Theory
1.l.. The problems D, PR, FL
we consider a linear analytiC system of the form

uif.(x)
1.
1, ... ,p
given in local coordinates in a connected n-dimensional analYjic manifold X, where x E X is the state of the SJstem, Jf:lere u - (u , . , um) ,
is the control,('for transposition), w- (w , .. ,w)' is the perturbation, and y - (Yl'" .,y )' is the output.
The vector fields fO,fl.~ ,fm,gl.""'9w are supposed to be analytic
from X to T( X) the tangent bundle of >C and the functions h 1 , ... ,hp are
analytic from X to ~
For obvious notational reasons , we shall denote D for decoupling,
PR for perturbations rejection, and FL for feedback linearization.
The problem D
when m - p and M - 0 , consists in finding a feedback control law of the
form
u (x, v) -
a (x)
(1)
547
C.A.D. FOR NONLINEAR SYSTEMS
with a,{3 analytic and (3(x) invertible for all x,. v is the auxiliary control, such that the output y. only depends on v~ , in a neighborhood of
X to be precised.
J.
The problem PR
when M ~ I , consists in finding a feedback control law of the form ( 1 )
such that the output y becomes independent of the perturbations w in a
suitable neighborhood.
The problem FL
when M == 0, consists in finding a feedback control law of the form ( 1 ),
such that the input output: v ~ y becomes linear, in a neighborhood of
X.
The three problems or two of them
can be solved simultaneously
(with obvious adaptations of the dimensions m, M, or p ):
The necessary and sufficient conditions for the existence of a
feedback law (1) are now well known in any case ([3], [5], [15], [16],
[17], [23] ); the best formulation for our calculation is the following
( [3], [ 15 J ):
shall denote L f h .(x) the Lie derivative of the function h. with
i J
J
respect to the vector fJ.eld fi evaluated at x :
We
n
..k
Bh.
L f h.(x) =
fi(x) ~(X)
i J
k-l
r:
Definition 1:
The characteristic number p. of order i, i
integer satisfying:
~
3j
{I, ... ,m} such that:
Vj
{1, ..
,m}, Vk
Pi
L f L f h.
j
0
J.
1, .. ,p,
(2)
is
the
unique.
< Pi
L f L f h. -= O.
j
0 ~
(3 )
(4)
If 3j such that Lf.h i ~ 0 , then Pi - 0 ;

k
If L f L f h. - 0
Vk then p. - -fiD
J.
j
0 J.
'13,
p. represents the minimum number of integrations for the output

to be lffected by one of the inputs.
Yi
One can also introduce the characteristic numbers relatively to the

perturbations :
Definition 2:
The characteristic number
CT.
of order i, i - 1, ... ,p, relatively to
the
548
perturbations, is the unique integer satisfying

gj' j = 1, .. ,M, in place of f j , j = l, ... ,m .
(3)
and
( 4) with
Denote:
i
t..(x)
OK
Pi
Lf Lf
h.(x)
j
0
1
i = l, ... ,p
The matrix t. whose entries are the t.i

j
matrix.
j = l, ..
,m.
s is often called the
Theorem 1 (problem PR):

A necessary and sufficient condition for the feedback (1) to
problem PR is
Vi -
( ii) a and
IJD. -
(j
decoupling
solve
the
l, ... ,p
are solutions of the following matrix equations

t.(j
(5)
=B
(6)
with
i
i
Pl
Pp
pi+l.
A (x) - . , (hl(X), ,Lfo hl(x), ,hp(X), ,Lfo hp(X - LfO
h i (x)(7)
where the .,i are arbitrary analytic functions, i " 1, . ,p,
i
i
Pl
Pp
Bj(X) -= IIIj (hl (X), ,Lfo hl(x), ... ,hp(X), ... ,Lfo hp(x
(8)
the III~ being arbitrary analytic functions,

i - l~ ,p; j ... 1, ,m. Moreover, the change of coordinates:
, ... ,
,i -
1, ... ,p
(9)
is an iDIIIersion [5] of the system (t) into the system:
(10.a)
549
i-l, .. ,p.
with
(=
(~, ...
( 10.b)
,cPPp )'
Theorem 2 (problem D):

If all the p. are finite, a necessary and sufficient condition for the
existence of~ a feedback law of the form (1) is that the matrix equations
(6) have a solution with:
A
i
Pi
(x) ... ., (h.(X),L f h.(x), ... ,Lf h.(x
~
O~
p i +l
- Lf
h.(x)
0
(11)
Where the .,i are arbitrary analytic functions i = 1, ... ,p,

i
Pi
Bi(X) ... 1II.(h.(x), ... ,Lf h.(x
1.
1.
0
~
B.(x) - 0
J
V j
(12)
and Where the III. are arbitrary analytic functions, i = 1, ... ,p

Moreover, the ci\ange of coordinates (9) is. an . :i.Jlmersion of the system
(r) into the system (10.a), (10.b) with .,~(~) and v~III.(~) in place of
m
ji
iii,
.,i( 0 and r v III.() respectively, with ( - (0""'( ) ,
. l.
J
Pi
i
;I;;
1, ... ,~-:
Theorem 3 (problem PL):

A sufficient condition for the feedback law (1) to solve the problem
is that a and f3 are solutions of the system (6) with:
Ai(x)
Pj
r.
j - l k-o
.,~,k(j
J
(13)
.,~,k are arbitrary constants
Where the
and the
i '""' 1, . ,pJ, k ... 0 , ... , p j ' j ... 1 , ... , PI
~ are defined as in (9),
Bj(X) - IIIj
the
III~
J
FL
( 14)
being arbitrary constants, i - 1, ... ,p , j
1, .. ,m.
These conditions are also necessary if (r.) is c.Lf. (see [5J).

The change of coordinates (9) is then an :i.Jlmersion of (1:) into the system (10.a), (10.b) with
and
III~
in place of
respectively, i - 1, . ,p , j - l, . ,m
.,i( () and
\II~( ()
B. D'ANDREA AND J, LEVINE
550
l. .2. The
sys~em'
s graph
algori~hm
The purpose of ~his me~hod is ~o obtain ~he characteris~ic numbers

(see defini~ions l. and 2) with the minimum number of fonnal
p. and a.
dllriva~il>ns.
we prove in [l.8J, that ~ese numbers generically represent the

minimal length of paths in the system's graph [27 J, the minimal. paths
being ~hemselves useful ~o simplify the computation of the matrix A in
(5).The defini~ions of [l.4] and [l.8] have been sligh~ly improved in [7].
Definition 3:
call r the system's graph of ( I: ), in a given open subset
the orien~ed weigh~ed graph whose nodes are:
we
of
X,
l.
m l.
M
.
u , ... ,u ,w , .. ,w called 1npu~-nodes,
X1 " " , Xn called
s~ate-nodes,
Yl., ... ,yp called output-nodes;

and whose oriented arcs and weights are obtained as follows:
~ iffJe: ~ ;If 0
(resp. gi ) ,
tJlere exists an arc from u i (resp. wi )

g. ;If 0 ) in Q; ~he associated weigh~ is
i 1 = l, . ,m (resp. M) , k = 1, ,n;
there exists an arc from
.
8~
ated weight 1S --- , k,r

a~
ar
to xr iff ~
;If
( resp.
0 in Q, and the associ-
l, .. ,n;
ab.
there exists an arc from xr to Yj iff ~ ;If 0 in Q, and the associr

8h.
, r ~ 1, ... ,0, j - l, ... ,p.
ated weight 1s
a;l
r
Defini~ion 4:
call d( u , y.) the minimal number of oriented arcs of r joining u j
Yi ' and:
1
we
d. 1
Min
j-1,
d(u j ,y.)
,m
d~
1
Min
to
d(~ ,y.).
j-1, ,M
Also, we call r. . the subgraph made of all the minimal paths joining u.
to y. , of lengfhJ di ' for i - 1, .. ,p, j - 1, . ,m.
J
'!'he lMight of a patH is the product of every weights of the arcs of the
path, ~e weight of r 1 j , noted W1 j , is the sum of the weights of all
the paths of r 1 .
'
,
,J
551
Theorem
di - 2
41
Pi
VI-I, ... ,p ,
if W. . ~ 0 for one j, d 1. - 2 == P1. and ~~ = W. . , V j=l, .. ,m ,for

1,1
J
1,J
every 1==1, ,p.
for at least one j and V i generically,
Furthermore, W. . ~ 0
namely for everj;J
outside a closed subset, with em~ interior*, ~f the spac::e CQ ' of

~alytic
vector-ValUed. fUQct10ns
'f.,g.,~)
*for 1-D, . :,m,
J=l, ... ,M, k=l, .. ,p , w1th f. (resp. g. 1 (~esp. ~ ) depend1ng,
in every local chart of Q, o~ the sameJvariables as f. (resp. g. )
(resp. ~ ), Vi,j,k
1
J
if d i
>
nH , then Pi = d i "" -tal
Clearly, the same result holds for a. , by introducing W~ . , the

weight of the subgraph r~ . of every path~ of length d~ joini~gJw. to y.
1.,J
For more details on the links between system's

teristic numbers, see [14], [18].
1.
graph
and
1.
charac-
The advantge of Theorem 4 is then to replace, at least generically, an iterative computation of Lie derivatives by the determination
of minimal paths. We want to stress on the fact that those minimal
paths and the decoupling matrix ~ are generically obtained by performing
only first order derivatives to evaluate the weights of the associated
arcs (see definitions 3 and 4).
For example, for a system with 2 inputs, 3 states and 2 outputs, and if
the 2 characteristic numbers are equal to 1, we shall compute at most 24
partial derivatives if we apply directly the definition 1, whereas only
12 partial derivatives are needed with the graph's method.
Furthermore, in non generic cases, the graph still simplifies the computations of the characteristic numbers and of the decoupling matrix,
since we can only start computing Lie derivatives from the order
obtained in the graph.
The computation of a feedback law is thus completed in 3 steps:
computation of minimal paths,
computation of the characteristic numbers and the matrix
552
inversion of /).
Details can be found in [14].
Remark :
In the case of Hamiltonian systems [30], the Hamiltonian sums up the

dynamical informations of the system, and the knowledge of the system's
vector fields becomes unnecessary. Thus, one can ask if this property
generalizes to the graph formalism: can we obtain the characteristic
numbers and the decoupling matrix on a graph build only through the Hamiltonian, and not on the system itself.
As a result ([30]), when the number of inputs is equal to the number of
outputs, say m, the characteristic numbers are obtained by evaluating
the following Poisson brackets for every i,j,k:
k
{C., {ad'-C.}}
]
I i 1.
where c 1 , . ,e are the output functions, and H the Hamiltonian.

Interpreting tWe Poisson brackets in terms of Lie derivatives, we have :
{H, 'P} = L f 'P
{Ci , {H, 'P}} = L f L f 'P

i
0
(15 )
for every smooth function 'P , with fo and fi defined by:

fO = (8H
8p'
_ 8H),
8q
f.
1.
8C.
= (- _2:
8p
8Ci
--)'
( 16)
8q
where p and q are the canonical variables.

Hence, the Poisson bracket conditions can be checked on the system's
graph obtained by the preceding fo"'" f , this graph being directly
obtained from the Hamiltonian and the outpuf functions by (16).
Thus, counting the number of derivatives needed with this approach, one
can see that in some cases the computation of some components of fo can
be avoided.
1.3. Numerical Scheme for system simulation
The classical integration methods for ordinary differential equations as Runge-Kutta, Adams or Gear, use, at different levels of complexity, numerical approximations of the partial derivatives of the vector fields.
Thus, one can expect that formal derivation techniques
might simplify and improve the accuracy.
Moreover, those numerical
schemes are based on a Taylor expansion with respect to the state variables, and thus their use becomes critical when the control parameters
vary fastly.
On the contrary, we propose here to make a Taylor expansion with respect to the iterated integrals of the inputs, that naturally refer to the formal power series in non commutative variables.
The numerical scheme that we introduce consists in
truncating
the
553
fundamental fo~ula of Fliess [8] at a given order and then to actualize

this expression at each time step.
Let us recall that the fundamental fo~la expresses as a fo~l power
series the output of a nonlinear system with respect to the iterated
integrals of the inputs: if x( t} is the state of the system (I:). at each
time t, with M = 0 for clarity's sake, and if y.(t} is the corresponding
output at time t, one has
:1.
Lf
... L f h. (x( O)}
O J
. 1
Jk
1
k~1
JdC.
t
y.(t} = h.(x(O}}+ I:
Jk
.. dC. (17)
J1
with:
Co(t}
=t
Ju.(s}ds
t
, C.(t} =
J
0 J
,Vj
1, ... ,m
(18 )
and, by induction :
t
t
s
. .. dC . .
J dC . . . . dC. = J dC. (S}J dC.
o Jk
J1
0 Jk - 1
J1
0 Jk
{19}
If we specialize (17) with h.(x) ... x.

:1.
order r, we obtain, with t1 < t2 }
then
at
the
x.(t 2 ) .., x.(t 1 }+ I:

:1.
1
k==1
truncating
1:.
J 1 ,,J k = 0
L f . . . L f . x i (t1 }
J1
Jk
To obtain the desired approximation scheme, it suffices then to choose a

sampling period T and to compute (20) for
t1 =- NT
,N=<>,1,
This scheme can thus be implemented from exact fo~l computation of the
iterated Lie derivatives of (20), computation which is done off-line
once for all , with piecewise constant inputs between NT et (N+1 }T
8=1,2, ...
Remark that for piecewise constant inputs'i one obtains in fact .an
approximation of order r of : exp T(fo + ~ u fi)(X(NT}}
In the case of fast variables, the integrns of the inputs can be computed with a suitably finer sampling, or simply replaced by their average.
This method has been tested at the orders 2 and 3 for the robot
Simulations presented below and, for instance, at the order 2, the
resulting precision is sharper than the one that would result from the
Runge-Kutta method of order 4 with adaptive steps.
554
This method is also very close to the iterative computation by

fixed point of the generating power series of a bilinear system [8], and
to exact nonlinear discretization techniques [24] .
1.4. Description of the package
This package has been developed on a DPS 8 / MUltics, and its disc size
is about 250 KO.
The user is driven by a menu that first asks if one wants to specialize
to robot arms or not. In the case of robots, the system's equations are
computed by formal calculus after entering the geometriC description of
the robot. In the other case, the user must enter the system's equations
by himself.
Before entering the system's equations, one has to list the state variables, the inputs, the perturbations and the outputs; then one chooses
the type of problem PR, D, or FL, or 2 of them, or all.
During the computations of the characteristic numbers and the decoupling
matrix, the user must decide if some functions displayed by the computer
are nonzero in order to continue or not.
If the problem has a solution, the feedback law is displayed, and the
user may interact with the program to factorize and simplify the formal
expressions.
Then the free parameters are displayed and the user may assign numerical
values to them in order to run the simulation. One can then change the
values of the parameters as many times as one wants to obtain different
simulations, and one can also define another control law (piecewise constant, etc .. ) to compare the performances.
Finally, one can introduce various noises to check the robustness, and
graphic outputs are available.
2. Applications to RObotics
Before to go into details, let us remark that the problem of controlling a robot arm with the same number of motors as the number of
links by decoupling or linearizing is almost trivial as it is often
noted ( see [6] and others ), at least when the output functions are a
globally diffeomorphic transformation of the state variables.
Things become different either when the output functions can be singular
or when there are more links than motors. This is why we have chosen the
two following examples, the first one corresponding to the case where
the output functions have Singularities, and the second one with 4 links
and 3 motors.
2 .1. Model of the robot arm PAMIR
The robot arm PAMIR designed by P. DURAND and P. VIETTE of ESIEE is a
robot arm with 6 degrees of freedom and whose motors and reduction
units, relatively to each link, are fixed on the corresponding
rotary
joints ( see Pig 1).
Moreover, the arm can be considered as rigid,
namely flex1bilities can be ignored.
The model presented here, includes both the robot's kinematicS and the
set
set
set
set
.th
set
1
1:
2:
3:
4:
555
mobile table + trunk + MR1

arm + motoreductors MR2 and MR3
forearm
the inverted pendulum
mass
m1
centre of
gravity
OiGi Ri inertias
xg1
Yg1
G1
Zg,
2
m2
G2
Xg 2
Yg2
Zg?
m3
G3
Xg3
Yg3
Zg1
m4
G4
d5
0
0
r1
Y
r2 r2
x' Y
r2
Z
r3 r3
x' Y
r3
Z
o
r
a
r
t
r
u
n
k
r" r"
x' Y
r4
Z
- Figure 1 The robot arm
o
r
e
a
r
- Figure 2 The inverted

pendulum
556
equations of the "motoreductors" (sets made of one motor and its reduction unit). In fact, the motor controls are implemented in voltage and
not in intensity ( or torques), electrical signals being too much
unstable, and thus it results an increase of the system's dimension.
Notice that in practice, this point of view must be taken into account
if we want to avoid using local analog loops for torque controls, more
expensive and less reliable.
2.1.1. Equations of the "motoreductors"
The motors are modelized by the mechanical relations (inertias) and the
electrical relations.
We call:
e the 3-dimensional vector of the motors angular variables,
J the diagonal 3x3 matrix of motors inertias,
V the diagonal 3x3 matrix of viscous frictions coefficients,
K the diagonal 3x3 matrix of torques constants,
I the tridimensional vector of electrical intensities,
Q the tridimensional vector of resistant torques,
r the diagonal 3x3 matrix of inductors reSistances,
1 the diagonal 3x3 matrix of inductors inductances,
X the scalar coefficient of counterelectromotive forces,
R the diagonal 3x3 matrix of reduction ratios,
u the 3-dimensional vector of voltage controls applied to the motors,
9 the 3-dimensional vector of angles between 2 consecutive links (see
Fig.l ),
q the 3-dimensional vector of motor torques applied to the links.
Then we have:
( 21)
rI
+ 1I + xe -
e.-
(22 )
(23 )
R9
Equations (21) and (22) are respectively the three motors mechanical and
electrical equations, and equations (23) are those of the reduction
units.
2.1.2. Dynamics of the robot
6] , (26] ), where the state variables are
the relative angles between 2 consecqtive links on the one hand, and the
corresponding angular velocities on the other hanei.
Let us denote 9. the angle between the links i-1 et i (see Figure 1 ).
In both appli&tions presented below, one can restrict to 3 degrees of
freedom. Moreover, since in the second example the third link is topped
by a stick turning without friction on a ball joint, and since this
amounts to 4 additional state variables, we shall derive the two models
separately.
We apply the classical method
557
Straight line following
2.~.2.a.
The Lagrangian L0 ( 9, ~) can be written

(24)
The expressions of the ~~ . , obtained by formal calculus, are displayed
1,)
in Annex ~.
Remark that the ~~ . 's only depend on 9 k with k > i
1,)
(24) and the Euler-Lagrange equations :
Prom
(25)
Where ro is the vector of inertial torques, and q the vector of motor

torques, one obtains a second order nonlinear differential system of the
form :
Where r ~ (resp. r 2 ) is the matrix of inertia torques (resp. the

order tensor of COriolis and centrifugal torques ).
second
Since we are only interested in the behavior of the end body in the
Euclidian space, the outputs are chosen as the cartesian coordinates of
the end body :
h~(9)
...
(-d~
h 2(9) - d 2
h 3 (9) '""
+ (d 3- Yo)Sin92 +
(-d~
(d 3-Yo)COS92
Grouping
x~
= (91 ,
(d 3- Yo)Sin92
(2~)
*
= -(r~(x~
x3 ... -1
-~
(rx3
-~
ZoSin9~
d 4cOS(92+93 )
( 27)
d4sin(92+93sin9~
ZOCOS9~
to (27), and setting:
9 2 , 9 3 )'
and r ~ (x~) "'" r ~ (x~)
x2
d4sin(92+93COS9~
x2 -
9 2 , 9 3 )'
x3 "'"
(1~,
1 2 , 1 3 )'
(28)
JR2 , one finally gets
(r2(x~)X2X2
)(Rx2)
(9~,
-1
+ VR2 X2
u
with the outputs given by (27):
ro(x~)
- XRx3 )
(29)
558
( 30)
~,2,3.
2.~.2.b. Inverted pendulum

This case differs from the first one by the fact that we want to stabilize a stick around its unstable position, turning on a ball joint on the
end body (see Figure 2 ) .
The stick is referenced by its two angles e , e s in the forearm's
referential. Of course, the motors equatio~s are unchanged, but the
Lagrangian is modified:
2 L - 2 LO
(31 )
L
e.e.A. .(e)
l;(i, j;(S l. J l., J
The analytiC expressions of the A. . are obtained
and are displayed in Annex 2.

1.,J
As previously, we obtain a system of
by
the same form

Euler-Lagrange equations. The state variables are :
formal
as
( 29 )
calculus,
by
the
(32 ).
To choose the output functions, we are confronted with the following

problem: since there are n (=13) state variables, and m (-3) inputs, and
since with more than m outputs the decoupling problem has generically no
solution, one must impose p = m (=3). On the other hand, if the characteristic numbers p. (-2, see section 2.2.2) are well-defined, the closed
1.
loop
system
( 10. a),
has q
== p + L
p. dimensions, and un fori-I l.

tunately, more often we get: q < n, or otherwl.se stated, n-q variables
become unobservable after feedback. We shall see in 2.2. 2 that q ., 9,
and thus that 4 state variables are made unobservable by feedback.
Bence, the choice of the output functions must be done in such a way
that the remaining n-q (=4) variables remain bounded .
We shall find in section 2.3 a more detailed discussion about the choice
of the outputs and its consequences on the control and the simulation.
An example of possible output functions is :
hI ,... a 4 (94
c
e4 )
h2 .... a 3 (9 3
eC)
3
C
e )
1
h3 - al,el
( 10. b )
c
as(es - 9 5 )
(33 )
a 2 (92 _ e C )
2
where the .set points e': , i .. 1, ... ,5, are chosen such that e~+9~+9~-O ,
and 9~ - 0 to ensurel.the vertical position of the stick, and Where the
a I ' I -1, .. ,5, are reals that will be adjusted later to ensure the
stability of the whole system.
ROtice that, by making the set points vary, one could also maintain the
stick in another position, or follow a given trajectory, (for example a
trajectory, minimal in the sense of a given cost function, and avoiding
559
obstacl.es ) .
2.2. Decoupl.ing and feedback l.inearization of the robot arm PAMIR
2.2.l.. Straight l.ine fol.l.owing
To fol.l.ow a straight l.ine, without specifying the reference model
on the line, it suffices to choose the cartesian coordinates for Which
this l.ine is for example the x-axis. Hence, after decoupling, only 1
input wil.l suffice to move on the given line. Moreover, since the
reference model is not specified, one can choose a stable linear
behavior to reach a given point on this line.
Thus, we shall try to decouple and to linearize by feedback simultaneously.
Before stating the. result , it can be easily checked that the Jacobian of the transformation: e ... h( e) defined by (27) is Singular only in
the two following cases :
or
(mod IT)(34)
In the first case, the wrist is at a minimal distance of the vertical

axis of the shoulder and, in the second one, the wrist is on the boundary of the accessible space ( arm ful.ly spread out or compl.etel.y
folded).
Thus the cartesian coordinates of the end body are only singular on the
boundary of the accessible manifold.
PropoSition 1:
The characteristic numbers p. are al.l equal to 2, i
1,2,3, and the
system can be simultaneouily decoupled and feedback linearized everyWhere, except on the boundary of the accessible manifold given by (34).
Moreover, the system can be stabilized by pole placement.
Proof: after the computation of a defined in (5), it is sufficient
to observe that :
deta
= tr(RKl-1 ) det J
Where RKl- l is a constant diagonal matrix and Where J is the Jacobian of

the transformation e ... h( e) , and to apply the Theorems 1 and 2.
The explicit formulas, giving the control law, are obtained by the
method described above; neverthel.ess, since they are very l.ong and of
relatively low interest, we shall. omit to display them. The only property of interest is that the cl.osed l.oop system is local.ly diffeomorphic to the original one (no loss of observability by feedback).
As many parameters are free (the .,. and IjI of the theorem 2) one- uses
560
them, of course, to place the poles of the closed loop system; then for
the straight line following, it remains to control this system using the
inputs V, by an affine feedback, the affine term being computed to
obtain the desired asymptote. All these calculus are parts of the classical methods in automatic control, and we shall not go into details.
Let us focus on the fact that the control law is implemented on decoupled sub-systems and thus, the synthesis is easier by pole placement of
scalar input-output transfer functions, than by the general linear quadratic control methods.
2.2 . 2. The inverted pendulum
PropoSition 2:
the characteristic numbers are all equal to 2 and the system can be globally simultaneously decoupled and feedback linearized (no singularity).
The feedback control law is, as previously, implemented by pole
placement, and the 4-dimensional unobservable part remains bounded for
bounded inputs.
The matrix A is here, given by:
where the matrix G is the 3x3 matrix whose elements are

i == 1,2,3
G1 .
,~
= 1,2,3
i
1,2,3.
R, _! and 1 are 3x3 diagonal matrix defined iQ 2.1':'1'

.
(r (x . . is the (i,j)-th entry of the matrix (r1 (x1.
1. 1 ~,J
wh~re
and
where
2.3. Simulation and robustness

In spite of the stability of the input-output v ~ y , there exists
no criteria ensuring that the closed loop system and the feedback control law (1.) are stable, or at least remain bounded. Moreover, the complexity of the system's equatiOns discourages to undertake a theoretic
study of stability. Simulations can draw at least a reasonable picture
of the closed loop system.
Also from a theoreric point of view, robustness is very difficult
to study, Whereas by simu1ation, testing the system's responses to non
modelized noises or to variations of the system's parameters is easy.
Notice that introducing additional noises (White, for example ) can be
interpreted as a perturbation due to non modelized flex1bilities, and
561
errors on the system's parameters as identification errors.

On the other hand, since in practice the motors and the state variables are constrained, and since it remains to adjust some gains, the
dimensioning may be done on simulations.
In our situation, the motors input voltage is at most 200 Volts.
2.3.1. Straight line following
In the simulations displayed in Figures 3, 4 and 5, we want the robot
arm to make a displacement of about 30 em. in the horizontal plane,
orthogonally to the forearm. More specifically, the span of the arm is
about 1 m., and thus the de!~red displacement is an average one.
The sampling period is 5.10
s. The poles of the three closed loop
sub-systems are placed to ensure stability and so that the controls
satisfy the following inequalities:
-20OV
"fii
200V
i = 1,2,3.
(35)
In the non perturbed case, the given point is reached_~nder 0.2 s. (at a
mean speed of 211\,/S) with a maximum error less than 10
m.
In the case of identification errors, taken between -100 % and +100 % on
all the coefficients, the_ 3point is still reached under 0.2 s. with a
m.
maximum error less than 2.10
Finally, in the perturbed case, with independant random noises of mean
intenSity equal to 0.1 (rd. or A. according to the variables), the point
;is o!!~e more reached at the same speed, with a maximum error of about
2.10
m.
Remark that, since the closed loop system has the same dimension as the
original one, the observability remains unchanged (locally) by feedback,
and the stability of the closed loop system implies trivially the stability of the original one.
2.3.2. Inverted pendulum
As previously, one places the poles of the closed loop system to stabil-
ize the stick around its vertical poSition, and to satisfy the constraints (35) on the motors.
In the simulation displayed in Figure 6, the initial deviation from the
vertical is equal to 9 degrees for 9 5 and to 0.5 degrees for 9 4 ' to
become less than 2 degrees after a few seconds.
The robustness to random noises and identification errors is similar to
the previous case.
It is important to note how crucial the choice of the outputs is: a

"natural" choice would consist in taking only the 2 outputs giving the
deviation of the stick from the vertical; in this case, 9 1 ' 9
and 9
become unobservable after feedback. Furthermore, simulai:ions2 show thaf
9 2+93 converges to 0, whereas the angles have an opposite Sign, have no
Il.Blit, and their velocities tend to infinity also with opposite sign.
(D
1-'.
':tJ
20
30
u2
u1
40
20--30
40
0
10
-.3g01e+01
u3
-.g400e+02
.1071e+02
-.8725e+02
.g018e+01
50
50
60
60
60
-.319ge-01
10
0
. 6745e+00
271ge+00
674ge+00
10
. 4734e+00
.4741e+00
20
20
h3
30
h2
30
h1
40
40
50
50
60
60
60
?l
zttl
;.;;
ttl
t"'
z
,...Ij
););-
ttl
:;
z
Ij
Ij
<.n
Rl
(1)
'1
Qtj
~
"l
1-'-
10
-.467ge+01
7162e+02
-.9797e+02
10
.7424e+01
-.8732e+02
.7133e+01
20
u3
u2
30
u1
30
40
40
40
50
50
50
60
60
60
.... 333ge-01
10
.6722e+00
.271ge+00
. 6748e+00
10
0
. 4732e+00
.4742e+00
@?
20
20
h3
30
h2
30
h1
40
40
50
50
60
60
el
v.
C/J
tIl
~
C/J
...,-<
C/J
Z
tIl
>
::0
t""'
Z
Z
0
::0
."
!:J
('J
>
U1
CD
~"'S
1-"
"'l
.1010e+02
-.8815e+02
1182e+02
u1
40
40
50
50
60
60
. 6752e+00
o 10
. 4730e+00
.4741e+00
.
20
30
h1
40
50
60
u.
C.A.D . FOR NONLINEAR SYSTEMS
565
. 2898e+00
.7971e+00
. 7857e+00
80 160 240
.2475e+00 xl
.1000e-Ol
.,..7043e-02
x4
80
160 240
.7353e+00 x2
-.1421e+Ol
80 160
-.1570e+Ol
. 4226e+00
-.1742e+Ol
40
80
556ge+00
80
160 240
.7154e+00 x3
240
x5
. 9595e+02
ul
-.1595e+03
u2
- Figure 6 120 160200 240

u3
566
As mentioned in section 2.1.2.b, the linearizing feedback makes 4 dimensions unobservable. Nevertheless, with the outputs (33), the stability,
in the senseof uniform boundedness of the inputs and of the state variables, can be checked on simulations.
Further theoretic works are
currently done to prove this stability property.
We
CONCLUSION:
have proved .in this paper :
that formal calculus (Macsyma, Reduce, Maple, .. ) was essential,
but that the graph's methods appreciably reduce the computation of
the feedback control law,
that the package provides a mean to compare the "ideal" feedback to
"simplified" ones, and to evaluate the robustness of these control
laws,
that the Decoupling, Perturbations Rejection and Feedback linearization methods could be applied to an important class of problems
in robotics, (see also (11], [22], [29]),
that, doing so, one can recover the classical
Systems Theory (see also [11], [29]),
methods
of
Linear
that the resulting control is relatively robust,

and, finally that it is a first attempt towards real-time
tion of the feedback control law by microprocessor.
computa-
567
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[1]
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~veloppement
[2]
V. BUI TRAN :Stabilisation d'un double pendule invers~

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[3]
D. CLAUDE : Decoupling
Letters, 1982, 242,248.
[4J
D. CLAUDE, E. BERNARD-WEIL : '~couplage et immersion d'un

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[5J
D. CLAUDE, M. FLIESS, A. ISIDORI :IlIIIlersion directe et par

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[6 ]
P. COlf'FET : Les robots. t.l ,

1981.
[7]
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M. FLIESS, I. KUPKA :A finiteness criterion for nonlinear

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[11]
E. FREUND :Fast nonlinear control with arbitrary pole-placement

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systems,
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Syst.
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[15]
A. ISIOORI, A. KRENER, C. GORI-GIORGI, S. MONACO :Nonlinear

decoupling via feedback. IEEE Trans. AC. 26, 2, 1981, 331,345.
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A. ISIOORI :Lecture notes

theory. To appear, 1985.
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B. JAKUBCZY.K, W. RESPONDEK IOn linearization of control systems. Bull. Acad. Pol. Sci., Ser. Sci. Math., 28, 1980, 517,522.
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A. KASINSKI, J. LEVINE :A fast graph-theoretic algorithm for

the feedback decoupling problem of nonlinear systems. in Lect:
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1984, 550,562.
[19]
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Syst. COntr. Letters, V(6), 1985.
[20]
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theory of transformations of nonlinear systems. in ~veloppement et
utilisation d'outils et mod~les math~matiques en automatique,
analyse des systemes et traitement du Signal. I. Landau coordonnateur. Ed. CNRS, Vol.3, 1983.
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Ie pilotage en grande amplitude des avions. Rapport ONERA, RT
5/7224 SY, 1981.
[22]
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trol systems. Syst. COnt. Letters, 2(2), 1982, 122,129.
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linear analytiC system. A paraltre.
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cona
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and Inf. Sciences, 63, Part 2, A.Bensoussan, J.L. Lions Ed., Springer 1984,
92,103.
bilin~aire
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SCi. 8, 3, 1977, 321,338.
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S. SINGH, A. SCHY :Output feedback nonlinear decoupled control

synthesis and observer deSign for maneuvering aircraft. Int. J.
COntrol, 31, 1980, 781,806.
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T.J. TARN, A.K. BEJCZY, A. ISIOORI, Y. CHEN :Nonlinear feedback

in robot and control. 23rd. CDC. Las Vegas, 1984.
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systems. CWI Tracts N. 3, Amsterdam 1984.
Int.
J.
and
Syst.
physical
570
ANNEX ~:
The expression of the Lagrangian
(24)
We have,denoting ), . . for ),. . ( 9 )
l.,)
~2,3 ... m3 (x
g3
~3,3 - m3 (x
g3
g3
2
o
~ ..
l., )
l.,)
"'),
..
), l.
V i,j
(d 3
3
+yg3 ) + I Z
The coefficients m. , Ii , Ii , Ii , i = l.,2,3 are the masses and

. rtl.as 0 f l.the xl'l.rucs,
- v d .Z, X
. = l. , 2 , 3 and
the l.ne
, Y
, Z
, l.
1.
g.
g.
g.
XD ' ~O ' Zo are the distances and the1.coordinatesl. represented on
tlle Pl.gure ~.
571
ANNEX 2: The expression of the Lagrangian

Denoting A. . for A. . (9) , we recall
obtained ~' (31 ),
whil
A . . = A..
1, J
J, 1
that
the
(~)
Lagrangian
is
V i,j
We note :
0= d s (COS(9 2 + 9 3 )Sin9s COS9 4 + Sin(92 + 9 3 )COS9S )

Al,l
m4 -dl + (d 3 - Yo)Sin9 2 + d 4 sin(9 2 +9 3 ) + 0)2 + (Zo+dsSin94Sin9s)2)
+ I:(Sin(9 2+9 3 )COS9 4 COS9s + COS(9 2+9 3 )Sin9s )2

+ I;(COS(9 2+93 )COS9S - Sin(92+9 3 )COS9 4 Sin9s )2 + I:Sin294Sin2(92+93)
Al ,2 = ~4(zO+dsSin94Sin9s)
d3 - Yo)COS92 + d 4 COS(92+93 )
+ds(-Sin(92+93)COS94sin9s+cOS(92+93)COS9s
-I:(Sin(92+93)COS94COS9s+cOS(92+93)Sin9s)Sin94coS9s
+I;(COS(92+93)COS9s-Sin(92+93)COS94Sin9s)Sin94Sin9s
+I:Sin9 4 COS94 Sin(92+93 )
Al ,3 - ~4(ZO+dsSin94sin9s)
(d 4 COS(9 2+9 3 ) + ds(COS(92+93)COS9s-Sin(92+93)COS94Sin9s
-I:(Sin(92+93)COS94COS9s+coS(92+93)Sin9s)Sin94COS9s
+I;(COS(92+93)COS9s-Sin(92+93)COS94Sin9s)Sin94Sin9s
+I:Sin94 COS9 4 Sin(92+93 )
Al ,4 - m4-dl+<d3-YO)Sin92+d4Sin(92+93) + 0)ds COS9 4 Sin9S
+(Zo+dsSin94Sin9s)dsCOS(92+93)Sin94Sin9s)
+I:Sin9s(Sin(92+93)COS94COS9s+cos(92+93)Sin9s)
+I;COS9s(COS(92+93)COS9s-8in(92+93)COS94Sin9s)
"l,S - m4-dl+<d3-YO)Sin92+d4Sin(92+93) + 0)ds Sin9 4 COS9s
572
-dS(zO+dSSin94Sin9S)(COS(92+93)COS94COS9S-Sin(92+93)Sin9S))
+I:Sin(92 +93 )Sin94
"2,2 - m4{d4(d4+2(d3-YO)COS93) + (d 3 -yO )
.22
2
2
+ dS(cOS 9 4 Sl.n 9S+COS 9 5 )
2dSd4+(d3-YO)COS93)COS9S-(d3-YO)Sin93CoS94Sin9S
+ I:Sin 2 9 4 COS 2 9 S + I;Sin 2 9 4 Sin2 9 S + I:COS 2 9 4

2
2
.22
"2,3 - m4(d4{d4+<d3-YO)COS93}+dS{COS 9 4 Sl.n 9 S+COS 9 5 )
+ dS(2d4COS9S+(d3-YO)(COS93COS9S-sin93coS94Sin9S)
I:Sin 2 9 4 COS 2 9 S
+ 1;Sin2 9 4 Sin29 S
+ I:COS 2 9 4
"2,4 - -dSm4sin94Sin9S{{d3-YO)COS93+d4+dSCOS9S)
- (I:-I;)Sin9 4 Sin9SCOS9S
"2,5
= m4dS({(d3-YO)COS93+d4)COS94COS9S-(d3-YO)Sin93Sin9S+dSCOS94)
4
+ I ZCOS94
2 2
2
.22
"3,3 - m4 {d 4+d S (COS 9 4 Sl.n 9 S+COS 9 S )+2d 4 d S COS9S )
+
"3,4 -
I:COS 29 S Sin29 4 + I;Sin 2 9 S Sin2 9 4 + I:COS 2 9 4
~4dS{d4+dScOS9S)sin94Sin9S
"3,5 - m4dS(dS+d4coS9S)COS94 +
~4,4
- m4 d:Sin 2 9 S + I:Sin 2 9 S +
"4,5 - 0
2
"5,5 - m4 d S
- {I:-I;>Sin94 Sin9S COS9S
A NONLINEAR FEEDBACK CONTROL LAW FOR ATTITUDE CONTROL
*
**
S. Monaco * and S. Stornelli **

Telespazio S.p.A. per Ie Comunicazioni Spaziali,
Via A. Bergamini, 50, 00159 Rome, Italy.
ABSTRACT
Nonlinear feedback control laws are proposed for large angle attitude
maneuvers of a rigid satellite by using pulsed thrusters and reaction
wheels. The kinematic equations in the quaternions parametrization
together with the Euler dynamical equations constitute the mathematical
model of the system under study. The design of the control law is based
on the nonlinear input-output decoupling input-output linearization and
linear pole placement theories. Simulation results are discussed.
Keywords: Large angle attitude control, nonlinear attitude control,
linearization, stabilization.
1. INTRODUCTION
The problem of large angle attitude maneuvering of a rigid satellite
was widely investigated, good engineering references are [1] and [2].
Several investigation have been based on Lyapunov's stability theory
and nonlinear optimization methods as pointed out in [3].
In this paper the design of feedback control laws for attitude
maneuvering is achieved, by means of the modern nonlinear control theor~
arguing as in the sequel. The mathematical model of the attitude control
problem under study has the structure of a linear analytic dynamical
system, (1). For such a class of systems, starting from the earlier
basic results in [4] and [5], it has been shown in [6] that under
suitable conditions, summarized in section 2, a nonlinear static state
feedback control law can be synthetized to solve the one-one noninteracting control problem: i.e. each input of the closed-loop system affects just one output. A by-product of the theory is that, on the open
subset of the state space on which the control law is defined, the
closed-loop system is input-output diffeomorphic to a linear one. More
precisely the closed-loop system is composed of a linear controllable
dynamics and a possibly nonlinear dynamics which do not affect the
outputs. Standard pole placement technics can now be applied to get
573
M. Fliess and M. Hazewinkel (eds.), Algebraic and Geometric Methods in Nonli'lear Control Theory, 573-595.
574
S. MONACO AND S. STORNELLI
asymptotic stabilization of the linear dynamics by means of a static

gain feedback matrix.
It is clear that the problem of attitude maneuvering can be formulated as a stabilization problem with respect to a new reference
coordinate frame. It will be shown hereafter that suitable input-output
decoupling and static gain feedbacks applied to the model under study
sufficie to solve our control problem. i.e. the stabilization of the
decoupled input-output dynamics implies the stabilization of the overall
dynamics.
The outlined control strategy will be applied in this paper both
to the gas-jets and reaction wheels co~trol modes (section 3). The control laws so obtained are continuous-time ones what is unrealistic in
the gas-jets control mode. It is very interesting to note that the
implementation of a bang-bang control low computed by means of the same
algorithm as the continuous one gives results which can be considered
more than satisfactory, thus validating the robusteness of the proposed
control. This observation is motivated by the results of the simulations
which will be discussed in section 3. In that section we propose, as
more adherent to the reality, a combined control action: large angle
rotations are performed by using gas-jets torques, the little angle
stabilization is obtained by the action of the reaction wheels.
It must be noted that this paper is a rewritten version of [8]. The
first version of this paper did not contain the references [9] ,[ 10] ,
which were not known to the authors. In those paper it has been studied
the same control problem obtaining solutions basically similar to the
ones here presented. Different aspects here studied involve the use of
a bang-bang control law, and the proposition of the before mentioned
combined control sheme.
2. THE NONLINEAR FEEDBACK CONTROL LAW

In this section we will recall some results on nonlinear noninteracting
control and input-output linearization which will be used in the synthesis of the control law in the next section.
The pestrieted nonintepaeting eontpol ppoblem ([6])

Consider a nonlinear system of the form:
~(t)
x(O)
= f(x(t
= xo
i=l
g.(x(tu.(t)
1.
1.
E M
y.(t) = h.(x(t
1.
Q.
1.
(1)
i = l , ... ,m
where the control u. the output yare vectors in~Q., and~m respectively;
the state x belongs to an n-dimensional smooth manifold M; f and gi's,
are analytic vector field on M and h. 's are analytic functions.
l.
575
Assume that in (1) = m; the restricted input-output decoupling

problem is the following: find a static state feedback control law of
the form:
m
U.
I s1J.. (x)v.1
a. (x) +
1
j=l
(2)
such that, in suitable local coordinates, the new system looks like:
Ii'm(xm)
A system of the form (3) is certainly one-one input-output decoupled, that is each input vi does not affect the outP~ts Yj when
j " i.
The ensure that each input v. can really control the corresponding
1
output it is required that at least one of the kernels in the Volterra

series expansion of the input-output map, associated to the i-th decoupled channel, be nonzero. This condition is equivalent ([ 7]) to the
'"
'"
. . that the vector f1elds

.
cond1t10n
fi (xi) and g. ( x. ) and the output map
h.(x.) be such that, for some integer k:
1 1
1
(4)
In (4) we denote by L A the usual Lie derivative i.e. the derivative
T
of the function A in the direction of T.

If it is possible to find a feedback control law of the form (2)
such that the system (1) is, on some open U C M, diffeomorphic to a
system of the form (3) with the additional condition that for each i,
(4) are verified, then one says that the restricted noninteracting
control problem has a solution on U.
THEOREM ([ 6]). The restricted noninteracting control solvable on U if
and only if the m x m matrix
d.
A(x) := {a .. (x)}
1J
{L
L 1 h.}
g. f 1
J
is nonsingular on U. In (5) d i is the smallest integer k such that

k
L Lfh., j = l, .. ,m are not all identically zero.
gj
1
(5)
576
If this condition is satisfied then a decoupling control law is

given by:
dl+l
vl
ul(t)
hl
Lf
A-l(x)
v
um(t)
d + 1
L m h
m
f
(6)
It is useful for the sequel to specify a coordinates transformation under which the feedback system (1)-(6) looks like (3) and ,moreover,
results to be characterized by a linear input-output dynamics.
Linearization and pole assignment for the decoupled system

Let us now choose a new coordinate system as follows:
Zn
hl (x)
z12
Lfh l (x)
zl
Z
d
1
Lf hl (x)
l,dl+l
zml
h (x)
m
zm2
Lfhm(x)
d
m
Lf hm(x)
m+l
m,dm+l
t (x)
and define:
z
1
(7)
T(x)
Z
t(x)
It can be shown ([6]) that, under the invertibility hypothesis of A(x)
on U C M and for suitable choices of t(x), the nonlinear map T(x) de-
577
fines a coordinate transformation on U. It is a matter of computation

to verify that performing the coordinate transformation (7) on the
feedback system (1)-(6) one has:
0
0 . 0
O 0
zl +
zl
O ..... 01
0 ..... 0
z +
m
o.......... 01
f m+ l(zl''z m+ 1)
0 .... 0)zl
(1
0 . O)z
vI
(8)
0 .. 0
(1
+ i=l (g.)
l(zl''z m+ l)v.~
~ m+
Thus in the new coordinates the feedback system has exactly the
decoupled structure depicted in Fig. 1, moreover each i-th input-output
channel is an open loop chain of d i + 1 integrators. We also note that,
if d 1+ ... +dm+m is strictly less than n, the cedoupled system also includes an unobservable part, possibly nonlinear.
Since the possibly nonlinear part of the system in equation (8)
represented by the coordinate z 1 clearly does not affect the inputm+
output characteristics of the system, we may replace the system by the
purely linear part, whose transfer matrix is:
1
---d +1
l
0 .. 0
w(s)
1
dZ+10 ........ 0
o
s
0 ........ 0
578
We stress that this is not simply a local linearization; but rather

that the decoupled system behaves like a real linear system as far as
the motion is restricted to the open subset U where the control law (6)
is defined.
The analysis developped suggests the possibility of setting a new
feedback from the state z in order to assign the eigenvalues, with
standard linear techniques, at least in the linear part of the system.
Hence we can get the asymptotic stabilization of the new variables
zl"""z ; if this implies the stabilization of the variables of the
-m
system (1) to an equilibrium point x , then we can use the outlined
e
procedure to obtain the stabilizing feedback control law for the system
(1). The resulting control law has the form:
u(x)
A-l(x) (KT(x) - rex~
(9)
where K is a suitable feedback gain m x n matrix whose last n-(d l + ...

... +d +m) columns are identically zero and rex) is the column vector
dl m
dm+l
T
hm)
The system (1) under the feedback control law (9)
(Lf hl,,L f
is depicted in Fig. 1.
1-.
I
I
I
I
I
CO~R~LC~
Fig. 1.
We note that in (9) the control law can be modified by changing
the matrix K.
3. APPLICATION TO ATTITUDE CONTROL
In this section we synthetize the control laws both in the gas-jets and
reaction-wheels control modes.
579
Mathematical models
The most direct way to characterize an attitude maneuver of a body
consists in specifying the direction of the axis about which the body
must be rotate~ and the required angle of rotation, say ~, about that
axis (Euler's theorem). I t is well known ([ 1]) that denoting bye. 's,
1
i = 1,2,3 the components of the Euler's axis direction with reference

to a principal axis inertial frame and denoting by xi' i = 0, ... ,3 the
unitary quaternions,the kinematical relationships between the body
angular rates, u. 's, and the rates of change of the quaternions x. 's,
take the form
1
1
x
xl
x2
-Z
x3
-WI
-w 2
-w 3
wI
w3
-w 2
xl
w2
-w3
wI
x2
w3
w2
-wI
x3
(10)
where
x
cos
~/2
subj ect to the constraint
I
i=O
e. sen
1
~/2
1,2,3
2
x. = 1.
1
We recall that the quaternions parametrization is convenient because the representation is free from singularities and the attitude
matrix is algebraic in the quaternion components (thus eliminating the
need for trascendental functions). Moreover for our purposes the
quaternion parametrization is suitable in characterizing the control
law needed to perform a fixed maneuvre; this will be done here after by
specifying the quaternions of the actual frame with reference to the
desired one and looking for a control law which brings x to 1 thex. 's
o
and the wi's to zero asymptotically: i. e. we look for a stabi 1 iz ing control law
for the system represented by the kinematic equations (10) and the
dynamic equations in the considered control mode.
In the gas-jets control mode, with reference to a principal axis
frame, the synamic equations take the form:
ti\
W2
w3
-1
J l (J2
-1
J 3 )W 2W3 + J l u l
J-1(J - J l )W l W3 + J -1
2 u2
2
3
J 2 )w l w2 + J -1
J -1
3 (J l
3 u3
(ll)
580
where ui's, i = 1,Z,3 are the control torques acting on the satellite.
Similarly, in the reaction wheels control mode one has:
wI
Wz
W3
s'll
s'lZ
?l3
-1
J l [(JZ-J3)WZW3+JwzWllZ-JW3Wil31
-1
JZ [ (J 3 - J l )w l w3 + J W3 Wlrl3 - J Wl W3rll 1
-1
J 3 [ (J l - J Z)wlw Z + J Wl wZrl l - J WZ wlrlZl
-1
+ J ul
1
wI
-1
+ J Uz
Z
Wz
-1
+ J u3
3
w3
-1
J lUI
-1
J ZU Z
-1
J 3u3
(lZ)
-w
-w
-w
where the rl. 's and the u. 's, k = 1,Z,3, are the angular rates and the
l
control torques generated by the reaction wheels respectively; J
W.
's,
i = 1,2,3 are the moments of inertia of the reaction wheels; Ji's,

i=1,2,3 are the total moments of inertia. In (12) the dynamic of the
actuators for the reaction-'whee1s has not been taken into account:s1ight
computational modifications are needed in the more general situation.
The kinematic equations (10) together with the dynamic equations
(11) or (12) characterize the mathematical model in the gas-jets control mode or in the reaction-wheels control mode respectively.
The mathematical models are of the form (1) where the state vector
is represented by the quaternions and the angular rates involved in the
dynamic equations; the vector field f and g. 's, i = 1,2,3 in (1) can be
1
easily derived from (10) and (11) or from (10 and (12). As far as the
outputs are concerned we will assume, for the computation of the feedback control law discussed in section 2, that they coincide with the
quaternions x. 's, i = 1,2,3. In the simulations which we will discuss
1
the real outputs of the system are assumed to be the outputs of a

rate-integrating or rate gyro system.
Gas-jets control mode

with reference to the system (10)-(11) with outputs
i = 1,2,3
(13)
the feedback control law (9) can be easily computed. Since L h.

g. l
Lfh.
0, it follows that d l =d 2=d 3=1. Let
gj
l
us how consider the 3 x 3 matrix in (5):
for any i,j = 1,2,3 while L
-1
-J 2 x3
-1
-1
J 3 x2
Xo
-1
-J 3 xl
-1
J 2 xl
-1
J 3 Xo
J2
581
{x: t..\ x~~ = 1 &' 0

X ~ a}; hence on U it is
well defined the control law (9); here and in the sequel the subfix GJ
will be assumed to denote the gas-jets control mode.
By computing one has:
AGJ(x) is nonsingular on U
-1
AGJ(x)
2
X
2
2
J l (x o + xl)
J l (x ox 3 + xl x 2 )
J 1 (x 3x l - x ox 2)
J 2 (x l x 2 - x o x 3 )
2
2
J 2 (x o + x 2 )
J 2 (x 2x 3 + xox l ) (14)
J 3 (xl x3 + x o x 2 )
J 3 (x 2x3 - xox l )
2
3
J 3 (x o + x 3 )
1 .... 2
1
xl + I(fsx o - f6 x 3 + f 7x 2 )
- L;"lwl
fGJ(x)=
1 .... 2
1
x 2 + I(fsx 3 + f 6X0 - f 7x l )
1 .... 2
1
x3 + I(-f s x 2 + f6 x l + f7 x o)
- L;"lwl
- L;"lwl
where 1~12
(15)
3
L w.2 and
fi' i = 5,6,7, denotes the components of the

i=l ~
drift term in equation (11) Moreover a suitable choice for T(x) ~n (7)
is:
06)
which defines a diffeomorphism on U. By substituting (14),(15) and (16)

in (9) the feedback control law is obtained where the feedback gain
matrix K has to be chosen to stabilize the linear dynamics of the modified system. Because of the decoupled structure of the modified system,
as specified in section 2, the matrix has the following form:
o
K
(17)
582
We note that in the gas-jets control mode the system is linearized,

on U, by the proposed feedback; i.e. it is not present the unobservable
part of fig. 2. In fact in this case (d l +d 2+d 3 +3) coincides with the
dimension of the system. In other words, following [6], the maximal
(f-g) invariant distribution,
be easily verified since
-
*,
contained in ker dh vanishes as can
3
1
n ker dLi h
n
i
i=l j=O
{O}.
Before to discuss the simulation results let us note that a change

of orientation which involves a rotation of IT can be obtained by implementing a two, or more, steps control strategy which consists in
specifying an intermediate, or more than one, orientation. Such strategy
of manouvering can be taken into account to satisfy other prefixed
amplitude constraints on the control actions.
Assumed the entries of K in (17) to be fixed in order to get the
asymptotic convergence to zero of the variables x. 's and
's, i=1,2,3,
x.
this implies the convergence to zero of the w. 's, i = 1,2,3. Hence the
1
given feedback control law is stabilizing for the system (10)-(11) on U

and can be used to perform a fixed maneuver.
Simulation Results in the gas-jets control mode

A simulation of the system (9)-(10) under the feedback control law (9)
was programmed on a VAX-780 digital computer and the results are summarized in Figs. 3 through 7. Each figure consists of four graphics
representing the attitude error, and the control torques around the
principal axis of the satellite. The parameter which characterize the
satellite are summarized in Table 1
Table 1
Simulation parameters
Moments of inertia
of the satellite
Moments of inertia
of R.W. (kg o m2)
200.0
0.272
150.0
0.272
100.0
0.272
o -n01se
2
(rad/sec )
2
x
2
0
y
2
0
z
0
10- 2
10- 2
10- 2
In particular the first test (Fig. 3) shows how the feedback
583
control law (9) with A(x), f(x) and T(x) given by (14),(15) and (16)
enables to perform automatically the fixed maneuver which consists of
a rotation of = 2 radians around the Euler axis with unitary components in the principal axes frame at time 0; the feedback gains k .. 's
1J
have been chosen to fix, for the dynamics of the linearized part of the
system, the time constants at the magnitude of some seconds consistently
with the choice of the interval of integration 10- 1 < P. < 10- 2
(Pi ~ {O
for our purposes). The needed feedback control law turns out
to be a continuous one which is obviously unrealistic in the gas-jets

control mode. A very interesting result comes from the second test
(Fig. 4 and 5) where the discontinuous bang-bang control of the gasjets has been utilized and the control law is computed assuming that
the outputs of the system come from a gyros-pakage. The bang-bang feedback control law has been computed from (9) under the following constraints: control torque = 10N om; T
= 0,1 sec.; T ff = 0,2fO,5 sec.;
-2
on
0
Dead-band = 10
rad. We stress that even if no others cautions have
been taken into account to obtain the bang-bang control the results
obtained are suprising in our opinion; all the simulations made in this
context constitute a validation of the robustness of the stabilizing
feedback control law here proposed. We note that a further analysis is
needed in the direction of characterizing the optimal bang-bang feedback
control law; this will be the object of further investigations.
Fig. 6 illustrates the result of a simulation where the action of
constant disturbing torques of magnitude 10-2Nom around the principal
axes is assumed; the control strategy utilized enables to mantain the
attitude error within 10- 1 degree. This last simulation can be considered as a test in the case that not neg1egib1e constant disturbing
torques acts on the satellite (e.g. station-keeping).
Finally fig. 7 makes reference to the more realistic s"ituation in
which both gas-jets and reaction-wheels actuators are present; that is
the dynamical model here assumed is the one obtained from eqs (12) where
the control action due to the gas-jets is added and the control torques
due to the reaction-wheels are:
J W3 W1Q3 - J w1 W3Ql
u3
= J wl W2Q1
(18)
- J w2 Wl Q2
Reaction-wheels control mode

With reference to the system (10)-(12), by computing one obtains, Jith
obvious meaning of the symbols:
584
here f i , i = 5,6,7, in (15) denotes, this time, the components of the

drift term 1n (12). Moreover a suitable choice for T(x) in (7) is:
which defines a diffeomorphism on U. The feedback gain matrix k(3 x9)

has the same form as far as the first six columns are concerned, the
last ones being identically zero. Once the entries of k are fixed to
get asymptotic convergence to zero of the variables x. 's and
IS,
i
1,2,3 the convergence to zero of the w.
IS,
x.
1,2,3 is assured.
Moreover, because of the structure of equations (12), it is implied the

convergence to zero of the
IS, i = 1,2,3 and consequently the con-
w.
vergence to a constant value of the Q.
IS,
1,2,3.
We note that in the reaction wheels control mode the proposed

control law does not linearize the system. It can be easily verifie~
that a three dimensional unobservable dynamics is now present. A simple
computation enables one to verify that ~* coincides with the three
dimensional distribution spanned, at each point, by those tangent
vectors which have different from zero just one or more of the last
three components. Because of the particular structure of equations (12)
the previous heuristic considerations sufficie to verify the stability
of the whole system. In conclusion, on U, the proposed feedback control
law can be used to perform a fixed maneuver.
Simulation results in the reaction-wheels control mode

The results of some simulations are summarized in Figs. 8 through 10.
Fig. 8 illustrates the attitude error and the control torques applied
for the same maneuver of Fig. 3 (QI = i rad, components of the Euler
axis equals each to other in the principal axes frame at time 0).
Saturation constraints on flywheel angular speeds have not been considered.
A confirm of the control law ribusteness comes from the results
obtained in the test summarized in fig. 9 where the control torques
act on the satellite on prefixed intervals of time. Finally Fig. 10
evidentiates the capability of the feedback control law to continue to
act property on the attitude control when a white noise disturbance,
additive on the w. IS, i = 1,2,3 is present.
1
Combined control scheme

In Fig. 11 are summarized the results of a last simulation where the
combined action of the gas-jets and the reaction-wheels is assumed. The
result is referred to the same maneuver as in Figs. 3~5 and 7; the
gas-jets act for large angles displacements leaving the control to the
585
reaction wheels for the little angles stabilization. In the gas-jets

control mode phase both gas-jets and reaction wheels actuators are
assumed to be present and the dynamical model used is the one previously discussed and used for the test summarized in Fig. 7. The
block diagram of the simulated control system is depicted in Fig. 2
below.
,..reactionwheels
torques
Satellite
Model
gas-jets
torques
'---
GAS- JETS
CONTROLLER
REACTION
WHEELS
CONTROlLER
Fig. 2.
f--
586

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Fig. 3
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Fig. 4
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Fig. 5
... - - -
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589
A NONLINEAR FEEDBACK CONTROL LAW FOR ATIITUDE CONTROL
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, .. _----- .., ---------.
-.. ;_. _... ----:------_. --1- ----_. ---1- .-_.- --1----------1- --------- ----------: ----------:- --- - -- -- -:- - - --- -- --:- ---- -- -- - - ----- ---- -- ~~
-- - - _ .. ---- ---. - . ""- - - -- - -----
. -.
,
,
------- .. ----------,.
----_._,--
_... __ .-
--1'---------1
. ,
--------.---------.. --_ .. _----"
~
----------.
, ---- - - --- - - _.
-- - -- ---- -_. -- - -- - -!.
,
- -- ---, --_. --- --
----t---------1---------- ----------t--------
.::::::;:::::::::~.:::::::):::::::::T::::::::L::::::L.::::::::1:::::::::: :::'::::::~::::.::::'
-0.49
-0.80
=~ :~:
,,
.,
,,
: ........ -j.......... j.......... j.......... : .......
..... -....... -- .............. ....... .

--1----------1----------:----------;- ---------!--------- --------- ---------- ------.---:----- --~
...... ::~::::::::::j::::::::::(:::::::j::::::::::J::.:::::::i::::::.::: ::::::.::: ::::::::1
-2.9~,~-,~r-~~~~~~,_~~_.~r_~~~~--~r_~.e
Fig. 9
593
A NONLINEAR FEEDBACK CONTROL LAW FOR A TfITUDE CONTROL
2.00
,
,
1.80
,
.,
.
,
1.60 .. ---- --i-... ------1.---------1 .... ------1----- -- -~ ---------,-------~-". _0-_---- 1. 40
1.20 --------.-'. ------_.----------- ...--.-----_ ..... -.----- .... --- .. _-_ ... -._ .... ----
.
.
--- ------_ .... --_._--- .... - -------- .. ----------.-_.-.-.--- ._.
1.00 ---_.---- -.
.
----,_
..
-.
-,
-_.
--...
-"
..
---...
-. ---_. ---, _ ... _. _. --,-- ---- - --0.80
0.60 --- ~ -- - --:~ ---- -- -. -: 0.40 - -- - - --- --'. -- -... - --' ... 0.20 ---- .... - .. ---_ ... __ ----_._-_.,...
0.0'\).,~~~:~-=~'r-~:~~~~~r=~~~~~~r_~~~.0
- -
~_ -
- -
- ~ -
___
I
I
~ .... - -
_: ___ ______
_. ______
....
...
,
100.00
60.00
20.00
~1 =~::::
-100.00
-140.00
-180.00
-220.00
-260.00
_._-
- l' -
_ -
_. -
- - - - - -
.
......
~_
,
,
.. - - -
- -
- -
______
.
I
.
,
.. - -
- -
- -. - . - - -
- -
_. -
___ ___ . __
.
.
.
__ _ _
_ ____ J. _____ .
_. _. _ . __ _
- - - -~~~ -~~~~~~~~~ ~~~--
-~~~r~~~~~~~~~r~~~~-~~~~r~~~~~~~~~r~~~~~~~~~
.
.
.
... --------- ......--
- -
.......;. . . . . ;....... : : : :. .:;::::::::::;:::::::::;::::::::::;-::::::::r:. .

------i-------i"--------1--------~--
..
-:.
..... ....
- -":._----.-.
:----------1- ---.--- --:' --.0..
_____ ":"___
__ . . : __________ : _____ _ . . : . - - .
. .... ~ ......... : .......... :............. .

.
,
. .-- ... - .... - .. --
_ J
_ __ J_
......... : .......... :...... ...........
:...
-,. - .- .. - ---,,--"
_
--t-
.. _.1_.
_ ____ J
. ......... , ....... .
-300.000L.r--,~~~~,---~~--~~--~5~0~.~0--'b~0~~~0r-~(0r.~0r--v80~~.0r-~9D0L~0~~~m!.0
50.00
30.00
10.00
-10.00
~30.00
~3 -50.00
-70.00
-90.90
-110.00
-130.00
-lS0.00e.
.
.
,
. .. _--,----_._-.
_._----.,.----------,-----_
.
.
50.00
30.00
10.00
-10.00
-30.00
~2 -50.00
-70.00
-90.00
-110.00
.
---,,--.- .... _-
.------..
... +
. -.. . j-....-.-.+-...-...-j........-.j.-....-...!..........1....... __ .
-1--" --. --i---'- -----1----------;-. _..
-I::::Y:--j:r--r:j::rII
w
--
::;;~-~I:l::lI::r:::j:::l-d:.0
Fig. 10
594

._o _____ _
2.00
'. - - .---. _. -. - - , - --- ---- -,-, - --- - -- - -,,-- -- - -- -' . - - - ---- -- - -- _. -' - - - -- . -_ .. 1.80
.
,
..
.
1.60
-------~----------1---------i----- .... ~-----.- .-: .--- .. -.-~--.-----. :... - ---:-_ ..... _-1. 40
1.20
L00
! -. - --: - --... --. -: - - ..-. - --- - : - - - --- --- , --- --.
0.80
- - _. - _ J ____ . . ___ J - - - - . _ - .1_ - - - ' : - - -- --- - - -: - - - - - - ' - - ' : - - _. - - - - - i- ___ .. __ .
0.60 _ -. - " , . - __
-'.--... _ - .. - .. _--_ . _-.--. __
_ _-------_ ... ,
0.40
,
..,
..,
0.20
0.000 1
10'. 1
.0
_ _ 'A
..
"
~-
...
:;::1:)1:
-
~-
- - - - - ."t. - . - _. _. - -
....
- - - . - - _. - -
.....
...
...
ul
___
_________ __
10.0e
8.00
6.00
4.00
2.00
0.00
-2.00
- .... 00
-6.00
-8.00
-10.
...
u2
4.00
2.00
0.00
-2.00
- .... 00
-6 . 00
-8.00
-10.
u3
10.00
8.00
6.00
.... 00
2.00
0.00
-2.00
-4.00
-6.00
-8.00
-10.
...., - .. __ ....... .
- . -_ .. _--_ ........ ----.- ... -
________
__ -
______ A
_______
__
~---
_______
_________
____
_____ :
_________
,,
,,
- -1- -- -- -- -- --:- ---- _. -- -1--- -- - -- --1-'- - - - - -. -{- --- .. --- -i' - -- --. -- -1- - - . - - '.
,
I
--~-
_________ _
J, - _., - --
- --, -----~" - - - -- ---~-- --------~- --, - - -, -- ~- - -- ---,. -! -_. _. --,.- ~ -- - - - -- - - ~- -, -. -,

' ;
:
. +:.:::::+:::::::: ::::::::::;::::::::;:::::::T:::::::T:::::::j::::::::::
---~--
--- -0--- :----- ----- ------ ---- ~--- --- -' __

-
_. -
,_, -
_ ... '
_,
___ -
J-., - - ' . - -
-~--.
,., -
~-_
- - - -- - _. 0
_0
-~~ ~.:
.. _ _
_ _
__ 0
- .. ,- - - _. - ! - . -- _. - .. - : - - - -- - - - . ~ . - - -
___ -
. _., -- -- - -- - - '
~
~.
_. -
'
,
~
--- - _ ... :
'
-------- -_.. ----, --- -- -------,--i,---'- -------t---'
_.- ------ _. ----_. --~.. .-.----1- ------ --"1----- ------ -1' -----' ---
--- --- ---
_. --. - -- . -~
Fig. 11
-j- -
r------ ----------
- . - - -- -- _. --- ~ --- -- ------ ~ - - _. -
595
REFERENCES
[1]
J. Wertz: Spacecraft attitude determination and control.
[2]
V. Zoubov: Theorie de la cornrnande. Editions Mir, 1978.
[3]
M.A.H. Dempster, G.M. Couple: 'Investigation of the stability of

satellite large angle attitude maneuvers using nonlinear optimization methods'. Proceedings of the IFAC/ESA Symposium on Automatic
Control in Space. ESTEC, Noordwyk, 1982.
[4]
E. Freund: 'The structure of decoupled nonlinear systems'. Int. J.

on Contr. 11 pp. 443-450, 1875.
[5]
P.K. Sinha: 'State feedback decoupling of nonlinear systems' .

IEEE Trans.on A.C., AC. ~ pp. 487-489, 1977.
[ 6]
A. Isidori, A.J. Krener, G. Gori-Giorgi and S. Monac~: 'Nonlinear

decoupling via feedback: a differential geometric approach~.
IEEE Trans. on Aut. Control, Vol. AC 26 pp. 331-345, 1981.
[ 7]
P.E. Crouch, N. Carmichael. A. Isidori and S. Monaco: 'Application

of linear analytic system theory to attitude control'.
european Space Agency Contract Report, prepared by Applied Systems
Studies, 19 Tackem' Drive, Finham, Coventry U.K., 1981.
[8]
S. Monaco and S. Stornelli: 'A nonlinear feedback control law for

attitude control'. Report 12-84 of the "Dipartimento di Informatica
e Sistemistica", Sept. 1984.
[ 9]
Singh and
Araujo: 'Asymptotic reproducibility in nonlinear
systems and attitude control of Gyrostats'.IEEE Trans. Aerosp.
and Elect. Syst., March 1984.
[10] T. Dwayer: 'Exact nonlinear control of large angle rotational

maneuvers~ IEEE Trans. on A.C., AC ~ pp. 769-774, Sept. 1984.
IDENTIFICATION OF DIFFERENT DISCRETE MDELS OF COITIN..D..JS

IIDf-LIIEAR SYSTEMS.
APPLICATION TO 1110 IIO.JSTRIAl.. PILOT PLANTS.
Dadugineto
The continuous industrial plants dynamically working inside a

large operating range involve non-linear phenomena that mostly
cannot be suitably approached by linear models. In order to
describe their behaviour, it is then necessary to use non
linear models and/or variable parameter models. The control of
such systems can be managed from adaptive methods or multimodel techniques but it may be preferable to try to find a
global non-linear model correctly describing the system
behaviour in all its operating conditions and a unique control
law. Moreover, the goal being the control by means of one or
several digital processors, it is necessary to build a
discrete non-linear and/or time-varying parameter model.
In this paper, the different proposed identif ication
methods are illustrated by applications on two industrial
pilot plants that are described in the next paragraph: a
neutralization chemical plant that can be represented by a
time-varying parameter bilinear model and the basic weight
loop of a pilot paper machine involving a variable time-delay.
Then, in the case of bilinear systems, it is shown how the use
of an orthogonal Walsh functions family simply leads to the
parameter identification of the continuous model and of the
corresponding discrete model j the method is illustrated by the
results obtained from the chemical pilot plant. The use of
state-affine models is then presented. After having recalled
the identification method using experiment series around
different steady state points, a direct identification method,
using a unique measurements set inside the whole operating
range, is presented. A comparative study is then illustrated
by the application on the pilot chemical plant. Then, the use
of the state-affine models is extended to the systems with a
variable time-delay leading to variable state dimension
models. The method is finally illustrated by results obtained
597
M. Fliess and M. Hazewinkel (ed;.), Algebraic and Geometric Methods in Nonlinear Control Theory, 597-621.
DADUGINETO
598
from the pilot paper machine.

2. DESCRIPTI(JII OF 'TWO PILOT PLANTS
2.1. Chemical neutralization pilot plant

Let us consider the continuous neutralization of a strong base
(NaOH) and a strong acid (Hel) in a constant volume vessel
(local level closed loop).
The configuration of the plant is ~he following one (Fiq. 1);
Level
control~--~
Fig. 1. Chemical pilot plant scheme.

Qa Ca ; acid flow-rate and concentration
Qb' Cb ; base flow-rate and concentration
Q ; output flow-rate ; Q - Qa+Qb (local level closed loop)
C . output concentration : C - C -C Sb
with Csa : output acid concentra!on
C b : output base concentration
T~e neutralization is considered to be instantaneous
with a sufficient agitatlon in the vessel. The conservative
equations show that the evolution. around a working point QaO '
QbO' Co of the concentration c(t) with respect to a base flowrate variation q(t) is given by the differential equation :
DIFFERENT DISCRETE MODELS OF CONTINUOUS NON-LINEAR SYSTEMS
()
~ -
(Cb + CO)
00
Ql;
. q(t) - crt) -
cCtl.q(t)
with
599
(2.1)
In order to have a more general model, we consider
So, equation (2.1) may be rewritten as :

c Ctl.q(t)
V
dCn(t)
q(t) _ c (t) _ n
n
---'0"'0-~ ---at
With QO constant, this equation represents a bilinear

system with a variable parameter V. Two approaches may be
considered :
- with a constant volume V, we propose an identification
method of the bilinear system by means of Walsh functions.
- for small values of the ratio q(t)/Q , this system is a
varylinear one and we describe two SynthesPs methods in order
to obtain a discrete global non-linear model by using stateaffine systems.
2.2. ~inear delayed process with variable parameters: a case
study
This example concerns the basic weight/paper pulp flow-rate
loop of a paper machine and the dynamic parameters of this
process depend on the machine speed (characteristic of the
level production).
600
DADUGINETO
The plant block-diagram can be represented as follows
(Fig. 2):
Paper pulp
basic weight
flow - rate
R./h
(g/ mZ)
machine
(m/mn)
Fig. 2. Block-diagram of a paper machine.

Note that :
- the basic weight is measured at the end of the machine;
so, an important time-delay appears on the output vector.
- six linear identifications for different working speeds
are given in the Table I.
Table I. Paper machine: six linear identifications for six
different working speeds.
Speed
(m/min)
250
300
350
400
450
500
Time
constant
(sec)
~ain
(g/m ). Cl/h)
30
25
21
18
15
14
Time-delay
(sec)
1
0.9
86
B4
0.75
0.7
0.65
78
76
74
O.B
eo
The authors thank Hr. Lebeau, Centre TechnIque du Papler,

Grenoble, who provIded the experImental results.
Thus, this system has a state space representation of the
form :
t(t) - aC(Q).t(t) + aC(Q).u(t)
yet) - tC.t(t - Ly(Q)
601
The machine operating point is characterized by a speed

value (parameter Q).The QC (with real distinct eigenvalues)
and BC are, respectively, nc.n c and nc .1 dimensional matrices.
The coefficients of these matrices and the time-delay Ly
depend on the value of Q[Omin, Omax]; therefore, without loss
of generality, the realizat ion under the Jordan canonical form
is considered as leading to a lC constant vector.
The aim of this work is to obtain an unique non-linear
model for this kind of systems and two steps are required :
- for any Q value, it is necessary to obtain a discretetime realization of this system. Because of the time-delay
variation, the classical hypothesis of integer ratio between a
fixed sampling period and the time-delay is impossible. In a
recent paper [4], we have proposed a method for finding a
discrete-time approximation of these systems without using
this assumption
- non-linear identification methods by state-affine
systems [1] must be modi fied because the state-space dimension
is variable in the interval [Qmin, Qmax].
Section 4.4. presents the entire method and the results
obtained for this case study.
3. PARN'ETER IDENTIFICATION OF A aNTIIIUlUS
BILItEAR SYSTEM VIA WALSH Ft..N:TIONS
3.1. Principle of the method
Many systems can be modelized by dynamic equations which are

non linear with respect to the state but linear with respect to
some parameters to be esti,mated. This is the case for the
neutralization chemical pilot plant, described in section
2.1., operating with a constant volume. The mod~l can be
represented by:
x(t)
x(t)
a.x(t) + b.u(t) + n.u(t).x(t)
yet)
x(t) + wet)
(3.
state of the system (output concentration),

input (base flow rate),
w( t)
measurement noise, assumed with zero mean value.
In the discrete-time domain, with a zero hold, this
differential equation leads to a difference equation wich is
no longer linear with respect to the parameters :
uet)
DADUGINETO
602
x(k + 1) - x(k).e((a+n.u(k.4T) +
+ [1 - e(a+n.u(k).4T)
J.( a+n.ulkj
b.u(k)
Instead of searching a representation model by means of

an impulse response and an estimation of Volterra kerneis, we
try to find a unique parametric model belonging to the class of
the bilinear systems and to identify its parameters.
A complete set of orthogonal functions enables a representation of all the real-valued signals in equation (3.1) by a
function expansion. Then, a least squares identif ication
provides an estimation of the system parameters. The chosed
set of functions are the Walsh ones, whose next sect ion
contains a brief review. We obtain the vectorial equation
(3.6), used afterwards to identify the parameters of the
chemical neutralization pilot plant.
3.2. Walsh functions (6]
The Rademacher function 41 (t) of index r is a periodic train of
rectangular pulses, with ~ period T-2- r , taking the values +1
or -1. By means of the R first Rademacher functions, we can
generate ~2r Walsh functions:
III"
1
"'T'T"
{C, ... R - 1}
41 (t)
r
We choose the Paley ordered functions with
1 -
2r
ex
These 2R functions set an orthonormal system in the
closed interval t(C R 1]. Each function is constant during the
time interval 4T-2- . Each term of equation (3.1) can be
expanded in a serie:
1
J x(t).lIIl(t).dt C
- OU)
N-1
1II1(k).[x(k + 1) - x(k)]
k-D
(3.2)
DIFFERENT DISCRETE MODELS OF CONTINUOUS NON-UN EAR SYSTEMS
Jax(tl~l(t).dt -
603
N-1
~
k-o
DCk).P(k,l) +
10
DCkl,PCk,U - XU)
C3.3)
N-1
Jau(tl..l (tl.dt
1
~
k-o
C3.4)
- UU)
1
JauCt).x(t)~lCt).dt -
N-1
~
k-o
UCk).X(k
1) +
10
~
N
So, we obtain the linear equation

D - (X
U
W)
e
wit~
( a
U(k).X(k
1) - WCl)
C3.5)
C3.6)
n )
The matrix (PH I j,l E CO, ... , N-1)) in (3.3) is obtained

by expanding the lntegrals of the Walsh functions. Many of
their items are zero. The others are powers of 2.
The second sum in C3.3) can be estimated by using the
model, then a first estimation. kGl symbol used in C3.5)
denotes a dyadic product, i.e. the exclusive OR of the bits of
indexes k and 1 written in base 2. The second sum in (3.5) can
be estimated from the sampled signal xCtl. It is zero in
presence of a zero hold.
3.3. Digital processing of signals
There exists a Fast Walsh Transform as there is a Fast Fourier
Transform, but the FWT uses only simple operations such as
additions, subtractions, divisions by 2 ... The matrix
product in (3.3) uses an equivalent algorithm (number of
elementary operations approximately equal to N.Lo9 2 (N.
DADUGINETO
604
The computation of the eQuation (3.5) is greatly simplif ied by a judicious choice of the control signal (for example a
Walsh function). So, the transformation of the equation (3.1)
can easily be expressed in machine code and then can be
computed very fastly. So, it is very interesting in the cases
of on-line estimations.
(1)
ill
~
I/,
(D Q"3.SL/H
.{o
(2)
Q~13.
5L/H
(3) Q'" 18. SL/H

(T1
I
lJJ
'<t
process
,.
model
SEC
o~--~--~----~--~--------~--~--~
200
600
1000
1400
Fig. 3. Bilinear identification: chemical pilot plant step

responses.
3.4. Application with respect to the chemical pilot plant

We used the plant response in the case of three different input
steps (q1-3.5 l/h, Q2-13.5 l/h, Q3-1B.5 l/h). The three files
have been collected and processed in one go.
o(t) - a.c(t) + b.q(t) + n.q(t).c(t)
results
a - - 10.4 hb 0.20B In - - 0.142 1-
The process and model responses are shown on Fig. 3. The

responses have been divided by the magnitude of the input steps
to bring out the bilinear behaviour. We note that in a actual
605
case. with an significant output noise. the results are

satisfactory and bear the validity of the representation
model.
4. tool LItAR lDENTIFlCATIai USlJlG STATE-AFFltE SYSTEMS
4.1. State-affine systems (S.A.)

In order to use digital control. we must consider a discretetime approach and thus state-affine systems
q
x(k + 1) - [AO +
y(k)
~
i-1
Pi
(U ,
(k) .... u (k.A.] .x(k)
- C.x(k)
u. (k) R
1
; y R
where Pi are monomials in the inputs u , .... urn

We use a Fliess and Normand-Cyrot [2] theoretical result
about approximation of non-linear discrete-time systems by
state-aff ine models. Using this assumption. a non-linear
identification method has been proposed by Normand-Cyrot and
Dang Van Mien [11 and section 4.2. presents a new direct
approach.
4.1.1. Application to varylinear systems. Let us consider a
S. I .5.0. varylinear system. Its parameters depend on the value
of a measurable parameter Q which characterizes the plant
operating point.
~l:(k+1)
a(Q).l:(k) + B(Q).u(k)
".l:(k)
Y (k)
(4. 1 )
The use of the companion or Jordan canonical form leads to a "

constant vector. Around Q a we can write a Taylor serie
expansion of the ala) and BlQ) matrices :
q
{ a(Q) -
~ Qi. A1. + o(Qq +
1)
i"'O
q
B(Q)
~
i"'O
(4.2)
606
DADUGINETO
With (4.1) and (4.2) and the introduction of a supplementary state component we obtain :
[~(:+1) J -[[ :0 OJ
i=O
y(k)
U(k).Qi(k)
Qi(k)
i""l
[:i :}
[ :1J]
a
a
[~:klJ
(4.3)
If we consider Q as an extended input, and S.A. systems,

we can find an approx imat ion as good as we want of the
varylinear system.
and Bi construction. The analytic laws a(Q) and 6(Q)
to write the Taylor serie expansion of these
functions around a working point Qo' and thus to find the Ai
and Bi matrices coefficients.
4.1.2.~
knowled~allo~
4.1.3. ~ and B. identification. From N linear identification

experiments, p~cessed for N different values of Q belonging
to [Qmi ,Qm x], we compute a serie of linear regressions ( one
for eac~ a,~ coefficient )[3]. The regression order is chosen
in order to improve the model precision.
4.2 Direct identification
In order to avoid the previous method constraints that needs N
linear identification experiments for N working points and
privileges these working points in the global model because of
the linear regressions, we propose a direct approach which
only needs one global identification.
Let us suppose that equation (4.3) is written under'the
following form :
...
Ail,'D' -
[l::
607
., -[iJ
C -C1 O:J
Thus, we write a relationship between the output y(k) and
the previous inputs of u and Q
n
Q
y(k) -
~ ~
Moreover, if we consider an additive output white noise:

Yb(k) - y(k) +b(k)
this leads to :
~ ~ (a 1j . Yb (k - 1).Q(k - i)j+
1-1
j-o
+ bij.U(k - i).Q(k - i)j) + elk)
(4.4)
where elk) is the residue.

This equation may be written for K different sampling
times (k> 2n(Q+O):
608
DADUGINETO
elk)
a 10
a nq
b 10
e(k+K)
nq
which can be noted as:
Y- X
+ E
e- (
The least square estimation

xT X )-1 xT Y is biased
because matrices X and E are correlated.
Like in the generalized least squares method (Clark
[10]), we propose to filter the residue, but here the ~odel is
linear with variable parameters and thus the filter will be of
the same form: linear with variable parameters. By developin9
equation (4.4), the residue may be written as
elk) - b(k).( 1 - 9 1 z
-1
- . - 9 n z
-n
- G(z-l) .b(k)
q
with
9 i ~ ~ a ij Qj
j""O
G(z-l) is a linear filter of which parameters depend on

For each sampling time k we can write:
Q.
b(k)
= elk)
~
i'""l
9i.b(k - i)
We start the computation of the inverse filter with:

~b(k)- elk)
~b(k+n-l) ~
and we compute
b(j) - e(j) +
e(k+n-l)
~
i-l
9i.b(j-i)
for
j -
k+n to K.
The residue is filtered like this until we obtained a 9

parameters variation less than the suitable precision. Like in
609
the generalized least squares method, the convergence has

always occured but cannot be proved.
4.3. Application to the chemical pilot plant
We have used the two previous approaches on the neutralization
pilot plant described in section 2.1. considered as a linear
system with variable parameters with respect to the volume V in
the vessel:
- identification of five linear models for 4 1, 6 1, B 1,
10 1, 12 1 and building a state affine model of the form:
[Ae + V(k).A 1 + V(k)2. A2 + V(k)3. A3 +
x(k+1)
+ q(k).Be + Q(k) V(k).B 1 + q(k) V(k) 2 .B2 +

+Q(k).V(k)3. B3
c (k)
J.
x(k)
C x(k)
For these linear identifications we used the model method

applied on impulse responses obtained by intercorrelation.
- direct identification of the same state affine model
[one
0.025
-2'-----2-----~----2---
0.020
o.
~,/....--- ~
015
//5
----- - -
~-
I/;
0.010
~-t--
--+--
0.005
Theoretical step response

Direct identification
Serie of identifications
1000
2000
)0:
3000
Fig. 4. Comparison of step responses: V-4 1.
610
DADUGINETO
Cone
o. OZS
...-'f':"---
O. OZO
O. Oi.S
,-/'"
"/
-c-
-j.-- - -
/~
0.0i.0
-+-- +--
0.005
i.000
-e----i!----
Theorelical slep response

Direcl idenlificalion
Serie of idenlificolions
ZOOO
3000
Fig. 5. Comparison of step responses: V=8 1.
Cone
O. OZ5
O.OZO
O.Oi.S
0 . 0i.0
-+-
- -+--
0 . 005
i.000
ZOOO
Theorelical slep response

Direcl idenlificalion
Serie of idenlificolions
3000
Fig. 6. Comparison of step responses: V-12 1 .
611
Gain
0.025
0.020
0.0.1,5
0.0.1,0

--t--
--+--
0.005
YO)
.1.0
.1.2
Fig. 7. Comparison of model parameters.
Ti
110
conotant
(8)
800
500
400

--t--
200
--+--
YO)
.1.0
.1,2
Fig. 8. Comparison of model parameters.
612
DADUGINETO
with a linear variation of V from 3 1 to 13 1, and a pseudo

random binary sequence on Q(t).
Fig. 4,5,6 show the step responses of the theoretical
model and of the two S.A. models for different V values. For
one value of V, we can calculate the time constant and the gain
of the tangent linear system of each S.A. model. Theoritically
the gain is constant and equal to .018 and the time constant
has a linear variation with respect to V. The fig. 7 and 8 show
the variation of these two parameters with V for each S.A.
system. Note that for the small values of V the direct method
gives a better model than the construction from several linear
identifications, but rather gets away from the theoritical
parameters for the high values of V : the magnitude and the
period of the pseudo random binary sequence are constant for
all the direct identification, while the time constant becomes
higher with V, it implies that the signal noise ratio get worse
with the increase of V.
This global approach, with a more complex formalism,
needs a little more computation time, but does not require
several linear identification experiments and does not privilege any working points because the S.A. model is obtained in
passing over all the operating points.
4.4. Non-stationary delayed systems
In this section, we consider the identification problem of
non-stationary delayed systems of the form
~e(t) - aC(Q).e(t) + aC(Q).u(t)
~y(t)
~c.e(t
- Ly(Q
(4.5)
This representation is considered in a canonical form. a C

(with real distinct eigenvalues) and a C are, respectively,
nc.n~ and nc .l dimen~ional matrices. The coefficients of these
matrlces and the tlme delay Ly depend on the value of Q
E[Qmin,Qmax].
To take advantage of digital control, it is necessary to
find a discrete model of system (4.5) without the classical
assumption that the time-delay is an integer multiple of the
sampling period. Recent papers [4][5] have solved this problem
and section 4.4.1. presents the main results. It is shown that,
on the interval [Qmin,Qmax] the different discrete-time
realizations involve variable coefficients and also variable
state space dimension. An extension of state- affine systems,
613
by modification of the output application for the different

values of a, leads to the global non-linear model (section
4.4.2.). In section 4.4.3., some digital simulations illustrating this method and concerning the paper machine (see 2.1.)
are discussed.
4.4.1. Discrete-time realization for any a value. To obtain a
discrete model of finite order, let us assume that the output
variable has a linear trajectory during the sampling period
and let us define:
rCa) ==
[LX~a)J
+ int
and
(a) == Ly(a)//lIT
AT
which are, respectively, a succession of positive integers and

reals (betwen 0 and 1) such that: [rCa)-I+z(a)] . liT == Ly(a), and
'int' and '//' denote, respectively, the integer part and
division modulo liT.
Thus, for a a value (noted a v ) the system (4.5) is linear
and its discrete state model is of the form:
a(av ) u (k )
+ 1) - a (a v ) . E (k) +
~ E (k
y(k)
y(a
(4.6)
).E(k)
with
n
nC ( [
a(a )
v
.~
I
v)
0
0
0
0
"-
nl
/
[( rCa ) + 1).n ]
v
C
[( rCa ) + 1). n ]
v
nd
614
DADUGINETO
[(r(Qy ) + 1).nc 1
"t(Q y ) -
[0
-y
'-
1 (Qy)
"tr(Q ) -
"trCQ
)(Qy)]
..............
n
l'
/'
[(r(Qy ) + n.n 1
c
The matrices a(Qy)' S(Qy) and "t(Qy) may be computed with
the relationships:
aO(Qy) - exp[ac (Qy).6Tl
1
,(Q
. y) - [
y -
"trCQ )
\,."
z(Qy ), 1
z(Qy ),
.... ,
1 - z(Qy )]
c times
nc times
4.4.2. DeriYing the unique non-linear model. In the method of
section 4.1., the state-space dimension n of the N linear
systems is assumed to be constant for all Q [Qmin' Qmaxl.
Because of the variation of the time-delay, this assumption is
not valid for system (4.6). If we consider nm x - max(ndi
(1-1, ,N)}. i t will be possible to rewri te ~he N linear
realizations with the same dimension by increasing the state-
615
space vector and introducing null appropriate coefficients in

the triple aCQ), BCQ), ~CQ).
Unfortunately, this method leads to introduction of nonlinearities in the coefficients representing the delayed part
of the system and then the use of polynomial regression is
impossible. In order to solve this problem, we present another
approach:
- Let us notice that the dimensions of the matrices aoCQ)
and BoCQ) are constant. Thus, for the non-delayed part of the
system, we use the method described in 4.1.
- For the whole of the N linear systems, we choose a
delayed part equal to its value for nmax Consequently, the
matrices Aj and Bj of the expected state-affine system may be
computed.
- Using a modification of the output application, the
initial problem CLe. variation of the time delay) is solved by
the following method. Let us consider a model LyCQ)- CQ) C a
polynomial for example). Thus ~(Q) may be rewrItten
_~CQ~~/AT ]
----
[ [1
0 ... 0 ]
.. ....
times
~~------
~""'"
-----~
max
GNnnc -1+int[~Q)/AT]
max
~Q)//AT
AT
n
o ..
0 ]
~Nnnc +int[-77Q)/AT]
max
times
with Nn
upper nilpotent matrix of dimension n
.n
max max
max
DADUGINETO
616
So, we obtain the unique global non-linear model Corder

nmax +1) of the form:
11
[~Ck
+
eCk +
12
g]- [~-o
P"j(QCk)l.A j +
~ P2,jCQ(k))'UCkl.B j ] .
. [l:Ck)]
eCk)
[ [ [ [, - .Y(Q~;'4T ] 0 ... 0 ]
----
y(k)
nc times
~Nnnc -1+int[~Q)/4T]
[ [YCQ)//4T
max
--4T
a ...
0]
times
n +int[.YCQ)/4Tl
LNnc
max
with p. 0 - 1
1,
and
9(k)
1 ,
~k
4.4.3. Example. The upper methodology is applied by means of

simulations to the basic weight/paper pulp flow-rate of the
pilot paper machine operating with a variable speed. Fig. 9-11
compare the step response of the linear model and the stateaffine identified model. Let us observe that the relative
error (percentage full scale) is between -1.5' and 1.5'. In
order to validate the non-linear model between the six
operating points, Fig. 12-13 show the step response obtained
for machine speeds 325 and 425 m/min.

B .. W..
617
(s/m2)
........ _ - - ;..
.....,.....-1.."............~o-b
.._ ..-;..
..
1GI.81G1
1GI.61G1
1GI.41G1
6"."
IGI. "
Error
P ..... PER
Sp d
M..... CHINE
.25121 m/mn
L. .L.:i.n_Q'" Mgd.l
........... FFin_ Mgd.l
E .R.1Q~:i.v_ "',..0,..
121G1. "
18". "
24"."
12". "
18". 121
24"."
Tim.
(5)
(:x)
1GI.91
-.91 IGI IGI
6121.121
-1.51
Fig. 9.
Comparison between linear and state-affine models:
machine speed 250 m/min.

B ..
w.
<g/m2)
1GI.81G1
I~
IGI. 6"
".4"
PAPER
Sp __ d
L.
I
f
1GI.2"
". "
6121."
M.....CHINE
.35e1 rn/mn
.L.1n_Cl,.. Mod.l
......... FF:i.M. Mod.l

E .R_1Cl~1v_ Er"'o",
12". "
1 B". "
24".121
1GI.91
-. 91 "
"
6121.121
-1.51
Fig.
10. comparison between linear and state-affine models:
618
B .. W.
DADUGINETO
Cg/m2)
121.8121
.x-'= ....
121.6121
I
I
121.4121
/'
----..-'-..-.,-..-.-..-.-..-.-..
PAPER
i
I
121.2121
MACHINE
Sp __ d
.45121 m/mn
L Ll.n_ar- Modal
A .A.f'.f'l.n_ Mod_l
121.121
6121.121
12121.121
-.91121 121
6121.121
12121.121
18121.121
24121.121
.R_la~1Y_
Err-or-
:3121121.121
121.91
I
I
I
-E-E-e-e-e--e-&-e-e-~<E-E-.-..e-e:-e-e-e--E
18121.121
24121.121
:3121121.121
TiM.
<S>
-1.51
Fig. 11. Comparison between linear and state-affine models:

B .. W..
(g/m2)
121.8121
121.6121
//'
--_._._._._.--.--.-.-
121.4121
121.2121
PAPER
MACHINE
Sp __ d
.325 M/mnft"
A .A.f'.pin_ Mod_l
.I
121.121
6121.121
12121.121
18121.121
24121.121
:3121121.121
Tim_
(S)
Fig. 12. Validation of state-affine model: machine speed 325

m/min.

B .. W..
619
<g.lm2>
121.8121
.1(""
__
.--.-.-.--;...-.-----Io~
II
121.6121
121.40
PAPER
0.20
MACHINE
Sp __ d
.425 m/mn
" ,I\,p.p,,.,. Mod_l
I
121. 121
6121.121
12121.0
18121.121
24121.121
3121121.121
Fig. 13. Validation of state-affine model: machine speed 425

m/min.
5. CXJICLUSION
AN)
PROSPECTS
Several identification methods of some classes of non-linear

systems or variable parameters systems or variable structure
systems have been presented and applied on two industrial
pilot plants. The results that have been obtained can be
qualified as rather satisfactory, which is comfirmed by the
use of the corresponding models in the case of a digital
computer control: use of state-affine control algorithms for
variable parameter linear systems [7] and systems with a
variable time-delay [8], linearizing control for the bilinear
systems [9]. Among the results, those related to the identification of systems with a variable time-delay, leading to a
variable structure discrete model, must be specially pointed
out.
Nevertheless, these different methods present some applicability restrictions. In such a way, a working study
related to the performances of the identification method using
Walsh functions in the presence of noisy signals must allow to
characterize the performances evolution. On another hand. in
the actual state of our works, the methods based on stateaffine representation can be concretely used only if the
variable parameter which <Ief ines the operating points is
measurable.
DADUGINETO
620
At last, it would be interesting to go on this work in the

case of systems. presenting both a non-linear structure and a
parametric variation. The neutralization chemical pilot plant
can be a very good testing device in this domain. In the
future, it will be useful to compare the performances of the
control systems derived in this case with the adaptive'control
algor ithms.
C. DARMET*, J. DUFOUR** , G. GILLES* , B. NEYRAN*** and D.

THDMASSET ***
*
Laboratoire d'Automatique, Universite Lyon 1.
** Laboratoire d'Automatique et de Microinformatique industrielle, Universite de Savoie, Annecy.
*** Laboratoire d'Energetique et d'Automatique, INSA de Lyon.
This work is supported by grant from Centre National de 1a
Recherche Scientifique.
REFERENCES
[1] DANG VAN MIEN H., NORMAND-CYROT D., 'Non-linear stateaffine identification methods; applications to electrical
power plants', Automatica, Vol. 20, N' 2, p. 175-188, 1984.
[2] FLIESS M., NORMAND-CYROT D., 'Vers une approche algebrique
des systemes non-lineaires en temps discret', Analysis and
Optimization of systems (A. Bensoussan et J.L. Lions, ed.),
Versailles, Lectures Notes in Control and Information Sciences, Vol. 28, Springer Verlag, Berlin, p. 594-609, 1980.
[3] NEYRAN B., SAADE-CASTRO J., THOMASSET D., REYNAUD R.,
'Modelisation dynamique non-lineaire d'un procede chimique de
neutralisation', Congres SEE, Nice, 1984.
[4] HAMMARSTRDM L.G., GROS K.S., 'Adaptation of optimal
control theory to systems with time-delays', International
Journal of Control, Vol. 32, N' 2, p. 329-357, 1980.
[5] THDMASSET D., 'Representation d'etat discrete d'un systeme
multivariable retarde generalise', RAIRO Systems Analysis and
Control, Vol 17, N' 1, P 23-3B, 1983.
[6] KARAMAN V., FRICK P., MOHLER R., 'Bilinear identification
by Walsh functions', I.E.E.E. Transactions on Automatic
Control, Vol. 23, N' 4, p. 709-713, 1978.
[7] DUFOUR J., THDMASSET D., 'Definition and synthesis of
state-affine control algorithms: application to a varylinear
system', Int. Conference on Computers, Systems and Signal
Processing, Bangalore ,India, 1984.
621
[8] THOMASSET 0_, NEYRAN B., 'Identification and control of

non stationary delayed systems using state-affine representai~on', to be published in International Journal of Control.
[9] GILLES G., LAGGOUNE N., 'Digital control of bilinear
continuous processes. Application to a chemical pilot plant',
IFAC Symposium on Digital computer applications to process
control, Vienna, Austria, 1985.
[10] CLARKE 0.111., 'Generalized least squares estimation of the
parameters of a dynamic model', IFAC Symposium, Prague, paper
3.17, 1967.
BANG-BANG SOLUTIONS FOR A CLASS OF PROBLEMS

ARISING IN THERMAL CONTROL
Safya BELGHITH (1-2), Fran~oise LAMNABHI-LAGARRIGUE (2),

Marie-Minerve ROSSET (3)
(1) Ecole Nationale d'Ingenieurs de Tunis - B.P. 37 1002, TUNIS Belvedere - TUNISIE
(2) Laboratoire des Signaux et Systemes - CNRS-ESE Plateau du Moulon - 91190 GIF-SUR-YVETTE - FRANCE
(3) Laboratoire des Fluides et Thermosystemes en Regime
Instationnaire - UA CNRS 871 - Bat 502 - Campus
Universitaire - 91405 ORSAY - FRANCE
ABSTRACT
The purpose of this paper is to show that a component of the control
ar1s1ng in building energy management is bang-bang. The switching points
of this component can then be computed by a heuristic method using
results from linear-quadratic optimal control. This solves a new class
of nonlinear optimal control problems.
I - INTRODUCTION
Among the solutions of optimal control problems with control constraints
there often occur the well-known socalled bang-bang controls which take
their values on the boundaries of the control constraint domain. This
is for instance the case for linear time optimal control problem [9].
Whether a solution will be bang-bang or not is in general difficult to
check for more complex optimal control problem. Nevertheless there
exists now a variety of tests, called higher order necessary conditions
of optimality [5] which may help to decide when an optimal solution is
bang-bang. In the nonlinear class of optimal control problems consideren
here, the bang-bang property of the solution is proved using only the
first-order necessary conditions of optimality, i.e. those derived from
the Maximum Principle. This has been partlypossible because the problem becomes a linear-quadratic one as soon as the "bang-bapg" component is given.
The financial support of this work was provided by ATP-CNRS SPI-PIRSEM

"Thermique du Batiment".
623
S. BELGHITH ET AL.
624
II - DESCRIPTION OF THE SYSTEM

This study deals with a practical problem arising in the optimization
of energy management in residential building. The purpose of this
optimization is to reduce energy consumption by making use of solar
energy. The controls of the system are the auxiliary heater and a
movable insulation (shutters). The system under consideration is a
single room, enclosed by two wall : one wall characterizes the solar
collector (double glazing with movable insulation), the other one represents the rest of the enclosure (five concrete walls). Heat transfer
through the walls is assumed to be one-dimensional. Moreover, the
heat conduction equation, which is a partial differential equation, is
approximated by an ordinary differential system, the dimension of
which is arbitrarily large. This differential system can be represented
by the low-pass filter given in figure I [2,3,6].
Fig. I : Equivalent circuit for the room thermal model

I - A single temperature ql is assigned to the collector wall and
(n-1) temperatures (q2, . ,qq) are assigned to the other walls of
the room. This reflects the tact that the Fourier frequencies of
the collector are much higher than the frequencies of the concrete
walls.
2 - reI' r l2 and C I are the thermal resistances (OC/W) and thermal
capacity (J/oC) of the collector wall.
3 - r 1 and Ci (i = 2, .. ,n) are the thermal resistances (OC/W) and
the thermal capacities (J/oC) of the concrete walls.
4 - T2 (t) is the inside air temperature (OC).
let) and Tex(t) are the solar radiation (W) and the outdoor air
temperature (OC)
5 - ric and r 2c stand for the convective heat exchanges between the
inner surface of the walls and the inside air (OC/W)
6 - ra stands for radiative heat exchange between the inner-surface of
the collector and the concrete walls.
625
7 - ul(t) is the instantaneous power delivered by the auxiliary

heater (W).
8 - rIA(t) is the variable thermal resistance between the glass wall
and the air outside the room (OC/W)
9 - 6 which depends on riA is the absorptivity of the glass wall.
10- rne stands for the radiative and convective exchange between the
outer surface of the concrete walls and the air outside the
room (OC/W).
The control vector is u = (uI' u2) where u2(t) = (rIA(t) + reI)
This then leads us to consider the following nonlinear system :
q
with
-1
Aq + BU I + F(q,t) u 2 + w(t)
all
a 21
a l2
a 22
a 23
a 32
a 33
a 34
(1)
an- l ,n-2
an-l,n-l
an-l,n
, ..... ,
where the state q = (ql, ,qn) belongs tomn and where the function
f(ql,q2, ... ,qn,t) : lRn xm -+m, wl(t) : m -+m, wn(t) : m -+lR are
analytic.
The set of admissible controls U = (u l ' u 2) is the set of all piecewise analytic functions with a finite.number of switchings, u l (.) Em
and with the control constraints : u;~n S u 2 (.) .:S u;ax
(2)
We want to solve the following fixed-time, free end-point problem

given the initial state q(o) = b of the system (I) find that admissible
feedback control u(t,q) = (uI(t,q), u2(t,Q that minimizes the cost.
J(b,q,u) =
T o
2
{[a~ + Bq2 + YU 1 - T2 (t)]
+
o
K u 1} dt
(3)
s. BELGHITH ET AL.
626
Here Ti(t) a given function. We shall also write T2 for a.ql + 13q2 + YU 1
Remark. In the example under study, the coefficients a .. , a. and the
1J
functions f (ql,q2, . ,qn,t), wl(t), . ,wn(t) can be easily expressed

in terms of the thermal parameters quoted above. The meteorological
inputs I(t) and Tex(t) are assumed to be deterministic : they describe
an average day of the month under consideration. The cost functional
is chosen reflect both maximization of comfort (the quadratic term)
and minimization of the energy used up by the auxiliary heater (the
term Ku l , K > 0).
III - NECESSARY CONDITIONS FOR OPTIMALITY
Consider the following Mayer problem. Find u to minimize
J(b, q, u)
= h(q(t
subject to
q = F(q(t), u(t), t) , q(o) = b
T fixed.
(4)
The state q belongs toJRn and the control u is assumed to belong to

a class of analytic functions which take values in some open set
The functions F = (Fl, F2, ,Fn) : JRn+m+1 -+ JR and h : JRn -+ JR are
assumed to be analytic.
The Hamiltonian and the adjoint system associated with (4) are
H (p(t),q(t),u(t),t)
=I
i=l
p.(t) F1 (q(t),u(t),t)
~,F>
and
p(t) = -
aH
ail
p(T)
where p(t) = (Pl(t), . ,Pn(t
= ~~
(5)
(q(T
: lR -+JRn is the adjoint vector.
In this problem, the Maximum Principle gives the first order necessary
conditions for optimality.
aH (p(t),q(t),u(t),t) = 0
aU.
1, ,m,Vt [o,T 1
and there results the infinite hierarchy of necessary conditions
~ aH
dt
au.1
(p(t),q(t),u(t),t) =
Vt [ 0, T], i = 1, .. ,m
627
Remark : These conditions can be expressed in terms fo the Lie-brackets

of vector fields associated with (4). Indeed, one can show the following result
If pet) , t E [O,T], is a solution of (5) then
d V aH
dtVau. (p(t),q(t),u(t),t)
< p(t), adA

V F
u.
1.
>
1.
l, ... ,m; Vv >
0,
where A and Fu. are respectively the vector

1.
fields :
n
J.
at
and
k=l
aqk
k=l
This result clarifies the link between the first order Volterra kernel
associated with the functional J and the Hamiltonian H [4]. This
formulation is also useful from a practical point of view : The
total derivatives of aH can then clearly be systematically computed.
au.
1.
IV - THE BANG-BANG PROPERTY OF ONE COMPONENT OF THE CONTROL

Assume that
, Vt E [a,b] C [o,T]
(6)
This strict inequality assumption implies that the results

vious part can be used on the subinterval [a,b]. In order
the bang-bang character of the component Uz we will prove
of the necessary conditions for optimality cannot hold on
of the preto emphasize

that some
[a,b].
The Hamiltonian associated with the system (1) is the following

H(p,q,u,t)
n
+
1.
i~Z
p. [a. I . q. I + a . q. + a . . I q. I + w. (t)]
1.
1.-,1.
1.-
1.,1.
1.
1.,1.+
1.+
1.
and the adjoint system is :

o
PI
=-
Za(aql + 8q2 + YU I - TZ(t
af
- (all + aqluz)PI-aZI P2
61 1)
628
S. BELGHITH ET AL.
P2
o
p.
3, x,n
(n )
~
The maximum Principle gives
aH
aU I
o
Assume moreover that ID
f(qI,q2, ,~,t)
0 , Vt E [a,b]
(7)
Then (nn+2) gives: PI(t) = 0 , Vt E [a,b].

Therefore from (n I ) and (nn+l)'
P
a.K
= cte
ya 2I -a.a 2
Hence, by induction on i, all the Pi are easily shown to be constant

(equation (ni) shows that Pi+I= cst , i = 2, ,n-l) and equation (nn)
leads to a relation between the parameters of the system :
a 32 a 23 a.
Ba 21 - a.a22 = ------------~~-~~---------------------------a 43 a 34
- a 33 + ------~--~------------------------------a S4 a 4S
+ a 44 - --------~--~----------------------
(-I) (n-I)
(_I)n an,n-Ian-l,n
an-l,n-l +
a
n,n
~ In the practical example under study, this assumption always holds.
In any case a system (I) such that f(ql, qn,t) vanishes on a subinterval of [o,T], becomes a linear-quadratic one in ul on this subinterval
and can thus be solved in the usual way.
629
More precisely, this relation is obtained by solving the following system of (n-l) equations in (n-2) unknowns :
Sa21 - aa 22
- a 32P3 + ya
21 - aa 2
- a 23 _ _-=a_K_ _
ya 21 - aa 2 - a 33 P3 - a 43 P4
o
4, ... ,n
But this condition which depends only on the parameters of the system
does not hold. Hence no control u2 satisfying (6) and (7) can be
optimal. We can now state :
Theorem: The optimal control u = (ul, u2) for the problem (1)-(2)-(3)
satisfying (7), is bang-bang as far as the second component
u 2 is concerned.
Remark
(i) We assume here a priori that the optimal control is piecewise analytic with a finite number of switching points.
There is actually no explicit hypothesis for the general
problem which could ensure that the optimal control is
"regular". Note nowever Sussmann' s important result [10].
on the time-optimal control-linear problem.
(ii) The bang-bang character is here proved using only the first
order necessary conditions. It is worth mentionning thqt
in general one needs higher order tests which can be also
expressed in terms of the Lie brackets of vector fields
associated with the system (4) [7,8].
v-
SIMULATION
In this thermal application, the function f(ql,q2, ,qn,t)

lRn x lR ..... lR is linear in (q , ,q ). Hence, in between two switching
times we have a linear quaaratic ~roblem on our hands. The problem is
mow solved by using a heuristic method to get at the switching points
based on the classical methods of solution of a linear-quadratic problem.
A practical way to find the switching times.
Let
Choosing T
24h, the practical proceeding is the following
630
S. BELGHITH ET AL.
1 - Solve [1] the linear-quadratic optimal problem where

u 2 (t) =:
u~(t) ;: u~ax and compute the times e~ and e~ where (/)(t)
changes sign.
2 - Solve the new (linear-quadratic) optimal problem where

u 2 ()
t =: u 2 ( t )
an d
compute.the.t~mes
~f e11
a
um
2 x
u~~n
if not
e21
8'12
and2
8 2 where (/) ( t ) changes
s~gn.
Thus one
a series (e~; e~) which numerically converges satisfyingly from i

Example
f~nds
3 on.
The numerical values chosen here are those of a room during a

typical April day in Trappes. France. The room consists of a
8m2 double glass wall and five concrete (0.2 m thick) walls
of a total area of 40 m2 A six-dimensional model for the
heat equation was chosen.
The time variations (Fig. 2). of the state variables (ql q6). of
the control vector (ul. u2). and of the inside air temperature T2. are
in agreement with what could be physically expected. We wish to emphasize the following points :
- The temperature T2 is fairly constant. below the standard of Ti.
- The control ul varies smoothly according to the low-pass filter model.
- The control u2 is as expected :
theshulters are open during the day. closed during the night and
the switching points occur in order to maximize the solar energy supply
to the collector wall. Furthermore the use of the 2 - dimensional control (ul. u2) instead of the single control ul. allows a 12 % saving
in costs.
.
631

tlOSOW.H.
U Uz
.1
..
..
..
I.'
..
..
"
tlhl
...
zo
...
...
~ !~
.,hl
Fig. 2: Temperature and controls during the first 24 hours of a 48h

optimization for april,in Trappes,France.
Acknowledgement
The authors wish to thank C.Benard and M.Fliess for useful discussions
REFERENCES
[1] M. ATHANS and P. FALB, "Optimal Control", Mac Graw Hill, NY, 1966.
[2] C. BENARD, "Optimisation de la representation reduite d'une paroi
thermique", submitted to Int. J. of. Heat and Mass Transfer.
[3] E. BOILEAU, C. BENARD and B. GUERRIER, "Comparaison de differentes
approximations des fonctions de transfert d~une paroi thermique"
Revue Generale de Thermique, 257, 1983, p. 391-404.
[4] M. FLIESS, "Lie brackets and optimal non linear feedback regulation"
Proc IXth IFAC World Congress, Budapest, july 1984.
[5] R. GABASOV and F.M. KIRILLOVA, "High order necessary conditions
for optimality." SIAM J. Control, 10, 1972, pp. 127-168.
632
S. BELGHITH ET AL.
[6] B. GUERRIER, "Modelisation stochastique appliquee a I' etude des

entrees-sorties de systemes thermiques : cas des composants lineaires de l'habitat solaire pass if" , these Doct. Ing., Universite
Paris-Sud, Orsay, 1981.
[7] A.J. KRENER, "The High Order Maximal Principle and its application
to singular extremals", SIAM J. Contr. Optimization, IS, 1977,
p. 256- 293.
[8] F. LAMNABHI-LAGARRIGUE, "Series de Volterra et Commande OptiInale
Singuliere", these d'Etat, Universite Paris-Sud, Orsay, 1985.
[9] L. PONTRYAGIN, V. BOLTYANSKII, R. GAMKRELIDZE, E. MISCHTCHENKO,
The mathematical theory of Optimal processes, NY, John Wiley, 1962.
[10] H.J SUSSMANN, "A Bang-Bang theorem with bounds on the number of
switchings", SIAM J. Contr. Optimization, 17, 1979, p. 629-651.
INDEX
accessible
accessible
ad-conditions
adaptive model-following control amfc
adjoint equation
affine connection
affine system
algebraically observable
almost periodic vector field
analytic system
approximate linearization of nonlinear dynamics
by state feedback and coordinate change
approximate linearization
approximation of nonlinear systems
approximation order
a ttainal be set
attitude control of satellites
attitude control
attitude control
baker-campbell-hausdorff formula
balanced actions
banach-lie groups
banach-lie theory
bang-bang extremals
bang-bang extremals
bang-bang principle
bang-bang property
bang-bang solutions
basic vector fields
bass-gura formula
behavior of the transfer functions matrix at the infinity
bilinear system
billinear identification
boIza problem
boundary layer system
brownian motion
brunovsky canonical form
brunovsky form
c.a.d. nonlinear systems decoupling
c.i.f. linear system
calculus of variations
calculus ov variations
campbell-baker-hausdorff formula
633
13
398
350
527
326
209
349
47
496
62
184
182
511
216
423
65
573
578
455
459
496
491
334
339
361
627
623
84
298
126
514
604
389
162
500
196
235
266
86
545
191
348
378
334
634
cascade decomposition
causal derivation
causal
characteristic number
characteristic numbers
chemica:l neutralization pilot plant
christoffel symbols
christoffel symbols
closed-loop transfer function family
co-state
codistribution
compensation of nonlinearities by feedback
complete system
cones, lie wedges
conjugate points
conserved quantity
conserved quantity
controllability lie rank condition
controllability
controllable
controlled invariance with singular control
controlled invariant distribution
controlled invariant distribution
controlled invariant sub manifolds
conversation law
cost functional
crouch's theory of finite series
crouch-byrnes conditions
curvature tensor
decomposition
decoupling feedback robot
decoupling perturbations rejection
decoupling via dynamic state-feedback
differential operator
differential representation
dimension minimal
dimension of a distribution
dimension
directional derivative
discrete-time
discretization
distribution
distribution
distribution
INDEX
276
374
4
547
191
598
210
79
302
304
390
122
525
258
72
332
393
397
259
421
51
149
405
433
402
393
325
27
60
84
257
559
546
142
416
35
13
116
419
372
448
423
116
122
419
INDEX
distribution
dynamic compensator
dynamic output feedback
dynamic precompensation
dynamic state-feedback
elliptic point
energy management
envelopes
equivalence to polynomial forms
estimation theory
euler-lagrange equations
euler-lagrange equations
exact linearization via dynamic state-feedback
exponential lie series
extended hamiltonian
extended kalman filter
extended linearization
extended-linearization inverse systems
extended-linearization
extremal
extrinsic geometry
falb-wolovich rank condition
family of extremals
fast walsh transform
feedback control problem
feedback group
feedback linearizable
feedback linearization
feedback linearized and output block decoupled system
feedback transformed
feedback
finite automaton
finite lie rank
finite zero dynamics
finite zeroes
flat
fliess' local approach
fold point
formal power series
formal realization
formal vector field
free monoid
635
443
122
318
313
122
364
624
327
257
487
358
397
135
334
399
298
287
292
285
366
77
101
326
603
299
245
524
227
523
545
546
228
396
432
516
33
169
160
84
17
364
17
19
35
34
636
frequency domain package

frobenius' theorem
full rank distribution
fuller phenomenon
fuller-trajectories
functional expansions
functional taylor expansion
fundamental formula
fundamental formula
fundamental formula
gas-jets control mode
gas-jets
generalized observer canonical form
generating power series
generating series
generating series
generic subset
girsanov measure transformations
global adaptive stabilization law
global canonical form
global construction
global controllability
global feedback linearizability
global formal
global linearization
globally analytically extendable
globally integrable
globally invariant distribution
globally linearizable
globally minimum phase
globally stable inverse
gluing together
graph of a system
group invariance
hamiltonian formalism
hamiltonian realization
hamiltonian vector field
hamiltonian
hankel matrix
heaviside symbolic calclus
higher order necessary conditions for optimality
hilbert-smit class
hyperbolic point
ideal
identification of discrete models
INDEX
160
395
450
367
366
413
374
327
344
553
580
578
90
374
33
512
360
266
175
160
15
270
243
22
257
7
243
419
205
172
172
15
550
60
375
496
326
513
374
382
489
364
277
597
INDEX
immersion of a nonlinear system into a linear system

immersion
immersion
infinite zeroes
infinite-dimensional nonlinear variational problem
input symmetries
input-output decoupling
input-output operator
input-output system
instantaneous dynamics
integrable distribution
integral manifold
intrinsic geometry
invariant distribution
invariant distribution
invariant subdistribution algorithm
inverse pendulum
inverse systems
inverted pendulum
inverted pendulum
inverted pendulum
inverted pendulum
invertible discrete time systems
involutive distribution
involutive smooth distribution
iterated integral
i tera ted integrals
iterated stochastic integrals
jacobson-gabasov test
kirillov form
knobloch's variations
koszul connection
kronecker indices
lacunary principle
lagrangian
least squares estimation function
left and right half-plane zeroes
left-invertible
legendre-clebsch condition
length
lie derivative
lie distribution
lie polynomial
lie polynomial
lie rank
637
184
426
47
160
487
69
101
5
46
166
443
443
79
419
432
147
317
172
299
558
560
561
468
106
117
500
553
499
383
496
384
79
263
493
495
488
160
143
383
512
372
444
36
57
18
638
INDEX
lie rank
36
lie rank
447
lie sub semi groups
72
lie-brackets
374
linear analytic realization
417
linear canonical form
248
linear connection
79
linear delayed process with variable parameters
599
127
linear model matching problem
linear tychonov theory
164
linearization families
286
linearization of a nonlinear dynamics through diffeomorphism and feedbackl83
linearization to controllable canonical form
245
linearization
181
linearization
-576
local accessibility rank condition
69
local analytic realization
19
local canonical form
115
local construction
14
local controllability
55
local diffeomorphism
244
local feedback linearization
234
431
local input-output decoupling
local linearization
311
local realization
33
local realization
8
locally accessible rank condition
58
locally accessible
56
locally controllable
56
locally controlled invariant distribution
109
locally controlled invariant with singular control
148
locally minimal
13
locally weakly controllable
423
locally
433
306
macsyma
525
macsyma
545
macsyma
500
malliavin calculus
123
maximal controlled invariant distribution algorithm
147
maximal controlled invariant distribution algorithm
502
maximal lemma
626
maximum principle
326
maximum principle
353
maximum principle
381
maximum principle
INDEX
maximum principle
mayer fields
mayer problem
minimal time problems
minimal
minimaJity
minimum phase systems
minimum phase
moment map
morgan's problem
morse series
morse theory
morse-bott theory
multiplier
necessary condition
nerode factorization
neural-endocrinian model
noether's theorem
non commutative power series
noncommutative power series
noninteracting condition
nonlinear canonical form
nonlinear compensators
nonlinear discrete time system
nonlinear discretetime system
nonlinear luenberger observer
nonljnear model matching problem
nonlinear observer
nonlinear observers
normal extremal
normal rank
null extremal
null normal extremal
observability indices
observability of the linearization family
observable
observable
observable
observation algebra
observation field
optimal control problem
optimal control problem
optimal control
optimal control
optimal control
639
389
359
626
349
51
398
160
172
495
101
492
489
491
326
390
15
192
397
499
512
III
269
304
432
411
270
148
89
297
326
11
326
326
80
288
13
51
80
46
46
389
396
347
381
392
640
optimal hamiltonian
orbit theorems
output q-reproducible system
output controllability
output feedback
paper machine
parallel decomposition
parameter identification
parameterized vector field
perturbations rejection
phase portrait
poincare-bendixon theorem
poincare polynomial
poisson bracket
pole assignment
polynomial affine system
polynomial systems
polynomial vector field
popov-kronecker invariants
power series approach
power system stabilization
power systems
projective hilbert space
pseudo-hamiltonian
pseudocompensation
pseudolinearization
pseudolinearization
pseudolinearization
rank volterra series
rank
rational generating series
reachable set
reaction-wheels control mode
reaction-wheels control
realization Euclidean
realization ~ complete
realization of F
realization theory for nonlinear systems
reduce
regular controllability distribution
regular optimal control
regular point
response map
response map
restricted block decoupling
INDEX
393
441
132
107
301
616
276
601
472
545
163
252
492
393
576
418
45
47
110
22
534
523
493
389
316
209
295
312
25
7
513
56
583
578
10
7
5
3
525
109
395
123
51
434
INDEX
restricted noninteracting control problem

riemann's habilitation lecture
right-invertible
robot arm pamir
robot arm
robot arm
robot manipulator control
robotics
robotics
root-locus methods
rotating satellite
sampled feedback
sampled transitive
sampling
scalar input-scalar output noninteracting control problem
semigroup of inputs
separable kernel
shape of the frequency response
shift-invariant family of vector fields
shuffle product
shuffle
simple points
simulation
singular optimal control problems
singular optimal control
singular set
singular
smooth distribution
smooth distribution
smp
spectral theorem
strong lie rank condition
stabilization via output feedback
state feedback
state-affine systems
static state feedback noninteracting control problem
static state feedback
static state feedback
static state-feedback
statifications
stream
strictly causal
strong accessibility
strong relative degree
strongly transitive
641
574
83
132
554
533
545
530
523
554
161
476
424
471
441
142
6
24
173
473
424
37
362
259
382
402
336
392
116
443
306
493
464
165
299
605
108
108
182
121
361
62
4
107
169
464
642
structure at infinity
sufficient conditions for optimality
sussmann conditions
swithching times
symmetries hamiltonian system
symmetries
symmetry
symplectic submanifold
system inversion
system simulation
system's graph algorithm
the duffing equation
theorem poincare-birkhoff-witt
thermal control
thermal model
thorn stratified mapping
torsion free
torsion tensor
trace class
transition
truncated automaton
two-step-transformation
tychonov's theorem
variety
varylinear systems
volterra kernel
volterra kernel
volterra kernels
volterra kernels
volterra linearization
volterra series approach
volterra series
walsh functions
weak controllability
weakly controllable
weakly controllable
word
word
zeitz canonical form
zero at infinity
zero dynamics
zero dynamics
zero structure at infinity
zeros at infinity
INDEX
147
356
66
629
392
55
393
405
292
552
550
519
38
623
624
362
84
84
489
517
516
93
163
46
605
375
377
26
374
185
23
289
601
259
423
53
34
512
258
168
160
171
126
126

Algebraic and Geotnetric Methodsin Nonlinear Control Theory

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Algebraic and Geometric Methods in

Nonlinear Control Theory

Mathematics and Its Applications

Centre for Mathematics and Computer Science. Amsterdam. The Netherlands

Algebraic and Geotnetric

D. Reidel Publishing Company

A MEMBER OF THE KLUWER ACADEMIC PUBLISHERS GROUP "

Dordrecht / Boston / Lancaster / Tokyo

library of Congress Cataloging in Publication Data

Algebraic and geometric methods in nonlinear control theory.

Published by D. Reidel Publishing Company

All Rights Reserved

Softcover reprint of the hardcover 1st edition 1986

SERIES EDITOR'S PREFACE

It isn't that they can't see the solution. It is

Approach your problems from the right end

that they can't see the problem.

'The Hermit Clad in Crane Feathers' in R.

Growing specialization and diversification have brought a host of monographs and

SERIES EDITOR'S PREFACE

System and control theory is a branch of applicable mathematics which studies

As long as algebra and geometry proceeded

Bussum, May 1986

CONTROLLABILITY, OBSERVABILITY, REALIZATION

C. REUTENAUER / The Local Realization of Generating

Z. BARTOSIEWICZ / Realizations of polynomial Systems

P. E. CROUCH and C. I. BYRNES / Symmetries and Local

A. J. KRENER / The Intrinsic Geometry of Dynamic

H. KELLER and H. FRITZ / Design of Nonlinear

FEEDBACK SYNTHESIS AND LINEARIZATION

A. ISIDORI / Control of Nonlinear Systems Via

M. D. DI BENEDETTO / A Classification of Nonlinear

C. I. BYRNES and A. ISIDORI / Asymptotic Expansions,

D. CLAUDE / Everything You Always Wanted to Know

T. J. TARN, D. CHENG, and A. ISIDORI / Feedback

M. BOOTHBY / Global Feedback Linearizability of

RESPONDEK / Global Aspects of Linearization,

W. J. RUGH / The Extended-Linearization Approach for

C. REBOULET, P. MOUYON, and C. CHAMPETIER / About the

I. A. K. KUPKA / Geometry of the Optimal Control

M. FLIESS and F. LAMNABHI-LAGARRIGUE / Volterra Series

A. J. VAN DER SCHAFT / Optimal Control and

J. W. GRIZZLE / Local Input-Output Decoupling of

E. D. SONTAG / Orbit Theorems and Sampling

VARIOUS OTHER THEORETICAL ASPECTS

R. SCHOTT / Iterated Stochastic Integrals in

C. HESPEL and G. JACOB / Approximation of Nonlinear

B. D'ANDREA and J. LEVINE / C.A.D. for Nonlinear

S. MONACO and S. STORNELLI / A Nonlinear Feedback

DADUGINETO / Identification of Different Discrete

S. BELGHITH, F. LAMNABHI-LAGARRIGUE, and M.-M. ROSSET /

A purely linear world would be a sad place to live in.

i. e. we have a time evolution recipe for a quant~ty x which depends on additional

Amsterdam and Paris, April 1986

REALIZATION THEORY FOR NONLINEAR SYSTEMS; THREE APPROACHES

three approaches. In particular, we show that the general

U. will be assumed to consist of all piecewise constant

is called causal (strictly causal)

respectively) which wedenote

<F, a" = (Fu) (t)

REALIZATION THEORY FOR NONLINEAR SYSTEMS

A causal (strictly causal) operator can be equivalently

bye). Let S denote the set of corresponding restrictions

the response map.