93C05 Linear systems
A survey of methods from numerical linear algebra for linear constant coefficient differential-algebraic equations (DAEs) and descriptor control systems is presented. We discuss numerical methods to check the solvability properties of DAEs as well as index reduction and regularization techniques. For descriptor systems we discuss controllability and observability properties and how these can be checked numerically. These methods are based on staircase forms and derivative arrays, transformed with real orthogonal transformations that are discussed in detail. Then we use the reformulated problems in several control applications for differential-algebraic equations ranging from regular and singular linear-quadratic optimal and robust control to dissipativity checking. We discuss these applications and give a systematic overview over the theory and the numerical solution methods. In particular, we show that all these applications can be treated with a common approach that is based on the computation of eigenvalues and deflating subspaces of even matrix pencils. The unified approach allows to generalize and improve several techniques that are currently in use in systems and control.
Motivated by the analysis of passive control systems, we undertake a detailed perturbation analysis of Hamiltonian matrices that have eigenvalues on the imaginary axis. We construct minimal Hamiltonian perturbations that move and coalesce eigenvalues of opposite sign characteristic to form multiple eigenvalues with mixed sign characteristics, which are then moved from the imaginary axis to specific locations in the complex plane by small Hamiltonian perturbations. We also present a numerical method to compute upper bounds for the minimal perturbations that move all eigenvalues of a given Hamiltonian matrix outside a vertical strip along the imaginary axis.
In this paper a general form of the infinite-horizon linear quadratic control problem is considered. We will discuss quadratic cost functionals which involve not only the state and input-variables but also derivatives of the state and input-variables of arbitrary order under constraints given by linear systems of higher order. We will examine two results that relate the linear quadratic control problem to an optimality system, which is given through a para-Hermitian matrix polynomial. The results can be applied to general rectangular descriptor systems (see Subsection 6.1) to obtain results which so far were only known for quadratic descriptor systems. Also we will see that the notion of dissipativity (when introduced in the proper way) is equivalent to the solvability of the linear quadratic control problem.
$\mu$-values and spectral value sets for linear perturbation classes defined by a scalar product
(2007)
We study the variation of the spectrum of matrices
under perturbations which are self- or skew-adjoint
with respect to a scalar product.
Computable formulae are given for the associated
$\mu$-values. The results can be used to calculate spectral value
sets for the perturbation classes under consideration.
We discuss the special case of
complex Hamiltonian perturbations of a Hamiltonian matrix in detail.
In this paper we give an overview of model
order reduction techniques for coupled
systems. We consider linear time-invariant
control systems that are coupled through
input-output relations and discuss model
reduction of such systems using moment
matching and balanced truncation.
Structure-preserving approaches to model
order reduction of coupled systems are also
presented. Numerical examples are given.
Consistent Initialization and Perturbation Analysis for Abstract Differential-Algebraic Equations
(2006)
In this paper we consider linear and time-invariant
differential-algebraic equations (DAEs) $E\dot{x}(t)=Ax(t)+f(t)$,
$x(0)=x_0$, where $x(\cdot)$ and $f(\cdot)$ are functions with
values in separable Hilbert spaces $X$ and $Z$. $E:X\To Z$ is
assumed to be a bounded operator, whereas $A$ is closed and defined
on some dense subspace $D(A)$ which is in general a proper subset of
$X$. Based on a decoupling of the algebraic and the differential
part, the set of initial values being consistent with the given
inhomogeneity will be parameterized. As a consequence of these results, we
will derive estimates for the trajectory $x(\cdot)$ in dependence of the initial
state $x_0$ and the inhomogeneity $f(\cdot)$. In the theory of
differential-algebraic equations, this is commonly known as
perturbation analysis.