A problem of robustness theory (Q1841059)
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scientific article; zbMATH DE number 1568574
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A problem of robustness theory |
scientific article; zbMATH DE number 1568574 |
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A problem of robustness theory (English)
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22 February 2001
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A simple estimate of the distance of a stable matrix to the set of unstable matrices is proposed. The estimate makes use of the stability margin of the matrix and of the condition number of the Gram matrix, constructed from the eigenvectors of the original matrix. The estimate is valid not only for matrices with distinct eigenvalues but also for any matrix for which the geometric multiplicity of each eigenvalue coincides with its algebraic multiplicity.
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stability margin
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condition number
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Gram matrix
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0.86212236
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0.8564999
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