Linear State/Signal Systems

Damir Z. Arov and Olof J. Staffans

The theory presented in this book arose as a product of a continued collaboration between the two authors during the years 2003-2021. The basis for this collaboration was our common interest in passive linear time-invariant input/state/output systems theory. At the time this project started, O. Staffans was preparing a joint article with Prof. J. Ball that, in particular, explored the connections between conservative input/state/output systems theory on the one hand and some results in the behavioral theory introduced by J. Willems in the late 1980s on the other hand. After extensive discussions on this approach, comparing it to the theory of passive electrical networks, we understood that this opens up a new direction in the study of passive linear time-invariant systems. We called the new class of systems that arose in this way passive state/signal systems. From the outset, it was clear that the notion of passivity with an arbitrary supply rate fits more naturally into the state/signal setting than in the input/state/output setting, and that the standard ``diagonal transformation'' of Liv\v{s}ic, the Potapov-Ginzburg transformation, and the Redheffer and chain-scattering transformations have natural interpretations as transformations between input/output resolvents of different input/state/output representations of a passive state/signal system. We also soon discovered that virtually all the standard control theory notions such as controllability and observability, minimality, stability, stabilizability, detectability, and well-posedness have natural state/signal counterparts.

Our first article on the state/signal system was completed and submitted for publication in the fall of 2003, and it was followed by many others. Some of the results presented in this book were obtained in collaboration with Ph.D. Mikael Kulula. The bulk of the work was done during D. Arov's regular visits to Åbo Akademi during August-October 2003-2010 and to Aalto University during August-October 2011-2017, with an average length of almost three months. These visits were financed by the Academy of Finland, the Magnus Ehrnrooth Foundation, and the Finnish Society of Sciences and Letters.

In the fall of 2009, it was decided that the theory was sufficiently mature to be presented in terms of a book, and the writing of this book began on August 30, 2009. By the end of November 2009, a preliminary list of contents was ready. Two significant factors in this decision were the research grant from the Academy of Finland that relieved O. Staffans from teaching duties during the academic year 2009-2010 and the leave of absence for D. Arov for extensive periods of time from the South Ukrainian Pedagogical University based on a joint exchange agreement with \AA bo Akademi.

The book we originally planned to write was supposed to be devoted to linear time-invariant systems in discrete time. In 2011, we realized that it would be more important to, instead, write a book on linear time-invariant systems in continuous time, and in 2013 it was clear that it was not feasible to write only one book on systems in continuous time. The continuous time theory contains a number of mathematical difficulties that must first be sorted out, and this is done in the present volume. The application of this theory to passive state/signal systems in continuous time remains to be written down.

We thank the Academy of Finland, the Magnus Ehrnrooth Foundation, and the Finnish Society of Sciences and Letters for their financial support, without which this work could not have been carried out. We also thank \AA bo Akademi and Aalto University for excellent working facilities, and the South Ukrainian Pedagogical University for giving D. Arov ample time to devote to research.

Above all, we are grateful to our wives Nataliya and Satu-Marjatta for their constant support, understanding, and patience while this work was carried out.


Updated by Olof.Staffans@abo.fi on March 16, 2022.