LMIs in Control/LMI Matrix Properties/Minimization of Maximum Eigenvalue of a MAtrix
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LMIs in Control/LMI Matrix Properties/Minimization of Maximum Eigenvalue of a MAtrix
The System[edit | edit source]
Note that are symmetric matrices.
The Data[edit | edit source]
The Optimization Problem[edit | edit source]
Find
to minimize,
According to Lemma 1.1 in [1] page 10, the following statements are equivalent
The LMI: The Lyapunov Inequality[edit | edit source]
Title and mathematical description of the LMI formulation.
Conclusion:[edit | edit source]
are parameters to be optimized
Implementation[edit | edit source]
A link to Matlab codes for this problem in the Github repository:
Related LMIs[edit | edit source]
LMI for Matrix Norm Minimization
LMI for Schur Stabilization
External Links[edit | edit source]
A list of references documenting and validating the LMI.
- [1] - LMI in Control Systems Analysis, Design and Applications