A Newton-like method for solving rank constrained linear matrix inequalities
Date
2006
Authors
Orsi, Robert
Helmke, Uwe
Moore, John
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Pergamon-Elsevier Ltd
Abstract
This paper presents a Newton-like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithm.
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Keywords
Keywords: Computational methods; Constraint theory; Matrix algebra; Numerical analysis; Polynomials; Problem solving; Robustness (control systems); Linear matrix inequalities; Output feedback; Polynomial constraints; Rank constraints; Linear equations Computational methods; Linear matrix inequalities; Output feedback; Polynomial constraints; Rank constraints; Robust control; Stabilization
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Automatica
Type
Journal article
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2037-12-31
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