Anderson B. D. O.

D. J. N. Limebeer

I. M. Jaimoukha

Young N. J.

SIAM Journal on Control and Optimization

JAIMOUKHA, IM

LIMEBEER, DJN

Spiral - Imperial College Digital Repository

A STATE-SPACE ALGORITHM FOR THE SOLUTION OF THE 2-BLOCK SUPEROPTIMAL DISTANCE PROBLEM

A state-space algorithm for computing the solution of the 2-block superoptimal distance problem (SODP) is presented. Given a rational and antistable matrix function R(s) = [R11(s)R12(s)], find all stable approximations Q(s) that lexicographically minimize the singular values of the error function E(s) = [R11(s)R12(s)+Q(s)]. Conditions are given for which the superoptimal approximation is unique. In addition, an a priori upper bound on the MacMillan degree of the approximation is given. The algorithm may be stopped after minimizing a given number of singular values. This premature termination of the algorithm carries with it an expected saving in the computational effort and a predictable reduction in the MacMillan degree of the approximation. The algorithm only requires standard linear algebraic computations and is, therefore, easily implemented

JAIMOUKHA, I

LIMEBEER, David

Oxford University Research Archive

Crossref

A State-Space Algorithm for the Solution of the 2-Block Superoptimal Distance Problem

A STATE-SPACE ALGORITHM FOR THE SOLUTION OF THE 2-BLOCK SUPEROPTIMAL DISTANCE PROBLEM

Abstract

Similar works

Full text

Available Versions

Spiral - Imperial College Digital Repository

Oxford University Research Archive

Crossref