Authors

C. Mehl, V. Mehrmann, M. Wojtylak

Abstract

We study the characterization of several distance problems for linear differential-algebraic systems with dissipative Hamiltonian structure. Since all models are only approximations of reality and data are always inaccurate, it is an important question whether a given model is close to a ‘bad’ model that could be considered as ill-posed or singular. This is usually done by computing a distance to the nearest model with such properties. We will discuss the distance to singularity, the distance to the nearest high index problem, and the distance to instability for dissipative Hamiltonian systems. While for general unstructured differential-algebraic systems the characterization of these distances are partially open problems, we will show that for dissipative Hamiltonian systems and related matrix polynomials there exist explicit characterizations that can be implemented numerically.

Keywords

Distance to singularity; Distance to high index problem; Distance to instability; Dissipative Hamiltonian system; Differential-algebraic system; Matrix pencil; Kronecker canonical form

Citation

  • Journal: Linear Algebra and its Applications
  • Year: 2021
  • Volume: 623
  • Issue:
  • Pages: 335–366
  • Publisher: Elsevier BV
  • DOI: 10.1016/j.laa.2020.05.026
  • Note: Special issue in honor of Paul Van Dooren

BibTeX

@article{Mehl_2021,
  title={{Distance problems for dissipative Hamiltonian systems and related matrix polynomials}},
  volume={623},
  ISSN={0024-3795},
  DOI={10.1016/j.laa.2020.05.026},
  journal={Linear Algebra and its Applications},
  publisher={Elsevier BV},
  author={Mehl, C. and Mehrmann, V. and Wojtylak, M.},
  year={2021},
  pages={335--366}
}

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References