Numerical sensitivity of linear matrix inequalities for shorter sampling periods

Title: Numerical sensitivity of linear matrix inequalities for shorter sampling periods
Creator: Lennartson, Bengt; Middleton, Richard
Relation: 51st IEEE Annual Conference on Decision and Control (CDC 2012). Proceedings of the 51st IEEE Annual Conference on Decision and Control (Maui, HI 10-13 December, 2012) p. 4247-4252
Publisher Link: http://dx.doi.org/10.1109/CDC.2012.6425801
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2012
Description: The numerical sensitivity of Linear Matrix Inequalities (LMIs) arising in the H_∞ norm computation in discrete time is analyzed. Rapid sampling scenarios are examined comparing both shift and delta operator formulations of the equations. The shift operator formulation is shown in general to be arbitrarily poorly conditioned as the sampling rate increases. The delta operator formulation includes both recentering (to avoid cancellation problems) and rescaling, and avoids these difficulties. However, it is also shown that rescaling of the shift operator formulation gives substantial improvements in numerical conditioning, whilst recentering is of more limited benefit.
Subject: sensitivity; numerical models; linear matrix inequalities; linear programming; convergence; MATLAB; educational institutions
Identifier: http://hdl.handle.net/1959.13/1340535
Identifier: uon:28508
Identifier: ISBN:9781467320665
Language: eng
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