Fast Approximation of the $H_\infty$ Norm via Optimization over Spectral Value Sets

DOI10.1137/120875752zbMath1271.93057OpenAlexW1984560319MaRDI QIDQ2848631

Michael L. Overton, Mert Gürbüzbalaban, Nicola Guglielmi

Publication date: 26 September 2013

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/120875752

zbMATH Keywords

transfer matrixlinear dynamical systemsstability radiuspseudospectra\(H_\infty\) normNewton-bisection methodspectral value setslarge and sparse systemsspectral value set abscissaspectral value set radiusstandard boyd-balakrishnan-bruinsma-steinbuch algorithm

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Large-scale problems in mathematical programming (90C06) Discrete-time control/observation systems (93C55) Frequency-response methods in control theory (93C80) Linear systems in control theory (93C05) Eigenvalue problems (93B60) Eigenvalues, singular values, and eigenvectors (15A18) Algebraic methods (93B25)

Related Items (22)

Faster and More Accurate Computation of the $\mathcal{H}_\infty$ Norm via Optimization ⋮ Stability and distance to instability for polynomial matrix families. Complex perturbations ⋮ Large-Scale Estimation of Dominant Poles of a Transfer Function by an Interpolatory Framework ⋮ A Novel Iterative Method To Approximate Structured Singular Values ⋮ SOBMOR: Structured Optimization-Based Model Order Reduction ⋮ Fixed-order H-infinity controller design for port-Hamiltonian systems ⋮ Approximating the Real Structured Stability Radius with Frobenius-Norm Bounded Perturbations ⋮ Large-Scale Computation of $\mathcal{L}_\infty$-Norms by a Greedy Subspace Method ⋮ Matrix Stabilization Using Differential Equations ⋮ Root-Max Problems, Hybrid Expansion-Contraction, and Quadratically Convergent Optimization of Passive Systems ⋮ \(\mathcal{L}_{\infty}\)-norm computation for large-scale descriptor systems using structured iterative eigensolvers ⋮ An iterative method for computing robustness of polynomial stability ⋮ Large-Scale and Global Maximization of the Distance to Instability ⋮ Approximation of stability radii for large-scale dissipative Hamiltonian systems ⋮ Reinforced concrete seismically-excited frame design with a new mixed \(H_2/H_{\infty}\) optimization approach ⋮ A structured pseudospectral method for \(\mathcal {H}_{\infty}\)-norm computation of large-scale descriptor systems ⋮ Numerical computation and new output bounds for time-limited balanced truncation of discrete-time systems ⋮ Sensitivity analysis of random linear differential-algebraic equations using system norms ⋮ Extended and Improved Criss-Cross Algorithms for Computing the Spectral Value Set Abscissa and Radius ⋮ \(H_2\) optimal model order reduction of the discrete system on the product manifold ⋮ Numerically efficient \(H_\infty\) analysis of cooperative multi-agent systems ⋮ An ODE-Based Method for Computing the Distance of Coprime Polynomials to Common Divisibility

Uses Software

• Matlab
• ARPACK
• HIFOO

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