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Linear Matrix Inequalities in System and Control Theory (Studies in Applied and Numerical Mathematics)

ISBN: 0898714850

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Linear Matrix Inequalities in System and Control Theory Studies in Applied and Numerical Mathematics

Linear Matrix Inequalities in System and Control Theory (Studies in Applied and Numerical Mathematics): Venkataramanan Balakrishnan, Eric Feron, Laurent El Ghaoui
Society for Industrial Mathematics | ISBN: 0898714850 | 1997-06-26 | djvu (ocr) | 193 pages | 1.58 Mb

In this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization problems that involve linear matrix inequalities. These optimization problems can be solved using recently developed numerical algorithms that not only are polynomial-time but also work very well in practice; the reduction therefore can be considered a solution to the original problems. This book opens up an important new research area in which convex optimization is combined with system and control theory, resulting in the solution of a large number of previously unsolved problems.

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