Quadratic matrix inequalities with applications to data-based control

Henk J. Van Waarde*, M. Kanat Camlibel, Jaap Eising, Harry L. Trentelman

*Bijbehorende auteur voor dit werk

OnderzoeksoutputAcademicpeer review

2 Citaten (Scopus)
24 Downloads (Pure)

Samenvatting

This paper studies several problems related to quadratic matrix inequalities (QMIs), i.e., inequalities in the Loewner order involving quadratic functions of matrix variables. In particular, we provide conditions under which the solution set of a QMI is nonempty, convex, or bounded or has a nonempty interior. We also provide a parameterization of the solution set of a given QMI. In addition, we state results regarding the image of such sets under linear maps, which characterize a subset of "structured"solutions to a QMI. Thereafter, we derive matrix versions of the classical S-lemma and Finsler's lemma that provide conditions under which all solutions to one QMI also satisfy another QMI. The results will be compared to related work in the robust control literature, such as the full block S-procedure and Petersen's lemma, and it is demonstrated how existing results can be obtained from the results of this paper as special cases. Finally, we show how the various results for QMIs can be applied to the problem of data-driven stabilization. This problem involves finding a stabilizing feedback controller for an unknown dynamical system influenced by noise on the basis of a finite set of data. We provide general necessary and sufficient conditions for data-based quadratic stabilization. In addition, we demonstrate how to reduce the computational complexity of data-based stabilization by leveraging the aforementioned results. This involves separating the computation of the Lyapunov function and the controller and also leads to explicit formulas for data-guided feedback gains.

Originele taal-2English
Pagina's (van-tot)2251-2281
Aantal pagina's31
TijdschriftSIAM Journal on Control and Optimization
Volume61
Nummer van het tijdschrift4
DOI's
StatusPublished - 2023

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