MSc Course ‘‘Linear Matrix Inequalities in Control (wb2416)’’

Announcement

Please note the following changes in the schedule:

Lecture from June 2 moves to May 20, 8.45-10.30, Room L
Lecture from June 4 moves to May 27, 8.45-10.30, Room L

Slides

Exercises

All answers should be substantiated by solid arguments or proofs. Try to briefly and precisely explain what you are doing while avoiding redundancy as much as possible. For numerical exercises it is recommended to use the Matlab add-on Yalmip.

Set 1: Optimization, convexity and LMIs
Set 2: Performance
Set 3: Synthesis
Set 4: Parametric uncertainty
Set 5: Multipliers
Set 6: Robust Synthesis
Set 7: Magnetic levitation. Auxiliary Matlab files: si.m and funcll.m.

Examination

The grades are based on your written solution of the exercises and an oral examination of one hour.
The topics for the oral exam are fully covered by the slides (used during the lectures) and the exercises. The material in the lecture notes should be consulted for further explanations and is not part of the examination.
The exam can take place at any time; you should make an appointment and you should be prepared to hand in the written exercises one week before the day of the exam.

Lecture notes

Version April 1999, 203 pages: Lecture Notes 1999
Version April 2005, 242 pages: Lecture Notes 2005
Please note that this latter version is rather incomplete.
We are working on a substantial update.

Suggested books

Linear Matrix Inequalities in System and Control Theory
S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan

Advances in Linear Matrix Inequality Methods in Control
L. El Ghaoui and S.-I. Niculescu, Editors

Convex Optimization
S. Boyd and L. Vandenberghe

Lectures on Modern Convex Optimization: Analysis, Algorithms, and Engineering Applications
A. Ben-Tal and A. Nemirovski (Publisher)