Please use this identifier to cite or link to this item: http://dx.doi.org/10.14279/depositonce-14342
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Main Title: Evaluation of Numerical Methods for Discrete-Time H∞ Optimization
Author(s): Mehrmann, Volker
Petkov, Petko
Type: Research Paper
URI: https://depositonce.tu-berlin.de/handle/11303/15569
http://dx.doi.org/10.14279/depositonce-14342
License: http://rightsstatements.org/vocab/InC/1.0/
Abstract: We compare the numerical properties of the different numerical methods for solving the H-infinity optimization problems for linear discrete-time systems. It is shown that the methods based on the solution of the associated discrete-time algebraic Riccati equation may be unstable due to an unnecessary increase in the condition number and that they have restricted application for ill-conditioned and singular problems. The experiments confirm that the numerical solution methods that are based on the solution of a Linear Matrix Inequality (LMI) are a much more reliable although much more expensive numerical technique for solving H-infinity optimization problems. Directions for developing high-performance software for H-infinity optimization are discussed.
Subject(s): H-infinity-optimization
H-infinity-control
discrete-time system
linear matrix inequality
discrete-time algebraic Riccati equation
Issue Date: 10-Mar-2005
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 93C55 Discrete-time systems
93D09 Robust stability
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2005, 08
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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