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LMIs in Control/LMI Matrix Properties/Maximum Singular Value of a Complex Matrix
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Maximum Singular Value of a Complex Matrix
The System
Consider as well as . A maximum singular value of a matrix is less than if and only if , where is the conjugate transpose or Hermitian transpose of the matrix .
The Data
The matrix is the only data required.
The Optimization Problem
The LMI: Maximum Singular Value of a Complex Matrix
Using the Shur complement procedure, the following LMIs can be constructed:
The following LMI is also equivalent:
Conclusion:
The results from this LMI will give the maximum complex value of the matrix :
Implementation
A link to CodeOcean or other online implementation of the LMI
Related LMIs
[\\ Minimum singular value of a complex matrix]
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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