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LMIs in Control/pages/Entropy Bound for Affine Parametric Varying Systems
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The System
where and
depend affinely on parameter .
The Data
The matrices .
The Optimization Problem:
Solve the following semi-definite program
Implementation
https://github.com/mkhajenejad/Mohammad-Khajenejad/commit/02f31a2d7a22b2464dfe9212eb76409bda9439b1
Conclusion
The value function of the above semi-definite program returns a bound for -entropy of the system, which is defined as
Remark
When it is finite, is given by where , is asymmetric matrix with the smallest possible maximum singular value among all solutions of a Riccati equation.
External Links
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.
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