On the Distance to Singular Descriptor Dynamical Systems With Impulsive Initial Conditions

In this paper, we study the problem of computing the distance between a given singular descriptor system <inline-formula><tex-math notation="LaTeX">$ (E,A)$</tex-math></inline-formula>, and a nearest descriptor system that has <italic>impulsive</italic> initial conditions. The link between existence of impulsive initial conditions and zeros at infinity for the associated matrix pencil <inline-formula><tex-math notation="LaTeX">$sE - A$</tex-math></inline-formula> is well-known. Much of the literature focusses on the case when only one of <inline-formula><tex-math notation="LaTeX">$E$</tex-math></inline-formula> and <inline-formula><tex-math notation="LaTeX">$A$</tex-math></inline-formula> is perturbed. We give a closed form expression of the distance to a nearest descriptor system having impulsive solutions via rank-1 perturbations when both <inline-formula><tex-math notation="LaTeX">$E$</tex-math></inline-formula> and <inline-formula><tex-math notation="LaTeX">$A$</tex-math></inline-formula> are perturbed. Next, for the case of perturbations without rank restrictions, we propose and evaluate the bounds for the distance. In the context of structured perturbations, we formulate and obtain an explicit expression for the distance, when <inline-formula><tex-math notation="LaTeX">$E$</tex-math></inline-formula> and <inline-formula><tex-math notation="LaTeX">$A$</tex-math></inline-formula> are <italic>Hermitian</italic> and are perturbed by Hermitian matrices. For a suitable class of systems, we also show that upper and lower bounds are within a factor of <inline-formula><tex-math notation="LaTeX">$\sqrt{2}$</tex-math></inline-formula>. We finally construct examples and compare the bounds obtained from our results with those from the literature as well as with computed values of the distance obtained via three numerical optimization techniques such as the structured low rank approximation, the Broyden–Fletcher–Goldfarb–Shanno algorithm, and direct optimization tools like <monospace>globalsearch</monospace>.

[1]  Fred W. Glover,et al.  Scatter Search and Local Nlp Solvers: A Multistart Framework for Global Optimization , 2006, INFORMS J. Comput..

[2]  Adrian S. Lewis,et al.  Nonsmooth optimization via quasi-Newton methods , 2012, Mathematical Programming.

[3]  P. Lancaster,et al.  Factorization of selfadjoint matrix polynomials with constant signature , 1982 .

[4]  Daniel Kressner,et al.  On the structured distance to uncontrollability , 2009, Syst. Control. Lett..

[5]  Michael Karow,et al.  μ-Values and Spectral Value Sets for Linear Perturbation Classes Defined by a Scalar Product , 2011, SIAM J. Matrix Anal. Appl..

[6]  Leonhard Batzke Generic rank-one perturbations of structured regular matrix pencils , 2014 .

[7]  Didier Henrion,et al.  Detecting infinite zeros in polynomial matrices , 2005, IEEE Transactions on Circuits and Systems II: Express Briefs.

[8]  Punit Sharma,et al.  Structured Eigenvalue Backward Errors of Matrix Pencils and Polynomials with Hermitian and Related Structures , 2014, SIAM J. Matrix Anal. Appl..

[9]  Madhu N. Belur,et al.  Nearest singular descriptor system having impulsive initial-conditions , 2014, 53rd IEEE Conference on Decision and Control.

[10]  Stefano Grivet-Talocia,et al.  Passivity enforcement via perturbation of Hamiltonian matrices , 2004, IEEE Transactions on Circuits and Systems I: Regular Papers.

[11]  Volker Mehrmann,et al.  Where is the nearest non-regular pencil? , 1998 .

[12]  A. Vardulakis Linear Multivariable Control: Algebraic Analysis and Synthesis Methods , 1991 .

[13]  Daniel Kressner,et al.  Generalized eigenvalue problems with specified eigenvalues , 2010, 1009.2222.

[14]  Froilán M. Dopico,et al.  Low Rank Perturbation of Weierstrass Structure , 2008, SIAM J. Matrix Anal. Appl..

[15]  Ji-Guang Sun,et al.  Condition Number and Backward Error for the Generalized Singular Value Decomposition , 2000, SIAM J. Matrix Anal. Appl..

[16]  P. Psarrakos,et al.  The distance from a matrix polynomial to matrix polynomials with a prescribed multiple eigenvalue , 2008 .

[17]  F Rikus Eising,et al.  The distance between a system and the set of uncontrollable systems , 1984 .

[18]  Ricardo Riaza,et al.  Differential-Algebraic Systems: Analytical Aspects and Circuit Applications , 2008 .

[19]  Volker Mehrmann,et al.  Structured Polynomial Eigenvalue Problems: Good Vibrations from Good Linearizations , 2006, SIAM J. Matrix Anal. Appl..

[20]  S. Bora,et al.  Structured Eigenvalue Perturbation Theory , 2015 .

[21]  Leiba Rodman,et al.  Canonical Forms for Hermitian Matrix Pairs under Strict Equivalence and Congruence , 2005, SIAM Rev..

[22]  W. Marsden I and J , 2012 .

[23]  Volker Mehrmann,et al.  On the distance to singularity via low rank perturbations , 2015 .

[24]  R. Stephenson A and V , 1962, The British journal of ophthalmology.

[25]  Andrew Packard,et al.  The complex structured singular value , 1993, Autom..

[26]  Punit Sharma Eigenvalue Backward Errors of Polynomial Eigenvalue Problems under Structure Preserving Perturbations , 2015 .

[27]  Ravi Srivastava,et al.  Distance Problems for Hermitian Matrix Pencils with Eigenvalues of Definite Type , 2016, SIAM J. Matrix Anal. Appl..

[28]  R. Decarlo,et al.  Computing the distance to an uncontrollable system , 1991 .