Inhalt des Dokuments
Preprint 08-2005
Evaluation of Numerical Methods for Discrete-Time H-infinity Optimization
Author(s) :
Volker Mehrmann
,
Petko Petkov
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 08-2005
MSC 2000
- 93C55 Discrete-time systems
-
93D09 Robust stability
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.
Keywords :
H-infinity-optimization, H-infinity-control, discrete-time system,linear matrix inequality, discrete-time algebraic Riccati equation