Rank-one LMIs and Lyapunov's inequality

D. Henrion, Gjerrit Meinsma

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    We describe a new proof of the well-known Lyapunov's matrix inequality about the location of the eigenvalues of a matrix in some region of the complex plane. The proof makes use of standard facts from quadratic and semi-definite programming. Links are established between the Lyapunov matrix, rank-one LMI and the Lagrange multiplier arising in duality theory.
    Original languageUndefined
    Pages (from-to)1285-1288
    Number of pages4
    JournalIEEE transactions on automatic control
    Issue number8
    Publication statusPublished - 2001


    • METIS-200893
    • IR-101800

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