Stability Radii of Linear Discrete{time Systems and Symplectic Pencils
نویسندگان
چکیده
In this paper, we introduce and analyze robustness measures for the stability of discrete-time systems x(t+1) = Ax(t) under parameter perturbations of the form A ! A + BDC where B; C are given matrices. In particular we characterize the stability radius of the uncertain system x(t+1) = (A+BDC)x(t), D an unknown complex perturbation matrix, via an associated symplectic pencil and present an algorithm for the computation of that radius.
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