CIRCUITSSYSTEMSSIGNALPROCESS VOL. lg, NO. 6, 1999, Pp.

565-585

Two-DIMENSIONAL DISCRETE-CONTINUOUS MODEL CONVERSION*

C. W. Chen, 1 J. S. H. TsaL 1 and L. S. Shieh 2

Abstract. This paper presents a geometric-series method for finding two-dimensional (2D) discrete-time (continuous-time) state-space models from 2D continuous-time (discretetime) systems. This method allows the use of well-developed theorems and algorithms in the 2D discrete-time (continuous-time) domain to indirectly carry out analysis and design of hybrid 2D composite systems. Key words: Two-dimensional system, model conversion, Roesser's model.

1. Introduction
Because of its wide range of applications in the fields of image processing, seismological and geophysical data processing, control of multipass processes, and power transmission lines, etc., the study of two-dimensional (2D) dynamic systems has received extensive attention. 2D digital systems have several advantages over analog systems, such as high efficiency in image processing and analysis, better flexibility and adaptability in programming, lower cost in software and hardware implementations, and small physical size. Hence, these 2D digital systems are being used to replace 2D analog systems in important areas, such as facsimile-television, sonar-radar, biomedicine, remote sensing, underwater acoustics, moving-objects recognition, and robotics [1]. Most physical processes and complex systems can be approximately described by hybrid systems that consist of mixed continuous- and discrete-time subsys* Received October 5, 1999; revised September 16, 1999. This work was supportedby the National Science Council of the Republic of China under contract NSC-89-2213-E-006-100and the U.S. ArmyResearch Officeunder grant DAAG-55-98-1-0198. 1 Control SystemLaboratory,Departmentof Electrical Engineering, NationalCheng Kung University, Tainan,Talwan701, Republicof China. E-mail for Chen: 2887114@sparcl.cc.ncku.edu.tw E-mailfor Tsai: shtsai@mail.ncku.edu.tw 2 Departmentof Electrical and ComputerEngineering, Universityof Houston, Houston, Texas 77204-4793. E-mailfor Shieh: Lshieh@uh.edu

566

CHEN,TSAL AND SHIEH

tems. It is difficult to directly carry out analysis and design of a hybrid 2D system. For effective an~ysis and design, it is necessary to convert the hybrid 2D system into a purely continuous-time or discrete-time 2D model, so that the well developed theorems and technologies of either the continuous-time or discrete-time domain can be indirectly applied. Hence, the model conversions of 2D continuoustime systems and 2D discrete-time systems are fundamentally important. Many dynamical systems, such as servomechanisms and power transmission lines, are formulated in a 1D/2D continuous-time setting, for which well-established theories and techniques are available in the continuous-time domain. For digital simulation, analysis, and design of the continuous-time system, it is of. ten required to have an equivalent discre(e-time model. The literature abounds with analog-to-digital model-conversion methods [2], [6], [7], [I0], [11], [13] for finding an equivalent 1D discrete-time model from a 1D continuous-time system. However, the discretization of a 2D continuous-time system has not been fully explored. On the other hand, the identification of the aforementioned continuous-time system using the observed discrete-time input-output data of the system often results in a discrete-time model. In this case, it is required to find the original continuous-time system from the identified discrete~time model. Despite the fundamental importance of the digital-to-analog model conversion, only a few methods [7], [9], [10] are available in the literature for finding the equivalent 1D continuous-time system from an identified 1D discrete-time model. And a digital-to-analog model-conversion method for 2D systems has not been developed. Many applications of 2D systems are developed based on state-space models. Roesser's model (RM), Attasi's model (AM), and two of Fomasini-Marchesini's models (FMMI and F-MMII) [5] are 2D discrete-time state-space models. These models have some special relations: AM is a special case of F-MMI, and F-MMI can be recasted in RM. Thus, 2D systems are most .suitably represented by RM. Using these models, several properties of 2D systems such as stability, controllability, observability, and feedback design techniques have been investigated. It is common practice for partial differential equations to be converted to difference equations by the Euler method, implicit method, and Crank-Nicolson method [12] with the assumption that the sampling interval is suitably small. Then one can obtain the discrete Roesser model from the converted difference equations. The conversions between the continuous-time'(discrete-time) Roesser model and the discrete-time (continuous-time) Roesser model with a relatively longer sampling period have not been investigated. In this paper, the geometric-series method [10] will be extended to accurately convert 2D continuous-time state equations to equivalent discrete-time models. Also, a geometric-series method in conjunction with the principal qth root of a matrix is proposed for converting 2D discrete-time state equations to equivalent continuous-time state equations.

Two-DIMENSIONAL MODEL CONVERSION

567

2. Continuous-to-discrete model conversion

Consider a two-dimensional, linear, time-invariant continuous Roesser model described by the following equations:

---"~x -OXUc(X,t) Ot

= r E l l E21 rxh(x,,) LE21 E22 [_xV(x,t)

l fl
+

F, F2 fc(x,t),

(la)

Yc (x, t) = [ G l with boundary conditions

G2] Lx~(x, t)

+ Hfc(x, t)

(!b)

xh(0, t) = 6,

0C)

x~(x, 0) = fl,

(ld)

where x > O, t > O, Xhc(X, t) ~ R hI, XVc(X, t) ~ R n2, f ( x , t) ~ R t, y(x, t) E R p, and Ell, E12, E21, E22, F1, F2, G1, G2, and H are real matrices of appropriate dimensions, and h and v designate horizontal and vertical components. Taking the Laplace transform of (1 a) yields xhc (sl, t) = (sl lnl -- Ell)-lXhe (Sl, O) + (Sllni -- EI1)-I E12xV (sl, t) +(Sl lnl -- E l l ) - l F1fc(sl, t), XVc(X, s2) = (S2In2 -- E22) -1Ezlxh(x, SZ) + +(s2In2 - E22) -1F2fc(X, s2). Then, taking the inverse Laplace transform results in xhc(X, t) = eEllXxhc(O, t) + + eEll(x-~)E12x~('c, t) dr (2a)
(821n2 --

E22)-tx~(O, s2)

e~l(x-~)Flfc(r, t) dr, e~'E2(t-r)E21xhc(X, r ) d z

x~(x, t) = ee22tx~(x, O) + + From (2a), one has

eeZE(t-rlFzfc(x, r)dr.

(2b)

x~l(i + 1, j) = eE~(i+l)rlx~(O, j) + e E11(i+l)r~ f ( i + l ) n e-EHr Elzx~O :, J ) d r .1o i+l)T~ +e EH(i+l)rl e-Enr Flfd(r, j) dr do forx = (i + 1)/'i and t = jT2, (3a)

f(

568

CHEN, TSAI, AND SHtErt

and

x~(i, j) = eEl!iTlx~(O, j) + e ElliTl .-~eElliT1 Jo

fdO

iT1

e-E'l~" E12x~l(r, j) dz
(3b)

e-El~ Flfd(~, j ) d v

for x = iT1 and t = jT2, where Tt and T2 denote sampling intervals on the x axis and t axis, respectively. From (2b), one also has f(j+l)T2 _ ~ , . x~(i, j + 1) = eE~(j+l)r2x~(i, O) --}-e E22(j+I)T2 Jo e E:2rE2!x~(t, r)dr;

+e e22(j+l)T2 ].

r(j+l)T2

e -e22~F2fd(i, ~) dr
(4a)

forx = iT1 and t = (j + 1)T2, and

9 jT2

x~(i, J)

eE~jT2x~(i, O) + e ~2z'tr2 fn

e-E22~ E21x~(i, v)dz

forx = iT1 andt = jTz.(4b)

'I-eE22jT2 f jT2 e -e22~ Fzfd(i, r ) d r !

Jo 0

Premultiply (3b) by e EHT~ to yield

eEnTl x~( i, J) = eEll(i+l)Tl xh(O, J) + e En(i+l)T1 fiT~ e-eH~ E12x~( ~, J)dr

.tO

+e Ell(i+l)rl

e-Ellr Flfd(z, j ) d t .

(5)

dO
Subtracting (5) from (3a) gives

xh(i + 1, j) -- eEHT~x~(i, j) = e EH(i+I)T~ )iT~

f(i+l)T1

e-e"~E12x~(r' j) ct~

_~_eEll(i+l)T1 f(i+l)T~ e -e~r Flfd(r, j ) d r . (6)

JiiT1
Therefore, we can express the form of discrete-time state equations in terms of continuous-time system matrices (Ell, El2, E21, E22,/71, F2) from (5) and (6). In most sampled-data control systems, a zero-order hold is often implemented to reconstruct a continuous signal from the sampled signal. The resulting output signal of the zero-order hold becomes a piecewise-constant signal. Therefore, x~(x, t) and f ( x , t) can be represented by using the following piecewise-constant functions:

x~(x, j) ~- x~(i, j) = x~(iTl, jT2) fa(x, j) ~- fd(i, j) -- fd(iT1, jT2)

for iT1 < x < (i + 1)T1, for iT2 < x < (i + 1 ) ~ .

(7a) (7b)

TWO-DIMENSIONALMODELCONVERSION 569
From (6) and (7a), (7b), let p = r one has

iT1 to yield v = p + iT1 and dp = d r ; then

/'1

xh(i + 1, j) = eEnT'xh(i, j) + f j( TI +
dO

eEn(T'-P) dpE12x~(i, j)
(8)

e Ell(TI-p) dpFlfd(i, j).

to yield

Set p = TI - )~, L = T1 - p, and d~. = - d p

xh(i + 1, j) = eEHr~xh(i, j) + (e EnT~ -- In~)E~ll E12x~(i, j)

+ ( e e . r~ _ In~)E~ 1 F1 fa (i, j ) , (9)
for E l l is nonsingular. Whenever E l l is a singular matrix, the matrix-valued function (e EnT1 - Inl)E-{11 is represented as Y~~ TI(EllT1)(k - 1)/k, which can be obtained by any numerical method [12]. In a similar manner, one obtains

x~(i, j + 1) = (e E22T2- In2)E~21E21xh(i, j) + ee22T2x~(i, j) +(e E22T2-- l,~2)Ef21F2fd(i, j).

From (9) and (10), the corresponding discrete Roesser model becomes (10)

x)(i + 1, j ) ] = [ A l l [x)(i, Ala]l_x,(i,~lJ+[;:]fa(i,j), x~(i, j + 1) I. A21 A22 ya(i, j) = [C1 C2] kx~(i, j) + Dfa(i, j)

(lea) (llb)

with boundary conditions x~(O, j ) = oe, (llc) (1 ld)

x~ (i, O) = fl,
where

All .--_ eE11Tl, A22 --- eE22T2, AI2 = (All - Inl)EHIE12, A21 = (A22 - In2)E221E21,
B1 = ( a l l - I.~)E~IF1, B2 = (A22 Ct =G1,

(1 le) (11f) ( 11 g)

(11h)
(11i)

In2)E~21F2,

(1 lj)
(11k)

C2 = G2,
D

(111)
(1 l m ) fort

H,

x~(o, j) = x~(O, t) = ,~,

x,~(i, o) = Xc"(x, o) = ~,

= j T 2 a n d j = 0 , 1,2 . . . . . f o r x =iTlandi = 0 , 1 , 2 . . . . .

(lln) (11o)

570

CHEN, TSAI, AND SHIEH

Based on the 2D sampling theorem [7], COsi > 2OOx,M.(Wsl = is the x axis bandwidth) and Ws2 > 2Wt,M (ws2 = 2zr/T2 and bandwidth) imply that
7~ 7~

2niT1 and OOx,M Wt,M is the t axis

TI < - and T2 < - - (12) max fll .i max fl2.i' where max flki and max/~2,i present the maximal imaginary parts of eigenvalues of the system matrices Ell and E22 in (1 le) and (1 lf), respectively. With the constraints of the sampling periods shown in (12), the mappings of the continuoustime system models in (la-ld) and the discrete-time models in (1 ta-1 lo) are one-to-one. As a result, the invariance of the structural properties, such as stability, controllability, and observability, of a 2D continuous-time RM to an equivalent 2D discrete-time RM and the converse are preserved. For a large-scale system, online evaluation of the exact transition matrix e EI~T1(e Ez2TI) via an eigenstructural approach is cumbersome if the system matrix E11 (E22) involves repeated eigenvalues with mixed degeneracies. An approximate transition matrix is often determined for online operations of a control system. Using the geometric-series method, All(A22) can be expressed using approximations of e EHT1(e Ez2TI) as

~n-lp -~y,~

y,n ~Ayy,n

fory=l,2and~=l,2,3

..... ,

(13a)

Qym= I n ~ - - ~

In~, Inr

(2k)(r~)(k)
k=l
k-_l

Py,o = Inr + "~qEy~'Tr

Tv <201lEvy H,

(Eye T,,) k , 1,2,3 . . . . .

(13o)

fory=l,2andr/=

(13d) for 7r = t, 2 and

where IlEy r II is the matrix norm of matrix Err,. Thus some approximate discrete-time system matrices 0 = 1, 2, 3, 4 are given as follows:

r a~,y,2 = __ Ilny

2 yy Ty 1E

1 ]_~(Eyy Ty)2] - 1

[inz,+lE

-1 = Qy,2 p y,2

(14b) 7 ( E y y T y ) 2 - T 1 (Eyy T~,)3 -1 ~ ]

Ay

r - ~lE~,yTy+

[In~,+IE~,yTy
(14c)

+@2(EyyTy)2 +l~.~(EyyTy)31 = Qy,3p v,3, -1

Two-DIMENSIONALMODELCONVERSION 571

Ayy -4 = [Inv 1 ,

-~Eyy Ty + 7(Eyy Ty)2 - ~'~'~(Eyy Ty)3 q" l"i'~( Eyy T~,)41

-1

[Iny + lEyyTy + 7(EyyTy)2 + 3~(EyyT~.')3 + l~-~(EyyTy)4 ]

-1 = Qy,4 p y.4, (14d) where y = 1, 2. From (1 lg), (1 lh), (1 li), and (1 l j), the corresponding matrices A12m, Azlm, Blm, and B2m for ~ = 1, 2, 3, 4 are
1 _ Ax~,1 = Tx [ In~ - -~EKKTKj E~:~, 1

(15a)

Axe.2 = Tx In, -

E~c~cTK +

(EzxTx) 2

1-1Ez~,
1

(15b)

A~:L3 = Tx [In,~ - ~E~xT~cq - 7 (E~zT~)B-"~(EKjcTx) 3] In, + -~(E,,~cTK)2 Ex~,

-1
(15c)
1

Ax~4=Tx[In':-IEKxTx+?'(EKxTx)2-3~(ExxTK)3+I'i'~(ExxTx)4]" 64

-1

where (x, ~) = {(1, 2), (2, 1)}; B~, 1 = T~ . [In~ =

'

] - ~E~cxTrj FK,
1 m

(15e) FK, (15f)

1 1 BK,3 = TK [ In, -- ~ExrTr + 7(E~cxT~)2 - "-~( E ~czTx)3] -1 IZ J

1 X [In~ +'~(ExxTx) 2 ] F~c,

(15g)
1

Bx'4 = T~ l ln~ -2Ex~cT~c+~-~(E~Tx)Z-~---~(Ej~ ~ x In, + ]-d-~(ExzTK)2 Fx,

(E~c~T~c)4]
(15h)

where K = I, 2. It should be pointed out that the convergence of the approximate models All, AI2, and B1 depends on the horizontal sampling interval (7"1), and the convergence of the approximate models Aal, A22, and B2 depends on the vertical sampling interval (T2).

572

CHEN,TSAI, AND SHIEH

Ayy,~ in (14a-14d) are the approximants of the exponential matrix function egyv rv obtained by taking infinite terms of the geometric-series matrix expansion for y = 1 and 2. For example, Ayy A can be expressed as Ayy,, = [inv --~EyyTy] -1 [ln~+ 1EyyTy] 1
= &y + Eyrry + (Eyyry) 2 +

for T y <

2~ - ( 1 6 a ) IIEyrll
(16b)

2--~_~(Eyyry)",

and the exact expression is obtained by taking infinite terms of the Taylor series matrix expansion as

Aye =e EyvTy = Inv + EyyTy + ~(EyyTy)2 + 31-(EyyTy)3 !

+4(EYe Ty) 4 + - . . (17a) (17b)

+ EyyTy + (EyyTy)Z + Z-~(EyvTy)n.

~=3 .r

The first three dominant terms in both (16b) and (i7b) are identical; the other terms differ in the weighting factor, which is 1/2 '7-1 in (16b) and 1/7 in (I7b). If All,l, A12.1, Aal,1, A22,1, and f(i, j) in (14a-14d) and (15a-15h) are used to solve the discrete-time system, the solution so obtained is identical to that obtained by using the Walsh function approach and the block-pulse function approach [111. From (13a-13d) one observe that Iny - (1/2~7)Eyy Ty -1 converges if Ty < 2rltllErrll, and a better approximation can be obtained if Ty < < 2~7/ IIEyy II for y = 1 and 2. Thus, one can improve the approximants of (13a) by utilizing the scaling and squaring method [15] together with the proposed geometricseries method (named by the scaling and squaring geometric-series method) as fol!gws. Rewriting (13a) and modifying the sampling period Ty as Ty,m =- Ty/m, where m is a positive integer, yields

'
= {[e-89189

1
m
(18b)

-- Ayyg
^ -1 ^ -~ {Qy.0P m

(18d)

----Ayyg,,o,

(i8e)

where

:Ty,,,, =

Trim,

(189

Two-DIMENSIONAL MODEL CONVERSION

573

Eyy = Eyy/m, Qy,o = Inv Pe,n = Iny +

2(0)(m-----~ EyyTy

(18g)

Iny + Z
k=l

(2k)(rl)(k)(m)k (EyyTy)

,(18h)

2(r/)(m)

y215

Iny

k=l (2k)-~'k'~m)k ( E y y r y )

, (18i) (18j)

T~, < (2)(rl)(m)/llEyyll,

y = 1,2.

Whenever the given sampling periods TI and T2 satisfy the constraint shown in (12) induced from the 2D sampling theorem, an appropriate m can be selected as long as Ty,m = Ty/m for y = 1 and 2 does not induce the numerical unstable problem for performing the computation of A~,yg. Based on our experience, m = 4 gives a reasonably better result considering the accuracy of the approximants, computation load, and numerical stability. The discrete-time approximate state equation of the continuous-time system becomes

[xff(i +

Lx~(i,j+l)

1,j) = VAIlg A12g [Xgh(i,j)] + f(i,j), (19a) LA21g A22g Lx~(i,j)J B2

C2][.x~(i,j)j

y(i,j)=[C1
Xgh(O, j ) = or,

Fxh(i' J) ] + Df(i, j),

(19b) (19c) (19d)

x~(i, O) =/3,
where xh(i, j) -~ xh(i, j) x = i T1 and t = j T2. Also

-~ xh(x, t)

and

x~(i, j) -~ x~(i, j) ~- xV(x, t)

at

A12g = A21e, = Big =

(Allg (A22g -

Inl)EH1E12,

(19e) (19f) (19g) (19h)

(19i)

In2)E221E21,
Inl)E~llF1, Inz)E~ 1F2,

(Allg -

B2g = (A22g C1 = G1, C2 = G2, D = H,

(19j) (19k) fort=iT2andj=0,1,2 forx = ..... (191)

xg(O,j)=xh(O,j)=xch(O,t)=ot,
x~(0, j ) = x~(0, j ) = x~(O, t) = / 3 ,

jT1

and i = 0, 1, 2 . . . . . (19m)

For comparing (14a-14d) and (18a-18j), one lists as follows:

Ayyg ~-

In),-

~m (EvyTy)

IE,

Inv "F ~mm(EyyTy)

l/-

(20a)

574

CHEN, TSAI, AND SHIEH

=--Aye, g,1 for 0 = I and g = 1, 2

(20b)

=--Ayyg,2

for r/ = 2 and ?' = l, 2

~..-

(20d)

When m = 1 in (20a), one observes that Ayyg A in (20a) is identical to Ay~,~ in (14a) for g = 1, 2, or

A~'rg'l = A e r ' l = Inr - 2

rrTr

Inr-t-~Ee~,T ~,

f o r T e <2/llE~,~,il

1 = I,r + EryT + 7(ryT 2+ 2-~(ErrTr) 3 + 2@(1~(E Tr)4 r 1 E

--k--2

+2-~(Er

+-.-,

where Z = 1, 2.

(21a)

When m = 2, (20a) becomes

Inv

1 2(2) Er~'Tr 1

In:, + -~E~,yT~,
1 3

for Tr < 4/ilE~,ylt

= Iny + EryT + ~(ErrTr)2+ ~ ( E r r T r

1

+ 2-~(2)(ETrT

-t-

(ErrTr) 5 +...,

where y = 1, 2.

(21b)

If m = 4, one has

Ayyg,1

{l[n ~yg _I) -E] "-- T

9

-1

[g4.ET n__ yy ~ y} l
where ? / = 1, 2.

4 forTr<8/iIE~,},il !. (Eyy,;,) 4

= Inv-~-EyyTy-~-l(Ey},Ty)2-]1

~---~(gy},Ty)3-Jc

q-

/ 2 5 6 \ (Eye, T 5 + . . . ,

(21c)

2' /

An exact expansion for eer'/rr is

Ay = e ErrTr = In r + EyyTy + l(ErrTr)2 + ,~~ . o , ~ ( E r 2 1 5

Two-DIMENSIONAL MODEL CONVERSION 575

+ 2313-----~(Ey~,Ty)4 ~(E),~,T~,)5 + . .. , +

(22)

where }, = 1,2. Comparing (21a), (21b), (21c), and (22), one observes that the first three terms in all four equations are identical and that each of the weighting factors for the other terms (E~,~,Ty) ~ in (21a-21c) approaches the corresponding terms in (22) as the value of m increases. Therefore, the discrete-time model of (20a-20d) and (21a-21c)is better than that of (13a-13d) and (14a-14d). It has been reported [11] that the simplest A~ in (16a) or Ayyg,1 in (21a) has been successfully applied to solve a 1D stiff state-space equation for which the fourth-order Runge-Kutta method fails. This is due to the fact that the RungeKutta method [15] approximates the infinite series expansion of eey~'rv by taking only the first five terms, i.e.,
eEyy Ty

= I,~, + E

1 + I(E~,),Ty)2 + ~ ( E ~ , ~ , T ) , )

3 + 2 - ' ~ (E),y Tr,)4 (23a)

+ ~ ( E y ) , T ~ , ) 5 +... Iny + E~,yr~, +

~(E215 2 '
1

1 22(-11.5) (E~,~,T),)3 + 23(3 ) (E),~,T.~,)4 .

(23b)
Comparing (21a) and (23b), one observes that the first five dominant terms of A~, in (21a) are nearly equal to those of (23b), while A~,j,g,1contains an additional infinite series that apparently improves the accuracy of the numerical integration of a stiff differential equation. Therefore, the other more sophisticated models will be more effective in solving these stiff differential equations. From (18j), one also observes that a more sophisticated model, which uses more terms, enables the use of a larger sampling period. This can be verified as follows. For comparison, redenote sampling periods for models Ayym in (18a-18j) for r / = 1 and 2 as Ty.,1. Then one has
Ayyg, 1 =

{E

Iny --

(Eyr, Ty, 1)

l E '
1
2,

In r, "-5 ~mm (E~,yTy,1)

lJ

for r / = 1

(24a)

and Aye,g,2 =

[Inv -

~m ( E e 1

.2) + 1--6-'~m2 (Eyy Ty,2)2 ]

-1

1 [In~,"}-~m(EyyT'/,2)

-[-~(EyyTy.2)]} m for r / = 1 2

(24b)

where y = 1, 2. Consider that E), is a diagonal matrix with all eigenvalues 3.( located on the

576 CHEN,TSAI,ANDSHIEH
diagonal. The absolute value of the largest eigenvalue, ~,max,is often used to evaiuate the minimal sampling period. Now one can compare the sampling periods T~, I and Ty,z in (24a) and (24b) by solving the following equation:

1- 2m'm'max I ) ( '~ TY'

l + X-'-',j'max 1 ) A T7

~-~m;CmaxT + 1--~-gm2-~max: 2] ~,

(1 + ~.maxT7 ,2 -~-~ ) ~ 2 a x T.2,2~ }m 2m 16m2 y ] or

1

(25a)

7"7'1= 1 Jr l~m2(J.maxTy,2)2 < Ty,2, T7'2

(25b)

where y = 1, 2. From (25b), one concludes that a larger sampling period T),,2 can be used if A),),g,2 instead of Ayyg, 1 is used to formulate the equivalent discretetime model. As a result, one has greatly increased the flexibility in selecting the minimal common sampling period among various subsystems of a large composite system.

3. Discrete-to-continuous model conversion

Consider a 2D discrete-time state equation:

Ixh(i+l'J X~l(i,j+l)

t All
= A21

al2qrxh(i,J)]

, rBlq ~..

yd(i,j)=[C1
with boundary conditions

A22JLX~(i,j).j-t-LB2j/ Jdtt'j)'li; | [ c 2JLxV(i, j) ] -~ Ds :i "" "rx (i' .)J - Jdt,J), d J

(26a) (26b)

x~ (0, j) = ~, x~ (i, 0) = ft.

(26c) (26d)

It is desired to convert the discrete-time model to an equivalent continuous-time model so that theorems and methods in the continuous-time and frequency domains can be effectively developed and/or applied. The corresponding continuous-time state equation is

o-,,
ax~(x,t) Ot

r",,

"1: r "h<x,''

LE21 E22 Lx~(x,t) + F2_l

"1 fe(x, t),

(27a)

Two-DIMENSIONAL MODEL CONVERSION

577

yc(X, t) = [ G1
with boundary conditions

G2] L xV(x, t ) j + Hfc(X, t)

rx<,,<x,,,1

(27b)

Xc (0, t) = or, h Xc (x, O) =/5, v where

(27c) (27d)

Xhc(X, t) ~ x~(iT1, jT2) x~(x,t) ~-x~(iTl,jT2) fc(x, t) ~ fd(iT1, jT2) and

atx = iTl and t = jT2, atx = iT1 andt = jT2, atx = iT1 and t = jT2,

1 [fd(iTl + T1, jT2) - fd(iT1, jT2)(x _ iT1) fc(x, t) ~- fd(iT1, jT2) + 2 . T1 fd(iT1, jT2 + T2) - fd(iT1, jT2) (t - jT2) ] , ] T2
where i, j = 0, I, 2 . . . . .

iT1 < x < (i + 1)T1,

jT2 < t < (j + 1)T2. (27e)

From (1 la-1 lo), one can solve for the equivalent system matrices Ell, El2, E21, E22 and input matrices F1, F2 as Ell = ~ ln(All),
1 E22 = ~2 ln(A22), 1

(27f) (27g) (27h) (27i) (27j) (27k) (271) (27m) (27n)

E12 = Ell (e EH 7"1 _ Inl)-I AlE, E21 = EEE(e E22T2 - In2) -1A21,

FI = Ell(e ellrl - Inl)-l Bt,

F2 ~ EE2(e EE2T2 - In2) -1B2,

G1 = C1, G2 = C2, H = D. The logarithmic matrix function in (27f) and (27g) can be expressed by

In(ayy)=2[R
-{---R

3R~+ 5R5+.

. + - R+ +~ n ,
1, 2,

_~ n 2+~' ._R+n 2 l.
(28a)

n+4

n+4 + ' "

},y =

578

CHEN, TSAI, AND SHIEH

where y = 1, 2. (28b) The matrix Rv is expressed by a rational matrix function in a bilinear expression form [3]. The geometric-series method is proposed for approximating ln(Ayy) in determining Eye at y = 1, 2 as follows.

Ry = [Ayy-lnv][Aey+lny] -l ,

3.1. Geometric-series method

Rewriting (27a-27n) and (28a, 28b: yields 1 E = ~ ln(Ayy) =__[2 Ty

R y + ! R3 +.. + 1-Rn +
3 n Y

n+2

~.....~R + --~R~+4 n+2

y n+ (2%)

+ ~ + 6 R~,+6 + .. .] =2

ry R y + I R 3 + . .
oo 1

l_._~_Rn+ + n 1 Rn + n + 2 y 2 Y

Rn+2y 1

+En(l+~) y=2

y j'

(29b)

where y = 1, 2. The weighting factor of the term R~,+2y in the infinite series (29b) can be approximated by
1 1

n(1 + - ~ ) ~ n (1 + 2n~)y

(30)

Thus the logarithmic matrix function (29b) can be approximated by using a geometric series, that is, Eyy = - -2 Ty Y "+-

R3+

y+

n+2

y_-2.~,+ ~ ) R~+2Y ~ /
(31a)

1 3 ___2 IR __ Ty y + 3 R y + ' " + n

1Rn

1 Rn+2 + ,~j--~ oo

r+-----:n+2 y

1 ~Rn+2u I y=2n~(I+2-Z'~Y-'Yn] J| (31b)

Two-DIMENSIONAL MODEL CONVERSION 579

3 r~ R~, + -~Ry + " . + n ~, Inv

l__Rn (1+~) [

1 __R 2

,+(,+~/.4
1

16 (,+g~",+" 1
1Rn [ r~ R~" + ~ R3 + " " " + n y Iny

(31c)

(,+~)
(31d)

for IIR~II < (1 + 88

where

y=

1, 2.

Observethat[Iny-(1/(l+~))R2]-lcanbeexpandedintoageometric
series. Comparing (31a), (31b), (27f), (27g), and (28a), one notes that all equations have the same first several dominant terms, but other terms differ by weighting factors; l/n(1 + 2y/n) in (31a), l/n(1 + 2/n) y in (31b), and zero in (28a). The E~,y for n = 1, 3, and 5 are 2 /Ry+ 1__._2.~ 3

""-~,L
2 [

0+~) "'+1-R~1-1 forn = 1,

]
(32a)

=~R~ Iny- 3 J
EYy~-T-~Y

~[ ~
Ry+

R7 + . . . / R3+ 3 1 + ( ~ ) R y + 3(1 + ~) 2 ~'

1

1,

= -T--~R r,

[.~ - 4 ~][,~ - ~_,~1-.~ for n = 3, ,.~

s +~) y+

J
(32b)
+"

E~,~,=~ Ry+
for n = 5,

(32c)

where y = 1, 2. The corresponding El2, E21, F1 and F2 can be obtained by substituting the

580 CHEN,TSAI, AND NHIEH Ey (y = 1, 2) from (32a-32c) into (27h), (27i), (27j), and (27k). Thus, one obtains the equivalent 2D continuous time models in (27a-27n). The condition for the convergence of the matrix series in (29a) is Re(or (Ayy)) > 0, where or(.) denotes the eigenvalue of (.). From (28b), one observes that if Re(~r(Ary)) > 0, or all eigenvalues of the matrix Ay e lie in the right-half complex plane, then [cr(Rr) I < 1 and Io-(Nr)l = I~(Rv)l << 1. As a result, the first few terms of the infinite power series in (29a) are dominant terms. The desirable matrix E r r can be obtained by taking the first few dominant terms of the infinite power series and the associated geometric series Rgnlny - R~/(1 + 2 / n ) - l / n in (31d). However, in general, the matrix A r t does not always lie in the right-half complex plane. Therefore, the use of the aforementioned methods is not always efficient. In this situation, it is suggested to use the principal qth root of a nonsingutar matrix A r t (or ~ for q __. 2) [14] together with (29a, 29b), for placing all eigenvalues of the matrix q in the right-half plane and for quickly determining E r r = --q- In( Av/-A--~yy)from ry the matrix Art for y = 1, 2. Some generalized fast and stable algorithms with lth-order convergences for l = 2 and 3 are given in the Appendix.

3.2. Illustrative example

We will now illustrate an example based on the geometric-series method for finding 2D discrete-time state-space models from 2D continuous-time systems~ Consider a continuous-time state equation i axch(x' t) OX

FEll L E21 E22

[ x h (x, t)

Ox~(x,
8t

t)

yc(X, t) = [ GI
with boundary conditions

021 FxS(x, t)j + Hfc(X, t) k

Xc (0, t) = 0, h

xh(x,t)]

(33b)
(33c) (33d)

XVc(X, 0) = 0,
where Ell = FI= and -4 ' , /;2= 2

[:

[4 2 l

-4j'
'

2 "]

E21 =

5 '

E22 .=

O -

[x2,(x,t)]
xh(x, 0 = Lx~2(x ' O J '

r X~l (x, t) ] x~(x, t) = kx~2(x ' t) "

Two-DIMENSIONAL MODEL CONVERSION

581

It is desired to find its approximate discrete-time model based on the proposed geometric-series method. When sampling periods T1 = T2 = 0.25 second (where T1 = 88 < 2/llEtl !1 = 2/7 as 1/= 1 and m = 1 in (18j)and Tz = 88< 2/14E2211 = 2/7 as r / = 1 and m = 1 in (18j) and

fc(X,t)=

1, x >O,t >_O O, otherwise

is a unit-step function, one has the exact discrete-time model from (1 la-1 lo)

xh(i+l'~l]=rAI1 x~t(i, j +
LA21 A22 Lx~(i, j) J

yd(i, j) = [ C1 C2] x~(i, j)

with boundary conditions

+ Dfd(i, j),

(34b)

x,~ (0, j) = Xc (0, t) = O, h x~ (i, O) = x~ (x, O) = O, where xch(x, t) = x)(i, j) asx = iTl, t = jT2, and [1.45411 All = [0.58386 [0.02740 A21 = [.0.35177 B1 = L0.32436 0.38924] 0.48101J' -0.74241t 0.87941 J ' 0.168671, [0.05190 A12 = [0.16867 0.38924 ] -0.51899, ' -1.17638] 0.47235 J '

(34c) (34d)

1 1.678873 A22 = t. 0 B2 = [1.00049 L0.35177

[0.64873 0.05190]

'0.29696 ] -0.35177.~'

(34e)

For online real-time use, it is desirable to use an approximate model. If one approximates models Allg and A22g in (20a) for m = 4, tfien one has [1.4536 All ~ Al~gA ~ [0.5886 A22 ~ A22g,1 ~ and ,.~ [0.0515 A12 ~ A12g,1 = [0.1704 ,, [ 0.0278 A21 ~ A21g,1 = L0.3527 0.3924 ] -0.5273
-I

0.3924 3 0.4727J --1.1788] 0.4710 J

form = 4; for m = 4;

(35a) (35b)

I1"6498 0

form

4;

(35c)
(35d) (35e) (35f)

-0.7427 ] 0.8817 .]

for m = 4; for m = 4; form=4

[0.6498 0.0515] B1 ~- Big,1 -~ t.0"3249 0.1704J ,v [ 1.0024 B2 ~ B2g,1 = 0.3527 0.2971] -0,3527

582

CHEN, TSAI, AND NHIEH

If one approximates models A llg and A22g in (20c) for m = 4, then one has "~ F1"4542 0.38951 All ~ A l l g , 2 = [0.5842 0.4805.1 f o r m = 4 ; ,,, ,,~ [1.6490 A22 = A22g,2 = [ 0 and A12 ~ A12g,2 o., rio.o519 = 0.1688 r 0.0274 A21 ~ A21.2 g [0.3519
B1 ~" Big2 "~ [ 0.6490 = ' = [0.3245

(36a) (36b)

-1.1769] 0.4721 j

for m = 4;

0.3895 3 -0.5195 J ,0.7434 ] 0.8798 J 0.0519 7 0.1688j 0.2971 ] -0.3519 j

for m = 4; for m = 4; for m = 4; for m = 4.

(36c) (36d) (36e) (36t)

r 1.0009 B2 = B2g,2 = [0.3519

To compare the superiority between (35a-35f) and (361-36f), let one list the cornputed error matrices as follows:

[IA11g,1 -Allill llAl2g, l-A12111 ] = [0.011470 0.011470 7 IIA21g,1 A21111 IIA22g,l A22111 [0.002580 0.029073 j 11Blg, 1 -- B1 Ill
IfB2g, 1

for m ~---4,

I IIAllg,2--Ailill llA21g,2 Azllll

f o r m =4, B2 II1 = [ 0 . 0 0 2 8 4 0 3 1-0.000770 0.000770 ilAl2gA-A12111 IIAzzg,2 A22111 = [0.001380 0.029873]

] F0.0021301

f o r m = 4,

IIBlg,2 11B2g,2

- B2111 = [ 0 . 0 0 0 5 4 j

Bllli

] I-~176176176m = 4 , for

where I1"II1 denotes the one-norm of II"11.It is observed that the results in (361-36f) are better than those in (35a-35f). On the other hand, if All, A12, A21, A22, B1, and B2 in the exact discretetime model (34a-34e) are given and the equivalent Ell, El2, E21, E22, F1, and F2 of (33a-33d) are required, the approximate models in (32a), (32b), and (32c) via the geometric-series method are given, respectively, as follows: ,.~ [1.00726 Ell = L2.97625 E21 ~ i0"99712 L1.99680 1.98417 ] -3.95316]' -0.006371 4.99199 J ' ..~ F0.00304 El2 = [.0.99057 E22 ~.. [ 1,9734 = 1.98417 ] -3.95316j' -4-994541 -2.99519 j

, [,99934 000041
I_0.99967

r39 61,

0.990571 '

F2 = 1_1.99680 -1.99680.] for n = 1 in (32a);

Two-DIMENSIONAL MODEL CONVERSION 583

ro999
EH = 1_3.00041 E21 ~ [.2.00008 [2.00002 F, L 1.00001

1 o
-4.00081.1 '

El2 ~ Ez2 --

[ 1.00016 [ oooo

--4.00081

'

5.00019_1' -0.000051 1.00016 -1 '

0 -3.00012 ' [4.00009 -0.00006] F2 ~ L2.00008 -2.000083 for n = 3 in (32b); 2.00028] -4.00081 '

F 0.99988 Ell -- [-3.00041 E21 ~ [-2.00008 "~ 2.00002 F1 = [- 1.00001

2.00028 1 -4.00081-1' 5.00019_1 ' -0.00005] 1.00016 j ,

El2 , , , [ - 0 . 0 0 0 0 5 = 1.00016
E22 ~

"" 4.00009 -0.00006] /72= L2.00008 -2.00008_] for n = 5 in (32c).

-3.00012

(37)

Comparing the results in (37) with the exact results in (33a-33d), the approximation is very satisfactory.

4. Conclusions
A geometric-series method has first been developed for accurate representation of a 2D continuous-time (discrete-time) state equation by a 2D equivalent discretetime (continuous-time) state equation. This allows the use of well-developed theorems and algorithms in the discrete-time domain or continuous-time domain to solve the hybrid system problems indirectly. It has also been shown that if a more accurate model is used, a longer sampling period can I~e used. Thus, the difficulty of selecting a common sampling period among subsystems can be greatly reduced. The proposed scaling and squaring geometric-series method significantly improves the accuracy of the obtained models. It has also been shown that the convergence of the approximated models All, A12 and B1 depends on the horizontal sampling interval (T1) and that of A21, A22 and B2 depends on the vertical sampling interval (T2).

Acknowledgements
The authors wish to express their gratitude for the valuable remarks and suggestions made by referees.

584

CHEN, TSAI, AND SHIEH

Appendix: Principal qth root of a matrix

have an eigenspectrum cr(A) = ~~. ~;= L; 1 . . . . . m}, )~i 5 0 andarg()~i) ~ yr. Then, theprincipalqth rootofA isdefinedas ~ q ~ c C re where q is a positive integer, and (a) ( q~/-A)q = A, (b) a r g ( q ~ ) E (-yr/q, +yr/q).
A generalized fast and stable algorithm with/th-order convergence has been derived by Shieh et al. [9] and Tsai et al. [14] for computing the principal qth root of a given complex matrix q ~ ~ C m The algorithms corresponding to quadric convergence (I = 2) and cubic convergence (l = 3) are listed below. For I = 2, one has

Definition A.1. Let a malrix A ~ C m

G(k + 1) = G(k) (2Ira + (q - 2)G(k)Im + (q - 1)G(k)-1) q , (A.1A)

G(0) -= A,
k---..~ c~

lim G(k) = lm,

(A.1.2) (A.1.3) (A.t.4)

R(k + 1) = R(k)2Im + (q - 2)G(k)-llm + (q - t)G(k), R(O) =- Ira, lira R(k) = q ~ .

k.-~oo

For 1 = 3, one has

G ( k + l ) = G ( k ) { [ 3 I m + ( q 2 + 5 q - 1 2 )2G ( k ) + ( q 22 5 q + 6 ) 2
G(0) = A, lirn G(k) = Ira,

. G (k) q j| q '
(A.2.1) (A.2.2)

G(k)+(q2-3q-[-2)G2(k)]-l} 2

k--+oo

R(k+l)=R(k)[3Im+(q2+5q-12)G(k)

R(0) = I,n,
k--->oo

G(k)+(q2-3J+2)G2(k)] 2
lim R(k) = qVt'A. (A2.4)

The principal qth root of a matrix is unique. When the matrix A consists of any negative real eigenvalue (i.e., any arg(a (A)) = It), the above algorithm cannot be directly applied to compute q ~ . However, the matrix A can be rotated by a small angle to give A = Ae - j ~ (where 3fl is a small positive real angle) so that

( q~)P ~___ q~)P eJPS~lq. (

TWO-DIMENSIONAL MODEL CONVERSION

585

References
[1] N.K. Bose, Applied Multidimensional Systems Theory, Van Nostrand Reinhold, New York, 1982. [2] G. E Franklin, J. D. Dowell, and M. L. Workman, Digital Control of Dynamic Systems, AddisonWesley, Reading, MA, 1990. [3] E.I. Jury, Theory and Application of the Z-transform Method, John Wiley, New York, 1964. [4] E. I. Jury, lnners and Stability of Dyncvnic Systems, John Wiley, New York, 1974. [5] T. Kaczorek, Lecture Notes in Control and Information Sciences 68:Two-Dimensional Linear Systems, Spring-Verlag, Berlin and Heidelberg, 1985. [6] C. Moler and C. V. Loan, Nineteen dubious ways to compute the exponential of a matrix, SlAM Review, 20 (1978) 801-836. [7] C. G. Rafael and E. W. Richard, Digital lmage Processing, Addison-Wesley, Reading, MA, 1993. [8] L. S. Shieh and E E Gaudiano, Some properties and applications of matrix continued fractions, 1EEE Trans. Circuits and Systems, CAS-22; 9 (1975) 721-728. [9] L. S. Shieh, J. S. H. Tsai, and S. R. Lima, Determining continuous-time state equations from discrete-time state equations via the principal qth root method, IEEE Trans. Automat. Control, AC-31, 5 (1986) 454--457. [10] L. S. Shieh, H. Wang, and R. E. Yates, Discrete-continuous model conversion, Appl. Math. Modelling, 4 (1980) 449--455. [11] L. S. Shieh, R. E. Yates, and J. M. Navarro, Representation of continuous-time, state equations hydiscrete-time state equations, IEEE Transo Systems Man Cyhernet, SMC-8 (1978) 485-492. [12] N. Shoichiro, AppliedNumericalMethods with Software, Prentice-Hall, Englewood Cliffs, NJ, 1991. [13] N. K. Sinha and G. P. Rao, Identification of Continuous-Time Systems, Kluwer Academic Publishers, Boston, MA, 1991. [14] J.S.H. Tsai, L. S. Shieh, and R. E. Yates, Fast and stable algorithms for computing the principle nth root of a complex matrix and the matrix sector function, Comput. Math. AppL, 15 (1989) 903-913. [15] M. Vidyasagar, Nonlinear Systems Analysis, Prentice-Hall, Englewood Cliffs, NJ, 1978.