Structured eigenvalue/eigenvector backward errors of matrix pencils arising in optimal control
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Publication:4615400
\(H_{\infty}\) controldissipative Hamiltonian systemeigenvalue backward erroreigenvector backward errorlinear quadratic optimal controlstructured matrix pencil
Canonical forms, reductions, classification (15A21) Matrix pencils (15A22) Linear-quadratic optimal control problems (49N10) Variational methods for eigenvalues of operators (49R05) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Robust stability (93D09) Asymptotic stability in control theory (93D20)
Abstract: Eigenvalue and eigenpair backward errors are computed for matrix pencils arising in optimal control. In particular, formulas for backward errors are developed that are obtained under block-structure-preserving and symmetry-structure-preserving perturbations. It is shown that these eigenvalue and eigenpair backward errors are sometimes significantly larger than the corresponding backward errors that are obtained under perturbations that ignore the special structure of the pencil.
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Cited in
(9)- Palindromic linearizations of palindromic matrix polynomials of odd degree obtained from Fiedler-like pencils
- Perturbation analysis on matrix pencils for two specified eigenpairs of a semisimple eigenvalue with multiplicity two
- Structured eigenvalue backward errors of matrix pencils and polynomials with Hermitian and related structures
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