Nonequivalence transformation of?-matrix eigenproblems and model embedding approach to model tuning

Abstract

In this paper we present some theory for a non-equivalence transformation of matrix eigenvalues for λ-matrix polynomials. Application of this transformation to eigenvalue embedding for model tuning on a realistic industry problem is illustrated. The new approach has several advantages such as flexibility, efficiency, and structure-preservation. A numerical experiment on a pseudosimulation data set from The Boeing Company is reported. Copyright © 2001 John Wiley & Sons, Ltd.