LMIs in Control/pages/Hurwitz detectability
LMIs in Control/pages/Hurwitz detectability
Hurwitz Detectability edit
Hurwitz detectability is a dual concept of Hurwitz stabilizability and is defined as the matrix pair , is said to be Hurwitz detectable if there exists a real matrix such that is Hurwitz stable.
The System edit
where , , , at any .
The Data edit
- The matrices are system matrices of appropriate dimensions and are known.
The Optimization Problem edit
There exist a symmetric positive definite matrix and a matrix satisfying
There exists a symmetric positive definite matrix satisfying
with being the right orthogonal complement of .
There exists a symmetric positive definite matrix such that
for some scalar
The LMI: edit
Matrix pair , is Hurwitz detectable if and only if following LMI holds
Conclusion: edit
Thus by proving the above conditions we prove that the matrix pair is Hurwitz Detectable.
Implementation edit
Find the MATLAB implementation at this link below
Hurwitz detectability
Related LMIs edit
Links to other closely-related LMIs
LMI for Hurwitz stability
LMI for Schur stability
Schur Detectability
External Links edit
A list of references documenting and validating the LMI.
- LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.
- LMI Properties and Applications in Systems, Stability, and Control Theory - A List of LMIs by Ryan Caverly and James Forbes.
- LMIs in Systems and Control Theory - A downloadable book on LMIs by Stephen Boyd.