Quadratically constrained linear-quadratic optimization of linear output feedback: a linear matrix inequalities approach

摘要

In this paper, it is shown how a special nonconvex constrained optimization problem-the linear-quadratic optimal output feedback control problem with finite number of quadratic constraints-can be reduced to minimization of a linear functional on a set of all solutions of a system of linear matrix inequalities. The proposed approach simplifies the existing frequency-domain techniques for solving this problem, and can be effectively used in loopshaping procedures.