LMIs in Control/pages/Entropy Bound for Affine Parametric Varying Systems
< LMIs in Control | pages
The System[edit | edit source]
where and depend affinely on parameter .
The Data[edit | edit source]
The matrices .
The Optimization Problem:[edit | edit source]
Solve the following semi-definite program
Implementation[edit | edit source]
https://github.com/mkhajenejad/Mohammad-Khajenejad/commit/02f31a2d7a22b2464dfe9212eb76409bda9439b1
Conclusion[edit | edit source]
The value function of the above semi-definite program returns a bound for -entropy of the system, which is defined as
Remark[edit | edit source]
When it is finite, is given by where , is asymmetric matrix with the smallest possible maximum singular value among all solutions of a Riccati equation.
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.