LMIs in Control/Click here to continue/Fundamentals of Matrix and LMIs/Non Strict Projection Lemma

Introduction

Projection Lemma is also known as Matrix Elimination Lemma. Strict Projection Lemma is one of the characteristics of the Projection Lemma.

Non Strict Projection Lemma

Consider $\Psi \in \mathbb {S} ^{n}$, $G\in \mathbb {R} ^{n\times m}$, $\Lambda \in \mathbb {R} ^{m\times p}$, and $H\in \mathbb {R} ^{n\times p}$. There exists $\Lambda$ such that:

${\begin{aligned}\ \Psi +G\Lambda H^{T}+H\Lambda ^{T}G^{T}\leq 0,\end{aligned}}$

if and only if

${\begin{aligned}\ N_{G}^{T}\Psi N_{G}\leq 0\end{aligned}}$,

${\begin{aligned}\ N_{H}^{T}\Psi N_{H}\leq 0\end{aligned}}$,

and

${\begin{aligned}\ \ker G\cap \ker H\cap \{\xi \in \mathbb {R} ^{n}\mid \xi ^{T}\Psi \xi =0\}\subset \ker \Psi .\end{aligned}}$

External Links

A list of references documenting and validating the LMI.