LMIs in Control/pages/Deduced LMI Conditions for H-infinity Index

H-infinity Index Deduced LMI

Although the KYP Lemma, also known as the Bounded Real Lemma, is a basic condition to evaluate an upper bound on the H, the verification of the bound on the H-gain of the system can be done via the deduced condition.

The SystemEdit

A state-space representation of a linear system as given below:

 

where  ,   and   are the system state, output, and the disturbance vector respectively. The transfer function of such a system can be evaluated as:

 

The DataEdit

Number of states n, number of outputs m and number of external noise channels r need to be known. Moreover, the system matrices A,B,C,D are also required to be known.

The Feasibility LMIEdit

For an arbitrary  , the transfer function G(s) satisfies

 

if and only if there exists a symmetric matrix X > 0 and a matrix   such that:

 

where:

 

The above LMI can be combined with the bisection method to find minimum   to find the minimum upper bound on the H gain of  .

Conclusion:Edit

If there is a feasible solution to the aforementioned LMI, then the   upper bounds the infinity norm of the system G(s).

ImplementationEdit

To solve the feasibility LMI, YALMIP toolbox is required for setting up the feasibility problem, and SeDuMi is required to solve the problem. The following link showcases an example of the feasibility problem:

https://github.com/smhassaan/LMI-Examples/blob/master/Deduced_hinf_example.m

Related LMIsEdit

Bounded Real Lemma

External LinksEdit

A list of references documenting and validating the LMI.


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