Solving LMI problem with LME (linear matrix equality)
10 views (last 30 days)
Show older comments
Hi. Can't seem to find this information anywhere.
I need to solve an LMI problem for a state space system in descriptor form. The issue is I can't seem to find how to handle an equality constraint like this:
E'*P = P*E > 0
in the LMI toolbox.
My intuiton is telling me I need to add slack variables to turn this into another LMI but I can't seem to find this in any literature.
Would something like this work?
min c*x + t
E'*P-P*E<t*I, t>0
0 Comments
Answers (1)
Amine Dehak
on 7 Jan 2019
hello here is your answer
3 Comments
Amine Dehak
on 13 Oct 2020
Yes sorry. the source is the book "Control of Singular Systems with Random Abrupt Changes"
https://books.google.fr/books?id=66Te6BnZnMIC&pg=PA67&lpg=PA67&dq=%22to+overcome+this+we+can+use+the+following+LMI+condition+that+may+approximate%22&source=bl&ots=w6r5liIU9F&sig=ACfU3U1ZGaHOaH8BF6UO0rRzA9Qxe5iC6Q&hl=en&sa=X&ved=2ahUKEwiK4OWj0rHsAhUP8BQKHSUsDg0Q6AEwAHoECAEQAg#v=onepage&q=%22to%20overcome%20this%20we%20can%20use%20the%20following%20LMI%20condition%20that%20may%20approximate%22&f=false
See Also
Categories
Find more on LMI Solvers in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!