Optimal stability and eigenvalue multiplicity (Q5943879)
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scientific article; zbMATH DE number 1648696
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English | Optimal stability and eigenvalue multiplicity |
scientific article; zbMATH DE number 1648696 |
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Optimal stability and eigenvalue multiplicity (English)
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26 September 2002
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The authors consider the problem of choosing a linearly parametrized square matrix so that its eigenvalues are as far into the left half-plane as possible. Such problems are prototypical in robust control and stability analysis. Generalizing their earlier work [Proc. Am. Math. Soc. 129, No. 6, 1635-1642 (2001; Zbl 0965.15020)], they show that the optimal choice of parameters typically corresponds to patterns of multiple eigenvalues. Under certain nondegeneracy conditions (including requiring the critical matrix to have nonderogatory spectral abscissa) they show that the multiplicities of the active eigenvalues at a critical matrix are unchanged under small perturbations.
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eigenvalue optimization
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robust control
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stability analysis
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spectral abscissa
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nonsmooth analysis
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affine matrix functions
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Jordan form
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