On equivalence of pencils from discrete-time and continuous-time control |
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Authors: | Hongguo Xu |
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Institution: | Department of Mathematics, University of Kansas, 405 Snow Hall, Lawrence, KS 66045, USA |
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Abstract: | We study two matrix pencils that arise, respectively, in discrete-time and continuous-time optimal and robust control. We introduce a one-to-one transformation between these two pencils. We show that for the pencils under the transformation, their regularity is preserved and their eigenvalues and deflating subspaces are equivalently related. The eigen-structures of the pencils under consideration have strong connections with the associated control problems. Our result may be applied to connect the discrete-time and continuous-time control problems and eventually lead to a unified treatment of these two types of control problems. |
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Keywords: | 15A18 15A22 93B40 93B36 65F15 |
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