Approximating the nearest stable discrete-time system
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Publication:2419035
Abstract: In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix is stable if and only if it can be written as , where is positive definite, is orthogonal, and is a positive semidefinite contraction (that is, the singular values of are less or equal to 1). This characterization results in an equivalent non-convex optimization problem with a feasible set on which it is easy to project. We propose a very efficient fast projected gradient method to tackle the problem in variables and generate locally optimal solutions. We show the effectiveness of the proposed method compared to other approaches.
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Cited in
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- Stable reduced-rank VAR identification
- On the nearest stable \(2\times 2\) matrix, dedicated to Prof. Sze-Bi Hsu in appreciation of his inspiring ideas
- Discrete multivariable system approximations by minimal Pade-type stable models
- Stabilizing reinforcement learning control: a modular framework for optimizing over all stable behavior
- Minimal-norm static feedbacks using dissipative Hamiltonian matrices
- Characterizing matrices with eigenvalues in an LMI region: a dissipative-Hamiltonian approach
- Computing the nearest stable matrix pairs.
- Nearest stable system using successive convex approximations
- Stability preserving data-driven models with latent dynamics
- A note on approximating the nearest stable discrete-time descriptor systems with fixed rank
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