Numerical Sensitivity of Linear Matrix Inequalities Using Shift and Delta Operators
Bengt Lennartson, Richard Hume Middleton, Ivar Gustafsson · IEEE Transactions on Automatic Control · 2012
The numerical sensitivity of linear matrix inequalities (LMIs) arising from discrete-time control with short sampling periods is analyzed using shift and delta operators. The delta operator avoids cancellation problems for short sampling periods, and it includes a system scaling proportional to the inverse of the sampling period. The numerical sensitivity of both these mechanisms is investigated analytically, and verified by numerical examples. The conclusion is that the scaling procedure is (somewhat surprisingly) much more essential for shorter sampling periods than avoiding the cancellation problem.