İstanbul Technical University

Department of Control and Automation Engineering

KOM 603E–Advanced Topics in Control and Automation

Engineering
∑
1 2 3 4 5 6

15 pts 15 pts 10 pts 10 pts 20 pts 15 pts 85 pts

Date: October 12, 2017 Full Name(s) :
Due: October 27, 2017 Student ID(s) :
Fall 2017 – Homework #3
IMPORTANT 1.Read the questions carefully and write your answers neatly under the corresponding question. 2.Show
all your work. Correct answers without sufficient explanation might not get full credit. 3.Mathematical proofs cannot be
given by examples or drawing pictures (unless it is a counter example).

1. Let Fi (x) ≺ 0, i = 1, 2, · · · , n be a set of LMIs in x. Show that

∑
n
(i) Fi (x) ≺ 0, i = 1, 2, · · · , n implies αi Fi ≺ 0, where αi ≥ 0 are a set of real scalars
i=1
that are not simultaneously zero.
( )
(ii) Fi (x) ≺ 0, i = 1, 2, · · · , n if and only if diag F1 (x), · · · Fn (x) ≺ 0.
2. Recast the following matrix inequalities as equivalent LMIs in the indicated variables:

(i) X −1 F T F X −1 ≺ X −1 in X = X T ≻ 0 and F .

(ii) AX + XAT + BX −1 B T ≺ 0 in X = X T ≻ 0.

(iii) C T X −1 C ≺ Y −1 in X = X T ≻ 0 and Y = Y T ≻ 0.
3 Let { }
Λ = α = [α1 α2 ]T ∈ R2 : α1 + α2 = 1, α1 , α2 ≥ 0 .

Show that P (α) = α1 P1 + α2 P2 > 0 for any α ∈ Λ if and only if P1 > 0 and P2 > 0.
4 Let c(x) ∈ Rn and P (x) = P T (x) ∈ Rn×n depend affinely on x, and P (x) be nonsingular for
all x. Find the equivalent LMIs for the following constraints:

cT (x)P (x)−1 c(x) < 1, P (x) ≻ 0.

5 Consider the following optimization problem:

(cT x)2
min
dT x

subject to

Ax + b ≥ 0,

where we assume that dT x > 0 whenever Ax+b ≥ 0. Cast this problem as an LMI minimization
problem.
6 Let P (x) ∈ Sn×n and Q(x) ∈ Rn×p depend affinely on x. Convert the following constraints
( )
trace QT (x)P −1 (x)Q(x) < 1, P (x) ≻ 0

into a set of LMIs by introducing a new (slack) variable X ∈ Sp×p .