LMI solution to Discrete Lyapunov Equation
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Discrete Lyapunov Equation inequality is given by
If i consider a feedback
to the Linear system
then the LMI to be solved is
Now the above system always Outputs Q=[0 0] for any Random A and B matrices and i do not understand why!!!!!!
Could you please help!!!!!!
Note : 
Code :
setlmis([]);
P=lmivar(1,[2 1]);
Q=lmivar(2,[1 2]);
lmiterm([1 1 1 P],1,-1); % LMI #1: -P
lmiterm([1 1 1 0],(A1*P+B1*Q)*P^(-1)*(A1*P+B1*Q).');
lmiterm([-2 1 1 P],1,1);
LMItest=getlmis;
[tmin,xfeas] = feasp(LMItest,[0,0,0,0,0],0)
P = dec2mat(LMItest,xfeas,P)
Q = dec2mat(LMItest,xfeas,Q)
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