Title
Nearest stable system using successive convex approximations
Abstract
Stability is a crucial property in the study of dynamical systems. We focus on the problem of enforcing the stability of a system a posteriori. The system can be a matrix or a polynomial either in continuous-time or in discrete-time. We present an algorithm that constructs a sequence of successive stable iterates that tend to a nearby stable approximation X of a given system A. The stable iterates are obtained by projecting A onto the convex approximations of the set of stable systems. Some possible applications for this method are correcting the error arising from some noise in system identification and a possible solver for bilinear matrix inequalities based on convex approximations. In the case of polynomials, a fair complexity is achieved by finding a closed form solution to first order optimality conditions.
Year
DOI
Venue
2013
10.1016/j.automatica.2013.01.053
Automatica
Keywords
Field
DocType
Lyapunov stability,Time-invariant systems,Polynomials,Inner convex approximation
Mathematical optimization,Polynomial,Matrix (mathematics),Control theory,Lyapunov stability,Dynamical systems theory,Solver,System identification,Iterated function,Mathematics,Linear matrix inequality
Journal
Volume
Issue
ISSN
49
5
0005-1098
Citations 
PageRank 
References 
5
0.69
13
Authors
3
Name
Order
Citations
PageRank
Francois-Xavier Orbandexivry150.69
Yurii Nesterov21800168.77
Paul van Dooren364990.48