CDS 212, Homework 8, Fall 2010: Difference between revisions

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type of uncertainty, either real repeated scalar, complex repeated
type of uncertainty, either real repeated scalar, complex repeated
scalar, or complex full block.  The exact answer for the minimum norm
scalar, or complex full block.  The exact answer for the minimum norm
delta that makes <amsmath>det(I-M\Delta)=0</amsmath> can easily be computed exactly using
<amsmath>\Delta</amsmath> that makes <amsmath>det(I-M\Delta)=0</amsmath> can easily be computed exactly using
standard linear algebra.  Compare this with the LMI upper bound and show
standard linear algebra.  Compare this with the LMI upper bound and show
that they are equal.
that they are equal.

Revision as of 22:50, 12 November 2010

  1. REDIRECT HW draft
J. Doyle Issued: 12 Nov 2010
CDS 212, Fall 2010 Due: 25 Nov 2010

Reading

Problems

  1. Suppose <amsmath>M</amsmath> is a real matrix. Consider 3 cases where there is just one type of uncertainty, either real repeated scalar, complex repeated scalar, or complex full block. The exact answer for the minimum norm <amsmath>\Delta</amsmath> that makes <amsmath>det(I-M\Delta)=0</amsmath> can easily be computed exactly using standard linear algebra. Compare this with the LMI upper bound and show that they are equal.
  2. Suppose <amsmath>M</amsmath> is a complex matrix that is rank one, so that <amsmath>M=xy^T</amsmath> where <amsmath>x</amsmath> and <amsmath>y</amsmath> are vectors. Assume there is one block of each type of uncertainty. Again compute the analytic answer and compare with the LMI solution.
  3. Suppose <amsmath>M</amsmath> is a full complex matrix. Use the robust control toolbox to write a short program to set up and compute <amsmath>\mu(M)</amsmath> for the block uncertainty in this handout. Compute upper and lower bounds for some random matrices of moderate size.
  4. Suppose <amsmath>M</amsmath> is a real matrix and there is no real repeated scalar, just the complex repeated scalar and full block. Suppose the complex repeated scalar is treated as if it were a z transform variable for a discrete time system. Compare the LMI conditions for <amsmath>det(I-M\Delta)=0</amsmath> with LMIs that would arise in computing whether the discrete time <amsmath>H_\infty</amsmath> norm is less than 1 (discrete version of KYP).