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Solving Rank-Constrained LMI Problems With Application to Reduced-Order Output Feedback Stabilization

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3 Author(s)
Seog-Joo Kim ; Korea Electrotechnol. Res. Inst., Kyungnam ; Young-Hyun Moon ; Soonman Kwon

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.

Published in:

Automatic Control, IEEE Transactions on  (Volume:52 ,  Issue: 9 )