- Title
- Numerical sensitivity of linear matrix inequalities for shorter sampling periods
- Creator
- Lennartson, Bengt; Middleton, Richard
- Relation
- 51st IEEE Annual Conference on Decision and Control (CDC 2012). Proceedings of the 51st IEEE Annual Conference on Decision and Control (Maui, HI 10-13 December, 2012) p. 4247-4252
- Publisher Link
- http://dx.doi.org/10.1109/CDC.2012.6425801
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- conference paper
- Date
- 2012
- Description
- The numerical sensitivity of Linear Matrix Inequalities (LMIs) arising in the H∞ norm computation in discrete time is analyzed. Rapid sampling scenarios are examined comparing both shift and delta operator formulations of the equations. The shift operator formulation is shown in general to be arbitrarily poorly conditioned as the sampling rate increases. The delta operator formulation includes both recentering (to avoid cancellation problems) and rescaling, and avoids these difficulties. However, it is also shown that rescaling of the shift operator formulation gives substantial improvements in numerical conditioning, whilst recentering is of more limited benefit.
- Subject
- sensitivity; numerical models; linear matrix inequalities; linear programming; convergence; MATLAB; educational institutions
- Identifier
- http://hdl.handle.net/1959.13/1340535
- Identifier
- uon:28508
- Identifier
- ISBN:9781467320665
- Language
- eng
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