Author(s) :
Shreemayee Bora
,
Volker Mehrmann
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 16-2004
MSC 2000
- 93B36 $^\infty$-control
-
65F15 Eigenvalues, eigenvectors
Abstract :
We investigate the effect of linear perturbations
on several structured matrix pencils arising
in control theory. These include skew-symmetric/symmetric pencils
arising in the computation of optimal $H_\infty$ control and linear
quadratic
control for continuous and discrete time systems.
Keywords :
$H_\infty$ control, linear-quadratic control, Hamiltonian matrix, continuous-time control, discrete-time control, skew-Hamiltonian/Hamiltonian pencil, Hermitian/Hermitian pencil