Linear Algebra Properties of Dissipative Hamiltonian Descriptor Systems
Authors
C. Mehl, V. Mehrmann, M. Wojtylak
Abstract
A wide class of matrix pencils connected with dissipative Hamiltonian descriptor systems is investigated. In particular, the following properties are shown: all eigenvalues are in the closed left half plane, the nonzero finite eigenvalues on the imaginary axis are semisimple, the index is at most two, and there are restrictions for the possible left and right minimal indices. For the case that the eigenvalue zero is not semisimple, a structure-preserving method is presented that perturbs the given system into a Lyapunov stable system.
Citation
- Journal: SIAM Journal on Matrix Analysis and Applications
- Year: 2018
- Volume: 39
- Issue: 3
- Pages: 1489–1519
- Publisher: Society for Industrial & Applied Mathematics (SIAM)
- DOI: 10.1137/18m1164275
BibTeX
@article{Mehl_2018,
title={{Linear Algebra Properties of Dissipative Hamiltonian Descriptor Systems}},
volume={39},
ISSN={1095-7162},
DOI={10.1137/18m1164275},
number={3},
journal={SIAM Journal on Matrix Analysis and Applications},
publisher={Society for Industrial & Applied Mathematics (SIAM)},
author={Mehl, C. and Mehrmann, V. and Wojtylak, M.},
year={2018},
pages={1489--1519}
}References
- Astolfi, A., Ortega, R. & Venkatraman, A. A globally exponentially convergent immersion and invariance speed observer for mechanical systems with non-holonomic constraints. Automatica vol. 46 182–189 (2010) – 10.1016/j.automatica.2009.10.027
- C. Beattie, V. Mehrmann, H. Xu, and H. Zwart, Port-Hamiltonian Descriptor Systems , Preprint 06-2017, Institut für Mathematik, TU Berlin, 2017.
- Breedveld P. C., UK (2008)
- Brenan KE, Campbell SL, Petzold LR (1995) Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations. Society for Industrial and Applied Mathematics – 10.1137/1.9781611971224
- Dai L (ed) (1989) Singular Control Systems. Springer-Verlag, Berlin/Heidelberg – 10.1007/bfb0002475
- De Teran, F., Dopico, F. & Mackey, D. Linearizations of singular matrix polynomials and the recovery of minimal indices. The Electronic Journal of Linear Algebra vol. 18 (2009) – 10.13001/1081-3810.1320
- Van Dooren P (1983) Reducing subspaces: Definitions, properties and algorithms. In: Lecture Notes in Mathematics. Springer Berlin Heidelberg, Berlin, Heidelberg, pp 58–73 – 10.1007/bfb0062094
- Egger, H., Kugler, T., Liljegren-Sailer, B., Marheineke, N. & Mehrmann, V. On Structure-Preserving Model Reduction for Damped Wave Propagation in Transport Networks. SIAM Journal on Scientific Computing vol. 40 A331–A365 (2018) – 10.1137/17m1125303
- Emmrich, E. & Mehrmann, V. Operator Differential-Algebraic Equations Arising in Fluid Dynamics. Computational Methods in Applied Mathematics vol. 13 443–470 (2013) – 10.1515/cmam-2013-0018
- Foias C., New York (1990)
- Freund R. W., New York (2011)
- M. Froidevaux, A Structure Preserving Trimmed Linearization for Quadratic Eigenvalue Problems , Master thesis, École Polytechnique Fédérale de Lausanne, Switzerland, 2016.
- Fujimoto, K., Sakai, S. & Sugie, T. Passivity based control of a class of Hamiltonian systems with nonholonomic constraints. Automatica vol. 48 3054–3063 (2012) – 10.1016/j.automatica.2012.08.032
- F. R. Gantmacher, Theory of Matrices , vol. 1, Chelsea, New York, 1959.
- Gillis N, Mehrmann V, Sharma P (2018) Computing the nearest stable matrix pairs. Numerical Linear Algebra App 25(5):e2153. https://doi.org/10.1002/nla.2153 – 10.1002/nla.2153
- Golo G., Heidelberg (2003)
- G. H. Golub and C. F. Van Loan, Matrix Computations , 3rd ed, Johns Hopkins University Press, Baltimore, 1996.
- Gräbner, N., Mehrmann, V., Quraishi, S., Schröder, C. & von Wagner, U. Numerical methods for parametric model reduction in the simulation of disk brake squeal. ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik vol. 96 1388–1405 (2016) – 10.1002/zamm.201500217
- Ishihara J. Y., Orlando, FL (2001)
- Ishihara, J. Y. & Terra, M. H. On the Lyapunov theorem for singular systems. IEEE Transactions on Automatic Control vol. 47 1926–1930 (2002) – 10.1109/tac.2002.804463
- Jacob B, Zwart HJ (2012) Linear Port-Hamiltonian Systems on Infinite-dimensional Spaces. Springer Basel, Basel – 10.1007/978-3-0348-0399-1
- P. Lancaster and M. Tismenetsky, The Theory of Matrices , 2nd ed., Academic Press, Orlando, FL, 1985.
- Maddocks, J. H., Overton, M. L., Maddocks, J. H. & Overton, M. L. Stability theory for dissipatively perturbed hamiltonian systems. Communications on Pure and Applied Mathematics vol. 48 583–610 (1995) – 10.1002/cpa.3160480602
- Maehara, T. & Murota, K. Simultaneous singular value decomposition. Linear Algebra and its Applications vol. 435 106–116 (2011) – 10.1016/j.laa.2011.01.007
- Mehl, C., Mehrmann, V. & Sharma, P. Stability Radii for Linear Hamiltonian Systems with Dissipation Under Structure-Preserving Perturbations. SIAM Journal on Matrix Analysis and Applications vol. 37 1625–1654 (2016) – 10.1137/16m1067330
- Mehrmann, V. & Poloni, F. An inverse‐free ADI algorithm for computing Lagrangian invariant subspaces. Numerical Linear Algebra with Applications vol. 23 147–168 (2015) – 10.1002/nla.2018
- Putting energy back in control. IEEE Control Systems vol. 21 18–33 (2001) – 10.1109/37.915398
- Paige, C. & Van Loan, C. A Schur decomposition for Hamiltonian matrices. Linear Algebra and its Applications vol. 41 11–32 (1981) – 10.1016/0024-3795(81)90086-0
- L. Scholz, Condensed Forms for Linear Port-Hamiltonian Descriptor Systems , Preprint 09-2017, Institut für Mathematik, TU Berlin, 2017.
- Schaft AJ (2004) Port-Hamiltonian Systems: Network Modeling and Control of Nonlinear Physical Systems. In: Advanced Dynamics and Control of Structures and Machines. Springer Vienna, Vienna, pp 127–167 – 10.1007/978-3-7091-2774-2_9
- van der Schaft A. J., Spain (2006)
- van der Schaft A. J., New York (2013)
- T. Stykel, Analysis and Numerical Solution of Generalized Lyapunov Equations , thesis, Technische Universität Berlin, Berlin, Germany, 2002.
- Takaba, K., Morihira, N. & Katayama, T. A generalized Lyapunov theorem for descriptor system. Systems & Control Letters vol. 24 49–51 (1995) – 10.1016/0167-6911(94)00041-s
- Taslaman, L. Strongly Damped Quadratic Matrix Polynomials. SIAM Journal on Matrix Analysis and Applications vol. 36 461–475 (2015) – 10.1137/140959390
- Thompson, R. C. The characteristic polynomial of a principal subpencil of a Hermitian matrix pencil. Linear Algebra and its Applications vol. 14 135–177 (1976) – 10.1016/0024-3795(76)90021-5
- Tisseur, F. & Meerbergen, K. The Quadratic Eigenvalue Problem. SIAM Review vol. 43 235–286 (2001) – 10.1137/s0036144500381988
- Veselić K (2011) Damped Oscillations of Linear Systems. Springer Berlin Heidelberg, Berlin, Heidelberg – 10.1007/978-3-642-21335-9