Abstract
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.
This paper presents research results of the Belgian Programme on Inter-university Poles of Attraction, initiated by the Belgian State, Prime Minister’s Office for Science, Technology and Culture. The scientific responsibility rests with its authors.
Was visiting Université Catholique de Louvain, Belgium, when this research was initiated. Research partially supported by NSF, grant CCR-9209349, and by UCL Research Board Contract FDS 729040.
Research partially supported by NSF, grant CCR-9209349, and by UCL Research Board Contract FDS 729040.
Was on sabbatical leave at Université Catholique de Louvain when this research was initiated. Research partially supported by NSF, grant DMI-93-13286.
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© 1996 Birkhäuser Verlag Basel
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Sreedhar, J., Van Dooren, P., Tits, A.L. (1996). A Fast Algorithm to Compute the Real Structured Stability Radius. In: Jeltsch, R., Mansour, M. (eds) Stability Theory. ISNM International Series of Numerical Mathematics, vol 121. Birkhäuser Basel. https://doi.org/10.1007/978-3-0348-9208-7_23
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DOI: https://doi.org/10.1007/978-3-0348-9208-7_23
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