A note on approximating the nearest stable discrete-time descriptor systems with fixed rank

DOI10.1016/J.APNUM.2019.09.004MaRDI QIDQ2010262zbMATH OpenOpenAlexFDO

Authors Nicolas Gillis, Michael Karow, Punit Sharma

Publication date 27 November 2019

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.04481

zbMATH Keywords

convex optimizationstabilitylinear discrete-time systemsstability radius

Mathematics Subject Classification ID

Convex programming (90C25) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05)

Abstract: Consider a discrete-time linear time-invariant descriptor system $Ex(k+1)=Ax(k)$ for $kinmathbb{Z}_{+}$. In this paper, we tackle for the first time the problem of stabilizing such systems by computing a nearby regular index one stable system $hatEx(k+1)=hatAx(k)$ with $extrank(hatE)=r$. We reformulate this highly nonconvex problem into an equivalent optimization problem with a relatively simple feasible set onto which it is easy to project. This allows us to employ a block coordinate descent method to obtain a nearby regular index one stable system. We illustrate the effectiveness of the algorithm on several examples.

Recommendations

• Approximating the nearest stable discrete-time system
• Nonnegativity, stability, and regularization of discrete-time descriptor systems
• A note on the existence of a solution and stability for Lipschitz discrete-time descriptor systems
• Stability robustness of discrete-time perturbed descriptor systems
• Stability of linear discrete descriptor systems in the sense of Lyapunov
• scientific article; zbMATH DE number 2159117
• A note on stabilization of discrete nonlinear systems
• On stabilization methods of descriptor systems
• A Lyapunov analysis of stability robustness for discrete linear descriptor systems

Cites work

• scientific article; zbMATH DE number 3138903 (Why is no real title available?)
• A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices
• Computing the nearest stable matrix pairs.
• Finding the nearest positive-real system
• Matrix Stabilization Using Differential Equations
• Nearest stable system using successive convex approximations
• On Nonsingularity Verification of Uncertain Matrices Over a Quadratically Constrained Set
• On computing the distance to stability for matrices using linear dissipative Hamiltonian systems
• On stabilization methods of descriptor systems
• On the closest stable/unstable nonnegative matrix and related stability radii
• On the stability radius of a generalized state-space system
• Perturbation theory for Hamiltonian matrices and the distance to bounded-realness
• Robust stability of differential-algebraic equations
• Singular control systems
• Stability radii for real linear Hamiltonian systems with perturbed dissipation
• Stability radii of linear systems
• The autonomous linear quadratic control problem. Theory and numerical solution

Cited in

(4)

• Nearest \(\Omega \)-stable matrix via Riemannian optimization
• Approximating the nearest stable discrete-time system
• The stability by linear approximation of discrete-time nonlinear singular systems
• Nearest stable system using successive convex approximations

This page was built for publication: A note on approximating the nearest stable discrete-time descriptor systems with fixed rank

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2010262)