Thumbnail Image

Symplectic, BVD, and Palindromic Approaches to Discrete-Time Control Problems

Byers, Ralph; Mackey, D. Steven; Mehrmann, Volker; Xu, Hongguo

Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin

We give several different formulations for the discrete-time linear-quadratic control problem in terms of structured eigenvalue problems, and discuss the relationships among the associated structured objects: symplectic matrices and pencils, BVD-pencils and polynomials, and the recently introduced classes of palindromic pencils and matrix polynomials. We show how these structured objects can be transformed into each other, and also how their eigenvalues, eigenvectors and invariant/deflating subspaces are related.