The (Lie bracket) product of any two Lie algebra elements is again Lie algebra element. Translated to physics, this means that the commutator of two symmetry transformations, [T(1),T(2)] = T(3), should be another symmetry of the theory.
It is important to note that the problem of closing any algebra is a mathematical question not dependent on any dynamical constraints for its resolution, i.e., the closure must be achieved without any physical considerations.
Therefore, in principle, the fields content of our theory,\mathcal{L}(\Phi_{a}), must be chosen in such a way that the linear algebra
[T(1),T(2)]\Phi_{a} = T(3)\Phi_{a} , \ \ \forall a
holds independently of the dynamics. That is:
1)the algebra must close on all the fields
2)the fields \Phi_{a} are ARBITRARY functions of x, not SOLUTIONS of some dynamical equations.
When (1) + (2) are satisfied, we say that the set {\Phi_{a}} forms unconstraint representation of the symmetry group.
Of course life is not always easy, some times we start with a theory whose action, \int d^{4}x \mathcal{L}(\phi_{i},\psi_{\alpha}), is invariant under a set of transformations that mix \phi - \psi, but do not form a closed algebra. Instead, we find
<br />
[T(\eta_{1}),T(\eta_{2})] (\phi_{i},\psi_{\alpha}) = T(f(\eta_{1},\eta_{2})) (\phi_{i},\psi_{\alpha}) + g(\eta_{1},\eta_{2}) E(\psi ,\partial \psi )<br />
Now, you might say; "but I want to do physics not mathematics" so what is wrong with formulating our theory on the constraint surface E(\psi , \partial \psi )= 0? What is wrong with theory whose algebra closes only modulo the dynamical equation?
The fact that our "Lie" algebra is not realized on the space of field HISTORIES (arbitrary configurations) but only on the constraint surface (Cauchy data), could be somewhat troublesome, because we would like the symmetry to hold on the quantum level. There is also the question of validity of the operator form of the constraint equation. Another (sometimes serious) problem arises when we deal with local interactions. Adding interaction terms modifies the dynamical equations and forces us to introduce new (constraint) transformations.
So, if possible, one wishes to avoid these troubles. How?
The appearance of E(\psi ,\partial \psi ) in the algebra means that our transformations {T} do not form a complete set of symmetry transformations, i.e., the fields content of our theory is incomplete. Therefore we need to find the missing fields. The number of these fields is equal to the number of degrees of freedom LOST by the constraint E(\psi) = 0. If, for example, the field \psi loses 2 degrees of freedom, then a complex scalar, F, will account for the loss. The next step is to find the transformation law for the new field F and modify the transformation of \psi, so that
[T(\eta_{1}) , T(\eta_{2})] \Phi = T(f(\eta_{1},\eta_{2})) \Phi
for all \Phi = (\phi , F , \psi )
Once this is done, one can proceed to find a corresponding (unconstraint) invariant action S[\Phi ]. If we do not want to alter the dynamics of our original theory, \mathcal{L}(\phi , \psi ), the new fields should not have a kinetic terms, i.e., AUXILIARY. In this case, the whole problem of finding representations of (super)symmetry reduces to finding the set of all auxiliary fields. Indeed, going back to mathematics, the very existence of the (super) Lie algebra is made possible by finding the missing fields.
regards
sam