## 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.

*This is the latest version of this eprint.*

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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 |
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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: | 09 February 2009 |

### Available Versions of this Item

- Calculating the $\mathcal{H}_{\infty}$-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations (deposited 09 February 2009)
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