Publication
Systems and Control Letters
Paper

Discretisation of sparse linear systems: An optimisation approach

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Abstract

This paper addresses the discretisation problem for sparse linear systems. Classical methods usually destroy sparsity patterns of continuous-time systems. We develop an optimisation procedure that yields the best approximation to the discrete-time dynamical matrix with a prescribed sparsity pattern and subject to stability and other constraints. By formulating this problem in an adequate manner, tools from convex optimisation can be then applied. Error bounds for the approximation are provided for special classes of matrices. Numerical examples are included.

Date

28 Mar 2015

Publication

Systems and Control Letters

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