Title :
A power method for the structured singular value
Author :
Packard, Andy ; Fan, Michael K H ; Doyle, John
Author_Institution :
Dept. of Electr. Eng., Caltech, Pasadena, CA, USA
Abstract :
An iterative algorithm is presented to compute lower bounds for the structured singular value (μ). The algorithm resembles a mixture of power methods for eigenvalues and singular values, since the structured singular value can be viewed as a generalization of both. If the algorithm converges, a lower bound for μ results. The authors prove that μ is always an equilibrium point of the algorithm. However, since in general there are many equilibrium points, some heuristic ideas to achieve convergence are presented. Extensive numerical experience with the algorithm is discussed
Keywords :
convergence of numerical methods; eigenvalues and eigenfunctions; iterative methods; matrix algebra; optimisation; convergence; eigenvalues; equilibrium point; heuristic; iterative algorithm; lower bounds; matrix algebra; power method; structured singular value; Control systems; Convergence; Educational institutions; Eigenvalues and eigenfunctions; Iterative algorithms; Performance analysis; Robustness; Uncertainty; Upper bound; Yield estimation;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194710