• 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