A robust numerical method for the γ-iteration in H∞ control
نویسندگان
چکیده
منابع مشابه
A robust numerical method for the γ-iteration in H∞ control
We present a numerical method for the solution of the optimal H∞ control problem based on the γ-iteration and a novel extended matrix pencil formulation of the state-space solution to the (sub)optimal H∞ control problem. In particular, instead of algebraic Riccati equations or unstructured matrix pencils, our approach is solely based on solving even generalized eigenproblems. The enhanced numer...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2007
ISSN: 0024-3795
DOI: 10.1016/j.laa.2007.03.026