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libcats.org
Linear matrix inequalities in system and control theoryStephen Boyd, Laurent El Ghaoui, Eric Feron, Venkataramanan BalakrishnanIn this book the authors reduce a wide variety of problems arising in system and control theory to a handful of convex and quasiconvex optimization problems that involve linear matrix inequalities. These optimization problems can be solved using recently developed numerical algorithms that not only are polynomial-time but also work very well in practice; the reduction therefore can be considered a solution to the original problems. This book opens up an important new research area in which convex optimization is combined with system and control theory, resulting in the solution of a large number of previously unsolved problems.
Special Features - The book catalogs a diverse list of problems in system and control theory that can be reduced to the standard optimization problems. Problems considered are analysis and state-feedback design for uncertain systems, matrix analysis problems, and many others. - Most of the the book is accessible to anyone with a basic mathematics background, e.g., linear algebra and differential equations. Partial Contents Audience
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