M. Teboulle et J. Kogan, APPLICATIONS OF OPTIMIZATION METHODS TO ROBUST STABILITY OF LINEAR-SYSTEMS, Journal of optimization theory and applications, 81(1), 1994, pp. 169-192
Citations number
17
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
We study the robust stability problem for a family of polynomials. We
allow for all the coefficients of the polynomials to be affinely pertu
rbed, where the size of the perturbation is measured by an arbitrary c
onvex function. We apply optimization techniques, and in particular co
nvex duality methods, to derive simple formulas for the stability radi
us, to find a minimal perturbation which destroys stability, and to ob
tain necessary and sufficient conditions for robust stability. Our fra
mework is general enough to cover many applications. As special cases,
we obtain many results recently reported in the literature.