Title :
A gradient method for computing the optimal Hinfinity norm
Author :
Pandey, P. ; Kenney, C. ; Packard, A. ; Laub, A.J.
Author_Institution :
Dept. of Electr. & Comput. Eng., California Univ., Santa Barbara, CA, USA
fDate :
7/1/1991 12:00:00 AM
Abstract :
A fast algorithm for computing the optimal Hinfinity norm is presented. The algorithm is based on certain explicit computations of gradients. Examples are given to show that the gradient method is much faster than the bisection method. The gradient method can be used without the upper and lower bound computations. This could be a substantial additional saving because computing these bounds requires the computation of the Hinfinity norm.
Keywords :
optimal control; gradient method; lower bound; optimal control; upper bound; Automatic control; Costs; Frequency; Gradient methods; H infinity control; Mathematics; Military computing; Riccati equations; State-space methods; Writing;
Journal_Title :
Automatic Control, IEEE Transactions on