Finding the strongly rank-minimizing solution to the linear matrix inequality

Authors:
M. M. Chaikovskii
Affiliations:
Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, Russia
Venue:
Automation and Remote Control
Year:
2007

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Abstract

Consideration is given to an nonstrict linear matrix inequality and associated Riccati equation that occurs on solving problems of analysis and synthesis of linear stationary discrete time systems. The strongly rank-minimizing solution to the considered linear matrix inequality also satisfies the associated Riccati equation. In this paper, a sufficient condition for finding this strongly rank-minimizing solution is represented.