Calculating the $\mathcal{H}_{\infty}$-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations

Chahlaoui, Younes and Gallivan, Kyle and Paul, Dooren (2007) Calculating the $\mathcal{H}_{\infty}$-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations. In: RFMAO 05 - Rencontres Franco-Marocaines en Approximation et Optimisation 2005. ESAIM, ESAIM, pp. 83-92.

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Official URL: http://www.edpsciences.org/articles/proc/abs/2007/...

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
Subjects: Mathematics
Divisions: College of Sciences > Mathematics
Depositing User: Dr. CHAHLAOUI YOUNES
Date Deposited: 22 Nov 2015 16:43
Last Modified: 22 Nov 2015 16:43
URI: http://eprints.kku.edu.sa/id/eprint/77

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