LMIs in Control/KYP Lemma (Bounded Real Lemma)
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KYP Lemma (Bounded Real Lemma)
The Kalman–Popov–Yakubovich (KYP) Lemma is a widely used lemma in control theory. It is sometimes also referred to as the Bounded Real Lemma. The KYP lemma can be used to determine the norm of a system and is also useful for proving many LMI results.
The System[edit | edit source]
where , , , at any .
The Data[edit | edit source]
The matrices are known.
The Optimization Problem[edit | edit source]
The following optimization problem must be solved.
The LMI: The KYP or Bounded Real Lemma[edit | edit source]
Suppose is the system. Then the following are equivalent.
Conclusion:[edit | edit source]
The KYP Lemma can be used to find the bound on the norm of a system. Note from the (1,1) block of the LMI we know that is Hurwitz.
Implementation[edit | edit source]
A link to CodeOcean or other online implementation of the LMI (in progress)
Related LMIs[edit | edit source]
External Links[edit | edit source]
- LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.
- LMI Properties and Applications in Systems, Stability, and Control Theory - A List of LMIs by Ryan Caverly and James Forbes.
- LMIs in Systems and Control Theory - A downloadable book on LMIs by Stephen Boyd.