Pseudospectra of Loewner Matrix Pencils
Numerical Analysis
2019-10-29 v1 Numerical Analysis
Spectral Theory
Abstract
Loewner matrix pencils play a central role in the system realization theory of Mayo and Antoulas, an important development in data-driven modeling. The eigenvalues of these pencils reveal system poles. How robust are the poles recovered via Loewner realization? With several simple examples, we show how pseudospectra of Loewner pencils can be used to investigate the influence of interpolation point location and partitioning on pole stability, the transient behavior of the realized system, and the effect of noisy measurement data. We include an algorithm to efficiently compute such pseudospectra by exploiting Loewner structure.
Cite
@article{arxiv.1910.12153,
title = {Pseudospectra of Loewner Matrix Pencils},
author = {Mark Embree and A. Cosmin Ionita},
journal= {arXiv preprint arXiv:1910.12153},
year = {2019}
}