The sensitivity of computational control problems

Nicholas J. Higham; Mihail Konstantinov; Volker Mehrmann; Petko Petkov

doi:10.1109/MCS.2004.1272744

The sensitivity of computational control problems

Nicholas J. Higham, Mihail Konstantinov, Volker Mehrmann, Petko Petkov

Research output: Contribution to journal › Article › peer-review

Abstract

The sensitivity of certain problems of linear control theory, including pole assignment, full state-feedback linear-quadratic control, and H∞ control is discussed. It is demonstrated that the mathematical formulation and the splitting of the problem into subproblems are essential factors in the conditioning of these problems. Furthermore, it is illustrated that standard approaches implemented in numerical toolboxes may face problems due to ill-conditioning.

Original language	English
Pages (from-to)	28-43
Number of pages	15
Journal	IEEE Control Systems
Volume	24
Issue number	1
DOIs	https://doi.org/10.1109/MCS.2004.1272744
Publication status	Published - Feb 2004

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10.1109/MCS.2004.1272744

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title = "The sensitivity of computational control problems",

abstract = "The sensitivity of certain problems of linear control theory, including pole assignment, full state-feedback linear-quadratic control, and H∞ control is discussed. It is demonstrated that the mathematical formulation and the splitting of the problem into subproblems are essential factors in the conditioning of these problems. Furthermore, it is illustrated that standard approaches implemented in numerical toolboxes may face problems due to ill-conditioning.",

author = "Higham, {Nicholas J.} and Mihail Konstantinov and Volker Mehrmann and Petko Petkov",

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AB - The sensitivity of certain problems of linear control theory, including pole assignment, full state-feedback linear-quadratic control, and H∞ control is discussed. It is demonstrated that the mathematical formulation and the splitting of the problem into subproblems are essential factors in the conditioning of these problems. Furthermore, it is illustrated that standard approaches implemented in numerical toolboxes may face problems due to ill-conditioning.

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DO - 10.1109/MCS.2004.1272744

M3 - Article

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SP - 28

EP - 43

JO - IEEE Control Systems

JF - IEEE Control Systems

IS - 1

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The sensitivity of computational control problems

Abstract

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