• Title/Summary/Keyword: Schur complement

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POSITIVENESS FOR THE RIEMANNIAN GEODESIC BLOCK MATRIX

  • Hwang, Jinmi;Kim, Sejong
    • Communications of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.917-925
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    • 2020
  • It has been shown that the geometric mean A#B of positive definite Hermitian matrices A and B is the maximal element X of Hermitian matrices such that $$\(\array{A&X\\X&B}\)$$ is positive semi-definite. As an extension of this result for the 2 × 2 block matrix, we consider in this article the block matrix [[A#wijB]] whose (i, j) block is given by the Riemannian geodesics of positive definite Hermitian matrices A and B, where wij ∈ ℝ for all 1 ≤ i, j ≤ m. Under certain assumption of the Loewner order for A and B, we establish the equivalent condition for the parameter matrix ω = [wij] such that the block matrix [[A#wijB]] is positive semi-definite.

ROBUST OUTPUT FEEDBACK $H\infty$ CONTROL FOR UNCERTAIN DELAYED SINGULAR SYSTEMS

  • Kim, Jong-Hae;Lim, Jong-Seul
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.513-522
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    • 2006
  • This paper considers a robust output feedback $H\infty$ controller design method for singular systems with time-varying delay in state and parameter uncertainty in system matrix by an LMI approach and observer based technique, which can be solved efficiently by convex optimization. The sufficient condition for the existence of controller and the controller design method are presented by strict LMI(linear matrix inequality) approach. Since the obtained condition can be expressed as an LMI form, all variables including feedback gain and observer gain can be calculated simultaneously by Schur complement and changes of variables.

BILUS: A BLOCK VERSION OF ILUS FACTORIZATION

  • Davod Khojasteh Salkuyeh;Faezeh Toutounian
    • Journal of applied mathematics & informatics
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    • v.15 no.1_2
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    • pp.299-312
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    • 2004
  • ILUS factorization has many desirable properties such as its amenability to the skyline format, the ease with which stability may be monitored, and the possibility of constructing a preconditioner with symmetric structure. In this paper we introduce a new preconditioning technique for general sparse linear systems based on the ILUS factorization strategy. The resulting preconditioner has the same properties as the ILUS preconditioner. Some theoretical properties of the new preconditioner are discussed and numerical experiments on test matrices from the Harwell-Boeing collection are tested. Our results indicate that the new preconditioner is cheaper to construct than the ILUS preconditioner.

An Interpretation of QR Factorization in Subspace Identification

  • Takei, Yoshinori;Imai, Jun;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 1999.10a
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    • pp.121-124
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    • 1999
  • Subspace-based state space system identification (4SID) methods have been demonstrated to per-form well in a number of applications, but the properties of these have not been fully analyzed or understood yet. For applying the methods, no assumptions on structure of realization are needed and any coordinate transformation is allowed for the estimates. This is one reason why many kinds of properties expected for identification procedures have not been clarified yet. We illustrate, by using Schur complement, an interpretation of the R matrix yielded by the QR factorization in the 4SID procedure. The results in this paper can be useful for analysis of properties of parameters obtained by 4SID methods.

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Robust $H_{\infty}$ Control of Discrete Uncertain Systems with Time Delays in States and Control Inputs (상태와 제어입력에 시간지연을 가지는 이산 불확실성 시스템의 견실 $H_{\infty}$ 제어)

  • Jong Hae Kim;Hong Bae Park
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.6
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    • pp.689-694
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    • 1998
  • 본 논문에서는 상태와 제어입력에 시간지연을 가지는 이산 불확실성 시스템의 견실 H/sub ∞/ 상태궤환 제어기 설계문제를 다룬다. 동일한 제어기에 대해서, 파라미터 불확실성을 가지는 시간지연 시스템이 자승적 안정성(quadratic stability)과 폐루프 시스템의 H/sub ∞/ 노옴의 한계를 유지하면서 파라미터 불확실성이 없는 등가의 시스템으로 변형된다. 그리고 주어진 이산 불확실성 시간지연 시스템의 견실 H/sub ∞/ 상태궤환 제어기가 존재할 충분조건과 제어기 설계 알고리듬을 제시한다. 또한 변수치환과 Schur 여수(complement) 정리를 이용하면 구한 충분조건은 LMI(linear matrix inequality) 형태로 쓸 수 있다. 예제를 통하여 제시한 결과의 타당성을 보인다.

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IMPROVING THE SOLVABILITY OF ILL-CONDITIONED SYSTEMS OF LINEAR EQUATIONS BY REDUCING THE CONDITION NUMBER OF THEIR MATRICES

  • Farooq, Muhammad;Salhi, Abdellah
    • Journal of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.939-952
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    • 2011
  • This paper is concerned with the solution of ill-conditioned Systems of Linear Equations (SLE's) via the solution of equivalent SLE's which are well-conditioned. A matrix is rst constructed from that of the given ill-conditioned system. Then, an adequate right-hand side is computed to make up the instance of an equivalent system. Formulae and algorithms for computing an instance of this equivalent SLE and solving it will be given and illustrated.

A MULTILEVEL BLOCK INCOMPLETE CHOLESKY PRECONDITIONER FOR SOLVING NORMAL EQUATIONS IN LINEAR LEAST SQUARES PROBLEMS

  • Jun, Zhang;Tong, Xiao
    • Journal of applied mathematics & informatics
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    • v.11 no.1_2
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    • pp.59-80
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    • 2003
  • An incomplete factorization method for preconditioning symmetric positive definite matrices is introduced to solve normal equations. The normal equations are form to solve linear least squares problems. The procedure is based on a block incomplete Cholesky factorization and a multilevel recursive strategy with an approximate Schur complement matrix formed implicitly. A diagonal perturbation strategy is implemented to enhance factorization robustness. The factors obtained are used as a preconditioner for the conjugate gradient method. Numerical experiments are used to show the robustness and efficiency of this preconditioning technique, and to compare it with two other preconditioners.

Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality (선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.560-570
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    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

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Robust observer-based $H_{\infty}$ control for singular systems (특이시스템의 강인 관측기 기반 $H_{\infty}$ 제어)

  • Kim, Jong-Hae
    • Proceedings of the KIEE Conference
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    • 2004.05a
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    • pp.7-9
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    • 2004
  • This paper provides an observer-based $H_{\infty}$ controller design method for singular systems with and without time-varying delay by just one LMI condition. The sufficient condition for the existence of controller and the controller design method are presented by perfect LMI (linear matrix inequality) approach. The design procedure involves solving an LMI. The observer-based $H_{\infty}$ controller in the existing results can be constructed from the coupled two or more conditions while the proposed controller design method can be obtained from an LMI condition, which can be solved efficiently by convex optimization. Since the obtained condition can be expressed as an LMI form, all variables including feedback gain and observer gain can be calculated simultaneously by Schur complement and changes of variables. An example is given to illustrate the results.

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Guaranteed Cost Control for Discrete-time Linear Uncertain Systems with Time-varying Delay (시변 시간지연을 가지는 이산 선형 불확실성 시스템에 대한 보장 비용 제어)

  • Kim, Ki-Tae;Cho, Sang-Hyun;Lee, Sang-Kyung;Park, Hong-Bae
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.6
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    • pp.20-26
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    • 2002
  • This paper deals with the guaranteed cost control problems for a class of discrete-time linear uncertain systems with time-varying delay. The uncertain systems under consideration depend on time-varying norm-bounded parameter uncertainties. We address the existence condition and the design method of the memoryless state feedback control law such that the closed loop system not only is quadratically stable but also guarantees an adequate level of performance for all admissible uncertainties. Through some changes of variables and Schur complement, It is shown that the sufficient condition can be rewritten as an LMI(linear matrix inequality) form in terms of all variables.