On the stabilization of linear discrete-time systems (Q1886519)

Well-known stability and inertia results for matrices with respect to the unit circle are generalized to pairs of matrices. An ordered pair of (real or complex) matrices \((A, B)\) of sizes \(p\times p\) and \(p\times q\), respectively, is said to be stabilizable (with respect to the unit disc) if there exists a matrix \(X\) such that \(A+ BX\) has all eigenvalues of modulus less than one. It is proved that \((A, B)\) is stabilizable if and only if there exists a positive definite matrix \(H\) such that \(H_1- [A\;B]H{A^*\brack B^*}\) is also positive definite, where \(H_1\) is the top left \(p\times p\) submatrix of \(H\). The inertia theorem proved in the paper connects between the inertia with respect to the unit disc of the product of invariant factors of \([xI- A\;B]\) on one hand, and the inertia of Hermitian matrices \(H\) such that \(H_1- [A\;B]H{A^*\brack B^*}\) is positive definite on the other hand. (It not assumed here that \((A, B)\) is stabilizable.) As a technical tool, a canonical form for \(2\times 2\) block Hermitian matrices under congruence with block lower triangular congruence matrices is developed.