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Bibliografie

Journal Article

Rank-one LMIs and Lyapunov's inequality

Henrion Didier, Meinsma G.

: IEEE Transactions on Automatic Control vol.46, 8 (2001), p. 1285-1288

: AV0Z1075907

: linear matrix inequalities (LMIs), linear systems, optimization

(eng): We describe a new proof of the well-known Lyapunov's matrix inequality about the location of the eigenvalues of a matrix in some region of the complex plane. The proof makes use of standard facts from quadratic and semidefinite programming. Links are established between the Lyapunov matrix, rank-one linear matrix inequalities (LMIs), and the Lagrange multiplier arising in duality theory.

: 09I

: BC

07.01.2019 - 08:39