A lower bound for the mixed μ problem

The mixed mu problem has been shown to be NP hard so that exact analysis appears intractable. Our goal then is to exploit the problem structure so as to develop a polynomial time algorithm that approximates mu and usually gives good answers. To this end it is shown that mu is equivalent to a real ei...

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Bibliographic Details
Published in:IEEE transactions on automatic control 1997, Vol.42 (1), p.123-128
Main Authors: YOUNG, P. M, DOYLE, J. C
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control system analysis
Control theory. Systems
Exact sciences and technology
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Summary:The mixed mu problem has been shown to be NP hard so that exact analysis appears intractable. Our goal then is to exploit the problem structure so as to develop a polynomial time algorithm that approximates mu and usually gives good answers. To this end it is shown that mu is equivalent to a real eigenvalue maximization problem, and a power algorithm is developed to tackle this problem. The algorithm not only provides a lower bound for mu but has the property that mu is (almost) always an equilibrium point of the algorithm
ISSN:0018-9286
1558-2523
DOI:10.1109/9.553696