Linear Matrix Inequalities in System and Control Theory by Stephen Boyd, Laurent El Ghaoui, Eric Feron, Vendataramanan

By Stephen Boyd, Laurent El Ghaoui, Eric Feron, Vendataramanan Balakrishnan

During this e-book the authors decrease a large choice of difficulties coming up in approach and keep an eye on concept to a handful of convex and quasiconvex optimization difficulties that contain linear matrix inequalities. those optimization difficulties should be solved utilizing lately built numerical algorithms that not just are polynomial-time but additionally paintings rather well in perform; the aid hence should be thought of an answer to the unique difficulties. This publication opens up an incredible new examine sector during which convex optimization is mixed with method and regulate thought, leading to the answer of a giant variety of formerly unsolved difficulties.

Special positive aspects - The ebook identifies a handful of ordinary optimization difficulties which are common (a wide selection of difficulties from method and regulate concept should be diminished to them) in addition to particular (specialized numerical algorithms should be devised for them).

- The booklet catalogs a various checklist of difficulties in process and keep an eye on idea that may be lowered to the normal optimization difficulties. difficulties thought of are research and state-feedback layout for doubtful structures, matrix research difficulties, and so forth.

- lots of the the e-book is available to someone with a simple arithmetic heritage, e.g., linear algebra and differential equations.

Partial Contents Preface; bankruptcy 1: creation; bankruptcy 2: a few usual difficulties regarding LMIs; bankruptcy three: a few Matrix difficulties; bankruptcy four: Linear Differential Inclusions; bankruptcy five: research of LDIs: country houses; bankruptcy 6: research of LDIs: Input/Output houses; bankruptcy 7: State-Feedback Synthesis for LDIs; bankruptcy eight: Lur'e and Multiplier tools; bankruptcy nine: platforms with Multiplicative Noise; bankruptcy 10: Miscellaneous difficulties; Notation; record of Acronyms; Bibliography; Index.

Audience This e-book is basically meant for researchers in procedure and regulate conception; either the newbie and the complicated researcher will locate the booklet beneficial. Researchers in convex optimization will locate this publication a resource of optimization difficulties for which algorithms have to be devised. A history in linear algebra, uncomplicated research, and publicity to differential equations and process and regulate conception is suggested.

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TP such that for every x, or, equivalently, such that Since our representation of £Q is homogeneous, we will now normalize AQ, bo and CQ in a convenient way: such that b^AQlbQ — CQ = I. In other words we set and parametrize £0 by AQ and 60 alone. Thus our condition becomes: Using Schur complements, we obtain the equivalent LMI with variables AQ, bo, and TI, . . , rp. 10) is equivalent to the existence of nonnegative TI, ... 12) holds. 11), the volume of £Q is proportional to \ldei,AQI. Thus we can find the smallest volume ellipsoid containing the union of ellipsoids £\, .

44) are feasible. 43) is not feasible for any X. In other words, suppose that for every X. By duality, this is equivalent to the condition NOTES AND REFERENCES 33 Now let us show that Z > 0 and VTZU = 0 imply that for some matrices H, K (at least one of which is nonzero, since otherwise Z = 0). 45). e. Z = RRT. The condition VTZU = 0 is equivalent to This means that there exists a unitary matrix T, and matrices M and N such that where the number of columns of M and N add up to that of R. In other words, RT can be written as for some matrices A, B such that VT A = 0, UTB = 0.

M and TrGF0 < 0. 1. For the special case of multiple Lyapunov inequalities, these conditions are given Bellman and Ky Fan [BF63] and Kamenetskii and Pyatnitskii [KP87A, KP87BJ. It is straightforward to derive optimality criteria for the other problems, using convex analysis. Some general references for convex analysis are the books [Roc70, ROC82] and survey article [ROC93] by Rockafellar. The recent text [HUL93] gives a good overview of convex analysis; LMIs are used as examples in several places.

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