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  Faster and More Accurate Computation of the H Norm via Optimization

Benner, P., & Mitchell, T. (2018). Faster and More Accurate Computation of the H Norm via Optimization. SIAM Journal on Scientific Computing, 40(5), A3609-A3635. doi:10.1137/17M1137966.

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© 2018, Society for Industrial and Applied Mathematics. This publication is with permission of the rights owner freely accessible on MPG.PuRe.
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 Urheber:
Benner, Peter1, Autor           
Mitchell, Tim1, Autor           
Affiliations:
1Computational Methods in Systems and Control Theory, Max Planck Institute for Dynamics of Complex Technical Systems, Max Planck Society, ou_1738141              

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Schlagwörter: Mathematics, Optimization and Control, math.OC
 Zusammenfassung: In this paper, we propose an improved method for computing the
$\mathcal{H}_\infty$ norm of linear dynamical systems that results in a code
that is often several times faster than existing methods. Our approach uses
standard optimization tools to rebalance the work load of the standard
algorithm due to Boyd, Balakrishnan, Bruinsma, and Steinbuch, with the aim of
minimizing the number of expensive eigenvalue computations that must be
performed. Unlike the standard algorithm, our improved approach can also
calculate the $\mathcal{H}_\infty$ norm to full precision with little extra
work, and also offers some opportunity to improve its performance via
parallelization. Finally, our improved method is also applicable for
approximating the $\mathcal{H}_\infty$ norm of large-scale systems.

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 Datum: 2018
 Publikationsstatus: Erschienen
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 Ort, Verlag, Ausgabe: -
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 Art der Begutachtung: Expertenbegutachtung
 Identifikatoren: DOI: 10.1137/17M1137966
arXiv: 1707.02497
URI: http://arxiv.org/abs/1707.02497
Anderer: pubdata_escidoc:2473910
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Titel: SIAM Journal on Scientific Computing
Genre der Quelle: Zeitschrift
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Seiten: - Band / Heft: 40 (5) Artikelnummer: - Start- / Endseite: A3609 - A3635 Identifikator: -