关于用固定秩近似最近稳定离散时间描述系统的一则注记
A note on approximating the nearest stable discrete-time descriptor system with fixed rank
AI总结:
本文提出了一种用固定秩近似稳定离散时间描述系统的方法,通过将非凸问题转化为简单可行集的优化问题,采用块坐标下降法得到一个近邻的正则索引一稳定系统。
摘要:
考虑一个离散时间线性时不变描述系统$Ex(k+1)=Ax(k)$,其中$k \in \mathbb Z_{+}$。本文首次针对此类系统稳定性问题,通过计算一个近邻的正则索引一稳定系统$\hat E x(k+1)= \hat A x(k)$,其中$ ext{rank}(\hat E)=r$。我们将这个问题高度非凸的问题转化为一个等价的优化问题,其可行集相对简单且易于投影。这使得我们可以采用块坐标下降法来获得一个近邻的正则索引一稳定系统。我们通过几个例子展示了该算法的有效性。
英文摘要:
Consider a discrete-time linear time-invariant descriptor system $Ex(k+1)=Ax(k)$ for $k \in \mathbb Z_{+}$. In this paper, we tackle for the first time the problem of stabilizing such systems by computing a nearby regular index one stable system $\hat E x(k+1)= \hat A x(k)$ with $\text{rank}(\hat E)=r$. 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.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。