On a class of generalized eigenvalue problems and equivalent eigenvalue problems that arise in systems and control theory

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Abstract

Systems and control theory has long been a rich source of problems for the numerical linear algebra community. In many problems, conditions on analytic functions of a complex variable are usually evaluated by solving a special generalized eigenvalue problem. In this paper we develop a general framework for studying such problems. We show that for these problems, solutions can be obtained by either solving a generalized eigenvalue problem, or by solving an equivalent eigenvalue problem. A consequence of this observation is that these problems can always be solved by finding the eigenvalues of a Hamiltonian (or discrete-time counterpart) matrix, even in cases where an associated Hamiltonian matrix, cannot (normally) be defined. We also derive a number of new compact tests for determining whether or not a transfer function matrix is strictly positive real. These tests, which are of independent interest due to the fact that many problems can be recast as SPR problems, are defined even in the case when the matrix D+D* is singular, and can be formulated without requiring inversion of the system matrix A. © 2010 Elsevier Ltd. All rights reserved.

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Corless, M., & Shorten, R. (2011). On a class of generalized eigenvalue problems and equivalent eigenvalue problems that arise in systems and control theory. Automatica, 47(3), 431–442. https://doi.org/10.1016/j.automatica.2010.10.009

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