• 제목/요약/키워드: Matrix inequality

검색결과 532건 처리시간 0.029초

THE EQUIVALENT FORM OF A MATRIX INEQUALITY AND ITS APPLICATION

  • ZHONGPENG YANG;XIAOXIA FENG
    • Journal of applied mathematics & informatics
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    • 제20권1_2호
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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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    • 제27권3_4호
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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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    • 제어로봇시스템학회 2003년도 ICCAS
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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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선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계 (Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality)

  • 진승희;윤태성;박진배
    • 대한전기학회논문지:전력기술부문A
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    • 제48권5호
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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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파라미터 불확실성을 가지는 연속/이산 특이시스템의 견실 $Η_2$ 제어 (Robust $H_$ Control of Continuous and Discrete Time Descriptor Systems with Parameter Uncertainties)

  • 이종하;김종해;박홍배
    • 전자공학회논문지SC
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    • 제40권4호
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    • pp.251-263
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    • 2003
  • 본 논문에서는 연속시간과 이산시간에서 파라미터 불확실성을 가지는 선형 시불변 특이시스템에 대한 Η₂제어기 존재조건과 설계방법을 행렬부등식으로 제안한다. 먼저, 연속시간의 경우에는 Η₂제어기가 존재하기 위한 필요충분조건과 설계방법을 선형행렬부등식(linear matrix inequality)으로 제시하고, 이산시간의 경우에는 Η₂제어기가 존재하기 위한 충분조건과 설계방법을 행렬부등식으로 제시한다. 마지막으로 연속시간과 이산시간 각각의 경우에서, 파라미터 불확실성을 고려하여 제시한 조건들을 견실 Η₂제어문제로 확장하고, 간단한 예제를 통해 제시한 조건의 타당성을 검토해 본다.

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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    • 제1권3호
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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.

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

  • 김창화;정병건;양주호
    • Journal of Advanced Marine Engineering and Technology
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    • 제25권2호
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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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시간지연 곱 이차항을 포함하는 LKF에 기초한 시간지연 선형 시스템의 안정성 (Stability of time-delayed Linear Systems Based on Augmented LKF Including Time-delay Product Quadratic Terms)

  • 김진훈
    • 전기학회논문지
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    • 제67권5호
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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.

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

  • 나원상;진승희;윤태성;박진배
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1999년도 하계학술대회 논문집 B
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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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    • 제18권1_2호
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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.