论文标题

重复复杂的全块不确定性的结构化奇异值

Structured Singular Value of a Repeated Complex Full-Block Uncertainty

论文作者

Mushtaq, Talha, Bhattacharjee, Diganta, Seiler, Peter, Hemati, Maziar S.

论文摘要

结构化的奇异值(SSV)或MU用于评估不确定的线性时间不变系统的稳健稳定性和性能。现有算法计算SSV上的上限和下限,用于包含重复(真实或复杂)标量和/或未重复的复杂完整块的结构化不确定性。本文介绍了重复复杂的完整块的情况下,算法以计算SSV上的边界。这种特定类别的不确定性与许多对流系统(例如流体流动)的输入输出分析有关。具体而言,我们提出了一个功率迭代,以计算重复复杂的完整块的情况下的SSV上的下限。这概括了重复的复杂标量和未重复的复杂完整块的现有功率迭代。上限可以作为半定义程序(SDP)配方,我们使用标准的内点方法来解决与重复完整块相关的最佳缩放矩阵。我们对该方法的实施仅需要梯度信息,这提高了该方法的计算效率。最后,我们在不可压缩流体流动的示例模型上测试了我们提出的算法。与先前的结果相比,所提出的方法提供的保守界限较少,后者忽略了重复的完整块结构。

The structured singular value (SSV), or mu, is used to assess the robust stability and performance of an uncertain linear time-invariant system. Existing algorithms compute upper and lower bounds on the SSV for structured uncertainties that contain repeated (real or complex) scalars and/or non-repeated complex full blocks. This paper presents algorithms to compute bounds on the SSV for the case of repeated complex full blocks. This specific class of uncertainty is relevant for the input output analysis of many convective systems, such as fluid flows. Specifically, we present a power iteration to compute a lower bound on SSV for the case of repeated complex full blocks. This generalizes existing power iterations for repeated complex scalar and non-repeated complex full blocks. The upper bound can be formulated as a semi-definite program (SDP), which we solve using a standard interior-point method to compute optimal scaling matrices associated with the repeated full blocks. Our implementation of the method only requires gradient information, which improves the computational efficiency of the method. Finally, we test our proposed algorithms on an example model of incompressible fluid flow. The proposed methods provide less conservative bounds as compared to prior results, which ignore the repeated full block structure.

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