A Fast Algorithm to Compute the Real Structured Stability Radius
We describe a fast algorithm to compute the real structured stability radius with respect to the open left-half plane or the open unit disk. It is based on a recent formula proved by Qiu et al. (Automatica, vol. 31, pp. 879–890, 1995) and the well-known correspondence between the singular values of a transfer function matrix and the imaginary eigenvalues of a related Hamiltonian matrix. Numerical tests suggest that its local convergence is quadratic.
KeywordsFast Algorithm Open Unit Disk Imaginary Eigenvalue Stability Radius Transfer Function Matrix
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