IEEE Transactions on Automatic Control, Vol.52, No.9, 1737-1741, 2007
Solving rank-constrained LMI problems with application to reduced-order output feedback stabilization
This paper presents an iterative penalty function method for solving rank-constrained linear matrix inequality (LMI) problems and illustrates its application to reduced-order output feedback stabilization. We propose a penalized objective function to replace the rank condition, so that a solution to the original nonconvex LMI feasibility problem can be obtained by solving a series of convex LMI optimization subproblems. Numerical experiments were performed to demonstrate the proposed method.
Keywords:linear matrix inequality (LMI);penalty function method;rank condition;reduced-order output feedback