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Linear perturbation theory for structured matrix pencils arising in control theory

Bora, Shreemayee; Mehrmann, Volker

Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin

We investigate the effect of linear perturbations on several structured matrix pencils arising in control theory. These include skew-symmetric/symmetric pencils arising in the computation of optimal $H_\infty$ control and linear quadratic control for continuous and discrete time systems.