Finding the nearest positive-real system
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Publication:4637764
DOI10.1137/17M1137176zbMATH Open1390.93296arXiv1707.00530MaRDI QIDQ4637764FDOQ4637764
Authors: Nicolas Gillis, Punit Sharma 
Publication date: 26 April 2018
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Abstract: The notion of positive realness for linear time-invariant (LTI) dynamical systems, equivalent to passivity, is one of the oldest in system and control theory. In this paper, we consider the problem of finding the nearest positive-real (PR) system to a non PR system: given an LTI control system defined by and , minimize the Frobenius norm of such that is a PR system. We first show that a system is extended strictly PR if and only if it can be written as a strict port-Hamiltonian system. This allows us to reformulate the nearest PR system problem into an optimization problem with a simple convex feasible set. We then use a fast gradient method to obtain a nearby PR system to a given non PR system, and illustrate the behavior of our algorithm on several examples. This is, to the best of our knowledge, the first algorithm that computes a nearby PR system to a given non PR system that (i) is not based on the spectral properties of related Hamiltonian matrices or pencils, (ii) allows to perturb all matrices describing the system, and (iii) does not make any assumption on the original given system.
Full work available at URL: https://arxiv.org/abs/1707.00530
Recommendations
Numerical mathematical programming methods (65K05) Linear ordinary differential equations and systems (34A30) Stability of control systems (93D99) Least squares and related methods for stochastic control systems (93E24)
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