Seminar Details
2011-10-11 (14.00) : Nearest Stable System
At Euler building
Organized by Mathematical Engineering
Speaker :
François-Xavier ORBAN DE XIVRY (UCL)
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
nearest stable approximation of a given unstable system. This kind of
algorithm can be useful in identification where the measured system is
stable but the identified model of the system appears to be unstable
due to some factors.