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Solution of parameter-varying linear matrix inequalities in Toeplitz form

Mertzios, G.B.

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Abstract

In this paper the necessary and sufficient conditions are given for the solution of a system of parameter varying linear inequalities of the form A (t) x ≥ b (t) for all t ∈ T ,where T is an arbitrary set, x is the unknown vector, A (t) is a known triangular Toeplitz matrix and b (t) is a known vector. For every t ∈ T the corresponding inequality defines a polyhedron, in which the solution should exist. The solution of the linear system is the intersection of the corresponding polyhedrons for every t ∈ T . A general modular decomposition method has been developed, which is based on the successive reduction of the initial system of inequalities by reducing iteratively the number of variables and by considering an equivalent system of inequalities

Citation

Mertzios, G. (2006). Solution of parameter-varying linear matrix inequalities in Toeplitz form. Journal of applied functional analysis, 1(2), 131-152

Journal Article Type Article
Publication Date Jan 1, 2006
Deposit Date Dec 8, 2011
Publicly Available Date Jan 4, 2012
Journal Journal of applied functional analysis
Print ISSN 1559-1948
Electronic ISSN 1559-1956
Publisher Eudoxus Press
Peer Reviewed Peer Reviewed
Volume 1
Issue 2
Pages 131-152
Keywords Linear matrix inequalities, Parameter varying systems, Constrained optimization, Polyhedron, Robust control theory, Toeplitz matrices.
Publisher URL http://www.eudoxuspress.com

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