Calculating the H∞-norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolation
نویسندگان
چکیده
We describe an algorithm for estimating the H∞-norm of a large linear time invariant dynamical system described by a discrete time state-space model. The algorithm uses Chandrasekhar iterations to obtain an estimate of theH∞-norm and then uses extrapolation to improve these estimates. Résumé. Nous décrivons un algorithme pour estimer la norme H∞ d’un système dynamique linéaire à temps invariant de grande dimension décrit par un modèle d’espace d’état discret. L’algorithme emploie des récurrences de Chandrasekhar pour obtenir une estimation de la norme H∞ puis emploie l’extrapolation pour améliorer ces estimations.
منابع مشابه
Calculating the H∞-Norm of Large Sparse Systems via Chandrasekhar Iterations and Extrapolations
We describe an algorithm for estimating the H∞-norm of a large linear time invariant dynamical system described by a discrete time state-space model. The algorithm uses Chandrasekhar iterations to obtain an estimate of theH∞-norm and then uses extrapolation to improve these estimates. Résumé. Nous décrivons un algorithme pour estimer la norme H∞ d’un système dynamique linéaire à temps invariant...
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