Balancing Skew-Hamiltonian/Hamiltonian Pencils - With Applications in Control Engineering

  title={Balancing Skew-Hamiltonian/Hamiltonian Pencils - With Applications in Control Engineering},
  author={Vasile Sima},
  • V. Sima
  • Published in ICINCO 29 July 2016
  • Mathematics
Badly-scaled matrix pencils could reduce the reliability and accuracy of computed results for many numerical problems, including computation of eigenvalues and deflating subspaces, which are needed in many key procedures for optimal and H∞ control, model reduction, spectral factorization, and so on. Standard balancing techniques can improve the results in many cases, but there are situations when the solution of the scaled problem is much worse than that for the unscaled problem. This paper… 

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