Numerical Algebra Matrix Theory Differential Algebraic Equations And Control Theory

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Numerical Algebra, Matrix Theory, Differential-Algebraic Equations and Control Theory

This edited volume highlights the scientific contributions of Volker Mehrmann, a leading expert in the area of numerical (linear) algebra, matrix theory, differential-algebraic equations and control theory. These mathematical research areas are strongly related and often occur in the same real-world applications. The main areas where such applications emerge are computational engineering and sciences, but increasingly also social sciences and economics. This book also reflects some of Volker Mehrmann's major career stages. Starting out working in the areas of numerical linear algebra (his first full professorship at TU Chemnitz was in "Numerical Algebra," hence the title of the book) and matrix theory, Volker Mehrmann has made significant contributions to these areas ever since. The highlights of these are discussed in Parts I and II of the present book. Often the development of new algorithms in numerical linear algebra is motivated by problems in system and control theory. These and his later major work on differential-algebraic equations, to which he together with Peter Kunkel made many groundbreaking contributions, are the topic of the chapters in Part III. Besides providing a scientific discussion of Volker Mehrmann's work and its impact on the development of several areas of applied mathematics, the individual chapters stand on their own as reference works for selected topics in the fields of numerical (linear) algebra, matrix theory, differential-algebraic equations and control theory.
Spectral Perturbation & Optimization of Matrix Pencils

Author: Hannes Gernandt
language: en
Publisher: BoD – Books on Demand
Release Date: 2021-01-01
In this thesis we study the eigenvalues of linear matrix pencils and their behavior under perturbations of the pencil coefficients. In particular we address (i) Possibility of eigenvalue assignment under structured rank-one perturbations; (ii) Distance to nearest pencils with a prescribed set of eigenvalues in norm and gap distance; (iii) Computing nearest matrix pencils with prescribed eigenvalues using structured perturbations. In (i) and (ii) we exploit the connection between matrix pencils and certain subspaces via their Weyr characteristics. This provides a way of lifting perturbation measures for subspaces such as the gap distance to the set of matrix pencils. In (iii) one has to solve a large scale non-convex optimization problem which appears e.g. in optimal redesign of integrated circuits. We show how feasible solutions close to the optimal value can be computed. Finally, this is used to improve the bandwidth of two circuits (two-stage CMOS & μA741).
Solving Fault Diagnosis Problems

This book addresses fault detection and isolation topics from a computational perspective. Unlike most existing literature, it bridges the gap between the existing well-developed theoretical results and the realm of reliable computational synthesis procedures. The model-based approach to fault detection and diagnosis has been the subject of ongoing research for the past few decades. While the theoretical aspects of fault diagnosis on the basis of linear models are well understood, most of the computational methods proposed for the synthesis of fault detection and isolation filters are not satisfactory from a numerical standpoint. Several features make this book unique in the fault detection literature: Solution of standard synthesis problems in the most general setting, for both continuous- and discrete-time systems, regardless of whether they are proper or not; consequently, the proposed synthesis procedures can solve a specific problem whenever a solution exists Emphasis on the best numerical algorithms to solve the synthesis problems for linear systems in generalized state-space form (also known as descriptor systems) Development of general synthesis procedures relying on new computational paradigms, such as factorization-based design based on filter updating techniques and nullspace-based synthesis Availability of a comprehensive set of free accompanying software tools for descriptor systems, which allows readers to easily implement all synthesis procedures presented in the book and ensures that all results are reproducible This book is primarily intended for researchers and advanced graduate students in the areas of fault diagnosis and fault-tolerant control. It will also appeal to mathematicians with an interest in control-oriented numerics.