Geodesic
Calculating the H∞-norm of large sparse systems via Chandrasekhar iterations and extrapolation
Younes Chahlaoui1 ; Kyle A. Gallivan1 ; Paul Van Dooren2
1SCS, Florida State University, Tallahassee FL 32306-4120, USA
2CESAME, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium;
ESAIM. Proceedings, Tome 20 (2007), pp. 83-92
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We describe an algorithm for estimating the Η∞-norm of a large linear time invariant dynamical system described by a discrete time state-space model. The algorithm uses Chandrasekhar iterations to obtain an estimate of the Η∞-norm and then uses extrapolation to improve these estimates.
DOI : 10.1051/proc:072008

Younes Chahlaoui  1   ; Kyle A. Gallivan  1   ; Paul Van Dooren  2

1 SCS, Florida State University, Tallahassee FL 32306-4120, USA
2 CESAME, Université catholique de Louvain, B-1348 Louvain-la-Neuve, Belgium; 
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     author = {Younes Chahlaoui and Kyle A. Gallivan and Paul Van Dooren},
     title = {Calculating the {H\ensuremath{\infty}-norm} of large sparse systems via {Chandrasekhar} iterations and extrapolation},
     journal = {ESAIM. Proceedings},
     pages = {83--92},
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     doi = {10.1051/proc:072008},
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     url = {http://geodesic.mathdoc.fr/articles/10.1051/proc:072008/}
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Younes Chahlaoui; Kyle A. Gallivan; Paul Van Dooren. Calculating the H∞-norm of large sparse systems via Chandrasekhar iterations and extrapolation. ESAIM. Proceedings, Tome 20 (2007), pp. 83-92. doi: 10.1051/proc:072008

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