Finding the nearest passive or nonpassive system via Hamiltonian eigenvalue optimization
From MaRDI portal
Publication:5014162
Abstract: We propose and study an algorithm for computing a nearest passive system to a given non-passive linear time-invariant system (with much freedom in the choice of the metric defining `nearest', which may be restricted to structured perturbations), and also a closely related algorithm for computing the structured distance of a given passive system to non-passivity. Both problems are addressed by solving eigenvalue optimization problems for Hamiltonian matrices that are constructed from perturbed system matrices. The proposed algorithms are two-level methods that optimize the Hamiltonian eigenvalue of smallest positive real part over perturbations of a fixed size in the inner iteration, using a constrained gradient flow. They optimize over the perturbation size in the outer iteration, which is shown to converge quadratically in the typical case of a defective coalescence of simple eigenvalues approaching the imaginary axis. For large systems, we propose a variant of the algorithm that takes advantage of the inherent low-rank structure of the problem. Numerical experiments illustrate the behavior of the proposed algorithms.
Recommendations
Cites work
- scientific article; zbMATH DE number 3533576 (Why is no real title available?)
- scientific article; zbMATH DE number 1445419 (Why is no real title available?)
- A Schur decomposition for Hamiltonian matrices
- A bisection method for computing the \(H_{\infty}\) norm of a transfer matrix and related problems
- A projector-splitting integrator for dynamical low-rank approximation
- Derivatives and Perturbations of Eigenvectors
- Discretized dynamical low-rank approximation in the presence of small singular values
- Dissipativity Enforcement via Perturbation of Para-Hermitian Pencils
- Dynamical Low‐Rank Approximation
- Fast Algorithms for the Approximation of the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
- Finding the nearest positive-real system
- Low rank differential equations for Hamiltonian matrix nearness problems
- Matrix Stabilization Using Differential Equations
- Numerical Linear Algebra Methods for Linear Differential-Algebraic Equations
- On computing the distance to stability for matrices using linear dissipative Hamiltonian systems
- Passivity Enforcement via Perturbation of Hamiltonian Matrices
- Perturbation theory for Hamiltonian matrices and the distance to bounded-realness
- Stability radii for linear Hamiltonian systems with dissipation under structure-preserving perturbations
- Stability radii for real linear Hamiltonian systems with perturbed dissipation
Cited in
(8)- Root-Max Problems, Hybrid Expansion-Contraction, and Quadratically Convergent Optimization of Passive Systems
- Perturbation theory for Hamiltonian matrices and the distance to bounded-realness
- Computation of the nearest structured matrix triplet with common null space
- Matrix nearness-based guaranteed passive system approximation
- Low rank differential equations for Hamiltonian matrix nearness problems
- Optimal robustness of passive discrete-time systems
- Finding the nearest positive-real system
- Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data
This page was built for publication: Finding the nearest passive or nonpassive system via Hamiltonian eigenvalue optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5014162)
