Jörn Abels and Peter Benner

SLICOT Working Note 1999-16: December 1999.

This is the second part of a collection of benchmark examples for the numerical solution of algebraic Riccati equations. After presenting examples for the continuous-time case in Part I (CAREX), our concern in this paper is discrete-time algebraic Riccati equations. This collection may serve for testing purposes in the construction of new numerical methods, but may also be used as a reference set for the comparison of methods. This version updates an earlier benchmark collection. Some of the examples have been extended by incorporating parameters and there have been some new additions to the collection.

Jörn Abels and Peter Benner

SLICOT Working Note 1999-14: December 1999.

A collection of benchmark examples is presented for the numerical solution of continuous-time algebraic Riccati equations. This collection may serve for testing purposes in the construction of new numerical methods, but may also be used as a reference set for the comparison of methods. The collected examples focus mainly on applications in linear-quadratic optimal control theory. This version updates an earlier benchmark collection and includes one new example.

Andras Varga

SLICOT Working Note 1999-18: December 1999.

This working note presents a short overview of methods suitable for controller reduction. A first class of methods considered are general purpose methods for reduction of unstable systems, as for example, absolute and relative error methods or frequency weighted methods, both in combination with modal separation or coprime factorization techniques. Special frequency weighted controller reduction methods able to preserve closed-loop stability and even closed-loop performance are also discussed. A selection of user callable and supporting routines to be implemented for controller reduction is proposed. The new routines will be included in the SLICOT library.

Andras Varga and Paul Van Dooren

SLICOT Working Note 1999-17: December 1999.

This report surveys the deliverables of Task I.A. We first give a brief description of the control problems that are solved by the basic numerical tools developed in this Task and we list the different routines of SLICOT that correspond to these control problems and that are available via ftp. We then describe the toolboxes that give interactive access via MATLAB or Scilab to those routines and describe the benchmark problems for this Task. We finally give a few numerical examples exhibiting the accuracy and speed of the new tools and describe a demo for the routines of this Task.

Michel Verhaegen

SLICOT Working Note 1999-20: November 1999.

The objective of this note is to highlight the scope and computational (symbolic and/or arithmetic) tasks of turning a physical parameter estimation problem into a (constraint) optimization problem. Concrete examples show the need for symbolic (object-oriented) modeling environments for defining the structure of the physical system to be used in the parameter optimization step. Without this (interactive) software environment for compiling a physical parameter estimation problem into an optimization problem, standardization of commercial optimization routines is of little or no interest.