Equality Constraints in LMI
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I am solving a LMI to find matrix P but I want to ensure that P*B=C' where B and C are state space matrices of a system. That means I want to incorporate equality constraint in LMI. How to do it? Code is given below
clear all;
clc;
A= [ -2 -1 -1; 1 0.2 -2.3; 1 1 -5.7];
B= [ 1 0; 0 1; 1 1];
C= [ 2 0 0; 0 0 2];
setlmis([])
P = lmivar(1,[3 1]);
phi = lmivar(2,[3 2]);
l = lmivar(1,[1 1]);
lmi1 = newlmi
lmiterm([lmi1 1 1 P],1,A,'s')
lmiterm([lmi1 1 1 phi],1,C,'s')
lmiterm([lmi1 1 1 l],1,1)
lmiterm([lmi1 1 2 P],1,1)
lmiterm([lmi1 2 2 0],-1)
lmi2 = newlmi
lmiterm([-lmi2 1 1 P],1,1) %P>0
% get the LMI system
G= getlmis;
% Solve
[tmin, xfeas] = feasp(G);
% Extract variable
P1 = dec2mat(G,xfeas,P)
phi1 = dec2mat(G,xfeas,phi)
l1 = dec2mat(G,xfeas,l)
L = inv(P1)*phi1
1 Comment
AdamsK
on 10 Jan 2024
Did you ever find a solution to this problem? If so, do you remember what it was now that nearly 10 years have past? I have a similar situa5ion and am looking for a solution.
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