A hierarchy of LMI inner approximations of the set of stable polynomials

DOI10.1016/J.AUTOMATICA.2011.02.026MaRDI QIDQ2276120zbMATH OpenOpenAlexFDO

Authors Didier Henrion, Mustapha Ait Rami

Publication date 1 August 2011

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.5876

zbMATH Keywords

LMIpositive polynomialsstabilityToeplitz matrices

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Sensitivity (robustness) (93B35) Design techniques (robust design, computer-aided design, etc.) (93B51) Linear systems in control theory (93C05)

Abstract: Exploiting spectral properties of symmetric banded Toeplitz matrices, we describe simple sufficient conditions for positivity of a trigonometric polynomial formulated as linear matrix inequalities (LMI) in the coefficients. As an application of these results, we derive a hierarchy of convex LMI inner approximations (affine sections of the cone of positive definite matrices of size $m$) of the nonconvex set of Schur stable polynomials of given degree $n<m$. It is shown that when $m$ tends to infinity the hierarchy converges to a lifted LMI approximation (projection of an LMI set defined in a lifted space of dimension quadratic in $n$) already studied in the technical literature.

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Cites work

• scientific article; zbMATH DE number 794708 (Why is no real title available?)
• Positive polynomials and robust stabilization with fixed-order controllers
• Positive trigonometric polynomials and signal processing applications
• Robust control of polytopic systems by convex optimization
• Sufficient conditions for a real polynomial to be a sum of squares
• Toeplitz and circulant matrices: a review.

Cited in

(2)

• Nearest stable system using successive convex approximations
• Inner Approximations for Polynomial Matrix Inequalities and Robust Stability Regions

Describes a project that uses

Uses Software

• GloptiPoly

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