No label defined (Q4524459)

Dynamical systems described by the linear difference equation \[ x(t+ 1)= Ax(t),\quad t\in\mathbb{N},\quad x\in\mathbb{R}^n,\quad A\in \mathbb{R}^{n\times n}_+\tag{1} \] are considered. The stability of (1) under perturbations of type \[ A\to A+ D\Delta E\tag{2} \] are studied, where \(D\in \mathbb{R}^{n\times l}_+\), \(E\in\mathbb{R}^{q\times n}_+\) are given nonnegative matrices and \(\Delta\in \mathbb{R}^{l\times q}\) is an unknown disturbance matrix. The stability radius of the matrix \(A\) with respect to perturbations (2) is defined by \(r_R= r_R(A, D,E)= \inf\{\|\Delta\|:\rho(A+ D\Delta E)\leq 1\}\). If \(\Delta\in \mathbb{R}^{l\times q}_+\), then we obtain \(r_{R_+}(A,D,E)\). If \(A\in \mathbb{C}^{n\times n}\), \(\Delta\in \mathbb{C}^{p\times q}\) we obtain \(r_C\). The main result of this note is Theorem 3. \(r_C(A,D,E)= r_R(A,D,E)= r_{R_+}(A, D,E)=\|G\|^{-1}\) where \(G= E(I- A)^{-1}D\) (\(I\) is the identity matrix). These results are derived for arbitrary perturbation norms induced by monotonic vector norms. For the entire collection see [Zbl 0948.00028].