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

DOI10.1016/J.APNUM.2019.09.004zbMATH Open1427.93131arXiv1807.04481OpenAlexW2841025320MaRDI QIDQ2010262FDOQ2010262

Michael Karow, Punit Sharma, Nicolas Gillis

Publication date: 27 November 2019

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

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.

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)

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Cited In (1)

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