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LMIs in Control/Matrix and LMI Properties and Tools/Dualization Lemma

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Dualization Lemma

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Consider and the subspaces , where is invertible and . The following are equivalent.

for all \ and for all .

for all \ and for all .

Example

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Consider the matrices where which define the quadratic matrix inequality

Define where . Notice that is equivalent to for all \.Additionally, for all is euaivalent to

which is satisfied based on the definition of . By the dualization lemma, is satisfied with if and only if

where , and .

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