Distributionally robust LMI synthesis for LTI systems

Fuente: arXiv
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Main Authors: Gramlich, Dennis, Yan, Shuhao, Scherer, Carsten W., Ebenbauer%, Christian
Format: Preprint
Published: 2025
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author Gramlich, Dennis
Yan, Shuhao
Scherer, Carsten W.
Ebenbauer%, Christian
author_facet Gramlich, Dennis
Yan, Shuhao
Scherer, Carsten W.
Ebenbauer%, Christian
contents This article shows that distributionally robust controller synthesis as investigated in \cite{taskesen2024distributionally} can be formulated as a convex linear matrix inequality (LMI) synthesis problem. To this end, we rely on well-established convexification techniques from robust control. The LMI synthesis problem we propose has the advantage that it can be solved efficiently using off-the-shelf semi-definite programming (SDP) solvers. In addition, our formulation exposes the studied distributionally robust controller synthesis problem as an instance of robust $H_2$ synthesis.
format Preprint
id arxiv_https___arxiv_org_abs_2509_23493
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Distributionally robust LMI synthesis for LTI systems
Gramlich, Dennis
Yan, Shuhao
Scherer, Carsten W.
Ebenbauer%, Christian
Optimization and Control
Systems and Control
This article shows that distributionally robust controller synthesis as investigated in \cite{taskesen2024distributionally} can be formulated as a convex linear matrix inequality (LMI) synthesis problem. To this end, we rely on well-established convexification techniques from robust control. The LMI synthesis problem we propose has the advantage that it can be solved efficiently using off-the-shelf semi-definite programming (SDP) solvers. In addition, our formulation exposes the studied distributionally robust controller synthesis problem as an instance of robust $H_2$ synthesis.
title Distributionally robust LMI synthesis for LTI systems
topic Optimization and Control
Systems and Control
url https://arxiv.org/abs/2509.23493