Hermite matrix in Lagrange basis for scaling static output feedback polynomial matrix inequalities
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Publication:3074644
DOI10.1080/00207179.2010.531397zbMATH Open1208.90174arXiv1001.3582OpenAlexW2006008518MaRDI QIDQ3074644FDOQ3074644
Authors: Akın Delibaşı, Didier Henrion
Publication date: 10 February 2011
Published in: International Journal of Control (Search for Journal in Brave)
Abstract: Using Hermite's formulation of polynomial stability conditions, static output feedback (SOF) controller design can be formulated as a polynomial matrix inequality (PMI), a (generally nonconvex) nonlinear semidefinite programming problem that can be solved (locally) with PENNON, an implementation of a penalty method. Typically, Hermite SOF PMI problems are badly scaled and experiments reveal that this has a negative impact on the overall performance of the solver. In this note we recall the algebraic interpretation of Hermite's quadratic form as a particular Bezoutian and we use results on polynomial interpolation to express the Hermite PMI in a Lagrange polynomial basis, as an alternative to the conventional power basis. Numerical experiments on benchmark problem instances show the substantial improvement brought by the approach, in terms of problem scaling, number of iterations and convergence behavior of PENNON.
Full work available at URL: https://arxiv.org/abs/1001.3582
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Cites Work
- PENNON: A code for convex nonlinear and semidefinite programming
- An Extension of MATLAB to Continuous Functions and Operators
- Accuracy and Stability of Numerical Algorithms
- Rank-one LMI approach to simultaneous stabilization of linear systems.
- An iterated eigenvalue algorithm for approximating roots of univariate polynomials
- Balancing Regular Matrix Pencils
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