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Related papers: Finding the nearest positive-real system

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In this paper, we consider linear time-invariant continuous control systems which are bounded real, also known as scattering passive. Our main theoretical contribution is to show the equivalence between such systems and port-Hamiltonian…

Optimization and Control · Mathematics 2025-01-22 Karim Cherifi , Nicolas Gillis , Punit Sharma

In these lectures notes, we review our recent works addressing various problems of finding the nearest stable system to an unstable one. After the introduction, we provide some preliminary background, namely, defining Port-Hamiltonian…

Optimization and Control · Mathematics 2022-02-08 Nicolas Gillis , Punit Sharma

This paper proposes a mechanism to fine-tune convex approximations of probabilistic reachable sets (PRS) of uncertain dynamic systems. We consider the case of unbounded uncertainties, for which it may be impossible to find a bounded…

Robotics · Computer Science 2024-02-06 Pengcheng Wu , Sonia Martinez , Jun Chen

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…

Numerical Analysis · Mathematics 2021-03-04 Antonio Fazzi , Nicola Guglielmi , Christian Lubich

The negative imaginary (NI) systems theory has attracted interests due to the robustness properties of feedback interconnected NI systems. However, a full output optimal controller-synthesis methodology, for such class of systems, is yet to…

Optimization and Control · Mathematics 2022-04-05 Mohamed Mabrok

The relationship between port-Hamiltonian and positive real descriptor systems is investigated. It is well-known that port-Hamiltonian systems are positive real, but the converse implication does not always hold. In [K. Cherifi, H.…

Optimization and Control · Mathematics 2024-08-27 Delin Chu , Volker Mehrmann

We construct optimally robust port-Hamiltonian realizations of a given rational transfer function that represents a passive system. We show that the realization with a maximal passivity radius is a normalized port-Hamiltonian one. Its…

Optimization and Control · Mathematics 2019-05-01 Volker Mehrmann , Paul Van Dooren

We develop a new numerical method for approximating the infinite time reachable set of strictly stable linear control systems. By solving a linear program with a constraint that incorporates the system dynamics, we compute a polytope with…

Optimization and Control · Mathematics 2019-04-03 Andreas Ernst , Lars Grüne , Janosch Rieger

We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the…

Dynamical Systems · Mathematics 2023-02-13 Riccardo Morandin , Jonas Nicodemus , Benjamin Unger

We consider in this paper the problem of computing a nonnegative low-rank approximation of the rightmost eigenpair of a linear matrix-valued real operator. We propose an algorithm based on the time integration of a suitable differential…

Numerical Analysis · Mathematics 2026-03-16 Nicolas Gillis , Carmela Scalone

We propose a fast method to approximate the real stability radius of a linear dynamical system with output feedback, where the perturbations are restricted to be real valued and bounded with respect to the Frobenius norm. Our work builds on…

Optimization and Control · Mathematics 2017-02-09 Nicola Guglielmi , Mert Gurbuzbalaban , Tim Mitchell , Michael Overton

Matrix rank minimization problems are gaining a plenty of recent attention in both mathematical and engineering fields. This class of problems, arising in various and across-discipline applications, is known to be NP-hard in general. In…

Optimization and Control · Mathematics 2010-10-06 Yun-Bin Zhao

We present a gradient-based identification algorithm to identify the system matrices of a linear port-Hamiltonian system from given input-output time data. Aiming for a direct structure-preserving approach, we employ techniques from optimal…

Optimization and Control · Mathematics 2023-12-22 Michael Günther , Birgit Jacob , Claudia Totzeck

This paper considers the non-convex problem of finding the nearest Metzler matrix to a given possibly unstable matrix. Linear systems whose state vector evolves according to a Metzler matrix have many desirable properties in analysis and…

Optimization and Control · Mathematics 2017-09-11 James Anderson

It is well known that any port-Hamiltonian (pH) system is passive, and conversely, any minimal and stable passive system has a pH representation. Nevertheless, this equivalence is only concerned with the input-output mapping but not with…

Optimization and Control · Mathematics 2025-03-12 Tobias Holicki , Jonas Nicodemus , Paul Schwerdtner , Benjamin Unger

In this paper we present a new approach towards global passive approximation in order to find a passive transfer function G(s) that is nearest in some well-defined matrix norm sense to a non-passive transfer function H(s). It is based on…

Systems and Control · Computer Science 2012-09-25 Luc Knockaert

We address the problem of learning the parameters of a stable linear time invariant (LTI) system or linear dynamical system (LDS) with unknown latent space dimension, or order, from a single time--series of noisy input-output data. We focus…

Systems and Control · Computer Science 2020-04-09 Tuhin Sarkar , Alexander Rakhlin , Munther A. Dahleh

Among several tasks in Machine Learning, a specially important one is that of inferring the latent variables of a system and their causal relations with the observed behavior. Learning a Hidden Markov Model of given stochastic process is a…

Quantum Physics · Physics 2016-01-08 Alex Monràs , Andreas Winter

Networked discrete dynamical systems are often used to model the spread of contagions and decision-making by agents in coordination games. Fixed points of such dynamical systems represent configurations to which the system converges. In the…

Social and Information Networks · Computer Science 2024-04-02 Zirou Qiu , Chen Chen , Madhav V. Marathe , S. S. Ravi , Daniel J. Rosenkrantz , Richard E. Stearns , Anil Vullikanti

This paper studies stabilization of linear time-invariant (LTI) systems when control actions can only be realized in finitely many directions where it is possible to actuate uniformly or logarithmically extended positive scaling factors in…

Optimization and Control · Mathematics 2026-01-19 Muhammad Zaki Almuzakki , Bayu Jayawardhana , Aneel Tanwani , Antonis I. Vakis
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