English

A note on approximating the nearest stable discrete-time descriptor system with fixed rank

Optimization and Control 2019-10-11 v1 Numerical Analysis

Abstract

Consider a discrete-time linear time-invariant descriptor system Ex(k+1)=Ax(k)Ex(k+1)=Ax(k) for kZ+k \in \mathbb Z_{+}. In this paper, we tackle for the first time the problem of stabilizing such systems by computing a nearby regular index one stable system E^x(k+1)=A^x(k)\hat E x(k+1)= \hat A x(k) with rank(E^)=r\text{rank}(\hat E)=r. We reformulate this highly nonconvex problem into an equivalent optimization problem with a relatively simple feasible set onto which it is easy to project. This allows us to employ a block coordinate descent method to obtain a nearby regular index one stable system. We illustrate the effectiveness of the algorithm on several examples.

Keywords

Cite

@article{arxiv.1807.04481,
  title  = {A note on approximating the nearest stable discrete-time descriptor system with fixed rank},
  author = {Nicolas Gillis and Michael Karow and Punit Sharma},
  journal= {arXiv preprint arXiv:1807.04481},
  year   = {2019}
}

Comments

10 pages, 3 tables, 1 figure

R2 v1 2026-06-23T02:58:39.046Z