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Perturbation and robust stability of autonomous singular linear matrix difference equations
Authors:Ioannis K Dassios
Institution:Department of Mathematics, University of Athens, Panepistimioupolis, GR-15784 Athens, Greece
Abstract:In the perturbation theory of linear matrix difference equations, it is well known that the theory of finite and infinite elementary divisors of regular matrix pencils is complicated by the fact that arbitrarily small perturbations of the pencil can cause them to disappear. In this paper, the perturbation theory of complex Weierstrass canonical form for regular matrix pencils is investigated. By using matrix pencil theory and the Weierstrass canonical form of the pencil we obtain bounds for the finite elementary divisors of a perturbed pencil. Moreover we study robust stability of a class of linear matrix difference equations (of first and higher order) whose coefficients are square constant matrices.
Keywords:Linear difference equations  Stability  Discrete time system  Perturbation  Matrix  Robust stability  Difference equations
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