Conic S-Procedure And Constrained Dissipativity
Alexander L. Fradkov
Abstract
A new version of classical S-procedure in system theory is proposed based on duality in the space of positive definite matrices and introduction of matrix Lagrange multipliers. A new proof and extension of the recent results of T.Iwasaki, S. Hara, A. Fradkov ( Systems & Control Letters, 2005. Vol 54 (7), pp 681-691) concerning equivalence between frequency domain inequality on finite frequency range and constrained dissipativity property for linear systems is given. The results of this paper extend S-procedure to allow for analysis and design of systems with matrix inequalities constraints.
Create a lesson
Related papers
A Network Simplex Framework For Discrete Unbalanced Optimal Transport
Gaetano Agazzotti, Antonin Chambolle, Clément W. Royer
Warm-IP: A Path-Following ADMM Warm Start for Interior-Point Quadratic Programming
Babak Aslani, Mojtaba Tefagh, Gourav Jhanwar et al.
Adaptive Variance Reduction without Knowing Oracle Smoothness
Wei Jiang, Yibo Wang, Zechao Li
Optimal Algorithms for Nonsmooth Nonconvex Stochastic Optimization with Constraints
Gon Buzaglo, Guy Kornowski
Geometry-Aware Multi-Objective Optimization: Norm-Constrained Oracles with Entropic Weight Updates
El Mahdi Chayti, Alireza Mirrokni, Martin Jaggi
Estimation, Sensitivity Analysis, and Optimization of Distortion Risk Measures via Simulation
Hao Cao, Jian-Qiang Hu, Jiaqiao Hu