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We study the problem of finding the nearest $\Omega$-stable matrix to a certain matrix $A$, i.e., the nearest matrix with all its eigenvalues in a prescribed closed set $\Omega$. Distances are measured in the Frobenius norm. An important…

Numerical Analysis · Mathematics 2021-02-09 Vanni Noferini , Federico Poloni

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

Metzler matrices play a crucial role in positive linear dynamical systems. Finding the closest stable Metzler matrix to an unstable one (and vice versa) is an important issue with many applications. The stability considered here is in the…

Optimization and Control · Mathematics 2020-05-20 Aleksandar Cvetković

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

The larger the distance to instability from a matrix is, the more robustly stable the associated autonomous dynamical system is in the presence of uncertainties and typically the less severe transient behavior its solution exhibits.…

Numerical Analysis · Mathematics 2018-09-07 Emre Mengi

In this paper, we consider the problem of stabilizing discrete-time linear systems by computing a nearby stable matrix to an unstable one. To do so, we provide a new characterization for the set of stable matrices. We show that a matrix $A$…

Optimization and Control · Mathematics 2019-03-29 Nicolas Gillis , Michael Karow , Punit Sharma

In this paper, we consider the problem of computing the nearest stable matrix to an unstable one. We propose new algorithms to solve this problem based on a reformulation using linear dissipative Hamiltonian systems: we show that a matrix…

Optimization and Control · Mathematics 2017-08-22 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 addresses the real structured controllability, stabilizability, and stability radii (RSCR, RSSZR, and RSSR, respectively) of linear systems, which involve determining the distance (in terms of matrix norms) between a (possibly…

Systems and Control · Electrical Eng. & Systems 2023-07-07 Yuan Zhang , Yuanqing Xia , Yufeng Zhan

In this paper, we mainly study the robust stability of linear continuous systems with parameter uncertainties, a more general kind of uncertainties for system matrices is considered, i.e., entries of system matrices are rational functions…

Symbolic Computation · Computer Science 2010-03-17 Xiaorong Hou , Junwei Shao

We consider the autonomous dynamical system $x' = Ax$, with $A \in \mathbb{R}^{n\times n}$. This linear dynamical system is said to be asymptotically stable if all of the eigenvalues of A lie in the open left-half of the complex plane. In…

Numerical Analysis · Mathematics 2021-05-04 Nicat Aliyev

In this paper, we study the nearest stable matrix pair problem: given a square matrix pair $(E,A)$, minimize the Frobenius norm of $(\Delta_E,\Delta_A)$ such that $(E+\Delta_E,A+\Delta_A)$ is a stable matrix pair. We propose a reformulation…

Numerical Analysis · Mathematics 2018-12-19 Nicolas Gillis , Volker Mehrmann , Punit Sharma

The robustness of the stability properties of dynamical systems in the presence of unknown/adversarial perturbations to system parameters is a desirable property. In this paper, we present methods to efficiently compute and improve the…

Systems and Control · Electrical Eng. & Systems 2024-03-19 Ananta Kant Rai , Vaibhav Katewa

In this paper, we study robust stability of sparse LTI systems using the stability radius (SR) as a robustness measure. We consider real perturbations with an arbitrary and pre-specified sparsity pattern of the system matrix and measure…

Systems and Control · Computer Science 2018-10-26 Vaibhav Katewa , Fabio Pasqualetti

In this article, we address the inconsistency of a system of max-min fuzzy relational equations by minimally modifying the matrix governing the system in order to achieve consistency. Our method yields consistent systems that approximate…

Artificial Intelligence · Computer Science 2025-04-23 Ismaïl Baaj

We investigate positive definiteness, Hurwitz stability and Schur stability of parametric interval matrices. We give a verifiable sufficient condition for positive definiteness of parametric interval matrices with non-linear dependencies.…

Numerical Analysis · Mathematics 2017-09-05 Iwona Skalna

If matrices almost satisfying a group relation are close to matrices exactly satisfying the relation, then we say that a group is matricially stable. Here "almost" and "close" are in terms of the Hilbert-Schmidt norm. Using tracial 2-norm…

Operator Algebras · Mathematics 2019-03-27 Don Hadwin , Tatiana Shulman

Stability perserving is an important topic in approximation of systems, e.g.\ model reduction. If the original system is stable, we often want the approximation to be stable. But even if an algorithm preserves stability the resulting system…

Optimization and Control · Mathematics 2012-08-02 Marcus Köhler

In this paper, we consider the problem of approximating a given matrix with a matrix whose eigenvalues lie in some specific region \Omega, within the complex plane. More precisely, we consider three types of regions and their intersections:…

Optimization and Control · Mathematics 2024-12-20 Neelam Choudhary , Nicolas Gillis , Punit Sharma

We survey the numerical stability of some fast algorithms for solving systems of linear equations and linear least squares problems with a low displacement-rank structure. For example, the matrices involved may be Toeplitz or Hankel. We…

Numerical Analysis · Mathematics 2021-07-06 Richard P. Brent
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