Solving Interpolation Problems via Generalized Eigenvalue Minimization

Abstract

A number of problems in the analysis and design of control systems may be reformulated as the problem of minimizing the largest generalized eigenvalue of a pair of symmetric matrices which depend affinely on the decision variables, subject to constraints that are linear matrix inequalities. For these generalized eigenvalue problems, there exist numerical algorithms that are guaranteed to be globally convergent, have polynomial worst-case complexity, and stopping criteria that guarantee desired accuracy. In this paper, we show how a number of important interpolation problems in control may be solved via generalized eigenvalue minimization.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1993
Accession Number
ADA640054

Entities

People

  • E. Feron
  • L. El Ghaoui
  • S. Boyd
  • V. Balakrishnan

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Complex Numbers
  • Computational Complexity
  • Control Systems
  • Control Theory
  • Eigenvalues
  • Electrical Engineering
  • Engineering
  • Equations
  • Frequency
  • Frequency Response
  • Inequalities
  • Interpolation
  • Numbers
  • Polynomials
  • Systems Engineering

Fields of Study

  • Mathematics

Readers

  • Fluid Dynamics.
  • Operations Research