Rank-one LMIs and Lyapunov's inequality

نویسندگان

  • Didier Henrion
  • Gjerrit Meinsma
چکیده

We describe a new proof of the well-known Lyapunov's matrix inequality about the location of the eigenvalues of a matrix in some region of the complex plane. The proof makes use of standard facts from quadratic and semi-deenite programming. Links are established between the Lyapunov matrix, rank-one LMIs and the Lagrange multiplier arising in duality theory.

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عنوان ژورنال:
  • IEEE Trans. Automat. Contr.

دوره 46  شماره 

صفحات  -

تاریخ انتشار 2001