A robust solver using a continuation method for Nevanlinna-Pick interpolation with degree constraint

被引：20
作者：
Nagamune, R [1 ]
机构：
[1] Royal Inst Technol, Div Optimizat & Syst Theory, SE-10044 Stockholm, Sweden
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2003年 / 48卷 / 01期
关键词：
continuation method; degree constraint; Nevanlinna-Pick interpolation; predictor-corrector step;
D O I：
10.1109/TAC.2002.806662
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This note modifies a previous algorithm for solving a certain convex optimization problem, introduced by Byrnes, Georgiou, and Lindquist, to determine any Nevanlinna-Pick interpolant satisfying degree constraint. The modified algorithm is based on a continuation method with predictor-corrector steps and it turns out to be quite efficient and, numerically robust.
引用
收藏
页码：113 / 117
页数：5
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