Faster and more accurate computation of the H_ norm via optimization
From MaRDI portal
Publication:4553790
Abstract: In this paper, we propose an improved method for computing the norm of linear dynamical systems that results in a code that is often several times faster than existing methods. By using standard optimization tools to rebalance the work load of the standard algorithm due to Boyd, Balakrishnan, Bruinsma, and Steinbuch, we aim to minimize the number of expensive eigenvalue computations that must be performed. Unlike the standard algorithm, our modified approach can also calculate the norm to full precision with little extra work, and also offers more opportunity to further accelerate its performance via parallelization. Finally, we demonstrate that the local optimization we have employed to speed up the standard globally-convergent algorithm can also be an effective strategy on its own for approximating the norm of large-scale systems.
Recommendations
- A gradient method for computing the optimal H/sub infinity / norm
- \(\mathcal{L}_{\infty}\)-norm computation for large-scale descriptor systems using structured iterative eigensolvers
- Calculation of the system \({H_\infty}\) norm: a Lyapunov function optimization method
- Validated numerical computation of the \(\mathcal L_{\infty}\)-norm for linear dynamical systems
- Fast approximation of the H_ norm via optimization over spectral value sets
Cites work
- <formula formulatype="inline"><tex Notation="TeX">${\cal L}_{\infty}$</tex></formula>-Norm Computation for Continuous-Time Descriptor Systems Using Structured Matrix Pencils
- A bisection method for computing the \(H_{\infty}\) norm of a transfer matrix and related problems
- A Bisection Method for Measuring the Distance of a Stable Matrix to the Unstable Matrices
- A fast algorithm to compute the \(H_{\infty}\)-norm of a transfer function matrix
- A regularity result for the singular values of a transfer matrix and a quadratically convergent algorithm for computing its \(L_{\infty}\)-norm
- A structured pseudospectral method for \(\mathcal {H}_{\infty}\)-norm computation of large-scale descriptor systems
- An Algorithm for Computing the Distance to Instability
- An Efficient Algorithm for Computing the ${\cal H}_{\infty}$ Norm
- Approximating the real structured stability radius with Frobenius-norm bounded perturbations
- Approximation of Large-Scale Dynamical Systems
- Calculating the \(H_{\infty}\)-norm using the implicit determinant method
- Fast Algorithms for the Approximation of the Pseudospectral Abscissa and Pseudospectral Radius of a Matrix
- Fast approximation of the H_ norm via optimization over spectral value sets
- scientific article; zbMATH DE number 4179235 (Why is no real title available?)
- scientific article; zbMATH DE number 3776305 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Hybrid expansion-contraction: a robust scaleable method for approximating the \(H_{\infty}\) norm
- Large-scale computation of \(\mathcal{L}_\infty\)-norms by a greedy subspace method
- Mathematical Systems Theory I
- Model reduction and approximation. Theory and algorithms
- Numerical Computation of Deflating Subspaces of Skew-Hamiltonian/Hamiltonian Pencils
- On eigenvalues of matrices dependent on a parameter
- Second Derivatives for Optimizing Eigenvalues of Symmetric Matrices
- Stability radii of linear discrete‐time systems and symplectic pencils
Cited in
(19)- \(\mathcal{L}_{\infty}\)-norm computation for large-scale descriptor systems using structured iterative eigensolvers
- Approximation of stability radii for large-scale dissipative Hamiltonian systems
- Sensitivity analysis of random linear differential-algebraic equations using system norms
- On properties of univariate max functions at local maximizers
- Real-time \(\mathcal{H}_\infty\) norm optimization of the linear time-invariant system
- Inheritance properties of Krylov subspace methods for continuous-time algebraic Riccati equations
- Validated numerical computation of the \(\mathcal L_{\infty}\)-norm for linear dynamical systems
- Fast iterative computation of optimal two-block H/sup infinity /-norm
- Hybrid expansion-contraction: a robust scaleable method for approximating the \(H_{\infty}\) norm
- Large-scale estimation of dominant poles of a transfer function by an interpolatory framework
- Extended and improved criss-cross algorithms for computing the spectral value set abscissa and radius
- Calculation of the system \({H_\infty}\) norm: a Lyapunov function optimization method
- Convergence Rate Analysis and Improved Iterations for Numerical Radius Computation
- Multifidelity Robust Controller Design with Gradient Sampling
- Fast computation of \(\mathrm{sep}_\lambda\) via interpolation-based globality certificates
- Algebraic-based primal interior-point algorithms for stochastic infinity norm optimization
- A subspace framework for \(\mathcal{L}_{\infty}\) model reduction
- Iterative, local, small-signal \(\mathcal{L}_2\) stability analysis of nonlinear constrained systems
- On the complex stability radius for time-delay differential-algebraic systems
This page was built for publication: Faster and more accurate computation of the \(\mathcal{H}_\infty\) norm via optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4553790)
