Structured singular value of a repeated complex full‐block uncertainty

Abstract

AbstractThe structured singular value (SSV), or , is used to assess the robust stability and performance of an uncertain linear time‐invariant system. Existing algorithms compute upper and lower bounds on the SSV for structured uncertainties that contain repeated (real or complex) scalars and/or nonrepeated complex full‐blocks. This paper presents algorithms to compute bounds on the SSV for the case of repeated complex full‐blocks. This specific class of uncertainty is relevant for the input‐output analysis of many convective systems, such as fluid flows. Specifically, we present a power iteration to compute the SSV lower bound for the case of repeated complex full‐blocks. This generalizes existing power iterations for repeated complex scalars and nonrepeated complex full‐blocks. The upper bound can be formulated as a semi‐definite program (SDP), which we solve using a standard interior‐point method to compute optimal scaling matrices associated with the repeated full‐blocks. Our implementation of the method only requires gradient information, which improves the computational efficiency of the method. Finally, we test our proposed algorithms on an example model of incompressible fluid flow. The proposed methods provide less conservative bounds as compared to prior results, which ignore the repeated full‐block structure.