有限水平系统L/sup 2/诱导范数的计算

Bassam Bamieh
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引用次数: 2

摘要

给出了一种计算有限时间范围线性时不变系统L/sup 2/诱导范数的二分型算法。利用圈数法解决了用等分法进行有限水平范数计算的主要困难,即谱的离散性。导出了一个计算有限视界算子的奇异值的个数的积分公式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On computing the L/sup 2/-induced norm of finite-horizon systems
We present a bisection type algorithm for computing the L/sup 2/-induced norm of a linear time invariant system over a finite time horizon. The main difficulty in using bisection algorithms for finite horizon norm computation, namely the discreteness of the spectrum, is circumvented by using a winding number method. We derive an integral formula that counts the number of singular values of the finite horizon operator that are larger than a certain pre-specified level.
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