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Probability-one homotopy algorithms for solving the coupled Lyapunov equations arising in reduced-order \(H^2/H^\infty\) modeling, estimation, and control - MaRDI portal

Probability-one homotopy algorithms for solving the coupled Lyapunov equations arising in reduced-order \(H^2/H^\infty\) modeling, estimation, and control (Q1855051)

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scientific article; zbMATH DE number 1860934
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English
Probability-one homotopy algorithms for solving the coupled Lyapunov equations arising in reduced-order \(H^2/H^\infty\) modeling, estimation, and control
scientific article; zbMATH DE number 1860934

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    Probability-one homotopy algorithms for solving the coupled Lyapunov equations arising in reduced-order \(H^2/H^\infty\) modeling, estimation, and control (English)
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    28 January 2003
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    The paper deals with the application of homotopy methods for solving a system of coupled matrix Lyapunov equations arising in \(H^2\) and \(H^2/H^\infty\) model reduction and synthesis. Under the requirements of transversality and boundedness of the corresponding homotopy map, a global convergence of probability-one homotopy schemes is analysed.
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    \(H^2\) synthesis
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    \(H^\infty\) model reduction
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    homotopy methods
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    coupled matrix Lyapunov eauations
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    global convergence
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