Title :
Iterative computation of L2-sensitivity optimal realizations
Author :
Yan, Wei-Yong ; Moore, John B. ; Helmke, Uwe
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
Abstract :
The authors study convergence properties of solutions to two types of nonlinear matrix difference equations which are created as a means to solving iteratively a class of nonlinear algebraic matrix equations. Based on the general convergence result, they propose several iterative algorithms to compute L2-sensitivity optimal realizations as well as Euclidean norm balancing realizations of a given linear system. These algorithms turn out to be far more practical for digital computer implementation than the gradient flows previously proposed and have a locally exponential convergence property
Keywords :
control system analysis; convergence of numerical methods; difference equations; iterative methods; optimal control; Euclidean norm balancing realizations; L2-sensitivity optimal realizations; convergence properties; convergence result; iterative algorithms; locally exponential convergence; nonlinear algebraic matrix equations; nonlinear matrix difference equations; Convergence; Difference equations; Differential equations; Iterative algorithms; Linear systems; Matrices; Nonlinear equations; Riccati equations; Symmetric matrices;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371160
