2008.5: Calculating the $\mathcal{H}_{\infty}$-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations
2008.5: Y Chahlaoui, K.A Gallivan and P Van Dooren (2007) Calculating the $\mathcal{H}_{\infty}$-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations. In: Mohammed-Najib Benbourhim, Patrick Chenin, Abdelhak Hassouni and Jean-Baptiste Hiriart-Urruty, (eds). RFMAO 05 - Rencontres Franco-Marocaines en Approximation et Optimisation 2005. ESAIM: Proceedings, 20. EDP Sciences, ESAIM, France, pp. 83-92.
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Official URL: http://www.edpsciences.org/articles/proc/abs/2007/04/contents/contents.html
Abstract
We describe an algorithm for estimating the $\mathcal{H}_{\infty}$-norm of a large linear time invariant dynamical system described by a discrete time state-space model. The algorithm uses Chandrasekhar iterations to obtain an estimate of the $\mathcal{H}_{\infty}$-norm and then uses extrapolation to improve these estimates.
| Item Type: | Book Section |
|---|---|
| Uncontrolled Keywords: | $\mathcal{H}_{\infty}$-norm, large sparse systems, Chandrasekhar iterations. |
| Subjects: | MSC 2000 > 15 Linear and multilinear algebra; matrix theory MSC 2000 > 49 Calculus of variations and optimal control; optimization MSC 2000 > 65 Numerical analysis MSC 2000 > 93 Systems theory; control |
| MIMS number: | 2008.5 |
| Deposited By: | Dr Younes Chahlaoui |
| Deposited On: | 01 February 2008 |
Available Versions of this Item
- Calculating the $\mathcal{H}_{\infty}$-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations (deposited 09 February 2009)
- Calculating the $\mathcal{H}_{\infty}$-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations (deposited 01 February 2008) [Currently Displayed]
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