TY - JOUR
T1 - Conditioning of state feedback pole assignment problems
AU - Chu, Eric King Wah
AU - Weng, Chang Yi
AU - Wang, Chern Shuh
AU - Yen, Ching Chang
N1 - Copyright:
Copyright 2018 Elsevier B.V., All rights reserved.
PY - 2012
Y1 - 2012
N2 - In [26, 27, 35], condition numbers and perturbation bounds were produced for the state feedback pole assignment problem (SFPAP), for the single- and multi-input cases with simple closed-loop eigenvalues. In this paper, we consider the same problem in a different approach with weaker assumptions, producing simpler condition numbers and perturbation results. For the SFPAP, we shall show that the absolute condition number κ ≤ c0{norm of matrix} B†{norm of matrix} [κX +(1 + {norm of matrix}F{norm of matrix}2)1/2], where the closed-loop system matrix A + BF = X Λ X-1, the closed-loop spectrum in Λ is pre-determined, κX ≡ {norm of matrix}X{norm of matrix}{norm of matrix}X-1{norm of matrix}, the operators Pc(·) ≡ (A + BF)(·) - (·)Λ and N(·) ≡ (I - BB†)Pc(·),and c0 ≡ {norm of matrix}I(·) - Pc{norm of matrix}N†(I - BB†)(·){norm of matrix}. With cB ≡ {norm of matrix}B{norm of matrix}{norm of matrix}B†{norm of matrix} and c1 ≡ ({norm of matrix}B{norm of matrix}{norm of matrix}F{norm of matrix})-1, the relative condition number κr ≤ c0cB [c1κX{norm of matrix}Λ{norm of matrix}+(c2/1{norm of matrix}A{norm of matrix}2 +1{norm of matrix})1/2]. With B well-conditioned and Λ well chosen, κ and κr can be small even when Λ (not necessary in Jordan form) possesses defective eigenvalues, depending on c0. Consequently, the SFPAP is not intrinsically ill-conditioned. Similar results were obtained in [23], although differentiability was not established for its local perturbation analysis. Simple as well as general multiple closed-loop eigenvalues are treated.
AB - In [26, 27, 35], condition numbers and perturbation bounds were produced for the state feedback pole assignment problem (SFPAP), for the single- and multi-input cases with simple closed-loop eigenvalues. In this paper, we consider the same problem in a different approach with weaker assumptions, producing simpler condition numbers and perturbation results. For the SFPAP, we shall show that the absolute condition number κ ≤ c0{norm of matrix} B†{norm of matrix} [κX +(1 + {norm of matrix}F{norm of matrix}2)1/2], where the closed-loop system matrix A + BF = X Λ X-1, the closed-loop spectrum in Λ is pre-determined, κX ≡ {norm of matrix}X{norm of matrix}{norm of matrix}X-1{norm of matrix}, the operators Pc(·) ≡ (A + BF)(·) - (·)Λ and N(·) ≡ (I - BB†)Pc(·),and c0 ≡ {norm of matrix}I(·) - Pc{norm of matrix}N†(I - BB†)(·){norm of matrix}. With cB ≡ {norm of matrix}B{norm of matrix}{norm of matrix}B†{norm of matrix} and c1 ≡ ({norm of matrix}B{norm of matrix}{norm of matrix}F{norm of matrix})-1, the relative condition number κr ≤ c0cB [c1κX{norm of matrix}Λ{norm of matrix}+(c2/1{norm of matrix}A{norm of matrix}2 +1{norm of matrix})1/2]. With B well-conditioned and Λ well chosen, κ and κr can be small even when Λ (not necessary in Jordan form) possesses defective eigenvalues, depending on c0. Consequently, the SFPAP is not intrinsically ill-conditioned. Similar results were obtained in [23], although differentiability was not established for its local perturbation analysis. Simple as well as general multiple closed-loop eigenvalues are treated.
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U2 - 10.11650/twjm/1500406541
DO - 10.11650/twjm/1500406541
M3 - Article
AN - SCOPUS:84862950793
VL - 16
SP - 283
EP - 304
JO - Taiwanese Journal of Mathematics
JF - Taiwanese Journal of Mathematics
SN - 1027-5487
IS - 1
ER -