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arXiv 1603.07686math.OCcs.SYeess.SY
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关于结构Lyapunov不等式解存在的研究

On Existence of Solutions to Structured Lyapunov Inequalities

St John’s College, Oxford(牛津大学圣约翰学院);Department of Engineering Science, University of Oxford(牛津大学工程科学系);University of Oxford(牛津大学);Montefiore Institute, University of Liège(列日大学蒙特菲奥研究所)

Aviar Sootla, James Anderson

AI总结:

本文研究了在何种漂移矩阵条件下存在块对角Lyapunov不等式解,基于H矩阵提出存在性条件,并将小增益定理应用于漂移矩阵,提供构造解的方法。

摘要:

在本文中,我们推导了在何种漂移矩阵条件下存在块对角Lyapunov不等式解的充分条件。该问题的动机来自于最近提出的一种基追踪算法。特别是,该算法可以利用线性或二次锥编程提供近似解,以解决涉及Lyapunov不等式的优化问题。该算法需要一个初始可行点,本文旨在提供此点。我们的存在条件基于所谓的H矩阵。我们还建立了H矩阵与小增益定理应用于漂移矩阵之间的联系。最后,我们展示了如何在某些情况下构造这些解,而无需求解完整的Lyapunov不等式。

英文摘要:

In this paper, we derive sufficient conditions on drift matrices under which block-diagonal solutions to Lyapunov inequalities exist. The motivation for the problem comes from a recently proposed basis pursuit algorithm. In particular, this algorithm can provide approximate solutions to optimisation programmes with constraints involving Lyapunov inequalities using linear or second order cone programming. This algorithm requires an initial feasible point, which we aim to provide in this paper. Our existence conditions are based on the so-called $\mathcal{H}$ matrices. We also establish a link between $\mathcal{H}$ matrices and an application of a small gain theorem to the drift matrix. We finally show how to construct these solutions in some cases without solving the full Lyapunov inequality.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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