CALCULATING THE H_∞-NORM OF LARGE SPARSE SYSTEMS VIA CHANDRASEKHAR ITERATIONS AND EXTRAPOLATION

Rencontres Franco-Marocaines en Approximation et Optimisation 2005

Younes Chahlaoui ; Kyle A. Gallivan ; Paul Van Dooren

Others  :  http://www.esaim-proc.org/articles/proc/pdf/2007/04/proc072008.pdf
PID  :  49733

来源: CEUR

【 摘 要 】

We describe an algorithm for estimating the H∞-norm of a large linear time invariantdynamical system described by a discrete time state-space model. The algorithm uses Chandrasekhar iterations to obtain an estimate of the H∞-norm and then uses extrapolation to improve these estimates.