User:Margav06/sandbox/Click here to continue/Fundamentals of Matrix and LMIs/Continuous Time/Eigenvalue Problem
User:Margav06/sandbox/Click here to continue/Fundamentals of Matrix and LMIs/Continuous Time/Eigenvalue Problem
The maximum eigenvalue of a matrix is going to have the most impact on system performance. This LMI allows for minimization of the maximum eigenvalue by minimizing .
The System edit
The Data edit
The matrices .
The Optimization Problem edit
The LMI: edit
Conclusion: edit
The eigenvalue problem can be utilized to minimize the maximum eigenvalue of a matrix that depends affinely on a variable.
Implementation edit
Related LMIs edit
External Links edit
- LMI Methods in Optimal and Robust Control - A course on LMIs in Control by Matthew Peet.
- LMIs in Systems and Control Theory - A downloadable book on LMIs by Stephen Boyd.