Mixed mu upper bound computation
Carolyn L. Beck, John C. Doyle · 2005
Computation of the mixed real and complex µ upper bound expressed in terms of linear matrix inequalities (LMIs) is considered. Two existing methods are used, the Osborne (1960) method for balancing matrices, and the method of centers as proposed by Boyd and El Ghaoui (1991). These methods are compared, and a hybrid algorithm that combines the best features of each is proposed. Numerical experiments suggest that this hybrid algorithm provides an efficient method to compute the upper bound for mixed µ.