Hybrid Expansion-contraction: a Robust Scaleable Method for Approximating the H∞ Norm

Abstract

We present a new scaleable algorithm for approximating the H∞ norm, an important robust stability measure for linear dynamical systems with input and output. Our spectral value set based method uses a novel hybrid expansion-contraction scheme that, under reasonable assumptions, is guaranteed to converge to a stationary point of the optimization problem… (More)

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