Perron root bounding for nonnegative persymmetric matrices

The eigenvalue problem for a symmetric persymmetric matrix can be reduced to two symmetric eigenvalue problems of lower order. In this paper, we find in which of these problems the Perron root of a nonnegative symmetric persymmetric matrix lies. This is applied to bound the Perron root of such class of matrices.     

A new upper bound for the skewed structured singular value

The structured singular value (s.s.v)μ enables the study of robust stability and performance of a controller in the presence of real parametric uncertainties and complex uncertainties corresponding to neglected dynamics. In spite of the NP-hard characteristic of the problem, it is now possible to compute an interval for the s.s.v. μ using polynomial-time algorithms. The skewed s.s.v. ν was introduced by Fan and Tits in the context of robust performance analysis. The primary aim of this paper is to propose a new mixed ν upper bound, which is applicable to problems with a special, but practically important, structure. We then illustrate through a realistic missile example that certain problems naturally require the ν tool rather than the μ tool. Copyright © 1999 John Wiley & Sons, Ltd.     

A detailed comparative analysis of all practical algorithms to compute lower bounds on the structured singular value

μ analysis is one of the most efficient techniques to evaluate the stability margins and the performance levels of linear time-invariant systems in the presence of structured time-invariant uncertainties. The exact computation of the structured singular value μ is known to be NP hard in the general case, but several methods have been developed in the last 30 years to compute accurate and reliable bounds. In this paper, all existing μ lower bound algorithms are reviewed and the most relevant ones are evaluated on a wide set of real-world benchmarks, corresponding to various fields of application, system dimensions and structures of the uncertainties. The results are thoroughly analyzed and simple improvements to the existing algorithms are proposed to approach the exact value of μ with a reasonable computation cost. Conclusions show that non-conservative values can be obtained in almost all cases. A brief extension to skew-μ analysis confirms the good results obtained in the classical μ case.     

Reliable state-space upper bounds for the peak structured singular value

A state-space method for computing upper bounds for the peak of the structured singular value over frequency for both real and complex uncertainties is presented. These bounds are based on the positivity and Popov criteria for one-sided, sector-bounded and for norm-bounded, block-structured linear uncertainty. These criteria are restated and used to derive upper bounds for the peak structured singular value by equating the feasibility of a linear matrix inequality which involves a plant state-space realization to the strict positive realness of a transfer function. Numerical examples are given to illustrate these upper bounds. © 1998 John Wiley & Sons, Ltd.     

关于结构奇异值的一个注记

１引言Ｄｏｙｌｅ在１９８２年提出的结构奇异值（μ）方法是分析和综合结构式不确定系统的有力工具［１,２］．基于结构奇异值分析的小μ定理［２］给出了具有多个摄动块的线性动态系统鲁棒稳定的充要条件．而鲁棒性能定理［２］则进一步地将鲁棒稳定性问题和鲁棒性能问题统一成μ分析问题．然而．我们注意到,在所有研究结构奇异值的文献中,均要求块对角摄动矩阵中每个子摄动块是方的．这一要求无疑大大限制了μ方法的应用,因为非方摄动块在系统中是经常存在的．此时对Ｄｏｙｌｅ给出的结构奇异值的上界函数［１］必须进行修正．２非方…     

Off-line robust fault diagnosis using the generalized structured singular value

This paper presents a new approach to the problem of off-line model-based fault diagnosis for multivariable uncertain systems. The proposed method uses the generalized structured singular value and is based on frequency-domain model invalidation tools. A novel step-by-step methodology for off-line fault identification and symptom-aided diagnostic is developed. Fault detectability and isolability issues are discussed within the new framework. Experimental results obtained by using real data from a three-tank system are reported, showing the potential of the proposed techniques.     

Polynomial methods for the structured singular value with real parameters

We consider the structured singular value problem with real parametric uncertainty only. Using techniques from algebraic geometry, we propose two algorithms that in principle can yield the precise value of the structured singular value at a fixed frequency. Their ability to do so depends upon their ability to find all common roots to a system of polynomial equations. The first algorithm is applicable to problems with two real parameters each of multiplicity two. The second algorithm is applicable to problems with n distinct real parameters. These algorithms have proved useful in applications to aerospace control law analysis.     

Computation of the structured stability radius via matrix sign function

Robustness of perturbed state space models of the form is considered, where B, C are given matrices, A is an asymptotically stable matrix and D is the unknown perturbation matrix. An efficient algorithm to compute the complex structured stability radius, which is based on the properties of the matrix sign function, is presented. A comparison with previous algorithms shows the efficiency of the new algorithm     

Solutions to the generalized Sylvester matrix equations by a singular value decomposition

In this paper, solutions to the generalized Sylvester matrix equations AX-XF=BY and MXN-X=TY with A,M ∈R ,B,T∈R, F,N∈R and the matrices N, F being in companion form, are established by a singular value decomposition of a matrix with dimensions n×(n + pr). The algorithm proposed in this paper for the euqation AX-XF = BY does not require the controllability of matrix pair (A,B) and the restriction that A,F don’t have common eigenvalues. Since singular value decomposition is adopted, the algorithm is numerically stable and may provide great convenience to the computation of the solution to these equations, and can perform important functions in many design problems in control systems theory.     

Solutions to the generalized Sylvester matrix equations by a singular value decomposition

In this paper,solutions to the generalized Sylvester matrix equations AX-XF=BY and MXN-X=TY with A,M∈Rn×n,B,T∈Rn×n,F,N∈Rp×p and the matrices N,F being in companion form,are established by a singular value decomposition of a matrix with dimensions n×(n pr).The algorithm proposed in this paper for the euqation AX-XF=BY does not require the controllability of matrix pair(A,B)andthe restriction that A,F do not have common eigenvalues.Since singular value decomposition is adopted,the algorithm is numerically stable and may provide great convenience to the computation of the solution to these equations,and can perform important functions in many design problems in control systems theory.     

An algorithm for the computation of the transfer function matrix for singular systems

For singular systems, i.e. for systems of the form $\text{E}\text{x}\text{?}\text{= Ax + Bu}$, with E singular, the problem of computing the transfer function matrix has been solved. An algorithm is developed which uses the Souriau-Frame-Faddeev algorithm for regular systems. The final expression is suitable for computer use.     

基于奇异向量鲁棒性的水印方法的质量补偿分析

The quality compensation for the watermarking method based on the singular matrix robustness can improve the invisibility of watermarks to some extent. To optimize the compensation parameters, the paper analyzes the embedding principle of the watermarking method, finds out the relationship between pixel modifications and singular matrix changes, and studies the variation rules of pixels before and after quality compensation, thereby obtaining the optimal compensation parameters. Based on the optimal parameters, the paper further studies the relationship between quality compensation and robustness, and determines these factors that affect the compensation effect. The final experiments verify the quality compensation effect, and the comparison with similar methods proves that the proposed quality compensation method can improve the performance of watermarking.     

A graph-theoretic characterization for the rank of the transfer matrix of a structured system

In this paper structured systems are considered and the generic rank of the transfer matrix of such systems is introduced. It is shown that this rank equals the maximum number of vertex disjoint paths from the input vertices to the output vertices in the graph that can be associated to the structured system. This maximum number of disjoint paths can be calculated using techniques from combinatorics. As an application a structural version of the well-known almost disturbance decoupling problem is proposed. The results in this paper were obtained while the author was affiliated with the Centre for Mathematics and Computer Science in Amsterdam, The Netherlands.     

Computation of the robustness margin with the skewed μ tool

Methods for the direct computation of the maximal structured singular value (s.s.v.) over the frequency range require a recursive application of μ analysis. Introducing the v measure as a skewed s.s.v., we point out the problem can be solved by a single application of the v tool. A mixed v upper bound is then proposed, which provides a direct solution to the problem. The relationship between the mixed μ and v upper bounds is moreover clarified. The nonnegativity of the sensitivity of the mixed μ upper bound is finally obtained as a corollary.     

Computation of the robustness margin with the skewed μ tool

Methods for the direct computation of the maximal structured singular value (s.s.v.) over the frequency range require a recursive application of μ analysis. Introducing the v measure as a skewed s.s.v., we point out the problem can be solved by a single application of the v tool. A mixed v upper bound is then proposed, which provides a direct solution to the problem. The relationship between the mixed μ and v upper bounds is moreover clarified. The nonnegativity of the sensitivity of the mixed μ upper bound is finally obtained as a corollary.     

基于奇异值分解的Contourlet域稳健性数字水印算法*

提出了一种基于奇异值分解的Contourlet域数字水印算法。对置乱后的水印图像进行奇异值分解,在Contourlet域中选取合适的方向子带,利用得到的奇异值来调制系数矩阵,然后通过逆变换获取嵌入水印后的图像。在水印提取中只需要保存原始图像的奇异值,实现了水印的近似盲提取。最后,进行了一系列的攻击实验,证明了与传统小波域水印算法相比,该算法的不可见性和鲁棒性都有了较大的提高。     

基于随机矩阵理论的高维数据特征选择方法

传统特征选择方法多是通过相关度量来去除冗余特征,并没有考虑到高维相关矩阵中会存在大量的噪声,严重地影响特征选择结果。为解决此问题,提出基于随机矩阵理论（RMT）的特征选择方法。首先,将相关矩阵中符合随机矩阵预测的奇异值去除,从而得到去噪后的相关矩阵和选择特征的数量;然后,对去噪后的相关矩阵进行奇异值分解,通过分解矩阵获得特征与类的相关性;最后,根据特征与类的相关性和特征之间冗余性完成特征选择。此外,还提出一种特征选择优化方法,通过依次将每一个特征设为随机变量,比较其奇异值向量与原始奇异值向量的差异来进一步优化结果。分类实验结果表明所提方法能够有效提高分类准确率,减小训练数据规模。     

On the decay rate of Hankel singular values and related issues

This paper investigates the decay rate of the Hankel singular values of linear dynamical systems. This issue is of considerable interest in model reduction by means of balanced truncation, for instance, since the sum of the neglected singular values provides an upper bound for an appropriate norm of the approximation error. The decay rate involves a new set of invariants associated with a linear system, which are obtained by evaluating a modified transfer function at the poles of the system. These considerations are equivalent to studying the decay rate of the eigenvalues of the product of the solutions of two Lyapunov equations. The related problem of determining the decay rate of the eigenvalues of the solution to one Lyapunov equation will also be addressed. Very often these eigenvalues, like the Hankel singular values, are rapidly decaying. This fact has motivated the development of several algorithms for computing low-rank approximate solutions to Lyapunov equations. However, until now, conditions assuring rapid decay have not been well understood. Such conditions are derived here by relating the solution to a numerically low-rank Cauchy matrix determined by the poles of the system. Bounds explaining rapid decay rates are obtained under some mild conditions.     

Analysis of robust performance with multiple objectives

Performance robustness with multiple objectives of linear control systems having structured norm-bounded uncertainty is considered. In order to deal with any two objective functions Ψ₁ and Ψ₂ associated with a single feedback control system, the combined criterion Ψ[Ψ₁ ψ₂]Ψ S 1 is often used. The paper, however, considers Ψ ψ₁ Ψ 1 and Ψ W, 11 1 directly. It is shown that it is possible to assess robust performance of two objectives by a single μ test if repeated nonscalar blocks are adequately introduced in the structure of μ. In other words, a performance robustness problem with multiple objectives is proved to be equivalent to a stability robustness problem with extra repeated uncertainty blocks. This equivalence theorem is applicable to various system and norm setups including sampled-data systems.