Advances in Linear Matrix Inequality Methods in Control
Laurent El Ghaoui, Silviu-Iulian Niculescu
Society for Industrial and Applied Mathematics, 2000 - Mathematics - 372 pages
Linear matrix inequalities (LMIs) have recently emerged as useful tools for solving a number of control problems. This book provides an up-to-date account of the LMI method and covers topics such as recent LMI algorithms, analysis and synthesis issues, nonconvex problems, and applications. It also emphasizes applications of the method to areas other than control. The basic idea of the LMI method in control is to approximate a given control problem via an optimization problem with linear objective and so-called LMI constraints. The LMI method leads to an efficient numerical solution and is particularly suited to problems with uncertain data and multiple (possibly conflicting) specifications.
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