• DocumentCode
    696283
  • Title

    A decomposition algorithm for KYP-SDPs

  • Author

    Falkeborn, Rikard ; Hansson, Anders

  • fYear
    2009
  • fDate
    23-26 Aug. 2009
  • Firstpage
    3202
  • Lastpage
    3207
  • Abstract
    In this paper, a structure exploiting algorithm for semidefinite programs derived from the Kalman-Yakubovich-Popov lemma, where some of the constraints appear as complicating constraints is presented. A decomposition algorithm is proposed, where the structure of the problem can be utilized. In a numerical example, where a controller that minimizes the sum of the H2-norm and the H∞-norm is designed, the algorithm is shown to be faster than SeDuMi and the special purpose solver KYPD.
  • Keywords
    H∞ control; Kalman filters; control system synthesis; optimisation; H∞-norm; H2-norm; KYP-SDP; Kalman-Yakubovich-Popov lemma; decomposition algorithm; structure exploiting algorithm; Algorithm design and analysis; Bismuth; Europe; Optimization; Signal processing algorithms; Standards; Symmetric matrices;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (ECC), 2009 European
  • Conference_Location
    Budapest
  • Print_ISBN
    978-3-9524173-9-3
  • Type

    conf

  • Filename
    7074898
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=696283