Abstract
In this paper, we study the continuous-time nearest stable matrixproblem: Given a 2x2 real matrix A, minimize the Frobenius norm of A-X, where X is a stable matrix. We provide an explicit formula for the global minimizer X*. The uniqueness of the minimizer is also studied.
Original language | English |
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Pages (from-to) | 2025-2035 |
Number of pages | 11 |
Journal | Discrete and Continuous Dynamical Systems - Series B |
Volume | 26 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2021 Apr |
Keywords
- Global minimizer
- Linear continuous-time systems
- Matrix approximation
- Stability ra- dius
ASJC Scopus subject areas
- Discrete Mathematics and Combinatorics
- Applied Mathematics