Evaluation of Numerical Methods for Discrete-Time H∞ Optimization
| dc.contributor.author | Mehrmann, Volker | |
| dc.contributor.author | Petkov, Petko | |
| dc.date.accessioned | 2021-12-17T10:06:36Z | |
| dc.date.available | 2021-12-17T10:06:36Z | |
| dc.date.issued | 2005-03-10 | |
| dc.description.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. | en |
| dc.identifier.issn | 2197-8085 | |
| dc.identifier.uri | https://depositonce.tu-berlin.de/handle/11303/15569 | |
| dc.identifier.uri | http://dx.doi.org/10.14279/depositonce-14342 | |
| dc.language.iso | en | en |
| dc.rights.uri | http://rightsstatements.org/vocab/InC/1.0/ | en |
| dc.subject.ddc | 510 Mathematik | en |
| dc.subject.other | H-infinity-optimization | en |
| dc.subject.other | H-infinity-control | en |
| dc.subject.other | discrete-time system | en |
| dc.subject.other | linear matrix inequality | en |
| dc.subject.other | discrete-time algebraic Riccati equation | en |
| dc.title | Evaluation of Numerical Methods for Discrete-Time H∞ Optimization | en |
| dc.type | Research Paper | en |
| dc.type.version | submittedVersion | en |
| tub.accessrights.dnb | free | en |
| tub.affiliation | Fak. 2 Mathematik und Naturwissenschaften::Inst. Mathematik | de |
| tub.affiliation.faculty | Fak. 2 Mathematik und Naturwissenschaften | de |
| tub.affiliation.institute | Inst. Mathematik | de |
| tub.publisher.universityorinstitution | Technische Universität Berlin | en |
| tub.series.issuenumber | 2005, 08 | en |
| tub.series.name | Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin | en |
| tub.subject.msc2000 | 93C55 Discrete-time systems | en |
| tub.subject.msc2000 | 93D09 Robust stability | en |