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Solving interpolation problems via generalized eigenvalue minimization
Generalized eigenvalue interpolation control system the analysis of linear matrix inequality
2015/8/12
A number of problems in the analysis and design of control systems may be reformulated as the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices which depend affi...
Generalized Eigenvalue Problems with Prespecified Eigenvalues
Pencils eigenvalues optimization of singular values inverse eigenvalue
2010/12/3
We consider the distance from a pencil AB (square or non-square) to the nearest
pencil (A + A) B in 2-norm that has the prespeci ed eigenvalues 1; : : : ; ` with
algebraic...
Asymptotic solutions of a generalized eigenvalue problem
Weight functions Asymptotic converge
2010/9/17
This paper provides a solution of a generalized eigenvalue problem for a fractional integrated processes. To this end two random matrices are constructed in order to take into account the stationarity...