A predictor-corrector type algorithm for the pseudospectral abscissa computation of time-delay systems
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Abstract: The pseudospectrum of a linear time-invariant system is the set in the complex plane consisting of all the roots of the characteristic equation when the system matrices are subjected to all possible perturbations with a given upper bound. The pseudospectral abscissa is defined as the maximum real part of the characteristic roots in the pseudospectrum and, therefore, it is for instance important from a robust stability point of view. In this paper we present an accurate method for the computation of the pseudospectral abscissa of retarded delay differential equations with discrete pointwise delays. Our approach is based on the connections between the pseudospectrum and the level sets of an appropriately defined complex function. The computation is done in two steps. In the prediction step, an approximation of the pseudospectral abscissa is obtained based on a rational approximation of the characteristic matrix and the application of a bisection algorithm. Each step in this bisection algorithm relies on checking the presence of the imaginary axis eigenvalues of a complex matrix, similar to the delay free case. In the corrector step, the approximate pseudospectral abscissa is corrected to any given accuracy, by solving a set of nonlinear equations that characterize extreme points in the pseudospectrum contours.
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Cites work
- scientific article; zbMATH DE number 798179 (Why is no real title available?)
- scientific article; zbMATH DE number 852536 (Why is no real title available?)
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Cited in
(12)- A memory-efficient model order reduction for time-delay systems
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- A rank-exploiting infinite Arnoldi algorithm for nonlinear eigenvalue problems.
- Pseudospectral method for assessing stability robustness for linear time-periodic delayed dynamical systems
- Pseudospectra and stability radii for analytic matrix functions with application to time-delay systems
- Design of structured controllers for linear time-delay systems
- A globally convergent method to compute the real stability radius for time-delay systems
- Fast-lifting approach to the computation of the spectrum of retarded time-delay systems
- Reliably computing all characteristic roots of delay differential equations in a given right half plane using a spectral method
- Pseudospectra analysis, nonlinear eigenvalue problems, and studying linear systems with delays
- The Lanczos tau framework for time-delay systems: Padé approximation and collocation revisited
- An iterative method for computing the pseudospectral abscissa for a class of nonlinear eigenvalue problems
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