A Newton-like method for solving rank constrained linear matrix inequalities

被引:15
|
作者
Orsi, R [1 ]
Helmke, U [1 ]
Moore, JB [1 ]
机构
[1] Australian Natl Univ, Canberra, ACT 0200, Australia
关键词
D O I
10.1109/CDC.2004.1428950
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper presents a Newton-like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori guaranteed or observed in all cases, numerical experiments, including application to an output feedback stabilization problem, show the effectiveness of the algorithm.
引用
收藏
页码:3138 / 3144
页数:7
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