Approximation of a parameter perturbation set by convex sets

Estimating an admissible parameter perturbation set in a real parameter space is addressed; Norm bounds may be too conservative. Also Matrix pencil method suffers from numerical difficulties. An improved matrix measure method is suggested to approximate an admissible parameter perturbation set by a series of convex sets. Each of the set can be computed by a matrix measure method which is easy to compute and is numerically stable.