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Journal of

Dynamic Systems,
Measurement

and
Control

On the Inverse of a Special Class of Bilinear Systems1


C.S. Hsu2 and R.R. Mohler3

measured, but the history of the input was unknown. In


immunology, the measurable output data usually is the antibody concentration in the serum, the threshold (input or
parametric control) which determines the cell stimulations
and differentiations is unknown [5,6].

In this paper, the design of inverse system for a special class


of bilinear control processes is examined. It is shown that if
the rank of the input matrix B is unity, then the inverse system Theory
of a bilinear process is a completely controllable linear time- There is a considerable amount of literature dealing with
invariant system. A simplified model of immune response is
used as an example to illustrate the design procedure and its the construction of an inverse system for linear system. The
biomedical significance. Result of computer simulation is also main result is summarized as follows without proof.
presented.
Theorem 1. Consider the SISO completely controllable linear
system,
x{t) =Ax(t) + bu(t);x(G) = x0,x(t)eR"
Introduction
(3.1)
y(t)=cTx(t)
During recent years, much progress has been made in the
study of bilinear systems (BLS), including controllability,
If the relative order a of (3.1) is finite, i.e. a<a>, then there
observability, optimal control, stabilisation, observer design is a unique inverse system which is also completely conand so on among many others. However, the inverse system trollable and is defined by:
design of BLS, which is of practical importance, goes x{t) =[A-bcTAa
/cTAa-lb)\x(t)
relatively unnoticed. To the authors' knowledge, the most
+ (l/cM a -'b)bM(f),x(0) = x0
significant contribution is due to Professor Hirschorn of
Queen's University [1,2].
y(t) = - (cTAa/cTAa-[b)x{t)
+ (l/cTAa~[b)u(t)(3.2)
Investigation of a "system" employing a mathematical
{a)
(t),
theny(t)=u(t).
model normally grants that the input (control) and output Letii(t) =y
Here
the
relative
order
of a linear system is referred to as
(measurement) are known, at least in the probabilistic sense.
This is the essence of the wellknown "black-box approach." the difference in the degree of numerator andT denominator
Formally speaking, the object is to construct a model that will polynomials of its transfer function G(s) = c (IsA) ~'b.
accurately represent the underlying system by way of, for Theorem 1 shows the design of the inverse system of given
instance, estimating the parameters, realizing the system linear system is available if certain conditions are met. The
structure, etc. However, very often the situation is not so. The extension of constructing the inverse system for a bilinear
communication system is an illustrative example. The main system is a much more difficult task. Hirschorn's results
concern is to retrieve the message (input) based on the output which generalize the Theorem 1 are:
(the received signal which may be corrupted by noises).
Theorem 2 [1]. Consider SISO BLS,
To this, it is remarkable that the question of inx(t) =Ax(t) +(OBx(0,x(0) = x0ei?n
vertibilitywhen the output of a control system uniquely
determines the inputis of practical as well as theoretical
y(t)=cTx(t)
(3.3)
interest. The construction of an 'inverse model' which is able If the BLS (3.3) is invertible, then its relative order is a<e.
to predict the unknown input of a model from measured Here the relative order of a BLS is referred to as the least
output data is particularly important in biological modeling positive integer k such that cfad/T^B ^ 0 or a = if
[3]. Fish [4] made a model of the movement of uranium in the crafiftfl = OforallA:>0.
body, in which uranium was picked by the body from the
T
a l
surroundings and appeared in the urine. The output could be If <oo and c adA ~ Bx0 ^ 0, then the BLS is invertible
with inverse system defined by
x ( 0 = f c ( x ( 0 ) + ( O b ( x ( 0 ) , x ( 0 ) = x06R"
This research was supported by National Science Foundation under Grant
ENG 74-15530.
Department of Electrical Engineering, Washington State University,
Pullman, Wash. 99164.
Department of Electrical and Computer Engineering, Oregon State
University, Corvallis, Ore. 97330.
Contributed by the Dynamic Systems and Control Division of THE AMERICAN
SOCIETY OF MECHANICAL ENGINEERS. Manuscript received by the Dynamic
Systems and Control Division, April 7, 1980.

y(t)=d(x(t))+u(t)e(x{t))

(3.4)

where
n(.x{t))=Ax(t)~(crAax(t)/cTAa-lBx(t))Bx(t)
b{x(t))=(l/cTAa~,Bx(t))Bx(t)
d{x(t)) = (cTAax{t)/cTAa-lBx(t))
e(x(t)) = l/cTAa-lBx(t)

Journal of Dynamic Systems, Measurement, and Control

Copyright 1981 by ASME


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(3.5)

JUNE 1981, Vol. 102/103

If u(t)x = yia) (0,theny(t)


= u(t).
Proof of this theorem is omitted here since it is quite
lengthy. Readers who are interested in the proof are referred
to the original paper [1]. There are a few consequences of
Theorem 2 which are of particular interest. First it can be
proved that when u(t) =j> (a) ( 0 , the state x(t)=\(t),
the
state of the original BLS (3.3). Thus the inverse system acts as
state observer for the BLS, a result of which itself is of
practical importance. Secondly, the inverse system (3.4) is in
general a highly nonlinear system. The vector fields a ( x ( 0 )
and b ( x ( 0 ) may not be complete, that is, there is a
possibility that the solution to (3.4) may go without bound at
a certain finite time. Thirdly, the above theorem presents a
sufficient condition for inverting vector BLS (3.3) in case
where a<oo, but this condition is far from being necessary.
Fourthly, Hirschorn raises the question whether or not an
invertible BLS has a bilinear inverse system. This is indeed
only a specific question of the more subtle one, that is, what is
the connection (if any) of BLS and its inverse as far as their
structural aspects are concerned. For instance, the inverse
system is linear and controllable (see Theorem 1). Can this
connection be carried over to bilinear systems? While
aforementioned problems are interesting of their own right,
the last question is treated here.
The inverse system (3.4) is obviously a linear-analytic
system which includes BLS as a special case. In order to have
the inverse system of simpler structure, it is reasonable to
impose conditions on the matrices A and B of the original
BLS (3.3). It is shown here that if the rank of B is unity, then
the inverse system (3.4) is much simplified.
First consider the following fact in matric theory.
Lemma. Any n-dimensional square matrix of rank one can be
uniquely (within a scalar factor) expressed as a product of a
column and a row -vector.
Theorem 3. Consider the SISO BLS (3.3) with relative order a
if the system is invertible and rank (B) = 1, then the inverse
system of (3.3) is a linear time-invariant system with nonlinear
output defined by (3.4) with

lcM c
,JxtO
cA~

a(x(0)

T a

"

b(x (0) =
rf(x(0)
o(-i(t\

cTAx (0
A - lmTx(t)

T a i

1
cMa-'Im7x(0

(3.6a)

xx(t),

x2(t)

10

x3(t)

x 10

16

Fig. 1 Simulation of BLS (4.1) and its inverse system, the dots denote
the estimated values.
Data: x 1 (0) = 4 x K r , x 2 ( 0 ) = 0,x3(0) = 0, = 0.1,
'=3.6x106,a" =3.6X107,T1

=105,T2=50.

Unit of each state variable is number of cells, unit of time is hour.

(3.6b)
(3.6c)
(3.6d)

where B = lm T
Theorem 3 is obtained by applying the above lemma into
Theorem 2. The assumption that rank (B) = 1 seems very
restrictive, but BLS with this property stands out as special
BLS of particular interest both in theory and in practice. For
instance, discrete BLS with rank (B) = 1 has been extensively
studied as far as the controllability and optimal control are
concerned [7, 8]. Many natural bilinear systems do satisfy this
rank asumption as can be found in the next section and
elsewhere [9].
It is observed from this theorem that the inverse system
(3.6a) and (3.6b) is exactly the same as that for the constant
linear system (see Theorem 1). The following stronger result
can be established.
Theorem 4. Consider the BLS (3.3) as described in Theorem 3,
then the inverse system of (3.3) is a linear time invariant

system which is completely controllable if the original system


is completely controllable.
The proof of this theorem is based on the following two
remarks, and is somewhat straightforward:
Remark 1. Rank (1,/4I,
A" "'I) = Rank (1,/H
where,4 = A(lcTAa)/cTAa- '1.

A"~l\)

Remark 2. If the BLS (3.3) with rank (B) = 1 is completely


controllable, then Rank (\,A\,
v4" -1 I) = n.
In other words, if BLS (3.3) with rank (B) = 1 is completely controllable, then by the above remarks Rank
(1./41,
A"~li) = n. The inverse system of (3.3), which is a
constant linear system by Theorem 3, is thus completely
controllable as a consequence of the wellknown rank test.
Numerical Example. A simplified immune model is adopted
here to illustrate the inverse design of a BLS [10]. Consider
the following model of immune response,
x,(f) = a ( 2 u ( f ) - l ) x , ( f )

x,(f),x,(0) = x10

jf2(0=(l-(0)*i(0

104/Vol. 102, JUNE 1981


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*2(O,* 2 (0) = 0

(4.1)

T2

Transactions of the ASME

input u ( t )
h

c=

TBrr To"

-t^t

Fig. 2 Input function u(t) reproduced from the output of the original
system (4.1). Data used is the same specified in Fig. 1.

In practice, the input u(t) is not known, and the antibody


concentration x3(t) is the only measurable state. For this
particular example, rank (B) = 1, the relative order a = 2 if
2a' = a ", and therefore, Theorem 3 can be used to estimate
X\(t),x2(t)
andu(t).
Since the relative order a = 2, it follows that if u{t) =
x3 <2)(0> then y(t) = u(t). The input to the inverse system
involves second derivative, a first order approximation is used
for the numerical simulation. Figures 1 and 2 show the
simulation result using a set of immunological data. It is seen
that the inverse system favorably estimates the inaccessible
state and input variables. However, on Fig. 2 there is a
discrepancy between the reproduced input and the actual one
for times larger than 80 hours. This seems to be attributed
from the discontinuity of the input at / = 80 hours, and the
integration algorithm used in simulation incurs significant
numerical errors.

i 3 (0 = a'xx{t) + cx"x2(t),xi(P) = 0,te[0J]


where x{(t), x2(t) and x3(t), respectively, denote the References
1 Hirschorn, R. M., "Invertibility of Control Systems on Lie Groups,"
population density of large lymphocytes, plasma cells and
Control & Optimization, Vol. 15, No. 6, 1977, pp. 1034-1049.
antibody. The input u(t) is the fraction of cells that remain SIAMJ.
2 Hirschorn, R. M., "Invertibility of Nonlinear Control Systems," SIAM
large lymphocytes (i.e. 0 <(/) <1), 1 -u(t) is the fraction J. Control & Optimization, Vol. 17, No. 2, 1979, pp. 289-297.
that differentiate into plasma cells. Definitions of rate
3 Osburn, J. O., "Biological Modeling: A Program to Calculate the Input
constants a.,T\, r2, a', and a" are obvious from the'context. from Observations on the Output," Proc. Iowa Acad. Sci., Vol. 80, No. 2,
pp. 87-90.
Model (4.1) can be written in the form of (3.3), withx(0 = 1973,
4 Fish, B. R., "Applications of an Analog Computer to Analysis of
(*,(/), x 2 ( / ) , x 3 ( 0 ) \ x n
Cxr,o,0,0)and
Distribution and Excretion Data," Health Physics, Vol. 1, 1958, pp. 276-281.

0 0

A=

1
0 B=

2& 0 0
-a

0 0

7"2

"

0 0 0

5 Waltman, P. and Butz, E., "A Threshold Model of Antigen-Antibody


Dynamics," J. Theor. Biol., Vol. 65, 1977, pp. 499-512.
6 DeLisi, C , "Some Mathematical Problems in the Initiation and
Regulation of the Immune Response," Math Biosciences, Vol. 35, 1977, pp. 126.
7 Goka, T., Tarn, T. J., and Zaborszky, J., "On the Controllability of a
Class of Discrete Bilinear Systems," Automatica, Vol. 9, 1973, pp. 615-622.
8 Evans, M. E. and Murphy, D.N.P., "Controllability of Discrete Time
Inhomogeneous Bilinear Systems," Automatica, Vol. 14, 1978, pp. 147-151.
9 Mohler, R. R., Bilinear Control Processes, Academic Press, New York,
1973.
10 Hsu, C. S., Bilinear Control Processes with Application to Immunology,
Ph.D. thesis, Oregon State University, 1978.

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JUNE 1981, Vol. 102/105

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