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 considers the use of singular perturbation approximations for general linear quantum systems where the system dynamics are described in terms of both annihilation and creation operators. Results that are related to the physical realizability property of the approximate system are presented.

Singular Perturbation Approximations for General Linear Quantum Systems

In this paper, we consider the filtering problem for a hybrid system where a quantum qubit system is disturbed by a classical signal. The quantum filtering theory, which is based on quantum probability theory, can not be directly applied to a hybrid system where a classical stochastic process is also needed in describing the system dynamics. An optical cavity system is employed to model the classical disturbance. By designing the parameters of the auxiliary cavity system, the expectation of the quadrature operator of the cavity shares the same dynamics with the classical signal. With this correspondence guaranteed, one can obtain the real time expectation of the classical signal. The quantum concatenation product is adopted to describe the quantum system which contains both the qubit subsystem and the cavity subsystem. A stochastic master equation, which provides estimates for the quantum state and the classical signal, is given. To reduce the computational complexity, the quantum extended Kalman filter is also applied to this system.

Quantum Filtering for a Qubit System Subject to Classical Disturbances

This paper presents the design and implementation of a multi-input multi-output (MIMO) velocity feedback controller (VFC) based on a recent theoretical results on “mixed” negative-imaginary and small-gain approach to damp the first resonant mode of a piezoelectric tube scanner (PTS) used in atomic force microscopes (AFMs). The identification of the MIMO dynamics of the PTS is done by using the measured data and the “mixed” negative-imaginary and small-gain approach is used to establish the internal stability between the PTS and the velocity feedback controller. Experimental results are presented to demonstrate the effectiveness of the proposed controller.

http://ieeexplore.ieee.org/iel7/6621666/6639389/06640360.pdf

Multi-variable velocity feedback controller for piezoelectric tube scanner: A “mixed” negative-imaginary and small-gain approach

A minimax LQG control approach is used to synthesize a controller which minimizes noise level at a specified location in an acoustic duct. This controller is robust against uncertainties introduced by neglecting the higher order modes of the duct.

Ian R. Petersen

Papers

Singular Perturbation Approximations for General Linear Quantum Systems

Quantum Filtering for a Qubit System Subject to Classical Disturbances

Multi-variable velocity feedback controller for piezoelectric tube scanner: A “mixed” negative-imaginary and small-gain approach

Multivariable control of noise in an acoustic duct

Brief Paper: Almost Optimal LQ-Control Using Stable Periodic Controllers