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 for . In this paper, we tackle for the first time the problem of stabilizing such systems by computing a nearby regular index one stable system with . 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.
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