English

Perturbation theory of transfer function matrices

Numerical Analysis 2022-07-19 v2 Numerical Analysis

Abstract

Zeros of rational transfer function matrices R(λ)R(\lambda) are the eigenvalues of associated polynomial system matrices P(λ)P(\lambda), under minimality conditions. In this paper we define a structured condition number for a simple eigenvalue λ0\lambda_0 of a (locally) minimal polynomial system matrix P(λ)P(\lambda), which in turn is a simple zero λ0\lambda_0 of its transfer function matrix R(λ)R(\lambda). Since any rational matrix can be written as the transfer function of a polynomial system matrix, our analysis yield a structured perturbation theory for simple zeros of rational matrices R(λ)R(\lambda). To capture all the zeros of R(λ)R(\lambda), regardless of whether they are poles or not, we consider the notion of root vectors. As corollaries of the main results, we pay particular attention to the special case of λ0\lambda_0 being not a pole of R(λ)R(\lambda) since in this case the results get simpler and can be useful in practice. We also compare our structured condition number with Tisseur's unstructured condition number for eigenvalues of matrix polynomials, and show that the latter can be unboundedly larger. Finally, we corroborate our analysis by numerical experiments.

Keywords

Cite

@article{arxiv.2207.06791,
  title  = {Perturbation theory of transfer function matrices},
  author = {Vanni Noferini and Lauri Nyman and Javier Pérez and María C. Quintana},
  journal= {arXiv preprint arXiv:2207.06791},
  year   = {2022}
}

Comments

20 pages, 6 figures

R2 v1 2026-06-25T00:54:36.823Z