Imaginary axis eigenvalues of Hamiltonian matrix: controllability, defectiveness and the ϵ-characteristic

Abstract

The eigenstructure of imaginary axis eigenvalues of a Hamiltonian matrix is of importance in many fields of control systems, for example, in stability analysis of linear Hamiltonian systems, computation of the solutions of an algebraic Riccati equation (ARE), existence of a Lyapunov function for LTI systems, etc. The dynamical system consisting of all stationary trajectories for an optimal control problem – often called the Hamiltonian system – is known to admit, in its state space dynamical equation, a Hamiltonian matrix for the system matrix. In each of these cases, defectiveness of imaginary axis eigenvalues of a Hamiltonian matrix turns out to be of crucial importance. For example, defectiveness causes unboundedness of the oscillatory stationary trajectories in the Hamiltonian system. A characterisation of the ARE solutions in terms of Lagrangian invariant subspaces of the Hamiltonian matrix when the imaginary axis eigenvalues are defective has been addressed in the literature for the controllable case. This paper focuses on the general case of uncontrollable systems; we formulate conditions under which the imaginary axis eigenvalues of the Hamiltonian matrix are non-defective: this is central for solutions corresponding to imaginary axis eigenvalues to not become unbounded. We provide conditions on the so-called -characteristic of the non-defective imaginary axis eigenvalue: this helps in the characterisation of Lagrangian invariant subspaces. We formulate conditions under which a passivity-based Hamiltonian matrix is normal (i.e. it commutes with its transpose), and we link normality of such Hamiltonian matrices with all-pass behaviour. In summary, this paper formulates results that link defectiveness of imaginary axis eigenvalues of Hamiltonian matrix to solvabilities of Lyapunov and Algebraic Riccati equations, controllability/observability, -characteristic and sign-controllability. We consider examples in the area of bounded-real transfer functions and RLC circuits, both controllable and uncontrollable, to study applicability of the results of this paper.