Finding the nearest positive-real system
From MaRDI portal
Publication:4637764
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.
Recommendations
Cites work
- scientific article; zbMATH DE number 3138903 (Why is no real title available?)
- scientific article; zbMATH DE number 3850830 (Why is no real title available?)
- scientific article; zbMATH DE number 3513598 (Why is no real title available?)
- scientific article; zbMATH DE number 3435368 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 2229937 (Why is no real title available?)
- A bisection method for computing the \(H_{\infty}\) norm of a transfer matrix and related problems
- A theory of passive linear systems with no assumptions
- Accelerated gradient methods for nonconvex nonlinear and stochastic programming
- An extension of the positive real lemma to descriptor systems
- Approximation of Large-Scale Dynamical Systems
- Behavior of accelerated gradient methods near critical points of nonconvex functions
- Computing a nearest symmetric positive semidefinite matrix
- Computing the nearest stable matrix pairs.
- Control of large flexible space structures
- Design of strictly positive real systems using constant output feedback
- Dissipative dynamical systems. II: Linear systems with quadratic supply rates
- Dissipative systems analysis and control. Theory and applications
- Dissipativity Enforcement via Perturbation of Para-Hermitian Pencils
- Frequency domain conditions for strictly positive real functions
- Graph implementations for nonsmooth convex programs
- Hamiltonian formulation of distributed-parameter systems with boundary energy flow
- Introductory lectures on convex optimization. A basic course.
- Linear Matrix Inequalities in System and Control Theory
- Linear port-Hamiltonian descriptor systems
- Low rank differential equations for Hamiltonian matrix nearness problems
- On computing the distance to stability for matrices using linear dissipative Hamiltonian systems
- On positive realness of descriptor systems
- On stabilization methods of descriptor systems
- On the stability radius of a generalized state-space system
- Passivity Enforcement via Perturbation of Hamiltonian Matrices
- Perturbation theory for Hamiltonian matrices and the distance to bounded-realness
- Port-Hamiltonian Differential-Algebraic Systems
- Port-Hamiltonian systems on graphs
- Port-Hamiltonian systems theory: an introductory overview
- Port-Hamiltonian systems: an introductory survey
- SDPT3 — A Matlab software package for semidefinite programming, Version 1.3
- Solution to the positive real control problem for linear time-invariant systems
- Solving semidefinite-quadratic-linear programs using SDPT3
- Stability radii for linear Hamiltonian systems with dissipation under structure-preserving perturbations
- Stability radii for real linear Hamiltonian systems with perturbed dissipation
- Strictly positive real transfer functions revisited
- The autonomous linear quadratic control problem. Theory and numerical solution
- Time domain and frequency domain conditions for strict positive realness
Cited in
(17)- Robust port-Hamiltonian representations of passive systems
- A note on approximating the nearest stable discrete-time descriptor systems with fixed rank
- An overview on recent machine learning techniques for port Hamiltonian systems
- Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data
- Approximating the nearest stable discrete-time system
- Minimal-norm static feedbacks using dissipative Hamiltonian matrices
- Matrix nearness-based guaranteed passive system approximation
- Finding the nearest passive or nonpassive system via Hamiltonian eigenvalue optimization
- Structured backward errors for eigenvalues of linear port-Hamiltonian descriptor systems
- Computation of the nearest structured matrix triplet with common null space
- Improved a posteriori error bounds for reduced port-Hamiltonian systems
- Root-Max Problems, Hybrid Expansion-Contraction, and Quadratically Convergent Optimization of Passive Systems
- A non-intrusive method to inferring linear port-Hamiltonian realizations using time-domain data
- Characterizing matrices with eigenvalues in an LMI region: a dissipative-Hamiltonian approach
- Distance problems for dissipative Hamiltonian systems and related matrix polynomials
- Fixed-order H-infinity controller design for port-Hamiltonian systems
- Structured eigenvalue/eigenvector backward errors of matrix pencils arising in optimal control
This page was built for publication: Finding the nearest positive-real system
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4637764)