Calculation of the structured singular value with gradient-based optimization algorithms on a Lie group of structured unitary matrices

被引:6
作者
Dehaene, J [1 ]
Yi, C [1 ]
DeMoor, B [1 ]
机构
[1] DYNAM CONTROL SYST INC, DELTA, BC V4G 1H5, CANADA
关键词
gradient-based optimization; structured singular value;
D O I
10.1109/9.649732
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The structured singular value problem, which is a basic problem in robustness analysis and design of multivariable controllers, can be formulated as an optimization problem over the manifold of unitary matrices with a given structure. We show how geometric optimization methods, such as the steepest ascent method and the conjugate gradient method for optimization on a Riemannian manifold, lead to algorithms giving a guaranteed nontrivial lower bound for thr structured singular value.
引用
收藏
页码:1596 / 1600
页数:5
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