Approximate Stability Radius Analysis and Design in Linear Systems

The robustness of the stability properties of dynamical systems in the presence of unknown/adversarial perturbations to system parameters is a desirable property. In this paper, we present methods to efficiently compute and improve the approximate stability radius of linear time-invariant systems. We propose two methods to derive closed-form expressions of approximate stability radius, and use these to re-design the system matrix to increase the stability radius. Our numerical studies show that the approximations work well and are able to improve the robustness of the stability of the system.