A have matrix A. The values and eigenvalues are:
1.0000 0.0500 0 0 0
0 0.9248 0.2489 0 0
0 -0.0179 0.9998 0 0
0 0 0 1.0000 0
0 0 0 0 1.0000
end
1.0000
0.9623 + 0.0551i
0.9623 - 0.0551i
1.0000
1.0000
This matrix is matrix A for linear discrite time system in state space form:
x(k+1) = A*x(k) + B*u(k)
y(k) = C*x(k)
I use linear matrix inequality to design observer for state estimation. The problem is that my problem to solve is infeasible. However if I multiply the matrix A by 0.9 then eigenvalues are
0.9000
0.8660 + 0.0496i
0.8660 - 0.0496i
0.9000
0.9000
No my problem is feasible. Can I scale matrix A? More precisely, can I scale eigenvalues in matrix A to obtain eigenvalues las then 1 ?