• Title/Summary/Keyword: matrix inequality

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THE EQUIVALENT FORM OF A MATRIX INEQUALITY AND ITS APPLICATION

  • ZHONGPENG YANG;XIAOXIA FENG
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.421-431
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    • 2006
  • In this paper, we establish a matrix inequality and its equivalent form. Applying the results, some matrix inequalities involving Khatri-Rao products of positive semi-definite matrices are generalized.

THE GENERALIZATION OF STYAN MATRIX INEQUALITY ON HERMITIAN MATRICES

  • Zhongpeng, Yang;Xiaoxia, Feng;Meixiang, Chen
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.673-683
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    • 2009
  • We point out: to make Hermtian matrices A and B satisfy Styan matrix inequality, the condition "positive definite property" demanded in the present literatures is not necessary. Furthermore, on the premise of abandoning positive definite property, we derive Styan matrix inequality of Hadamard product for inverse Hermitian matrices and the sufficient and necessary conditions that the equation holds in our paper.

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Fixed-Order $H_{\infty}$ Controller Design for Descriptor Systems

  • Zhai, Guisheng;Yoshida, Masaharu;Koyama, Naoki
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.898-902
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    • 2003
  • For linear descriptor systems, we consider the $H_{INFTY}$ controller design problem via output feedback. Both static output feedback and dynamic one are discussed. First, in the case of static output feedback, we reduce our control problem to solving a bilinear matrix inequality (BMI) with respect to the controller coefficient matrix, a Lyapunov matrix and a matrix related to the descriptor matrix. Under a matching condition between the descriptor matrix and the measured output matrix (or the control input matrix), we propose setting the Lyapunov matrix in the BMI as being block diagonal appropriately so that the BMI is reduced to LMIs. For fixed-order dynamic $H_{INFTY}$ output feedback, we formulate the control problem equivalently as the one of static output feedback design, and thus the same approach can be applied.

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Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality (선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.560-570
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    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

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Robust $H_$ Control of Continuous and Discrete Time Descriptor Systems with Parameter Uncertainties (파라미터 불확실성을 가지는 연속/이산 특이시스템의 견실 $Η_2$ 제어)

  • 이종하;김종해;박홍배
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.40 no.4
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    • pp.251-263
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    • 2003
  • This paper presents matrix inequality conditions for Η$_2$control and Η$_2$controller design method of linear time-invariant descriptor systems with parameter uncertainties in continuous and discrete time cases, respectively. First, the necessary and sufficient condition for Η$_2$control and Η$_2$ controller design method are expressed in terms of LMI(linear matrix inequality) with no equality constraints in continuous time case. Next, the sufficient condition for Hi control and Η$_2$controller design method are proposed by matrix inequality approach in discrete time case. Based on these conditions, we develop the robust Η$_2$controller design method for parameter uncertain descriptor systems and give a numerical example in each case.

A Nonlinear Programming Approach to Biaffine Matrix Inequality Problems in Multiobjective and Structured Controls

  • Lee, Joon-Hwa;Lee, Kwan-Ho;Kwon, Wook-Hyun
    • International Journal of Control, Automation, and Systems
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    • v.1 no.3
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    • pp.271-281
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    • 2003
  • In this paper, a new nonlinear programming approach is suggested to solve biaffine matrix inequality (BMI) problems in multiobjective and structured controls. It is shown that these BMI problems are reduced to nonlinear minimization problems. An algorithm that is easily implemented with existing convex optimization codes is presented for the nonlinear minimization problem. The efficiency of the proposed algorithm is illustrated by numerical examples.

A Robust Control of Horizontal-Shaft Magnetic Bearing System Using Linear Matrix Inequality Technique (선형행렬부등식 기법을 이용한 횡축형 자기 베어링 시스템의 로버스트 제어)

  • 김창화;정병건;양주호
    • Journal of Advanced Marine Engineering and Technology
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    • v.25 no.2
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    • pp.321-330
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    • 2001
  • Magnetic bearing system is frequently used for high-speed rotating machines because of its frictionless property. But the magnetic bearing system needs feedback controller for stabilization. This paper presents a robust controller design by using linear matrix inequality for magnetic bearing system which shows the control performance and robust stability under the physical parameter perturbations. To the end, the validity of the designed controller is investigated through computer simulation.

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Stability of time-delayed Linear Systems Based on Augmented LKF Including Time-delay Product Quadratic Terms (시간지연 곱 이차항을 포함하는 LKF에 기초한 시간지연 선형 시스템의 안정성)

  • Kim, Jin-Hoon
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.5
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    • pp.651-655
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    • 2018
  • In this paper, based on an augmented Lyapunov-Krasovskii functional(LKF) with time-delay product quadratic terms, the stability result in the form of linear matrix inequality(LMI) is proposed. In getting an LMI result, the free matrix based integral inequality is used. Finally, two well-known numerical examples are given to demonstrate the usefulness of the proposed result.

A Unified Approach to Discrete Time Robust Filtering Problem (이산시간 강인 필터링 문제를 위한 통합 설계기법)

  • Ra, Won-Sang;Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • Proceedings of the KIEE Conference
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    • 1999.07b
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    • pp.592-595
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    • 1999
  • In this paper, we propose a unified method to solve the various robust filtering problem for a class of uncertain discrete time systems. Generally, to solve the robust filtering problem, we must convert the convex optimization problem with uncertainty blocks to the uncertainty free convex optimization problem. To do this, we derive the robust matrix inequality problem. This technique involves using constant scaling parameter which can be optimized by solving a linear matrix inequality problem. Therefore, the robust matrix inequality problem does not conservative. The robust filter can be designed by using this robust matrix inequality problem and by considering its solvability conditions.

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A MATRIX INEQUALITY ON SCHUR COMPLEMENTS

  • YANG ZHONG-PENG;CAO CHONG-GUANG;ZHANG XIAN
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.321-328
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    • 2005
  • We investigate a matrix inequality on Schur complements defined by {1}-generalized inverses, and obtain simultaneously a necessary and sufficient condition under which the inequality turns into an equality. This extends two existing matrix inequalities on Schur complements defined respectively by inverses and Moore-Penrose generalized inverses (see Wang et al. [Lin. Alg. Appl., 302-303(1999)163-172] and Liu and Wang [Lin. Alg. Appl., 293(1999)233-241]). Moreover, the non-uniqueness of $\{1\}$-generalized inverses yields the complicatedness of the extension.