Characterization of the dual problem of linear matrix inequality for H-infinity output feedback control problem via facial reduction

Abstract

AbstractThis paper deals with the minimization of $$H_\infty $$ H ∞ output feedback control. This minimization can be formulated as a linear matrix inequality (LMI) problem via a result of Iwasaki and Skelton 1994. The strict feasibility of the dual problem of such an LMI problem is a valuable property to guarantee the existence of an optimal solution of the LMI problem. If this property fails, then the LMI problem may not have any optimal solutions. Even if one can compute parameters of controllers from a computed solution of the LMI problem, then the computed $$H_\infty $$ H ∞ norm may be very sensitive to a small change of parameters in the controller. In other words, the non-strict feasibility of the dual tells us that the considered design problem may be poorly formulated. We reveal that the strict feasibility of the dual is closely related to invariant zeros of the given generalized plant. The facial reduction is useful in analyzing the relationship. The facial reduction is an iterative algorithm to convert a non-strictly feasible problem into a strictly feasible one. We also show that facial reduction spends only one iteration for so-called regular $$H_\infty $$ H ∞ output feedback control. In particular, we can obtain a strictly feasible problem by using null vectors associated with some invariant zeros. This reduction is more straightforward than the direct application of facial reduction.