Numerical computation of the minimal H norm of the discrete-time output feedback control problem

Wen Wei Lin, Chern-Shuh Wang, Quan Fu Xu

Research output: Contribution to journalArticle

11 Citations (Scopus)

Abstract

Numerical computation of the minimal H norm for the discrete-time output feedback control problem is considered. First of all, a lower bound is established in terms of the H norm of certain stable transfer functions. Since the computational work in the evaluation of the H norm of a stable transfer function involves the determination of unimodular eigenvalues of the associated parameterized symplectic pencil of matrices, we discuss in detail how to get a numerically reliable solution when the pencil becomes singular as the parameter varies. Next, by exploiting the stable deflating subspaces of the two parameterized symplectic pencils derived by Iglesias and Glover in 1991, we characterize the critical points such that the corresponding two discrete-time Riccati equations (with parameter r) have stabilizing positive semidefinite solutions and satisfy certain inertia conditions. This characterization makes some kind of secant method applicable for finding these critical points. Finally, using the maximum of the two critical points as the starting point, we then devise an algorithm for computing the optimal (minimal) H norm by considering a secant method applied to the spectral radius (function of r) of the product of the corresponding two Riccati solutions. Numerical aspects are addressed throughout. In addition, some algebraic verifiable examples are given.

Original languageEnglish
Pages (from-to)515-547
Number of pages33
JournalSIAM Journal on Numerical Analysis
Volume38
Issue number2
DOIs
Publication statusPublished - 2001 Dec 1

Fingerprint

Output Feedback Control
Numerical Computation
Feedback control
Control Problem
Discrete-time
Secant Method
Norm
Critical point
Transfer functions
Transfer Function
Riccati equations
Positive semidefinite
Spectral Radius
Riccati Equation
Inertia
Subspace
Vary
Lower bound
Eigenvalue
Computing

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

Cite this

@article{4881eb3017b74025ad21f661cabe3cf3,
title = "Numerical computation of the minimal H∞ norm of the discrete-time output feedback control problem",
abstract = "Numerical computation of the minimal H∞ norm for the discrete-time output feedback control problem is considered. First of all, a lower bound is established in terms of the H∞ norm of certain stable transfer functions. Since the computational work in the evaluation of the H∞ norm of a stable transfer function involves the determination of unimodular eigenvalues of the associated parameterized symplectic pencil of matrices, we discuss in detail how to get a numerically reliable solution when the pencil becomes singular as the parameter varies. Next, by exploiting the stable deflating subspaces of the two parameterized symplectic pencils derived by Iglesias and Glover in 1991, we characterize the critical points such that the corresponding two discrete-time Riccati equations (with parameter r) have stabilizing positive semidefinite solutions and satisfy certain inertia conditions. This characterization makes some kind of secant method applicable for finding these critical points. Finally, using the maximum of the two critical points as the starting point, we then devise an algorithm for computing the optimal (minimal) H∞ norm by considering a secant method applied to the spectral radius (function of r) of the product of the corresponding two Riccati solutions. Numerical aspects are addressed throughout. In addition, some algebraic verifiable examples are given.",
author = "Lin, {Wen Wei} and Chern-Shuh Wang and Xu, {Quan Fu}",
year = "2001",
month = "12",
day = "1",
doi = "10.1137/S0036142997320206",
language = "English",
volume = "38",
pages = "515--547",
journal = "SIAM Journal on Numerical Analysis",
issn = "0036-1429",
publisher = "Society for Industrial and Applied Mathematics Publications",
number = "2",

}

Numerical computation of the minimal H norm of the discrete-time output feedback control problem. / Lin, Wen Wei; Wang, Chern-Shuh; Xu, Quan Fu.

In: SIAM Journal on Numerical Analysis, Vol. 38, No. 2, 01.12.2001, p. 515-547.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Numerical computation of the minimal H∞ norm of the discrete-time output feedback control problem

AU - Lin, Wen Wei

AU - Wang, Chern-Shuh

AU - Xu, Quan Fu

PY - 2001/12/1

Y1 - 2001/12/1

N2 - Numerical computation of the minimal H∞ norm for the discrete-time output feedback control problem is considered. First of all, a lower bound is established in terms of the H∞ norm of certain stable transfer functions. Since the computational work in the evaluation of the H∞ norm of a stable transfer function involves the determination of unimodular eigenvalues of the associated parameterized symplectic pencil of matrices, we discuss in detail how to get a numerically reliable solution when the pencil becomes singular as the parameter varies. Next, by exploiting the stable deflating subspaces of the two parameterized symplectic pencils derived by Iglesias and Glover in 1991, we characterize the critical points such that the corresponding two discrete-time Riccati equations (with parameter r) have stabilizing positive semidefinite solutions and satisfy certain inertia conditions. This characterization makes some kind of secant method applicable for finding these critical points. Finally, using the maximum of the two critical points as the starting point, we then devise an algorithm for computing the optimal (minimal) H∞ norm by considering a secant method applied to the spectral radius (function of r) of the product of the corresponding two Riccati solutions. Numerical aspects are addressed throughout. In addition, some algebraic verifiable examples are given.

AB - Numerical computation of the minimal H∞ norm for the discrete-time output feedback control problem is considered. First of all, a lower bound is established in terms of the H∞ norm of certain stable transfer functions. Since the computational work in the evaluation of the H∞ norm of a stable transfer function involves the determination of unimodular eigenvalues of the associated parameterized symplectic pencil of matrices, we discuss in detail how to get a numerically reliable solution when the pencil becomes singular as the parameter varies. Next, by exploiting the stable deflating subspaces of the two parameterized symplectic pencils derived by Iglesias and Glover in 1991, we characterize the critical points such that the corresponding two discrete-time Riccati equations (with parameter r) have stabilizing positive semidefinite solutions and satisfy certain inertia conditions. This characterization makes some kind of secant method applicable for finding these critical points. Finally, using the maximum of the two critical points as the starting point, we then devise an algorithm for computing the optimal (minimal) H∞ norm by considering a secant method applied to the spectral radius (function of r) of the product of the corresponding two Riccati solutions. Numerical aspects are addressed throughout. In addition, some algebraic verifiable examples are given.

UR - http://www.scopus.com/inward/record.url?scp=0042332092&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0042332092&partnerID=8YFLogxK

U2 - 10.1137/S0036142997320206

DO - 10.1137/S0036142997320206

M3 - Article

VL - 38

SP - 515

EP - 547

JO - SIAM Journal on Numerical Analysis

JF - SIAM Journal on Numerical Analysis

SN - 0036-1429

IS - 2

ER -