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Minimizing Norm by Scaling
There are many cases in which a norm should be minimized, such as in applications of the or norm optimal control.
The System
is a matrix . is some diagonal, nonsingular .
The Data
The optimal diagonally scaled norm of a matrix is defined as , where is diagonal and nonsingular.
The LMI:Minimizing Norm by Scaling
Therefore, is the optimal value of the generalized eigenvalue problem
minimize
subject to and diagonal,
Conclusion:
This result can be extended in many ways, such as in applications of or optimal control.
Implementation
This implementation requires Yalmip and Sedumi.
Minimizing Norm by Scaling
Related LMIs
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.
LMIs in Control Systems: Analysis, Design and Applications - by Guang-Ren Duan and Hai-Hua Yu, CRC Press, Taylor & amp; Francis Group, 2013.
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