Jump to content

LMIs in Control/pages/Schur Complement

From Wikibooks, open books for an open world

An important tool for proving many LMI theorems is the Schur Compliment. It is frequently used as a method of LMI linearization.

The Schur Compliment

[edit | edit source]

Consider the matricies , , and where and are self-adjoint. Then the following statements are equivalent:

  1. and both hold.
  2. and both hold.
  3. is satisfied.

More concisely:

[edit | edit source]