A globally convergent method to compute the real stability radius for time-delay systems

Francesco Borgioli, Wim Michiels, Ding Lu, Bart Vandereycken

Research output: Contribution to journalArticlepeer-review

1 Scopus citations


This paper presents a novel algorithm to compute the real stability radius for a linear delay system of retarded type with multiple delays. The real stability radius is the distance to instability, measured as the minimal real-valued perturbation that renders the system unstable. Our method is based on characterizing this distance to instability as the inverse of the global maximum of a real structured singular value function. We develop a criss-cross type algorithm that globally converges to this maximum, and whose convergence rate seems to be superlinear and sometimes quadratic in numerical experiments. The algorithm exploits that the intersections of these singular value functions with constant functions can be written as purely imaginary eigenvalues of certain delay eigenvalue problems (DEP) with positive and negative delays. This is an extension of the well-known linear case (without delays) where this results in algebraic eigenvalue problems. In addition, a novel numerical solver to compute all the imaginary eigenvalues of this DEP is also presented. It combines an approximation using spectral discretizations and an automatic procedure to determine the required number of discretization points. Finally, due to the presence of multiple eigenvalues at the maximum, these approximations are corrected with a block-Newton algorithm for nonlinear eigenvalue problems.

Original languageEnglish
Pages (from-to)44-51
Number of pages8
JournalSystems and Control Letters
StatePublished - May 2019

Bibliographical note

Publisher Copyright:
© 2019 Elsevier B.V.


  • Computational methods
  • Real structured perturbations
  • Robust stability radius
  • Time delay equations

ASJC Scopus subject areas

  • Control and Systems Engineering
  • General Computer Science
  • Mechanical Engineering
  • Electrical and Electronic Engineering


Dive into the research topics of 'A globally convergent method to compute the real stability radius for time-delay systems'. Together they form a unique fingerprint.

Cite this