Random matrices and controllability of dynamical systems

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Authors

External Organisational units

  • National and Kapodistrian University of Athens Department of Economics Domain of Mathematics and Informatics

Abstract

We introduce the concept of ϵ-uncontrollability for random linear systems, i.e. linear systems in which the usual matrices have been replaced by random matrices. We also estimate the ε-uncontrollability in the case where the matrices come from the Gaussian orthogonal ensemble. Our proof utilizes tools from systems theory, probability theory and convex geometry.

Details

Original languageEnglish
Pages (from-to)371-382
Number of pages12
JournalIMA Journal of Mathematical Control and Information
Volume39.2022
Issue number2
DOIs
Publication statusPublished - 5 May 2021
Externally publishedYes