Matlab-LMI线性矩阵不等式

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分类专栏：线性不等式矩阵学习笔记文章标签： matlab 矩阵开发语言

于 2023-11-11 18:04:03 首次发布

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1.LMI工具包，是解决具体的数值计算LMI的工具，关键包括：LMI来描述各个举证块、接受LMI系统的详细情况、在线编程或改善LMI系统和使用LMI求解器求解问题。在计算LMI系统时，LMI工具包针对三种情况设计对应的计算方法，求解器氛围feasp、mincx和gevp。

1）feasp:

[tmin,xfeas] = feasp(lmisys,options,target)

Solve System of LMIs
Consider the problem of finding P > I such that:

A1(T)P+PA1 < 0,

A2(T)P+PA2 < 0,

A3(T)P+PA3 < 0,

with data

A1= $\begin{bmatrix} -1&2 \\ 1 & -3 \end{bmatrix}$ ,A2= $\begin{bmatrix} -0.8 &1.5 \\ 1.3 & -2.7 \end{bmatrix}$ ,A3= $\begin{bmatrix} -1.4 &0.9 \\0.7 &-2.0 \end{bmatrix}$

This problem arises when studying the quadratic stability of the polytope of the matrices, Co $\begin{Bmatrix} A1 & A2 & A3 \end{Bmatrix}$ .
To assess feasibility using feasp, first enter the LMIs.
setlmis([])
p = lmivar(1,[2 1]);

A1 = [-1 2;1 -3];
A2 = [-0.8 1.5; 1.3 -2.7];
A3 = [-1.4 0.9;0.7 -2.0];

lmiterm([1 1 1 p],1,A1,'s'); % LMI #1
lmiterm([2 1 1 p],1,A2,'s'); % LMI #2
lmiterm([3 1 1 p],1,A3,'s'); % LMI #3
lmiterm([-4 1 1 p],1,1); % LMI #4: P
lmiterm([4 1 1 0],1); % LMI #4: I
lmis = getlmis;

Call feasp to a find a feasible decision vector.
[tmin,xfeas] = feasp(lmis);

The result tmin = -3.1363 means that the problem is feasible. Therefore, the dynamical system is quadratically stable for
To obtain a Lyapunov matrix P proving the quadratic stability, use dec2mat.
P = dec2mat(lmis,xfeas,p)

It is possible to add further constraints on this feasibility problem. For instance, the following command bounds the Frobenius norm of P by 10 while asking tmin to be less than or equal to –1.
options = [0,0,10,0,0];
[tmin,xfeas] = feasp(lmis,options,-1);
The third entry of options sets the feasibility radius to 10 while the third argument to feasp, -1, sets the target value for tmin. This constraint yields tmin = -1.011 and a matrix P with largest eigenvalue = 8.4653.

P = dec2mat(lmis,xfeas,p);
e = eig(P)
Copyright 2012 The MathWorks, Inc.