LMIs in Control/pages/Stability of Lure systems

The System

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The Data

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The matrices  .


The LMI: The Lure's System's Stability

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The following feasibility problem should be solved as sufficient condition for the stability of the above Lur'e system.

 

Implementation

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https://codeocean.com/capsule/0232754/tree

Conclusion

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If the feasibility problem with LMI constraints has solution, then the Lure's system is stable.

Remark

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The LMI is only a sufficient condition for the existence of a Lur’e Lyapunov function that proves stability of Lur'e system . It is also necessary when there is only one nonlinearity, i.e., when  .

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