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LMIs in Control/Click here to continue/Controller synthesis/Static-State Feedback Problem

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LMIs in Control/Click here to continue/Controller synthesis/Static-State Feedback Problem
We are attempting to stabilizing The Static State-Feedback Problem

The System

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Consider a continuous time Linear Time invariant system

The Data

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are known matrices

The Optimization Problem

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The Problem's main aim is to find a feedback matrix such that the system

and


is stable Initially we find the matrix such that is Hurwitz.

The LMI: Static State Feedback Problem

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This problem can now be formulated into an LMI as Problem 1:

From the above equation and we have to find K

The problem as we can see is bilinear in

  • The bilinear in X and K is a common paradigm
  • Bilinear optimization is not Convex. To Convexify the problem, we use a change of variables.

Problem 2:

where and we find

The Problem 1 is equivalent to Problem 2

Conclusion

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If the (A,B) are controllable, We can obtain a controller matrix that stabilizes the system.

Implementation

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A link to the Matlab code for a simple implementation of this problem in the Github repository:

https://github.com/yashgvd/ygovada

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Hurwitz Stability

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