Algorithm for identification in the v-gap metric

This paper suggests a method for identification in the v-gap metric. For a finite number of frequency response samples, a problem for identification in the v-gap metric is formulated and an approximate solution is described. It uses an iterative technique for obtaining an L2-gap approximation. Each stage of the iteration involves solving an LMI optimisation. Given a known stabilising controller and the L2-gap approximation, it is shown how to derive a v-gap approximation.

Riemannian metric and geometric mean for positive semidefinite matrices of fixed rank

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invariant with respect to all transformations that preserve angles (orthogonal transformations, scalings, and pseudoinversion). A meaningful approximation of the associated Riemannian distance is proposed, that can be efficiently numerically computed via a simple algorithm based on SVD. The induced mean preserves the rank, possesses the most desirable characteristics of a geometric mean, and is easy to compute. © 2009 Society for Industrial and Applied Mathematics.