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

DOI10.1137/120875752zbMath1271.93057MaRDI QIDQ2848631

Michael L. Overton, Nicola Guglielmi, Mert Gürbüzbalaban

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 matrix; linear dynamical systems; stability radius; pseudospectra; \(H_\infty\) norm; Newton-bisection method; spectral value sets; large and sparse systems; spectral value set abscissa; spectral value set radius; standard boyd-balakrishnan-bruinsma-steinbuch algorithm

Mathematics Subject Classification ID

65F50: Computational methods for sparse matrices

65F15: Numerical computation of eigenvalues and eigenvectors of matrices

90C06: Large-scale problems in mathematical programming

93C55: Discrete-time control/observation systems

93C80: Frequency-response methods in control theory

93C05: Linear systems in control theory

93B60: Eigenvalue problems

15A18: Eigenvalues, singular values, and eigenvectors

93B25: Algebraic methods

Related Items

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, An ODE-Based Method for Computing the Distance of Coprime Polynomials to Common Divisibility, A Novel Iterative Method To Approximate Structured Singular Values, An iterative method for computing robustness of polynomial stability, 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

Uses Software

• Matlab
• ARPACK
• HIFOO