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An Efficient Implementation of Gradient and Hessian Calculations of the Coefficients of the Characteristic Polynomial of I-XY
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2011 (English)Report (Other academic)
Abstract [en]

This is a report about a project in robust multivariable control. In the project we investigated how to decrease the computational complexity of calculating the gradient and Hessian of coefficients of the characteristic polynomial of the matrix I-XY that often appear in H-infinity controller synthesis. Compared to a straight-forward implementation, our new implementation managed to decrease the number of operations required to calculated the gradient and Hessian by several orders of magnitude by utilizing the structure of the problem.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2011. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2997
Keyword [en]
Characteristic polynomial, Derivatives, Complexity, Structure utilization
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-97942ISRN: LiTH-ISY-R-2997OAI: diva2:650729
Available from: 2013-09-23 Created: 2013-09-23 Last updated: 2014-06-17Bibliographically approved

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Automatic ControlThe Institute of Technology
Control Engineering

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ReferencesLink to record
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