Approximating the nearest stable discrete-time system
Approximating the nearest stable discrete-time system
Nicolas Gillis,M. Karow,Punit Sharma
2018 · DOI: 10.1016/j.laa.2019.03.014
Linear Algebra and its Applications · 20 Citations
TLDR
This paper proposes a very efficient fast projected gradient method to tackle the problem in variables ( S, U, B ) and generate locally optimal solutions and shows the effectiveness of the proposed method compared to other approaches.
