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

In semidefinite programming, one minimizes a linear function subject to the constraint that an affine combination of symmetric matrices is positive semidefinite. Such a constraint is nonlinear and nonsmooth, but convex, so semidefinite programs are convex optimization problems. Semidefinite programming unifies several standard problems (e.g., linear and quadratic programming) and finds many applications in engineering and combinatorial optimization. Although semidefinite programs are much more general than linear programs, they are not much harder to solve. Most interior-point methods for linear programming have been generalized to semidefinite programs. As in linear programming, these methods have polynomial worst-case complexity and perform very well in practice. This paper gives a survey of the theory and applications of semidefinite programs and an introduction to primaldual interior-point methods for their solution.

Semidefinite programming

1. Introduction. 2. Linear Algebra. 3. Linear Systems. 4. H2 and Ha Spaces. 5. Internal Stability. 6. Performance Specifications and Limitations. 7. Balanced Model Reduction. 8. Uncertainty and Robustness. 9. Linear Fractional Transformation. 10. m and m- Synthesis. 11. Controller Parameterization. 12. Algebraic Riccati Equations. 13. H2 Optimal Control. 14. Ha Control. 15. Controller Reduction. 16. Ha Loop Shaping. 17. Gap Metric and ...u- Gap Metric. 18. Miscellaneous Topics. Bibliography. Index.

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Essentials of Robust Control

First published in 1995, Wavelets and Subband Coding offered a unified view of the exciting field of wavelets and their discrete-time cousins, filter banks, or subband coding. The book developed the theory in both continuous and discrete time, and presented important applications. During the past decade, it filled a useful need in explaining a new view of signal processing based on flexible time-frequency analysis and its applications. Since 2007, the authors now retain the copyright and allow open access to the book.

Wavelets and Subband Coding

The Theory of Matrices. By F R. Gantmacher. Two volumes, pp. 374 and 276. 1959. (Translated from the Russian by K. A. Hirsch; Chelsea Publishing Company, New York)

Part 1 Interpolation and time-invariant system: interpolation problems for time-valued functions proofs using the commutant lifting theorem time invariant systems central commutant lifting central state space solutions parametization of intertwinning and its applications applications to control systems. Part 2 Nonstationary interpolation and time-varying systems nonstationary interpolation theorems nonstationary systems and point evaluation reduction techniques - from nonstationary to stationary and vice versa proofs of the nonstationary interpolation theorems by reduction to the stationary case a general completion theorem applications of the three chains completion theorem to interpolation parameterization of all solutions of the three chains completion problem.

Metric Constrained Interpolation, Commutant Lifting and Systems

Complexity of multiplication with vectors for structured matrices

The band method for positive and strictly contractive extension problems is deduced from a new set of axioms. New applications concern extension problems for operator-valued functions in the Wiener class and for certain infinite operator matrices.

The band method for positive and strictly contractive extension problems: An alternative version and new applications

This paper contains the theory of realization and minimal factorization of rational matrix valued functions unitary on the unit circle or on the imaginary line (in the framework of a, generally speaking, indefinite scalar product). The Blaschke-Potapov decomposition for unitary or J-inner rational matrix-valued functions is obtained as a corollary, and the inertia theorems are explained from the point of view of the theory of rational matrix-valued functions. The main results are also used to obtain decomposition theorems for selfadjoint matrix-valued functions.

Unitary Rational Matrix Functions

The present paper is the first of a series of papers in which time varying linear systems with boundary conditions and integral operators with semi-separable kernels are studied. The interplay between the systems and the integral operators is one of the main features. A general theory of systems with boundary conditions is developed which includes a detailed study of minimality and minimal factorization. This first part has mainly an introductory character. It contains for systems with boundary conditions a systematic analysis of the concepts of transfer operator, realization, similarity, cascade connection and factorization. For discrete systems an analogous theory is developed.

Israel Gohberg

Papers

Metric Constrained Interpolation, Commutant Lifting and Systems

Complexity of multiplication with vectors for structured matrices

The band method for positive and strictly contractive extension problems: An alternative version and new applications

Unitary Rational Matrix Functions

Time varying linear systems with boundary conditions and integral operators. I. The transfer operator and its properties