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LMIs in Control/Click here to continue/Fundamentals of Matrix and LMIs/Continuous Time/Eigenvalue Problem
Reference material by Wikibooks contributors. This retains its source identity and is not 411 news reporting.
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
The Data
The matrices .
The Optimization Problem
The LMI:
Conclusion:
The eigenvalue problem can be utilized to minimize the maximum eigenvalue of a matrix that depends affinely on a variable.
Implementation
https://github.com/mcavorsi/LMI
Related LMIs
Structured Singular Value
External Links
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.
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