Skip to main content
Log in

Canonical State Representations and Hilbert Functions of Multidimensional Systems

  • Published:
Acta Applicandae Mathematica Aims and scope Submit manuscript

Abstract

A basic and substantial theorem of one-dimensional systems theory, due to R. Kalman, says that an arbitrary input/output behavior with proper transfer matrix admits an observable state representation which, in particular, is a realization of the transfer matrix. The state equations have the characteristic property that any local, better temporal, state at time zero and any input give rise to a unique global state or trajectory of the system or, in other terms, that the global state is the unique solution of a suitable Cauchy problem. With an adaption of this state property to the multidimensional situation or rather its algebraic counter-part we prove that any behavior governed by a linear system of partial differential or difference equations with constant coefficients is isomorphic to a canonical state behavior which is constructed by means of Gröbner bases. In contrast to the one-dimensional situation, to J.C. Willems’ multidimensional state space models and and to J.F. Pommaret’s modified Spencer form the canonical state behavior is not necessarily a first order system. Further first order models are due E. Zerz. As a by-product of the state space construction we derive a new variant of the algorithms for the computation of the Hilbert function of finitely generated polynomial modules or behaviors. J.F. Pommaret, J. Wood and P. Rocha discussed the Hilbert polynomial in the systems theoretic context. The theorems of this paper are constructive and have been implemented in MAPLE in the two-dimensional case and demonstrated in a simple, but instructive example. A two-page example also gives the complete proof of Kalman’s one-dimensional theorem mentioned above. We believe that for this standard case the algorithms of the present paper compare well with their various competitors from the literature.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Apel, J.: The theory of involutive divisions and an application to Hilbert function computations. J. Symbolic Comput. 25, 683–704 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  2. Apel, J.: On a conjecture of R.P. Stanley II: quotients modulo monomoial ideals. J. Algebraic Combin. 17, 57–74 (2003)

    Article  MATH  MathSciNet  Google Scholar 

  3. Blondel, V.D., Megretski, A. (eds.): Unsolved Problems in Mathematical Systems and Control Theory. Princeton University Press, New Jersey (2004)

    MATH  Google Scholar 

  4. Egorov, Y.V., Shubin, M.A. (eds.): Partial Differential Equations I. Springer, Berlin Heidelberg New York (1992)

    MATH  Google Scholar 

  5. Egorov, Y.V., Shubin, M.A. (eds.): Partial Differential Equations III. Springer, Berlin Heidelberg New York (1991)

    MATH  Google Scholar 

  6. Fröhler, S., Oberst, U.: Continuous time-varying linear systems. Systems Control Lett. 35, 97–110 (1998)

    Article  MATH  MathSciNet  Google Scholar 

  7. Ganzha, V.G., Mayr, E.W., Vorozhtsov, E.V. (eds.): Computer Algebra in Scientific Computing. Springer, Berlin Heidelberg New York (1999)

    Google Scholar 

  8. Gelfand, I.M., Shilov, G.E.: Generalized Functions III Theory of Differential Equations Academic Press, New York (1967)

    Google Scholar 

  9. Gerdt, V.P.: Completion of linear differential systems to involution. In: Ganzha, V.G., Mayr, E.W., Vorozhtsov, E.V. (eds.) Computer Algebra in Scientific Computing, pp. 115–137. Springer, Berlin Heidelberg New York (1999)

    Google Scholar 

  10. Gluesing-Luerssen, H.: Linear Delay-Differential Systems with Commensurate Delays: An Algebraic Approach. Lecture Notes in Mathematics 1770, Springer, Berlin Heidelberg New York (2002)

    Google Scholar 

  11. Hörmander, L.: The Analysis of Linear Partial Differential Operators I. Springer, Berlin Heidelberg New York (1983)

    Google Scholar 

  12. Hörmander, L.: The Analysis of Linear Partial Differential Operators II. Springer, Berlin Heidelberg New York (1983)

    Google Scholar 

  13. Janet, M.: Sur les systèmes d’équations aux dérivées partielles. J. Math. Pures Appl. 8, 65–151 (1920)

    MATH  Google Scholar 

  14. Kailath, T.: Linear Systems. Prentice-Hall, Englewood Cliffs, New Jersey (1980)

    MATH  Google Scholar 

  15. Kalman, R.E.: Mathematical description of linear dynamical systems. SIAM J. Control Optim. 1, 152–192 (1963)

    Article  MATH  MathSciNet  Google Scholar 

  16. Kreuzer, M., Robbiano, L.: Computational Commutative Algebra 1. Springer, Berlin Heidelberg New York (2000)

    Google Scholar 

  17. Lu, P., Liu, M., Oberst, U.: Linear recurring arrays, linear systems and multidimensional cyclic codes over Quasi–Frobenius rings. Acta Appl. Math. 80, 175–198 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  18. Macaulay, F.S.: The Algebraic Theory of Modular Systems. Cambridge University Press, UK (1916)

    MATH  Google Scholar 

  19. Malgrange, B.: Systèmes Différentiels Involutifs. Prépublication 636, Institut Fourier Grenoble, France (2004)

  20. Oberst, U.: Multidimensional constant linear systems. Acta Appl. Math. 20, 1–175 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  21. Oberst, U.: Variations on the fundamental principle for linear systems of partial differential and difference equations with constant coefficients. AAECC 6, 211–243 (1995)

    Article  MATH  MathSciNet  Google Scholar 

  22. Oberst, U.: Canonical State Representations and Hilbert Functions of Multidimensional Systems (with historical comments and a discussion of Professor Pommaret’s remarks). Talk at the conference D3, Linz, Austria (May 2006)(homepage of the Gröbner-Semester)

  23. Oberst, U., Pauer, F.: The constructive solution of linear systems of partial difference and differential equations with constant coefficients. Multidimens. Systems Signal Process. 12, 253–308 (2001)

    Article  MATH  MathSciNet  Google Scholar 

  24. Palamodov, V.P.: Linear Differential Operators. Springer, Berlin Heidelberg New York (1970)

    MATH  Google Scholar 

  25. Polderman, J.W., Willems, J.C.: Introduction to Mathematical Systems Theory. Springer, Berlin Heidelberg New York (1998)

    MATH  Google Scholar 

  26. Pommaret, J.-F.: Systems of Partial Differential Equations and Lie Pseudogroups. Gordon and Breach, New York (1978)

    MATH  Google Scholar 

  27. Pommaret, J.-F.: New perspectives in control theory for partial differential equations. IMA J. Math. Control Inform. 9, 305–330 (1992)

    MATH  MathSciNet  Google Scholar 

  28. Pommaret, J.-F.: Partial Differential Control Theory, Volume I: Mathematical Tools, Volume II: Control Systems Kluwer, Dordrecht (2001)

    Google Scholar 

  29. Pommaret, J.-F.: Localization and transfer matrix computation for linear multidimensional control systems. Proceedings MTNSLeuven, Belgium (2004)

    Google Scholar 

  30. Pommaret, J.-F.: Lecture Notes of the mini-course on algebraic analysis of control systems defined by partial differential equations, pp. 1–45. Gröbner Semester Linz, Sections D2 and D3, RISC, Hagenberg, and RICAM, Linz, Austria (May 2006)

  31. Rapisarda, P., Willems, J.C.: State maps for linear systems. SIAM J. Control Optim. 35, 1053–1091 (1997)

    Article  MATH  MathSciNet  Google Scholar 

  32. Riquier, C.: Les Systèmes d’Équations aux Dérivées Partielles. Gauthiers-Villars, Paris, France (1910)

    Google Scholar 

  33. Rocha, P., Willems, J.C.: Markov properties for systems described by PDEs and first-order representations. Systems Control Lett. 55, 538–542 (2006)

    Article  MathSciNet  Google Scholar 

  34. Stanley, R.P.: Combinatorics and Commutative Algebra, 2nd edn., Birkhäuser, Boston (1996)

    MATH  Google Scholar 

  35. Sturmfels, B.: Solving Systems of Polynomial Equations. American Mathematical Society, Providence, Rhode Island (2002)

    MATH  Google Scholar 

  36. Treves, F.: Basic Linear Partial Differential Equations. Academic Press, New York (1975)

    MATH  Google Scholar 

  37. Vardulakis, A.I.G.: Linear Multivariable Control. Wiley, Chichester, West Sussex, England (1991)

    MATH  Google Scholar 

  38. Vasconcelos, W.V.: Computational Methods in Commutative Algebra and Algebraic Geometry. Springer, Berlin Heidelberg New York (1998)

    Google Scholar 

  39. Willems, J.C.: Paradigms and puzzles in the theory of dynamical systems. IEEE Trans. Automat. Control 36, 259–294 (1991)

    Article  MATH  MathSciNet  Google Scholar 

  40. Willems, J.C.: State and first order representations. In: Blondel, V.D. and Megretski, A. (eds.) Unsolved Problems in Mathematical Systems and Control Theory, pp. 54–57. Princeton University Press, New Jersey (2004)

    Google Scholar 

  41. Wolovich, W.A.: Linear Multivariable Systems. Springer, Berlin Heidelberg New York (1974)

    MATH  Google Scholar 

  42. Wood, J., Rocha, P., Rogers, E., Owens, D.H.: Structure indices for multidimensional systems. IMA J. Math. Control Inform. 17, 227–256 (2000)

    Article  MATH  MathSciNet  Google Scholar 

  43. Zerz, E.: Topics in Multidimensional Linear Systems Theory. Lecture Notes in Control and Information Sciences 256, Springer, Berlin Heidelberg New York (2000)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ulrich Oberst.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Oberst, U. Canonical State Representations and Hilbert Functions of Multidimensional Systems. Acta Appl Math 94, 83–135 (2006). https://doi.org/10.1007/s10440-006-9068-8

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s10440-006-9068-8

Key words

Mathematics Subject Classifications (2000)

Navigation