LMIs in Control/pages/LMIforMinimizingMatrixNorm
The System
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Note that are symmetric matrices.
The Data
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The Optimization Problem
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Find
to minimize,
According to Lemma 1.2 in [1] page 11, the following statements are equivalent
The LMI: LMI for matrix norm minimization
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Mathematical description of the LMI formulation:
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Conclusion:
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This problem is a slight generalization of the eigenvalue minimization problem for a matrix.
are parameters to be optimized
Implementation
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Related LMIs
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External Links
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A list of references documenting and validating the LMI.
- [1] - LMI in Control Systems Analysis, Design and Applications
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