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Linear Matrix Inequalities in Control

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Why are LMI’s <strong>in</strong>terest<strong>in</strong>g?<br />

Reason 1: LMI’s def<strong>in</strong>e convex constra<strong>in</strong>ts on x, i.e.,<br />

S := {x | F (x) ≺ 0} is convex.<br />

Reason 2: Solution set of multiple LMI’s<br />

F1(x) ≺ 0, . . . , Fk(x) ≺ 0<br />

is convex and representable as one s<strong>in</strong>gle LMI<br />

⎛<br />

F1(x) 0 . . . 0<br />

⎜<br />

F (x) = ⎝<br />

.<br />

0 .. 0<br />

⎞<br />

⎟<br />

⎠ ≺ 0<br />

0 . . . 0 Fk(x)<br />

Reason 3: Incorporate aff<strong>in</strong>e constra<strong>in</strong>ts such as<br />

F (x) ≺ 0 and Ax = b<br />

F (x) ≺ 0 and x = Ay + b for some y<br />

F (x) ≺ 0 and x ∈ S with S an aff<strong>in</strong>e set.<br />

Siep Weiland and Carsten Scherer (DISC) <strong>L<strong>in</strong>ear</strong> <strong>Matrix</strong> <strong>Inequalities</strong> <strong>in</strong> <strong>Control</strong> Class 1 45 / 59

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