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