A tutorial on linear and bilinear matrix inequalities

This is a tutorial on the mathematical theory and process control applications of linear matrix inequalities (LMIs) and bilinear matrix inequalities (BMIs). Many convex inequalities common in process control applications are shown to be LMIs. Proofs are included to familiarize the reader with the mathematics of LMIs and BMIs. LMIs and BMIs are applied to several important process control applications including control structure selection, robust controller analysis and design, and optimal design of experiments. Software for solving LMI and BMI problems is reviewed.