There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

Preface 1. Introduction Overview A Brief History of LMIs in Control Theory Notes on the Style of the Book Origin of the Book 2. Some Standard Problems Involving LMIs. Linear Matrix Inequalities Some Standard Problems Ellipsoid Algorithm Interior-Point Methods Strict and Nonstrict LMIs Miscellaneous Results on Matrix Inequalities Some LMI Problems with Analytic Solutions 3. Some Matrix Problems. Minimizing Condition Number by Scaling Minimizing Condition Number of a Positive-Definite Matrix Minimizing Norm by Scaling Rescaling a Matrix Positive-Definite Matrix Completion Problems Quadratic Approximation of a Polytopic Norm Ellipsoidal Approximation 4. Linear Differential Inclusions. Differential Inclusions Some Specific LDIs Nonlinear System Analysis via LDIs 5. Analysis of LDIs: State Properties. Quadratic Stability Invariant Ellipsoids 6. Analysis of LDIs: Input/Output Properties. Input-to-State Properties State-to-Output Properties Input-to-Output Properties 7. State-Feedback Synthesis for LDIs. Static State-Feedback Controllers State Properties Input-to-State Properties State-to-Output Properties Input-to-Output Properties Observer-Based Controllers for Nonlinear Systems 8. Lure and Multiplier Methods. Analysis of Lure Systems Integral Quadratic Constraints Multipliers for Systems with Unknown Parameters 9. Systems with Multiplicative Noise. Analysis of Systems with Multiplicative Noise State-Feedback Synthesis 10. Miscellaneous Problems. Optimization over an Affine Family of Linear Systems Analysis of Systems with LTI Perturbations Positive Orthant Stabilizability Linear Systems with Delays Interpolation Problems The Inverse Problem of Optimal Control System Realization Problems Multi-Criterion LQG Nonconvex Multi-Criterion Quadratic Problems Notation List of Acronyms Bibliography Index.

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Linear Matrix Inequalities in System and Control Theory

This paper will very briefly review the history of the relationship between modern optimal control and robust control. The latter is commonly viewed as having arisen in reaction to certain perceived inadequacies of the former. More recently, the distinction has effectively disappeared. Once-controversial notions of robust control have become thoroughly mainstream, and optimal control methods permeate robust control theory. This has been especially true in H-infinity theory, the primary focus of this paper.

http://www.gbv.de/dms/goettingen/18606599X.pdf

Robust and Optimal Control

Convergence of Probability Measures. By P. Billingsley. Chichester, Sussex, Wiley, 1968. xii, 253 p. 9 1/4“. 117s.

Convergence of Probability Measures

Simple state-space formulas are derived for all controllers solving the following standard H/sub infinity / problem: For a given number gamma >0, find all controllers such that the H/sub infinity / norm of the closed-loop transfer function is (strictly) less than gamma . It is known that a controller exists if and only if the unique stabilizing solutions to two algebraic Riccati equations are positive definite and the spectral radius of their product is less than gamma /sup 2/. Under these conditions, a parameterization of all controllers solving the problem is given as a linear fractional transformation (LFT) on a contractive, stable, free parameter. The state dimension of the coefficient matrix for the LFT, constructed using the two Riccati solutions, equals that of the plant and has a separation structure reminiscent of classical LQG (i.e. H/sub 2/) theory. This paper is intended to be of tutorial value, so a standard H/sub 2/ solution is developed in parallel. >

State-space solutions to standard H/sub 2/ and H/sub infinity / control problems

This paper presents the application of a robust extended Kalman filter (REKF) for an image processing problem in order to mitigate the effects of noise introduced during registration of geometrically warped anisoplanatic images. Emphasis is laid upon maintaining accuracy at the pixel-level. The perceived wander (random motion) of image intensities at the pixel level is modeled as a second-order oscillator, with a time-varying uncertain natural frequency. A robust extended Kalman filter (REKF) is used to estimate the state of the uncertain system and restore the pixel wander from a set of synthetically generated noisy measurements of registration shiftmaps. Also, a comparison of REKF and standard EKF estimation methods is presented.

A pixel-wise robust extended Kalman filter for restoration of geometrically warped anisoplanatic images

Control of a Pendulum-like System with Multiple Nonlinearities

This paper presents the design of a model predictive control (MPC) scheme with a notch filter for reducing the tracking error of an atomic force microscope (AFM) by damping the resonant mode of the piezoelectric tube (PZT) scanner. The development of a controller for the AFM imaging and scanning speed is illustrated in this paper. Experimental results show that the proposed controller can increase the scanning speed significantly as compared with the existing PI controller.

High performance control of atomic force microscope for high-speed image scanning

This paper examines the stability of quantum feedback networks. We introduce a novel characterization, in terms of equivalence classes of operators, that may be used to describe open quantum systems. In this characterization, equivalence classes of operators are shown to be elements of a Banach space such that the norm of an operator is analogous to the root mean square expectation value of the operator. This characterization is ideally suited to describing quantum feedback systems and enables us to prove the uniqueness and existence of solutions for feedback systems. In this context, we prove a quantum version of the small-gain theorem that is a generalisation of the classical small gain theorem.

Feedback interconnection of open quantum systems: A small gain theorem

The purpose of this paper is to formulate and solve a H-infinity controller synthesis problem for a class of non-commutative linear stochastic systems which includes many examples of interest in quantum technology. The paper includes results on the class of such systems for which the quantum commutation relations are preserved (such a requirement must be satisfied in a physical quantum system). A quantum version of standard (classical) dissipativity results are presented and from this a quantum version of the Strict Bounded Real Lemma is derived. This enables a quantum version of the two Riccati solution to the H-infinity control problem to be presented. This result leads to controllers which may be realized using purely quantum, purely classical or a mixture of quantum and classical elements. This issue of physical realizability of the controller is examined in detail, and necessary and sufficient conditions are given. Our results are constructive in the sense that we provide explicit formulas for the Hamiltonian function and coupling operator corresponding to the controller.

https://arxiv.org/pdf/quant-ph/0703150.pdf

Ian R. Petersen

Papers

A pixel-wise robust extended Kalman filter for restoration of geometrically warped anisoplanatic images

Control of a Pendulum-like System with Multiple Nonlinearities

High performance control of atomic force microscope for high-speed image scanning

Feedback interconnection of open quantum systems: A small gain theorem

H-Infinity Control of Linear Quantum Stochastic Systems