A perturbation method for optimizing matrix stability

DOI10.1016/J.LAA.2010.09.035MaRDI QIDQ616397zbMATH OpenOpenAlexFDO

Authors Nian Li, J. Steiner

Publication date 7 January 2011

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2010.09.035

zbMATH Keywords

affine matrix problemoptimal stabilityoutput feedback control problempractical perturbation methodspectral abcissa

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Optimal feedback synthesis (49N35) Eigenvalue problems (93B60) Stabilization of systems by feedback (93D15) Asymptotic stability in control theory (93D20)

Review text

A perturbation method is proposed for optimizing the stability of a matrix by minimizing its spectral abscissa. This approach is based on the perturbation theory for a matrix with simple eigenvalues. The active eigenvalue (i.e. the eigenvalue with the greatest positive real part) is shifted to the left (in the complex plane) by a small amount. The proposed procedure is repeated until the minimum of the spectral abscissa is reached. The affine matrix problem is considered: given \(m+1\) real \(n\times n\) matrices \(A_0,A_1,\dots,A_m\), find a real vector \({\mathbf t}=(t_1,t_2,\dots,t_m)\) such that the affine matrix family \(A({\mathbf t})=A_0+\sum_{i=1}^mt_iA_i\) is stabilized with a minimum spectral abscissa. A perturbation algorithm is provided for this problem, which uses the solution of a linear programming problem. A similar algorithm is derived for the output feedback control problem. This algorithm is applied to a model of a Boeing 747 aircraft jet at a flutter condition and to a nuclear powered turbo-generator. A necessary optimality condition is given for matrices with a unique active eigenvalue, as well as a sufficient condition for the case of several active eigenvalues. These conditions are used in the proposed algorithms.

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Cited in

(7)

• Two numerical methods for optimizing matrix stability
• A formula for computation of the real stability radius
• Efficient vectors for simple perturbed consistent matrices
• Optimizing matrix stability
• Search method for the matrix multiplier time constant and the weighting matrix of the multivariable Popov stability criterion
• The smoothed spectral abscissa for robust stability optimization
• Stabilization of a matrix via a low-rank-adaptive ODE

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