Title :
On the numerical solution of LMIs derived from the KYP lemma
Author :
Parrilo, Pablo A.
Author_Institution :
Dept. of Control & Dynamical Syst., California Inst. of Technol., Pasadena, CA, USA
Abstract :
An efficient algorithm for the numerical solution of LMIs arising from the Kalman-Yakubovich-Popov lemma (J.C. Willems, 1971), is presented. The procedure is an outer approximation method based on the algorithms used in the computation of H∞ norms for LTI systems. The result is especially useful for systems with large state dimension
Keywords :
H∞ control; approximation theory; linear systems; matrix algebra; H∞ norms; KYP lemma; Kalman-Yakubovich-Popov lemma; LMIs; LTI systems; large state dimension; linear matrix inequality; numerical solution; outer approximation method; Application software; Approximation algorithms; Approximation methods; Control systems; Eigenvalues and eigenfunctions; Frequency domain analysis; Linear matrix inequalities; Matrix decomposition; Symmetric matrices; Uncertain systems;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.831271