LMI Properties and Applications in Systems, Stability, and Control Theory

Fuente: arXiv
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Auteurs principaux: Caverly, Ryan James, Forbes, James Richard
Format: Preprint
Publié: 2019
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author Caverly, Ryan James
Forbes, James Richard
author_facet Caverly, Ryan James
Forbes, James Richard
contents Linear matrix inequalities (LMIs) commonly appear in systems, stability, and control applications. Many analysis and synthesis problems in these areas can be solved as feasibility or optimization problems subject to LMI constraints. Although most well-known LMI properties and manipulation tricks, such as the Schur complement and the congruence transformation, can be found in standard references, many useful LMI properties are scattered throughout the literature. The purpose of this document is to collect and organize properties, tricks, and applications related to LMIs from a number of references together in a single document. In this sense, the document can be thought of as an "LMI encyclopedia" or "LMI cookbook." Proofs of the properties presented in this document are not included when they can be found in the cited references in the interest of brevity. Illustrative examples are included whenever necessary to fully explain a certain property. Multiple equivalent forms of LMIs are often presented to give the reader a choice of which form may be best suited for a particular problem at hand. The equivalency of some of the LMIs in this document may be straightforward to more experienced readers, but the authors believe that some readers may benefit from the presentation of multiple equivalent LMIs.
format Preprint
id arxiv_https___arxiv_org_abs_1903_08599
institution arXiv
publishDate 2019
record_format arxiv
spellingShingle LMI Properties and Applications in Systems, Stability, and Control Theory
Caverly, Ryan James
Forbes, James Richard
Systems and Control
Optimization and Control
Linear matrix inequalities (LMIs) commonly appear in systems, stability, and control applications. Many analysis and synthesis problems in these areas can be solved as feasibility or optimization problems subject to LMI constraints. Although most well-known LMI properties and manipulation tricks, such as the Schur complement and the congruence transformation, can be found in standard references, many useful LMI properties are scattered throughout the literature. The purpose of this document is to collect and organize properties, tricks, and applications related to LMIs from a number of references together in a single document. In this sense, the document can be thought of as an "LMI encyclopedia" or "LMI cookbook." Proofs of the properties presented in this document are not included when they can be found in the cited references in the interest of brevity. Illustrative examples are included whenever necessary to fully explain a certain property. Multiple equivalent forms of LMIs are often presented to give the reader a choice of which form may be best suited for a particular problem at hand. The equivalency of some of the LMIs in this document may be straightforward to more experienced readers, but the authors believe that some readers may benefit from the presentation of multiple equivalent LMIs.
title LMI Properties and Applications in Systems, Stability, and Control Theory
topic Systems and Control
Optimization and Control
url https://arxiv.org/abs/1903.08599