Title :
Exact Maximum Singular Value Calculation of an Interval Matrix
Author :
Ahn, Hyo-Sung ; Chen, Yang Quan
Author_Institution :
Electron. & Telecommun. Res. Inst., Daejeon
fDate :
3/1/2007 12:00:00 AM
Abstract :
In this note, we present a method for calculating the maximum singular value of an interval matrix. First, we provide an algorithm for calculating the maximum singular value of a square interval matrix. Then, based on this algorithm, we extend the result to non-square interval matrix case and to the case of computing the minimum singular value. Through numerical examples, the validity of the suggested methods is illustrated. Particularly, we compare the newly-proposed method with an existing method to show that the new method finds the correct bound of the maximum singular value with no exception
Keywords :
numerical stability; polynomial matrices; singular value decomposition; analytical stability problem; exact maximum singular value calculation; interval polynomial matrix; nonsquare interval matrix; square interval matrix; Convergence; Eigenvalues and eigenfunctions; Intelligent robots; Linear matrix inequalities; Linear systems; Polynomials; Robust control; Stability; Symmetric matrices; Uncertainty; Interval matrix; maximum singular value;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2006.890475