Optimizing the Kreiss constant

DOI10.1137/19M1296215MaRDI QIDQ5136743zbMATH OpenOpenAlexFDO

Authors P. Apkarian, Dominikus Noll

Publication date 27 November 2020

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.12572

zbMATH Keywords

\(\mu\)-analysismixed uncertaintynonnormal behaviornonsmooth optimizationNP-hard problemstructured controllerunwarranted large transients

Mathematics Subject Classification ID

Computational methods for problems pertaining to systems and control theory (93-08) (H^infty)-control (93B36) Nonlinear systems in control theory (93C10) Stabilization of systems by feedback (93D15)

Abstract: The Kreiss constant $K(A)$ of a stable matrix $A$ conveys information about the transient behavior of system trajectories in response to initial conditions. We present an efficient way to compute the Kreiss constant $K(A)$, and we show how feedback can be employed to make the Kreiss constant $K(A_{cl})$ in closed loop significantly smaller. This is expected to reduce transients in the closed loop trajectories. The proposed approached is compared to potential competing techniques.

Recommendations

• Computing the Kreiss constant of a matrix
• Design of optimal feedback controllers for minimum eigenvalue sensitivity
• A generalization of the Kreiss matrix theorem
• Two counterexamples related to the Kreiss matrix theorem
• H^ 2-optimization with stable controllers

Cites work

• A dual formulation of mixed μ and on the losslessness of (D, G) scaling
• A fast algorithm for the computation of an upper bound on the -norm
• An Interior Point Constrained Trust Region Method for a Special Class of Nonlinear Semidefinite Programming Problems
• Branch and bound algorithm with applications to robust stability
• Computational complexity of μ calculation
• Cutting plane oracles for non-smooth trust-regions
• Energy growth in viscous channel flows
• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
• scientific article; zbMATH DE number 53598 (Why is no real title available?)
• scientific article; zbMATH DE number 2212009 (Why is no real title available?)
• Hydrodynamic stability without eigenvalues
• Linear iterative method for closed-loop control of quasiperiodic flows
• Nonsmooth bundle trust-region algorithm with applications to robust stability
• Nonsmooth H_∞Synthesis
• Nonsmooth optimization for multidisk \(H_\infty\) synthesis
• On a Certain Linear Fractional Transformation
• On a conjecture by LeVeque and Trefethen related to the Kreiss matrix theorem
• On the Minimization of Maximum Transient Energy Growth
• On the resolvent condition in the Kreiss matrix theorem
• One-Parameter Semigroups for Linear Evolution Equations
• Parametric Robust Structured Control Design
• PENNON: A code for convex nonlinear and semidefinite programming
• Properties of the mixed μ problem and its bounds
• Robustness analysis of flexible structures: practical algorithms
• Second-order nonsmooth optimization for \(H_{\infty}\) synthesis
• Worst-case stability and performance with mixed parametric and dynamic uncertainties
• Über Die Stabilitätsdefinition Für Differenzengleichungen Die Partielle Differentialgleichungen Approximieren

Cited in

(5)

• A probabilistic point of view on peak effects in linear difference equations
• Computing the Kreiss constant of a matrix
• Linear stability analysis of wake vortices by a spectral method using mapped Legendre functions
• Resilience of dynamical systems
• Minimizing transients via the Kreiss system norm

Describes a project that uses

Uses Software

• Eigtool
• QDES
• LMI toolbox

This page was built for publication: Optimizing the Kreiss constant

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5136743)