DocumentCode
1743580
Title
Analytic perturbation of Sylvester and Lyapunov matrix equations
Author
Avrachenkov, Konstantin E. ; Lasserre, Jean B.
Author_Institution
Inst. Nat. de Recherche en Inf. et Autom., Sophia Antipolis, France
Volume
2
fYear
2000
fDate
2000
Firstpage
1968
Abstract
We consider an analytic perturbation of the Sylvester matrix equation. Mainly we are interested in the singular case, that is, when the null space of the unperturbed Sylvester operator is not trivial, but the perturbed equation has a unique solution. In this case, the solution of the perturbed equation can be given in terms of a Laurent series. We provide a necessary and sufficient condition for the existence of a Laurent series with a first order pole. An efficient recursive procedure for the calculation of the Laurent series´ coefficients is given. Finally, we show that in the particular, but practically important case of semisimple eigenvalues, the recursive procedure can be written in a compact matrix form
Keywords
Lyapunov matrix equations; eigenvalues and eigenfunctions; series (mathematics); Laurent series; Lyapunov matrix equations; Sylvester matrix equations; analytic perturbation; first order pole; necessary and sufficient condition; null space; perturbed equation; recursive procedure; semisimple eigenvalues; unperturbed Sylvester operator; Control systems; Eigenvalues and eigenfunctions; Equations; H infinity control; Null space; Perturbation methods; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2000.912152
Filename
912152
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