Rank-one LMIs and Lyapunov's inequality

D. Henrion; Gjerrit Meinsma

doi:10.1109/CDC.2000.912068

Rank-one LMIs and Lyapunov's inequality

D. Henrion
, Gjerrit Meinsma

Research output: Contribution to journal › Article › Academic › peer-review

36 Citations (Scopus)

21 Downloads (Pure)

Abstract

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 language	Undefined
Pages (from-to)	1285-1288
Number of pages	4
Journal	IEEE transactions on automatic control
Volume	46
Issue number	8
DOIs	https://doi.org/10.1109/CDC.2000.912068
Publication status	Published - 2001

Keywords

METIS-200893
IR-101800

Access to Document

10.1109/CDC.2000.912068

http://dx.doi.org/10.1109/CDC.2000.912068

Cite this

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