Linear Matrix Inequalities in System and Control Theory

Overview

An excellent and concisely written research monograph '... The casual presentation style, simple notation used, and the breadth of the topics considered, which are all factors enhancing its accessibility and utility to the system and control community, will ultimately make this book a classic.' --E. E. Yaz, IEEE Transactions on Automatic Control, Vol. 42, No. 3, March 1997. The book identifies a handful of standard optimization problems that are general (a wide variety of problems from system and control theory ...
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Overview

An excellent and concisely written research monograph '... The casual presentation style, simple notation used, and the breadth of the topics considered, which are all factors enhancing its accessibility and utility to the system and control community, will ultimately make this book a classic.' --E. E. Yaz, IEEE Transactions on Automatic Control, Vol. 42, No. 3, March 1997. The book identifies a handful of standard optimization problems that are general (a wide variety of problems from system and control theory can be reduced to them) as well as specific (specialized numerical algorithms can be devised for them). The book catalogs a diverse list of problems in system and control theory that can be reduced to the standard optimization problems. Problems considered are analysis and state-feedback design for uncertain systems, matrix analysis problems, and many others. Most of the the book is accessible to anyone with a basic mathematics background, e.g., linear algebra and differential equations. This book is primarily intended for researchers in system and control theory; both the beginner and the advanced researcher will find the book useful. Researchers in convex optimization will find this book a source of optimization problems for which algorithms need to be devised. A background in linear algebra, elementary analysis, and exposure to differential equations and system and control theory is recommended. Stephen Boyd is Associate Professor of Electrical Engineering and the Director of the Information Systems Laboratory at Stanford University. Laurent El Ghaoui is Professor of Control Engineering and the Chairman of the Computer and Control Sciences Department at Ecole Nationale Supe'rieure de Techniques Avanc'ees, Paris, France. Eric Feron is the Charles Stark Draper Assistant Professor of Aeronautics and Astronautics at the Massachusetts Institute of Technology. Venkataramanan Balakrishnan is a Research Associate at the Institute for Systems Research, University of Maryland.
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Editorial Reviews

Booknews
A research monograph, rather than a practical manual, on solving problems that arise in system and control theory by using convex optimization, showing that all but a handful surrender to the approach. Assumes a knowledge of basic system and control theory and an exposure to optimization. No specific examples or actual results are included. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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