Linear Perturbation Theory for Structured Matrix Pencils Arising in Control Theory

  • Authors:
  • Shreemayee Bora;Volker Mehrmann

  • Affiliations:
  • -;-

  • Venue:
  • SIAM Journal on Matrix Analysis and Applications
  • Year:
  • 2006

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Abstract

We investigate the effect of linear perturbations on several structured matrix pencils arising in control theory. These include skew-symmetric/symmetric pencils arising in the computation of optimal H infty control and linear-quadratic control for continuous and discrete time systems.