Evaluation of Numerical Methods for Discrete-Time H∞ Optimization release_vxaagfaxwraxhkhmokelutukxq

by Volker Mehrmann, Petko Petkov, Technische Universität Berlin

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abstracts[] {'sha1': '06fd389d84943152e57750f2b47a48b758160cb6', 'content': '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.', 'mimetype': 'text/plain', 'lang': 'en'}
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publisher Technische Universität Berlin
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release_date 2021-12-17
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release_year 2021
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title Evaluation of Numerical Methods for Discrete-Time H∞ Optimization
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datacite.license [{'rightsUri': 'http://rightsstatements.org/vocab/InC/1.0/'}]
datacite.metadataVersion 1
datacite.subjects [{'subject': '510 Mathematik', 'subjectScheme': 'ddc'}, {'subject': 'H-infinity-optimization', 'subjectScheme': 'other'}, {'subject': 'H-infinity-control', 'subjectScheme': 'other'}, {'subject': 'discrete-time system', 'subjectScheme': 'other'}, {'subject': 'linear matrix inequality', 'subjectScheme': 'other'}, {'subject': 'discrete-time algebraic Riccati equation', 'subjectScheme': 'other'}]
release_month 12