A simpler formula for the singular values of a certain Hankel operator (Q810432)
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English | A simpler formula for the singular values of a certain Hankel operator |
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A simpler formula for the singular values of a certain Hankel operator (English)
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1990
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The computation of singular values and singular vectors for Hankel operators has become an important area of research due to its centrality in computing optimal controllers and minimal sensitivity for the \(H^{\infty}\) optimal control problem. The major results in this area were obtained in a series of papers by Foias, Tannenbaum, Zames. The author further simplifies the procedure for computing the singular values of a Hankel operator induced by a function of the form \(m^{\beta}W\) where \(m\in H^{\infty}\) is inner and \(W\in H^{\infty}\) is rational. He shows that these values can be obtained from the solution of an \(n\times n\) system of linear equations of particularly structured type thus making then easily solvable numerically.
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Hankel operators
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computing optimal controllers
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\(H^{\infty}\) optimal control
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