LMI Control Toolbox

LMI Control Toolbox ®
For Use with MATLAB
Pascal Gahinet
Arkadi Nemirovski
Alan J. Laub
Mahmoud Chilali
User’s Guide
Version 1
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LMI Control Toolbox User’s Guide

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Contents
Preface
About the Authors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii
Acknowledgments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix
Introduction
1
Linear Matrix Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-2
Toolbox Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-3
LMIs and LMI Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-4

The Three Generic LMI Problems . . . . . . . . . . . . . . . . . . . . . . . 1-5
Further Mathematical Background . . . . . . . . . . . . . . . . . . . . . 1-9
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-10
Uncertain Dynamical Systems

2
Linear Time-Invariant Systems . . . . . . . . . . . . . . . . . . . . . . . . 2-3
SYSTEM Matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-3
Time and Frequency Response Plots . . . . . . . . . . . . . . . . . . . 2-6
Interconnections of Linear Systems . . . . . . . . . . . . . . . . . . . . 2-9
i
Model Uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-12
Uncertain State-Space Models . . . . . . . . . . . . . . . . . . . . . . . . . 2-14

Polytopic Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-14
Affine Parameter-Dependent Models . . . . . . . . . . . . . . . . . . . . 2-15
Quantification of Parameter Uncertainty . . . . . . . . . . . . . . . . 2-17
Simulation of Parameter-Dependent Systems . . . . . . . . . . . . . 2-19
From Affine to Polytopic Models . . . . . . . . . . . . . . . . . . . . . . . . 2-20
Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-21
Linear-Fractional Models of Uncertainty . . . . . . . . . . . . . . . 2-23

How to Derive Such Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-23
Specification of the Uncertainty . . . . . . . . . . . . . . . . . . . . . . . . 2-26
From Affine to Linear-Fractional Models . . . . . . . . . . . . . . . . . 2-32
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2-35
Robustness Analysis
3
Quadratic Lyapunov Functions . . . . . . . . . . . . . . . . . . . . . . . . 3-3
LMI Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-4
Quadratic Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-6
Maximizing the Quadratic Stability Region . . . . . . . . . . . . . . . . 3-8
Decay Rate . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-9
Quadratic H∞ Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-10
Parameter-Dependent Lyapunov Functions . . . . . . . . . . . . 3-12

Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-14
µ Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-17
Structured Singular Value . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-17
Robust Stability Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-19
Robust Performance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-21
The Popov Criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-24

Real Parameter Uncertainty . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-25
ii Contents
Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-28
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-32
State-Feedback Synthesis
4
Multi-Objective State-Feedback . . . . . . . . . . . . . . . . . . . . . . . . 4-3
Pole Placement in LMI Regions . . . . . . . . . . . . . . . . . . . . . . . . 4-5
LMI Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-7

Extension to the Multi-Model Case . . . . . . . . . . . . . . . . . . . . . . . 4-9
The Function msfsyn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-11
Design Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-13
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-18
Synthesis of H∞ Controllers
5
H∞ Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-3
Riccati- and LMI-Based Approaches . . . . . . . . . . . . . . . . . . . . . . 5-7
H∞ Synthesis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-10
Validation of the Closed-Loop System . . . . . . . . . . . . . . . . . . . 5-13
Multi-Objective H∞ Synthesis . . . . . . . . . . . . . . . . . . . . . . . . . 5-15

LMI Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-16
The Function hinfmix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-20
Loop-Shaping Design with hinfmix . . . . . . . . . . . . . . . . . . . . . . 5-20
iii
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5-22
Loop Shaping
6
The Loop-Shaping Methodology . . . . . . . . . . . . . . . . . . . . . . . . 6-2
The Loop-Shaping Methodology . . . . . . . . . . . . . . . . . . . . . . . . 6-3
Design Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-5
Specification of the Shaping Filters . . . . . . . . . . . . . . . . . . . . 6-10

Nonproper Filters and sderiv . . . . . . . . . . . . . . . . . . . . . . . . . . 6-12
Specification of the Control Structure . . . . . . . . . . . . . . . . . 6-14
Controller Synthesis and Validation . . . . . . . . . . . . . . . . . . . 6-16
Practical Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-18
Loop Shaping with Regional Pole Placement . . . . . . . . . . . 6-19
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-24
Robust Gain-Scheduled Controllers

7
Gain-Scheduled Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-3
Synthesis of Gain-Scheduled H• Controllers . . . . . . . . . . . . . 7-7
Simulation of Gain-Scheduled Control Systems . . . . . . . . . . 7-9
Design Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-10
iv Contents
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-15
The LMI Lab

8
Background and Terminology . . . . . . . . . . . . . . . . . . . . . . . . . . 8-3
Overview of the LMI Lab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-6
Specifying a System of LMIs . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-8

A Simple Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-9
setlmis and getlmis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-11
lmivar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-11
lmiterm . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-13
The LMI Editor lmiedit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-16
How It All Works . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-18
Retrieving Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-21

lmiinfo . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-21
lminbr and matnbr . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-21
LMI Solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-22
From Decision to Matrix Variables and Vice Versa . . . . . . 8-28
Validating Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-29
Modifying a System of LMIs . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-30

dellmi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-30
dellmi . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-30
setmvar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-31
Advanced Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-33

Structured Matrix Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-33
Complex-Valued LMIs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-35
Specifying cTx Objectives for mincx . . . . . . . . . . . . . . . . . . . . . 8-38
Feasibility Radius . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-39
v
Well-Posedness Issues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-40
Semi-Definite B(x) in gevp Problems . . . . . . . . . . . . . . . . . . . . 8-41
Efficiency and Complexity Issues . . . . . . . . . . . . . . . . . . . . . . . 8-41
Solving M + PTXQ + QTXTP < 0 . . . . . . . . . . . . . . . . . . . . . . . . 8-42
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-44
Command Reference
9
List of Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9-3
H∞ Control and Loop Shaping . . . . . . . . . . . . . . . . . . . . . . . . . . 9-6
LMI Lab: Specifying and Solving LMIs . . . . . . . . . . . . . . . . . . 9-7
LMI Lab: Additional Facilities . . . . . . . . . . . . . . . . . . . . . . . . . . 9-8
vi Contents
Preface
Preface
About the Authors

Dr. Pascal Gahinet is a reserach fellow at INRIA Rocquencourt, France. His
research interests include robust control theory, linear matrix inequalities,
numerical linear algebra, and numerical software for control.
Prof. Arkadi Nemirovski is with the Faculty of Industrial Engineering and
Management at Technion, Haifa, Israel. His research interests include convex
optimization, complexity theory, and non-parametric statistics.
Prof. Alan J. Laub is with the Electrical and Computer Engineering
Department of the University of California at Santa Barbara, USA. His
research interests are in numerical analysis, mathematical software, scientific
computation, computer-aided control system design, and linear and large-scale
control and filtering theory.
Mahmoud Chilali is completing his Ph.D. at INRIA Rocquencourt, France.
His thesis is on the theory and applications of linear matrix inequalities in
control.
viii
Acknowledgments
Acknowledgments
The authors wish to express their gratitude to all colleagues who directly or
indirectly contributed to the making of the LMI Control Toolbox. Special
thanks to Pierre Apkarian, Gregory Becker, Hiroyuki Kajiwara, and Anca
Ignat for their help and contribution. Many thanks also to those who tested and
helped refine the software, including Bobby Bodenheimer, Markus
Brandstetter, Eric Feron, K.C. Goh, Anders Helmersson, Ted Iwasaki, Jianbo
Lu, Roy Lurie, Jason Ly, John Morris, Ravi Prasanth, Michael Safonov,
Carsten Scherer, Andy Sparks, Mario Rotea, Matthew Lamont Tyler, Jim
Tung, and John Wen. Apologies, finally, to those we may have omitted.
The work of Pascal Gahinet was supported in part by INRIA.
ix
Preface
x
1
Introduction
Linear Matrix Inequalities . . . . . . . . . . . . . 1-2
Toolbox Features . . . . . . . . . . . . . . . . . . 1-3
LMIs and LMI Problems . . . . . . . . . . . . . . . 1-4

The Three Generic LMI Problems . . . . . . . . . . . . 1-5
Further Mathematical Background . . . . . . . . . 1-9
References . . . . . . . . . . . . . . . . . . . . . 1-10
1 Introduction
Linear Matrix Inequalities

Linear Matrix Inequalities (LMIs) and LMI techniques have emerged as
powerful design tools in areas ranging from control engineering to system
identification and structural design. Three factors make LMI techniques
appealing:
• A variety of design specifications and constraints can be expressed as LMIs.

• Once formulated in terms of LMIs, a problem can be solved exactly by
efficient convex optimization algorithms (the “LMI solvers”).
• While most problems with multiple constraints or objectives lack analytical
solutions in terms of matrix equations, they often remain tractable in the
LMI framework. This makes LMI-based design a valuable alternative to
classical “analytical” methods.
See [9] for a good introduction to LMI concepts. The LMI Control Toolbox is
designed as an easy and progressive gateway to the new and fast-growing field
of LMIs:
• For users mainly interested in applying LMI techniques to control design,

the LMI Control Toolbox features a variety of high-level tools for the analysis
and design of multivariable feedback loops (see Chapters 2 through 7).
• For users who occasionally need to solve LMI problems, the “LMI Editor” and
the tutorial introduction to LMI concepts and LMI solvers provide for quick
and easy problem solving.
• For more experienced LMI users, the “LMI Lab” (Chapter 8) offers a rich,
flexible, and fully programmable environment to develop customized
LMI-based tools.
The LMI Control Toolbox implements state-of-the-art interior-point LMI

solvers. While these solvers are significantly faster than classical convex
optimization algorithms, it should be kept in mind that the complexity of LMI
computations remains higher than that of solving, say, a Riccati equation. For
instance, problems with a thousand design variables typically take over an
hour on today's workstations. However, research on LMI optimization is still
very active and substantial speed-ups can be expected in the future. Thanks to
its efficient “structured” representation of LMIs, the LMI Control Toolbox is
geared to making the most out of such improvements.
1-2
Toolbox Features
Toolbox Features
The LMI Control Toolbox serves two purposes:
• Provide state-of-the-art tools for the LMI-based analysis and design of robust
control systems
• Offer a flexible and user-friendly environment to specify and solve general
LMI problems (the LMI Lab)
The control design tools can be used without a priori knowledge about LMIs or
LMI solvers. These are dedicated tools covering the following applications of
LMI techniques:
• Specification and manipulation of uncertain dynamical systems (linear-time

invariant, polytopic, parameter-dependent, etc.)
• Robustness analysis. Various measures of robust stability and performance
are implemented, including quadratic stability, techniques based on
parameter-dependent Lyapunov functions, analysis, and Popov analysis.
• Multi-model/multi-objective state-feedback design
• Synthesis of output-feedback H∞ controllers via Riccati- and LMI-based
techniques, including mixed H2 /H∞ synthesis with regional pole placement
constraints
• Loop-shaping design
• Synthesis of robust gain-scheduled controllers for time-varying
parameter-dependent systems
For users interested in developing their own applications, the LMI Lab
provides a general-purpose and fully programmable environment to specify
and solve virtually any LMI problem. Note that the scope of this facility is by
no means restricted to control-oriented applications.
1-3
1 Introduction
LMIs and LMI Problems

A linear matrix inequality (LMI) is any constraint of the form
A ( x ) := A 0 + x 1 A 1 + … + x N A N < 0
(1-1)
where
• x = (x1, . . . , xN) is a vector of unknown scalars (the decision or optimization

variables)
• A0, . . . , AN are given symmetric matrices
• < 0 stands for “negative definite,” i.e., the largest eigenvalue of A(x) is
negative
Note that the constraints A(x) > 0 and A(x) < B(x) are special cases of (1-1) since
they can be rewritten as –A(x) < 0 and A(x) – B(x) < 0, respectively.
The LMI (1-1) is a convex constraint on x since A(y) < 0 and A(z) < 0 imply that
+ z-
A  y-----------
2 
< 0 . As a result,
• Its solution set, called the feasible set, is a convex subset of RN

• Finding a solution x to (1-1), if any, is a convex optimization problem.
Convexity has an important consequence: even though (1-1) has no analytical

solution in general, it can be solved numerically with guarantees of finding a
solution when one exists. Note that a system of LMI constraints can be
regarded as a single LMI since

 A1 ( x ) < 0

 .
. is equivalent to A ( x ) := diag ( A 1 ( x ),…, A K ( x ) ) < 0
 .

 AK ( x ) < 0


where diag (A1(x), . . . , AK(x)) denotes the block-diagonal matrix with

A1(x), . . . , AK(x) on its diagonal. Hence multiple LMI constraints can be
imposed on the vector of decision variables x without destroying convexity.
1-4
In most control applications, LMIs do not naturally arise in the canonical form
(1-1), but rather in the form
L(X1, . . . , Xn) < R(X1, . . . , Xn)
where L(.) and R(.) are affine functions of some structured matrix variables X1,
. . . , Xn. A simple example is the Lyapunov inequality
T
A X + XA < 0
(1-2)
where the unknown X is a symmetric matrix. Defining x1, . . . , xN as the

independent scalar entries of X, this LMI could be rewritten in the form (1-1).
Yet it is more convenient and efficient to describe it in its natural form (1-2),
which is the approach taken in the LMI Lab.
The Three Generic LMI Problems

Finding a solution x to the LMI system
A(x) < 0
(1-3)
is called the feasibility problem. Minimizing a convex objective under LMI

constraints is also a convex problem. In particular, the linear objective
minimization problem
T
Minimize c x subject to A ( x ) < 0
(1-4)
plays an important role in LMI-based design. Finally, the generalized

eigenvalue minimization problem
 A ( x ) < λB ( x )

Minimize λ subject to  B ( x ) > 0 (1-5)

 C(x) < 0
is quasi-convex and can be solved by similar techniques. It owes its name to the
fact that is related to the largest generalized eigenvalue of the pencil
(A(x),B(x)).
Many control problems and design specifications have LMI formulations [9].
This is especially true for Lyapunov-based analysis and design, but also for
1-5
1 Introduction
optimal LQG control, H∞ control, covariance control, etc. Further applications

of LMIs arise in estimation, identification, optimal design, structural design
[6, 7], matrix scaling problems, and so on. The main strength of LMI formu-
lations is the ability to combine various design constraints or objectives in a
numerically tractable manner.
A nonexhaustive list of problems addressed by LMI techniques includes the
following:
• Robust stability of systems with LTI uncertainty (µ-analysis) [24, 21, 27]
• Robust stability in the face of sector-bounded nonlinearities (Popov criterion)
[22, 28, 13, 16]
• Quadratic stability of differential inclusions [15, 8]
• Lyapunov stability of parameter-dependent systems [12]
• Input/state/output properties of LTI systems (invariant ellipsoids, decay
rate, etc.) [9]
• Multi-model/multi-objective state feedback design [4, 17, 3, 9, 10]
• Robust pole placement
• Optimal LQG control [9]
• Robust H∞ control [11, 14]
• Multi-objective H∞ synthesis [17, 23, 10, 18]
• Design of robust gain-scheduled controllers [5, 2]
• Control of stochastic systems [9]
• Weighted interpolation problems [9]
To hint at the principles underlying LMI design, let’s review the LMI
formulations of a few typical design objectives.
Stability. the stability of the dynamical system
x· = Ax
is equivalent to the feasibility of

Find P = PT such that AT P + P A < 0, P > I.
1-6
This can be generalized to linear differential inclusions (LDI)

x· = A ( t )x
where A(t) varies in the convex envelope of a set of LTI models:
 n N 
 
A ( t ) ∈ Co { A 1 ,…,A n } = 

∑ ∑
a i A i : a i ≥ 0, ai = 1 

i = 1 i=1 
A sufficient condition for the asymptotic stability of this LDI is the feasibility of
T
Find P = PT such that A i P + PA i < 0, P > I.
RMS gain . the random-mean-squares (RMS) gain of a stable LTI system
 x· = Ax + Bu

 y = Cx + Du
is the largest input/output gain over all bounded inputs u(t). This gain is the
global minimum of the following linear objective minimization problem [1, 26,
25].
Minimize γ over X = XT and γ such that
 T T 
 A X + XA XB C 
 T 
–γ I D  < 0
T
 B X
 
 C D –γ I 
X > 0
LQG performance . for a stable LTI system
 x· = Ax + Bw
G
 y = Cx
1-7
1 Introduction
where w is a white noise disturbance with unit covariance, the LQG or H2

performance ||G||2 is defined by
1 T T 
∫
2
G 2 : = lim E  ---- y ( t )y ( t )dt 
T → ∞ T 0 
∞
1
∫
H
= ------ G ( jω )G ( jω )dω
2π – ∞
It can be shown that

2 T T T
G 2 = inf { Trace ( CPC ) : AP + PA + BB < 0 }
2
Hence G 2 is the global minimum of the LMI problem
Minimize Trace (Q) over the symmetric matrices P,Q such that
T T
AP + PA + BB < 0
 Q CP 
  >0
 PC T P 
Again this is a linear objective minimization problem since the objective Trace
(Q) is linear in the decision variables (free entries of P,Q).
1-8
Further Mathematical Background
Further Mathematical Background

Efficient interior-point algorithms are now available to solve the three generic
LMI problems (1-3)–(1-5) defined in “The Three Generic LMI Problems” on
page 1-5. These algorithms have a polynomial-time complexity. That is, the
number N(ε) of flops needed to compute an ε-accurate solution is bounded by
N(ε) ð M N3 log(V/ε)
where M is the total row size of the LMI system, N is the total number of scalar
decision variables, and V is a data-dependent scaling factor. The LMI Control
Toolbox implements the Projective Algorithm of Nesterov and Nemirovski [20,
19]. In addition to its polynomial-time complexity, this algorithm does not
require an initial feasible point for the linear objective minimization problem
(1-4) or the generalized eigenvalue minimization problem (1-5).
Some LMI problems are formulated in terms of inequalities rather than strict
inequalities. For instance, a variant of (1-4) is
Minimize cTx subject to A(x) ð 0.
While this distinction is immaterial in general, it matters when A(x) can be
made negative semi-definite but not negative definite. A simple example is
T  
Minimize c x subject to  x x  ≥ 0.
 xx
(1-6)
Such problems cannot be handled directly by interior-point methods which

require strict feasibility of the LMI constraints. A well-posed reformulation of
(1-6) would be
Minimize cTx subject to x Š 0.
Keeping this subtlety in mind, we always use strict inequalities in this manual.
1-9
1 Introduction
References
[1] Anderson, B.D.O, and S. Vongpanitlerd, Network Analysis, Prentice-Hall,
Englewood Cliffs, 1973.
[2] Apkarian, P., P. Gahinet, and G. Becker, “Self-Scheduled H∞ Control of
Linear Parameter-Varying Systems,” Proc. Amer. Contr. Conf., 1994, pp.
856-860.
[3] Bambang, R., E. Shimemura, and K. Uchida, “Mixed H2 /H∞ Control with
Pole Placement,” State-Feedback Case,“ Proc. Amer. Contr. Conf., 1993, pp.
2777-2779.
[4] Barmish, B.R., “Stabilization of Uncertain Systems via Linear Control,“
IEEE Trans. Aut. Contr., AC–28 (1983), pp. 848-850.
[5] Becker, G., Packard, P., “Robust Performance of Linear-Parametrically
Varying Systems Using Parametrically-Dependent Linear Feedback,” Systems
and Control Letters, 23 (1994), pp. 205-215.
[6] Bendsoe, M.P., A. Ben-Tal, and J. Zowe, “Optimization Methods for Truss
Geometry and Topology Design,” to appear in Structural Optimization.
[7] Ben-Tal, A., and A. Nemirovski, “Potential Reduction Polynomial-Time
Method for Truss Topology Design,” to appear in SIAM J. Contr. Opt.
[8] Boyd, S., and Q. Yang, “Structured and Simultaneous Lyapunov Functions
for System Stability Problems,” Int. J. Contr., 49 (1989), pp. 2215-2240.
[9] Boyd, S., L. El Ghaoui, E. Feron, V. Balakrishnan, Linear Matrix
Inequalities in Systems and Control Theory, SIAM books, Philadelphia, 1994.
[10] Chilali, M., and P. Gahinet, “H∞ Design with Pole Placement Constraints:
an LMI Approach,” to appear in IEEE Trans. Aut. Contr. Also in Proc. Conf.
Dec. Contr., 1994, pp. 553-558.
[11] Gahinet, P., and P. Apkarian, “A Linear Matrix Inequality Approach to H∞
Control,” Int. J. Robust and Nonlinear Contr., 4 (1994), pp. 421-448.
[12] Gahinet, P., P. Apkarian, and M. Chilali, “Affine Parameter-Dependent
Lyapunov Functions for Real Parametric Uncertainty,” Proc. Conf. Dec. Contr.,
1994, pp. 2026-2031.
1-10
References
[13] Haddad, W.M. and D.S. Berstein,“Parameter-Dependent Lyapunov

Functions, Constant Real Parameter Uncertainty, and the Popov Criterion in
Robust Analysis and Synthesis: Part 1 and 2,” Proc. Conf. Dec. Contr., 1991, pp.
2274-2279 and 2632-2633.
[14] Iwasaki, T., and R.E. Skelton, “All Controllers for the General H∞ Control
Problem: LMI Existence Conditions and State-Space Formulas,” Automatica,
30 (1994), pp. 1307-1317.
[15] Horisberger, H.P., and P.R. Belanger, “Regulators for Linear
Time-Varying Plants with Uncertain Parameters,” IEEE Trans. Aut. Contr.,
AC–21 (1976), pp. 705-708.
[16] How, J.P., and S.R. Hall, “Connection between the Popov Stability
Criterion and Bounds for Real Parameter Uncertainty,” Proc. Amer. Contr.
Conf., 1993, pp. 1084-1089.
[17] Khargonekar, P.P., and M.A. Rotea,“Mixed H2 /H∞ Control: a Convex
Optimization Approach,” IEEE Trans. Aut. Contr., 39 (1991), pp. 824-837.
[18] Masubuchi, I., A. Ohara, and N. Suda, “LMI-Based Controller Synthesis:
A Unified Formulation and Solution,” submitted to Int. J. Robust and
Nonlinear Contr., 1994.
[19] Nemirovski, A., and P. Gahinet, “The Projective Method for Solving Linear
Matrix Inequalities,” Proc. Amer. Contr. Conf., 1994, pp. 840-844.
[20] Nesterov, Yu, and A. Nemirovski, Interior Point Polynomial Methods in
Convex Programming: Theory and Applications, SIAM Books, Philadelphia,
1994.
[21] Packard, A., and J.C. Doyle, “The Complex Structured Singular Value,”
Automatica, 29 (1994), pp. 71-109.
[22] Popov, V.M., “Absolute Stability of Nonlinear Systems of Automatic
Control,” Automation and Remote Control, 22 (1962), pp. 857-875.
[23] Scherer, C., “Mixed H2 H∞ Control,” to appear in Trends in Control: A
European Perspective, volume of the special contributions to the ECC 1995.
[24] Stein, G. and J.C. Doyle, “Beyond Singular Values and Loop Shapes,” J.
Guidance, 14 (1991), pp. 5-16.
[25] Vidyasagar, M., Nonlinear System Analysis, Prentice-Hall, Englewood
Cliffs, 1992.
1-11
1 Introduction
[26] Willems, J.C., “Least-Squares Stationary Optimal Control and the

Algebraic Riccati Equation,” IEEE Trans. Aut. Contr., AC–16 (1971), pp.
621-634.
[27] Young, P. M., M. P. Newlin, and J. C. Doyle, “Let's Get Real,” in Robust
Control Theory, Springer Verlag, 1994, pp. 143-174.
[28] Zames, G., “On the Input-Output Stability of Time-Varying Nonlinear
Feedback Systems, Part I and II,” IEEE Trans. Aut. Contr., AC–11 (1966), pp.
228-238 and 465-476.
1-12
2
Uncertain Dynamical
Systems
Linear Time-Invariant Systems . . . . . . . . . . . 2-3
SYSTEM Matrix . . . . . . . . . . . . . . . . . . . 2-3
Time and Frequency Response Plots . . . . . . . . . 2-6
Interconnections of Linear Systems . . . . . . . . . 2-9
Model Uncertainty . . . . . . . . . . . . . . . . .2-12
Uncertain State-Space Models . . . . . . . . . . . .2-14

Polytopic Models . . . . . . . . . . . . . . . . . . .2-14
Affine Parameter-Dependent Models . . . . . . . . . . .2-15
Quantification of Parameter Uncertainty . . . . . . . . .2-17
Simulation of Parameter-Dependent Systems . . . . . . .2-19
From Affine to Polytopic Models . . . . . . . . . . . . .2-20
Example . . . . . . . . . . . . . . . . . . . . . .2-21
Linear-Fractional Models of Uncertainty . . . . . . .2-23

How to Derive Such Models . . . . . . . . . . . . . . .2-23
Specification of the Uncertainty . . . . . . . . . . . . .2-26
From Affine to Linear-Fractional Models . . . . . . . . .2-32
References . . . . . . . . . . . . . . . . . . . . .2-35
2 Uncertain Dynamical Systems
The LMI Control Toolbox offers a variety of tools to facilitate the description
and manipulation of uncertain dynamical systems. These include functions to:
• Manipulate the state-space realization of linear time-invariant (LTI)

systems as a single SYSTEM matrix
• Form interconnections of linear systems
• Specify linear systems with uncertain state-space matrices (polytopic
differential inclusions, systems with uncertain or time-varying physical
parameters, etc.)
• Describe linear-fractional models of uncertainty
The next sections provide a tutorial introduction to uncertain dynamical

systems and an overview of these facilities.
2-2
Linear Time-Invariant Systems

The LMI Control Toolbox provides streamlined tools to manipulate state-space
representations of linear time-invariant (LTI) systems. These tools handle
general LTI models of the form
dx
E ------- = Ax ( t ) + Bu ( t )
dt
y ( t ) = Cx ( t ) + Du ( t )
where A, B, C, D, E are real matrices and E is invertible, as well as their

discrete-time counterpart
Ex k + 1 = Ax k + Bu k
y k = Cx k + Du k
Recall that the vectors x(t), u(t), y(t) denote the state, input, and output
trajectories. Similarly, xk, uk, yk denote the values of the state, input, and
output vectors at the sample time k.
The “descriptor” formulation ( E ≠ I ) proves useful when specifying
parameter-dependent systems (see “Affine Parameter-Dependent Models” on
page 2-15) and also avoids inverting E when this inversion is poorly
conditioned. Moreover, many dynamical systems are naturally written in
descriptor form. For instance, the second-order system
mx·· + f x· + kx = u, y = x.
admits the state-space representation
 1 0  dX  0 1   0
  -------- =   X +   u, y = ( 1, 0 )X
 0 m  dt  –k –f   1
 
where X ( t ) :=  x ( t )  .
·
 x(t) 
SYSTEM Matrix
For convenience, the state-space realization of LTI systems is stored as a single
MATLAB matrix called a SYSTEM matrix. Specifically, a continuous- or
2-3
discrete-time LTI system with state-space matrices A, B, C, D, E is represented

by the structured matrix
n
A + j(E – I) B
0
…
C D
0
0 –Inf
where j = – 1 . The upper right entry n corresponds to the number of states

(i.e., A ∈ Rn×n) while the entry Inf is used to differentiate SYSTEM matrices
from regular matrices. This data structure is similar to that used in the µ
Analysis and Synthesis Toolbox.
The functions ltisys and ltiss create SYSTEM matrices and extract state-
space data from them. For instance,
sys = ltisys( 1,1,1,0)
specifies the LTI system
x· = – x + u, y=x
To retrieve the values of A, B, C, D from the SYSTEM matrix sys, type
[a,b,c,d] = ltiss(sys)
For single-input/single-output (SISO) systems, the function ltitf returns the

numerator/denominator representation of the transfer function
–1 n(s)
G ( s ) = D + C ( sE – A ) B = -----------
d(s)
Conversely, the command
sys = ltisys('tf',n,d)
returns a state-space realization of the SISO transfer function n(s)/d(s) in

SYSTEM format. Here n and d are the vector representation of n(s) and d(s) (type
help poly for details).
The number of states, inputs, and outputs of a linear system are retrieved from
the SYSTEM matrix with sinfo:
2-4
sinfo(sys)
System with 1 state(s), 1 input(s), and 1 output(s)
Similarly, the poles of the system are given by spol:

spol(sys)
ans =
1
The function ssub selects particular inputs and outputs of a system and
returns the corresponding subsystem. For instance, if G has two inputs and
three outputs, the subsystem mapping the first input to the second and third
outputs is given by
ssub(g,1,2:3)
The function sinv computes the inverse H(s) = G(s)–1 of a system G(s) with
square invertible D matrix:
h = sinv(g)
Finally, the state-space realization of an LTI system can be “balanced” with

sbalanc. This function seeks a diagonal scaling similarity that reduces the
norms of A, B, C.
2-5
Time and Frequency Response Plots

Time and frequency responses of linear systems are plotted directly from the
SYSTEM matrix with the function splot. For the sake of illustration, consider
the second-order system
mx·· + f x· + kx = u, y=x
with m = 2, f = 0.01, and k = 0.5. This system is specified in descriptor form by

sys = ltisys([0 1, 0.5 0.01],[0,1],[1 0],0,[1 0,0 2])
the last input argument being the E matrix. To plot its Bode diagram, type
splot(sys,'bo')
The second argument is the string consisting of the first two letters of “bode.”
This command produces the plot of Figure 2-1. A third argument can be used
to adjust the frequency range. For instance,
splot(sys,'bo',logspace( 1,1,50))
displays the Bode plot of Figure 2-2 instead.

50
Gain dB
−50 −1 0
10 10
Frequency (rad/sec)
0
Phase deg
−90
−180
−1 0
10 10
Frequency (rad/sec)
Figure 2-1: splot (sys,'bo')
2-6
Time and Frequency Response Plots
Gain dB 50
−50 −1 0 1
10 10 10
Frequency (rad/sec)
0
Phase deg
−90
−180
−1 0 1
10 10 10
Frequency (rad/sec)
Figure 2-2: splot (sys,'bo',logspace (–1,1,50))
To draw the singular value plot of this second-order system, type

splot(sys,'sv').
For a system with transfer function G(s) = D + C(sE – A)–1B, the singular value
plot consists of the curves
(ω, σi(G(jω)))
where σi denotes the i-th singular value of a matrix M in the order
σ1(M) Š σ2(M) Š . . . Š σp(M).
Similarly, the step and impulse responses of this system are plotted by
splot(sys,'st') and splot(sys,'im'), respectively. See the “Command
Reference” chapter for a complete list of available diagrams.
The function splot is also applicable to discrete-time systems. For such
systems, the sampling period T must be specified to plot frequency responses.
For instance, the Bode plot of the system
2-7
 x k + 1 = 0.1x k + 0.2u k

 yk = –xk
with sampling period t = 0.01 s is drawn by

splot(ltisys(0.1,0.2, 1),0.01,'bo')
2-8
Interconnections of Linear Systems

Tools are provided to form series, parallel, and simple feedback inter-
connections of LTI systems. More complex interconnections can be built either
incrementally with these basic facilities or directly with sconnect
(see“Polytopic Models” on page 2-14 for details). The interconnection functions
work on the SYSTEM matrix representation of dynamical systems and their
names start with an s. Note that most of these functions are also applicable to
polytopic or parameter- dependent models (see “Polytopic Models” on
page 2-14).
Series and parallel interconnections are performed by sadd and smult. In
terms of transfer functions,
sadd(g1,g2)
returns the system with transfer function G1(s) + G2(s) while

smult(g1,g2)
returns the system with transfer function G2(s)G1(s). Both functions take up to
ten input arguments, at most one of which can be a parameter-dependent
system. Similarly, the command
sdiag(g1,g2)
appends (concatenates) the systems G1 and G2 and returns the system with
transfer function
 G (s) 0 
G(s) =  1 
 0 G2 ( s ) 
 
This corresponds to combining the input/output relations

y1 = G1(s)u1, y2 = G2(s)u2
into the single relation
 y   
 1  = G( s )  u1 
 y   u 
 2  2
2-9
Finally, the functions sloop and slft form basic feedback interconnections.
The function sloop computes the closed-loop mapping between r and y in the
loop of Figure 2-3. The result is a state-space realization of the transfer
function
(I – εG1G2)–1G1
where ε = ±1.
r + y
G1(s)
−ε
G2(s)
Figure 2-3: sloop
This function is useful to specify simple feedback loops. For instance, the
closed-loop system clsys corresponding to the two-degree-of-freedom tracking
loop
r + y
C K G
−
is derived by setting G1(s) = G(s)K(s) and G2(s) = 1:

clsys = smult(c, sloop(smult(k,g),1))
The function slft forms the more general feedback interconnection of Figure
ω z
2-4 and returns the closed-loop mapping from  1 to  1 . To form this
 ω 2  z 2
interconnection when u ∈ R2 and y ∈ R3, the command is
slft(P1,P2,2,3)
2-10
The last two arguments dimension u and y. This function is useful to compute
linear-fractional interconnections such as those arising in H∞ theory and its
extensions (see “How to Derive Such Models” on page 2-23).
w1 z1
P1(s)
u y
P2(s)
w2 z2
Figure 2-4: slft
2-11
Model Uncertainty
The notion of uncertain dynamical system is central to robust control theory.
For control design purposes, the possibly complex behavior of dynamical
systems must be approximated by models of relatively low complexity. The gap
between such models and the true physical system is called the model
uncertainty. Another cause of uncertainty is the imperfect knowledge of some
components of the system, or the alteration of their behavior due to changes in
operating conditions, aging, etc. Finally, uncertainty also stems from physical
parameters whose value is only approximately known or varies in time. Note
that model uncertainty should be distinguished from exogenous actions such as
disturbances or measurement noise.
The LMI Control Toolbox focuses on the class of dynamical systems that can be
approximated by linear models up to some possibly nonlinear and/or
time-varying model uncertainty. When deriving the nominal model and
estimating the uncertainty, two fundamental principles must be remembered:
• Uncertainty should be small where high performance is desired (tradeoff

between performance and robustness). In other words, the linear model
should be sufficiently accurate in the control bandwidth.
• The more information you have about the uncertainty (phase, structure,
time invariance, etc.), the higher the achievable performance will be.
There are two major classes of uncertainty:
• Dynamical uncertainty, which consists of dynamical components neglected

in the linear model as well as of variations in the dynamical behavior during
operation. For instance, high-frequency flexible modes, nonlinearities for
large inputs, slow time variations, etc.
• Parameter uncertainty, which stems from imperfect knowledge of the
physical parameter values, or from variations of these parameters during
operation. Examples of physical parameters include stiffness and damping
coefficients in mechanical systems, aerodynamical coefficients in flying
devices, capacitors and inductors in electric circuits, etc.
Other important characteristics of uncertainty include whether it is linear or

nonlinear, and whether it is time invariant or time varying. Model uncertainty
is generally a combination of dynamical and parametric uncertainty, and may
arise at several different points in the control loop. For instance, there may be
2-12
Model Uncertainty
dynamical uncertainty on the system actuators, and parametric uncertainty on

some sensor coefficients. Two representations of model uncertainty are used in
the LMI Control Toolbox:
• Uncertain state-space models. This representation is relevant for systems

described by dynamical equations with uncertain and/or time-varying
coefficients.
• Linear-fractional representation of uncertainty. Here the uncertain system is
described as an interconnection of known LTI systems with uncertain
components called “uncertainty blocks.” Each uncertainty block ∆i(.)
represents a family of systems of which only a few characteristics are known.
For instance, the only available information about ∆i may be that it is a
time-invariant nonlinearity with gain less than 0.01.
Determinant factors in the choice of representation include the available model

(state-space equations, frequency-domain model, etc.) and the analysis or
synthesis tool to be used.
2-13
Uncertain State-Space Models

Physical models of a system often lead to a state-space description of its
dynamical behavior. The resulting state-space equations typically involve
physical parameters whose value is only approximately known, as well as
approximations of complex and possibly nonlinear phenomena. In other words,
the system is described by an uncertain state-space model
E x· = Ax + Bu, y = Cx + Du
where the state-space matrices A, B, C, D, E depend on uncertain and/or
time-varying parameters or vary in some bounded sets of the space of matrices.
Of particular relevance to this toolbox are the classes of polytopic or
parameter-dependent models discussed next. We collectively refer to such
models as P-systems, “P–” standing for “polytopic or parameter-dependent.”
P-systems are specified with the function psys and manipulated like ordinary
LTI systems except for a few specific restrictions.
Polytopic Models
We call polytopic system a linear time-varying system
E(t) x· = A(t) x + B(t) u
y = C(t) x + D(t) u
whose SYSTEM matrix S ( t ) = A ( t ) + jE ( t ) B ( t ) varies within a fixed polytope
of matrices, i.e., C(t) D(t)
 k k 
 
S ( t ) ∈ Co { S 1, …, S k } := 

∑ ∑
α i S i : α i ≥ 0, αi = 1 

i = 1 i=1 
where S1, . . . , Sk are given vertex systems:
A 1 + jE 1 B 1 A k + jE k B k
S1 = ,…S k =
C1 D1 Ck Dk
(2-1)
In other words, S(t) is a convex combination of the SYSTEM matrices S1, . . . , Sk.
The nonnegative numbers α1, . . . , αk are called the polytopic coordinates of S.
2-14
Such models are also called polytopic linear differential inclusions in the
literature [3] and arise in many practical situations, including:
• Multimodel representation of a system, each model being derived around

particular operating conditions
• Nonlinear systems of the form
x· = A(x) x + B(x) u, y = C(x) x + D(x) u
• State-space models depending affinely on time-varying parameters (see
“From Affine to Polytopic Models” on page 2-20)
A simple example is the system

x· = (sin x) x
whose state matrix A = sin x ranges in the polytope
A Œ Co{–1, 1} = [–1, 1].
Polytopic systems are specified by the list of their vertex systems, i.e., by the
SYSTEM matrices S1, . . . , Sk in (2-1). For instance, a polytopic model taking
values in the convex envelope of the three LTI systems s1, s2, s3 is declared
by
polsys = psys([s1 s2 s3])
Affine Parameter-Dependent Models

The equations of physics often involve uncertain or time-varying coefficients.
When the system is linear, this naturally gives rise to parameter-dependent
models (PDS) of the form
E(p) x· = A(p) x + B(p) u
y = C(p) x + D(p) u
where A(.), . . . , E(.) are known functions of some parameter vector
p = (p1, . . . , pn). Such models commonly arise from the equations of motion,
aerodynamics, circuits, etc.
The LMI Control Toolbox offers various tools to analyze the stability and
performance of parameter-dependent systems with an affine dependence on
the parameter vector p = (p1, . . . , pn). That is, PDSs where
A(p) = A0 + p1A1 + . . .+ pnAn, B(p) = B0 + p1B1 + . . .+ pnBn,
2-15
and so on. Affine parameter-dependent models are well-suited for Lyapunov-

based analysis and synthesis and are easily converted to linear-fractional
uncertainty models for small-gain-based design (see the nonlinear spring
example in “Sector-Bounded Uncertainty” on page 2-30).
With the notation
   A + jE B 
S ( p ) =  A ( p ) + jE ( p ) B ( p )  , Si =  i i i 
,
 C(p) D(p)   C D 
 i i 
the affine dependence on p is written more compactly in SYSTEM matrix terms

as
S(p) = S0 + p1S1 + . . . + pnSn.
The system “coefficients” S0, . . . , Sn fully characterize the dependence on the
uncertain parameters p1, . . . , pn. Note that S0, . . . , Sn need not represent
meaningful dynamical systems. Only their combination S(p) is a relevant
description of the problem.
Affine parameter-dependent systems are specified with psys by providing
• A description of the parameter vector p in terms of bounds on the parameter

values and rates of variation
• The list of SYSTEM matrix coefficients S0, . . . , Sn
For instance, the system

S(p) = S0 + p1S1 + p2S2
is defined by
s0 = ltisys(a0,b0,c0,d0,e0)
affsys = psys(pv, [s0 s1 s2])
where pv is the parameter description returned by pvec (see next subsection for
details). The output affsys is a structured matrix storing all relevant data.
2-16
Important: By default, ltisys sets the E matrix to the identity. Omitting the
arguments e0, e1, e2 altogether results in setting E(p) = I + (p1 + p2)I.
To specify an affine PDS with a parameter-independent E matrix (e.g.,

E(p) = I), you must explicitly set E1 = E2 = 0 by typing
s0 = ltisys(a0,b0,c0,d0)
s1 = ltisys(a1,b1,c1,d1,0)
s2 = ltisys(a2,b2,c2,d2,0)
Quantification of Parameter Uncertainty

Parameter uncertainty is quantified by the range of parameter values and
possibly the rates of parameter variation. This is done with the function pvec.
The characteristics of parameter vectors defined with pvec are retrieved with
pvinfo.
The parameter uncertainty range can be described as a box in the parameter

space. This corresponds to cases where each uncertain or time-varying
parameter pi ranges between two empirically determined extremal values
p i and p i :
p i ∈ [ p i, p i ].
(2-1)
If p = (p1, . . . , pn) is the vector of all uncertain parameters, (2-2) delimits a

hyperrectangle of the parameter space Rn called the parameter box. Consider
the example of an electrical circuit with uncertain resistor ρ and capacitor c
ranging in
ρ ∈ [600, 1000] c ∈ [1, 5]
The corresponding parameter vector p = (ρ, c) takes values in the box drawn in
Figure 2-5. This uncertainty range is specified by the commands:
range = [600 1000,1 5]
p = pvec('box',range)
The i-th row of the matrix range lists the lower and upper bounds on pi.
2-17
Similarly, bounds on the rate of variation p· i of pi(t) are specified by adding a

third argument rate to the calling list of pvec. For instance, the constraints
·
0.1 ≤ ρ ( t ) ≤ 1, c· ( t ) ≤ 0.001
are incorporated by
rate = [0.1 1, 0.001 0.001]
p = pvec('box',range,rate)
All parameters are assumed to be time-invariant when rate is omitted. Slowly

varying parameters can be specified in this manner. In general, robustness
against fast parameter variations is more stringent than robustness against
constant but uncertain parameters.
5
range of parameter
values
p
600 1000
Figure 2-5: Parameter box
Alternatively, uncertain parameter vectors can be specified as ranging in a

polytopic of the parameter space Rn like the one drawn in Figure 2-6 for n = 2.
This polytope is characterized by the three vertices:
Π1 = (1, 4), Π2 = (3, 8), Π3 = (10, 1).
An uncertain parameter vector p with this range of values is defined by
pi1=[1,4], pi2=[3,8], pi3=[10,1]
p = pvec('pol',[pi1,pi2,pi3])
2-18
The string 'pol' indicates that the parameter range is defined as a polytope.
p2 Π2
8
range of values of p
Π1
4
1
Π3
p1
1 3 10
Figure 2-6: Polytopic parameter range
Simulation of Parameter-Dependent Systems

The function pdsimul simulates the time response of affine parameter-
dependent systems along given parameter trajectories. The parameter vector
p(t) is required to range in a box (type 'box' of pvec). The parameter trajectory
is defined by a function p = fun(t) returning the value of p at time t. For
instance,
pdsimul(pds,'traj')
plots the step response of a single-input parameter-dependent system pds

along the parameter trajectory defined in traj.m. To obtain other time
responses, specify an input signal as in
pdsimul(pds,'traj',1,'sin')
This command plots the response to a sine wave between t = 0 and t = 1 s.

Multi-input multi-output (MIMO) systems are simulated similarly by
specifying an appropriate input function.
2-19
From Affine to Polytopic Models

Affine parameter-dependent models
 
S ( p ) =  A ( p ) + jE ( p ) B ( p ) 
 C(p) D(p) 
are readily converted to polytopic ones. Suppose for instance that each
parameter pi ranges in some interval [ p i, p i ]. The parameter vector
p = (p1, . . . , pn) then takes values in a parameter box with 2n corners
Π1, Π2, . . . . If the function S(p) is affine in p, it maps this parameter box to
some polytope of SYSTEM matrices. More precisely, this polytope is the convex
envelope of the images S(Π1), S(Π2), . . . of the parameter box corners
Π1, Π2, . . . as illustrated by the figure below.
p1
Π4 Π3
Π1 Π2
parameter box p2 polytope of matrices S(p)
Figure 2-7: Mapping the parameter box to a polytope of systems
Given an affine parameter-dependent system, the function aff2pol performs

this mapping and returns an equivalent polytopic model. The syntax is
polsys = aff2pol(affsys)
where affsys is the affine model. The resulting polytopic model polsys
consists of the instances of affsys at the vertices of the parameter range.
2-20
Example
We conclude with an example illustrating the manipulation of polytopic and
parameter-dependent models in the LMI Control Toolbox.
Example 2.1. Consider a simple electrical circuit with equation

2
d i di
L -------- + R ------ + Ci = V
dt dt
where the inductance L, the resistor R, and the capacitor C are uncertain
parameters ranging in
L ∈ [10, 20], R ∈ [1, 2], C ∈ [100, 150].
A state-space representation of its undriven response is
E(L, R, C) x· = A(L, R, C)x
where x =  i, ------ and
T di
 dt
       
A ( L , R, C ) =  0 1  =  0 1  + L × 0 + R  0 0  + C  0 0 
 –R –C   0 0  –1 0   0 –1 
     
E ( L, R, C ) =  1 0  =  1 0  + L  0 0  + R × 0 + C × 0 .
 0 L  0 0  0 1
This affine system is specified with psys as follows:

a0 = [0 1;0 0]; e0 = [1 0;0 0]; s0 = ltisys(a0,e0)
aL = zeros(2); eL = [0 0;0 1]; sL = ltisys(aL,eL)
aR = [0 0; 1 0]; sR = ltisys(aR,0)
aC = [0 0;0 1]; sC = ltisys(aC,0)
pv=pvec('box',[10 20;1 2;100 150])

pds = psys(pv,[s0 sL sR sC])
The first SYSTEM matrix s0 contains the state-space data for L = R = C = 0 while
sL, sR, sC define the coefficient matrices of L, R, C. The range of parameter
values is specified by the pvec command.
The results can be checked with psinfo and pvinfo:
2-21
psinfo(pds)
Affine parameter-dependent system with 3 parameters (4 systems)

Each system has 2 state(s), 0 input(s), and 0 output(s)
pvinfo(pv)
Vector of 3 parameters ranging in a box
The system can also be evaluated for given values of L, R, C:

sys = psinfo(pds,'eval',[15 1.2 150])
[a,b,c,d,e] = ltiss(sys)
The matrices a and e now contain the values of A(L, R, C) and E(L, R, C) for L
= 15, R = 1.2, and C = 150.
Finally, the polytopic counterpart of this affine model is given by
pols = aff2pol(pds)
psinfo(pols)
Polytopic model with 8 vertex systems

Each system has 2 state(s), 0 input(s), and 0 output(s)
2-22
Linear-Fractional Models of Uncertainty

For systems with both dynamical and parametric uncertainty, a more general
representation of uncertainty is the linear-fractional model of Figure 2-8 [1, 2].
In this generic model:
• The LTI system P(s) gathers all known LTI components (controller, nominal
models of the system, sensors, and actuators, . . .)
• The input vector u includes all external actions on the system (disturbance,
noise, reference signal, . . .) and the vector y consists of all output signals
generated by the system
• ∆ is a structured description of the uncertainty. Specifically,
∆ = diag(∆1, . . . , ∆r)
where each uncertainty block ∆i accounts for one particular source of
uncertainty (neglected dynamics, nonlinearity, uncertain parameter, etc.).
The diagonal structure of ∆ reflects how each uncertainty component ∆i
enters the loop and affects the overall behavior of the true system.
∆
w q
P(s) y
u
Figure 2-8: Linear-fractional uncertainty
How to Derive Such Models

Before proceeding with the specification of such uncertainty models, we
illustrate how natural uncertainty descriptions can be recast into the standard
linear-fractional model of Figure 2-8.
2-23
Example 2.2 . Consider the feedback loop
r + y
G(s)
−
k(t)
where
• G(s) is an uncertain LTI system approximated within 5% accuracy by the

second-order nominal model
1
G 0 ( s ) = -----------------------------------
-
2
s + 0.01s + 1
In other words, G(s) = G0(s)(I + ∆(s)) where the multiplicative dynamical
uncertainty ∆(s) is any stable LTI system with RMS gain less than 0.05
• k(t) is a fluctuating gain modeled by
k(t) = k0 + δ(t)
where k0 is the nominal value and |δ(t)| < 0.1 k0.
To derive a linear-fractional representation of this uncertain feedback system,
first separate the uncertainty from the nominal models by rewriting the loop as
r + + y
G0
− +
+ δ(.)
+
k0
2-24
Then pull out all uncertain components and lump them together into a single
block as follows:
q1 p1
q2  δ 0 P2
 
 0 ∆
r + e + y
G0
− +
+
k0
+
 p   q 
If  1  and  1  denote the input and output vectors of the uncertainty
 p2   q2 
 q1   p1 
block, the plant P(s) is simply the transfer function from  q 2  to  p 2  in the
   
 r   y 
diagram.
 δ 0
 
 0 ∆
q p
 1  1
 q 2  p 2
P(s) y
r
2-25
Hence the SYSTEM matrix of P(s) can be computed with sconnect or by

specifying the following interconnection:
p2 q2
r + e + y
G0
− q1 +
p1
+
k0
+
Specification of the Uncertainty

In linear-fractional uncertainty models, each uncertainty block ∆i is a
dynamical system characterized by
• Its dynamical nature: linear time-invariant or time-varying, nonlinear

memoryless, arbitrary nonlinear
• Its dimensions and structure (full block or scalar block ∆i = δi × I). Scalar
blocks are used to represent uncertain parameters.
• Whether αii is real or complex in the case of scalar uncertainty ∆i = δi by I
• Quantitative information such as norm bounds or sector bounds
The properties of each individual uncertainty block ∆i are specified with the
function ublock. These individual descriptions are then appended with udiag
to form a complete description of the structured uncertainty
∆ = diag(∆1, . . . , ∆r)
Proper quantification of the uncertainty is important since this determines
achievable levels of robust stability and performance. The basics about
quantification issues are reviewed next.
2-26
Norm-Bounded Uncertainty
Norm bounds specify the amount of uncertainty in terms of RMS gain. Recall
that the RMS gain or L2 gain of a BIBO-stable system is defined as the
worst-case ratio of the input and output energies:
∆w L
∆ ∞ = sup ------------------2
w ∈ L2 w L2
w≠0
where
∞
∫0 w
2 T
w L = ( t )w ( t ) dt.
2
For additive uncertainty

G = G0 + ∆,
the bound on ||∆||∞ is an estimate of the worst-case gap G – G0 between the true
system G and its linear model G0(s). For multiplicative uncertainty
G = G0(I + ∆),
this bound quantifies the relative gap between G and its model G0.
Norm bounds are also useful to quantify parametric uncertainty. For instance,
an uncertain parameter p can be represented as
p = p0 (1 + δ), |δ| < δmax
where p0 is the nominal value and δmax bounds the relative deviation from p0.
If p ∈ [ p, p ], then p0 and δmax are given by
p+p p–p
p 0 = -------------, δ max = ------------
2 2p 0
When ∆ is LTI (i.e., when the physical system G itself is LTI), the uncertainty
can be quantified more accurately by using frequency-dependent bounds of the
form
–1
W ( s )∆ ( s ) ∞ < 1
(2-2)
2-27
where W(s) is some SISO shaping filter. Such bounds specify different amounts
of uncertainty across the frequency range and the uncertainty level at each
frequency is adjusted through theshaping filter shaping filter W(s). For
instance, choosing
2s + 1
W ( s ) = -------------------
s + 100
results in the frequency-weighted uncertainty bound

2
4ω + 1
( ∆ ( jω ) < β ( ω ) ) := ----------------------
2 4
ω + 10
fquan2.ps drawn in Figure 2-9.
1
10
0
10
Bound beta(w)
−1
10
−2
10 −1 0 1 2 3
10 10 10 10 10
Frequency w
Figure 2-9: Frequency-dependent bound on |∆(jw)|
These various norm bounds are easily specified with ublock. For instance, a
2-by- 3 LTI uncertainty block ∆(s) with RMS gain smaller than 10 is declared by
delta = ublock([2 3],10)
while a scalar nonlinearity Φ(.) with unit RMS gain is defined by
2-28
phi = ublock(1,1,'nl')
In these commands, the first argument dimensions the block, the second
argument quantifies the uncertainty by a norm bound or sector bounds, and
the optional third argument is a string specifying the nature and structure of
the uncertainty block. The default properties are full, complex-valued, and
linear time invariant (LTI).
Scalar blocks and real parameter uncertainty are denoted by the letters s and
r, respectively. For example, the command
delta = ublock(3,0.5,'sr')
declares a 3 −βψ−3 block ∆ = δ −βψ−I with repeated real parameter δ bounded

by |δ| ð 0.5. Finally, setting the second argument of ublock to a SISO system
W(s) specifies a frequency-dependent norm bound on the LTI uncertainty block
∆(s). Thus,
delta = ublock(2, ltisys('tf',[100 0],[1 100]))
declares an LTI uncertainty ∆(s) ∈ C2×2 satisfying

100s -
σ max < ( ∆ ( jω ) ) < W ( jω ) , W ( s ) = ------------------
s + 100
at all frequencies ω.
After specifying each block ∆i with ublock, call udiag to derive a complete
description of the uncertainty structure
∆ = diag(∆1, . . . , ∆n).
For instance, the commands
delta1 = ublock([3 1],0.1)
delta2 = ublock(2,2,'s')
delta3 = ublock([1 2],100,'nl')
delta = udiag(delta1,delta2,delta3)
specify the uncertainty structure

∆ = diag(∆1, ∆2, ∆3)
where
• ∆1(s) ∈ C3×1 and ||∆1||∞ < 0.1
2-29
• ∆2 = δ by I2 with δ ∈ C and |δ| < 2

• ∆3(.) is a nonlinear operator with two inputs and one output and satisfies
||∆3||∞ < 100.
Finally, uinfo displays the characteristics of uncertainty structures declared

with ublock and udiag.
uinfo(delta)
block dims type real/cplx full/scal bounds

1 3x1 LTI c f norm <= 0.1
2 2x2 LTI c s norm <= 2
3 1x2 NL r f norm <= 100
Sector-Bounded Uncertainty
The behavior of uncertain dynamical components can also be quantified in
terms of sector bounds on their time-domain response [5, 4]. A (possibly
nonlinear) BIBO-stable system φ(.) is said to be in the sector {a, b} if the
mapping
φ : u ∈ L2 α y∈L2
satisfies a quadratic constraint of the form
∞
∫0 ( y ( t ) – au ( t ) )
T
( y ( t ) – bu ( t ) )dt ≤ 0 for all u ∈ L 2
As a special case, passive systems satisfy

∞
∫0 y ( t )
T
u ( t )dt ≥ 0
which corresponds to the sector {0, +∞}. Note that sector bounds can always be
converted to norm bounds since φ is in the sector {a, b} if and only if
a+b a–b
φ – ------------- < ---------------
2 ∞ 2
If φ is passive, a bilinear transformation maps φ to the operator (I – φ)(I + φ)–1

of norm less than one.
2-30
The system φ(.) is called memoryless if y(t) only depends on the input value u(t)
at time t, i.e.,
y(t) = φ(u(t)).
For memoryless systems, the sector condition reduces to the “instantaneous”
property
(y(t) – au(t))T (y(t) – bu(t)) ð 0 at all time t.
In the scalar case, this means that the response y = φ(u) lies in the sector
delimited by the two lines y = au and y = bu as illustrated below.
y y=bu y=φ (υ)
y=au
A simple example is the nonlinear spring y = k(u) with
2u if u ≤ 1

k ( u ) =  u + 1 if u > 1
 u – 1 if u < – 1

The response of this spring lies in the sector {1, 2} as is seen from Figure 2-10.
This scalar memoryless nonlinearity is specified with ublock by
k = ublock(1,[1 2],'nlm')
2-31
Robustness in the face of sector-bounded uncertainty is analyzed by the circle

and Popov criteria.
From Affine to Linear-Fractional Models

Since some uncertain systems are more naturally specified as affine
parameter-dependent systems, the function aff2lft is provided to derive a
linear-fractional representation of their parametric uncertainty. All uncertain
parameters are assumed real and are repeated in the ∆ structure when
necessary. For instance, the system
 p 1 
------- =  1 x
dx
dt  – p p + 2p 
 1 1 2 
(2-3)
k(u)
-1 1
Figure 2-10: Nonlinear spring y = k(u)
with constant p1 ∈ [2, 10] and time-varying p2 ∈ [–1, 3] is specified by

s0 = ltisys([0 1,0 0])
s1 = ltisys([1 0, 1 1],0) % p1
2-32
s2 = ltisys([0 0,0 2],0) % p2

pv = pvec('box',[2 10, 1 3],[0 0,-Inf Inf])
pds = psys(pv,[s0 s1 s2])
To derive the linear-fractional representation of the uncertainty on p1, p2, type

[P,delta] = aff2lft(pds)
On output:
• The nominal plant P corresponds to the average values of p1 and p2 .

Specifically, closing the interconnection of Figure 2-8 with ∆ ≡ 0 yields the
system (2-4) for p1 = 6 and p2 = 1, as confirmed by
cls = slft(zeros(3),P)
a = ltiss(cls)
a =
6 1
6 8
• The uncertainty structure delta consists of real scalar blocks as confirmed
by
uinfo(delta)
block dims type real/cplx full/sc bounds

al
1 2-by-2 LTI r s norm <= 4
2 1-by-1 LTV r s norm <= 2
Note that the parameter p1 is repeated and that the norm bound corresponds
to the maximal deviation from the average value of the parameter.
2-33
The corresponding block diagram appears in Figure 2-11.
 δp 1 × I 0 
 
 0 δp 
 2 
P(s) y
u
Figure 2-11: Linear-fractional representation of the system (2-4)
2-34
References
References
[1] Doyle, J.C. and G. Stein, “Multivariable Feedback Design: Concepts for a
Classical/Modern Synthesis,” IEEE Trans. Aut. Contr., AC-26 (1981), pp. 4-16.
[2] Doyle, J.C., “Analysis of Feedback Systems with Structured Uncertainties,”
IEE Proc., vol. 129, pt. D (1982), pp. 242–250.
Inequalities in Systems and Control Theory, SIAM books, Philadelphia, 1994.
[4] Vidyasagar, M., Nonlinear System Analysis, Prentice-Hall, Englewood
Cliffs, 1992.
228-238 and 465-476.
2-35
2-36
3
Robustness Analysis
Quadratic Lyapunov Functions . . . . . . . . . . . 3-3
LMI Formulation . . . . . . . . . . . . . . . . . . . 3-4
Quadratic Stability . . . . . . . . . . . . . . . . . . 3-6
Maximizing the Quadratic Stability Region . . . . . . . . 3-8
Decay Rate . . . . . . . . . . . . . . . . . . . . . 3-9
Quadratic H∞ Performance . . . . . . . . . . . . . . .3-10
Parameter-Dependent Lyapunov Functions . . . . . .3-12

Stability Analysis . . . . . . . . . . . . . . . . . . .3-14
µ Analysis . . . . . . . . . . . . . . . . . . . . .3-17
Structured Singular Value . . . . . . . . . . . . . . .3-17
Robust Stability Analysis . . . . . . . . . . . . . . .3-19
Robust Performance . . . . . . . . . . . . . . . . . .3-21
The Popov Criterion . . . . . . . . . . . . . . . .3-24

Real Parameter Uncertainty . . . . . . . . . . . . . .3-25
Example . . . . . . . . . . . . . . . . . . . . . .3-28
References . . . . . . . . . . . . . . . . . . . . .3-32
3 Robustness Analysis
Control systems are often designed for a simplified model of the physical plant
that does not take into account all sources of uncertainty. A-posteriori
robustness analysis is then necessary to validate the design and obtain
guarantees of stability and performance in the face of plant uncertainty. The
LMI Control Toolbox offers a variety of tools to assess robust stability and
robust performance. These tools cover most available Lyapunov-based and
frequency-domain analysis techniques.
• Quadratic stability/performance
• Tests involving parameter-dependent Lyapunov functions
• Mixed-µ analysis
• The Popov criterion
Each test is geared to a particular class of uncertainty, for example, real

parameter uncertainty for parameter-dependent Lyapunov functions, or
memoryless nonlinearities for the Popov criterion. Hence users should select
the most appropriate tool for their problem. Since all of these tests are based
on sufficient conditions, they are only productive when they succeed in
establishing robust stability or performance.
3-2
Quadratic Lyapunov Functions

The notions of quadratic stability and quadratic performance are useful to
analyze linear time-varying systems
E(t) x· (t) = A(t)x(t), x(0) = x0.
Given such systems, a sufficient condition for asymptotic stability is the
existence of a positive-definite quadratic Lyapunov function
V(x) =xTPx
such that
dV ( x ( t ) )
----------------------- < 0
dt
along all state trajectories. In terms of Q := P –1, this is equivalent to

T T
A ( t )QE ( t ) + E ( t )QA ( t ) < 0
(3-1)
at all times t.
Assessing quadratic stability is not tractable in general since (3-1) places an
infinite number of constraints on Q. However, (3-1) can be reduced to a finite
set of LMI contraints in the following cases:
1 A(t) and E(t) are fixed affine functions of some time-varying parameters
p1(t), . . . , pn(t).
A(t) = A0 + p1(t)A1 + . . . + pn(t)An
E(t) = E0 + p1(t)E1 + . . . + pn(t)En.
This is referred to as an affine parameter-dependent model.
2 A(t) + jE(t) ranges in a fixed polytope of matrices, that is,
A(t) = α1(t)A1 + . . . + αn (t)An

E(t) = α1(t)E1 + . . . + αn(t)En
∑i = 1 α i ( t )
n
with αi(t) Š 0 and = 1 . This is referred to as a polytopic model.
The first case corresponds to systems whose state-space equations depend
affinely on time-varying physical parameters, and the second case to
3-3
time-varying systems modeled by an envelope of LTI systems (see “Uncertain

State-Space Models” on page 2-14 for details). Note that quadratic Lyapunov
functions guarantee stability for arbitrarily fast time variations, which is their
main source of conservatism.
Quadratic Lyapunov functions are also useful to assess robust RMS
performance. Specifically, a time-varying system
 E ( t )x· = A ( t )x + B ( t )u

 y = C ( t )x + D ( t )u
(3-2)
with zero initial state satisfies

||y||L2 < γ||u||L2
for all bounded input u(t) if there exists a positive-definite Lyapunov function
V(x) =xTPx such that
dV ( x )- + y T y – γ 2 u T u < 0
---------------
dt
In terms of Q := P –1, this is equivalent to the family of “Bounded Real Lemma”

inequalities
 T T T 
 A ( t )QE ( t ) + E ( t )QA ( t ) B ( t ) E ( t )QC ( t ) 
 T T  <0
 B(t) – γI D(t) 
 T 
 C ( t )QE ( t ) D(t) – γI 
The smallest γ for which such a Lyapunov function exists is called the quadratic
H∞ performance. This is an upper bound on the worst-case RMS gain of the
system (3-2).
LMI Formulation
Sufficient LMI conditions for quadratic stability are as follows [8, 1, 2]:
Affine models: consider the parameter-dependent model
3-4
E ( p )x· = A ( p )x , A ( p ) = A 0 + p 1 A 1 + … + p n A n ,
E ( t ) = E0 + p1 E1 + … + pn En
(3-3)
where pi(t) ∈ [ p i, p i ], and let
V = { ( ω 1, …, ω n ) : ω i ∈ { p i, p i } }
denote the set of corners of the corresponding parameter box. The dynamical
system (3-3) is quadratically stable if there exist symmetric matrices Q and
n
{ M i } i = 1 such that
∑ ωi Mi < 0 for all ω ∈ V

T T 2
A ( ω )QE ( ω ) + E ( ω )QA ( ω ) +
i (3-4)
T T
A i PE i + E i PA i + M i ≥ 0 for i = 1,…,n
(3-5)
Mi ≥ 0
(3-6)
Q>I
(3-7)
Polytopic models: the polytopic system

E(t) x· = A(t)x, A(t) + jE(t) ∈ Co{A1 + jE1, . . . , An + jEn },
is quadratically stable if there exist a symmetric matrix Q and scalars tij = tji
such that
T T T T
A i QE j + E j QA i + A j QE i + E i QA j < 2t ij I for i, j ∈ { 1,…,n }
(3-8)
Q>I
(3-9)
3-5
t 11 … t 1n
... <0
…
…
t 1n … t nn
(3-10)
Note that these LMI conditions are in fact necessary and sufficient for
quadratic stability whenever
• In the affine case, no parameter pi enters both A(t) and E(t), that is, Ai = 0 or
Ei = 0 for all i. The conditions (3-5)–(3-6) can then be deleted and it suffices
to check (3-1) at the corners ω of the parameter box.
• In the polytopic case, either A(t) or E(t) is constant. It then suffices to solve
(3-8)–(3-9) for tij = 0.
Similar sufficient conditions are available for robust RMS performance. For
polytopic systems, for instance, LMI conditions guaranteeing the RMS
performance γ are as follows.
A symmetric matrix Q and scalars tij = tji for i,j ∈ {1, . . . , n} exist such that
 T T T 
 A i QE j + E j QA i + A j QE i + E j QA i H H 
 
 T
Bi + Bj
T
– 2γI H  < 2t ij × 1
 
 T T 
 C i QE i + C i QE j D i + D j – 2γI 
Q>0
t 11 … t 1n
<0
…
t 1n … t nn
Quadratic Stability
The function quadstab tests the quadratic stability of polytopic or affine
parameter-dependent systems. The corresponding LMI feasibility problem is
solved with feasp.
3-6
Example 3.1. Consider the time-varying system
x· = A(t)x
where A(t) ∈ Co{A1, A2, A3} with
   1 , A =  0 1 
A1 =  0 1  , A2 =  0  3  
 – 2 – 0.2   – 2.2 – 0.3   – 1.9 – 0.1 
This polytopic system is specified by

s1 = ltisys(a1)
s2 = ltisys(a2)
s3 = ltisys(a3)
polsys = psys([s1 s2 s3])
To test its quadratic stability, type

[tmin,P] = quadstab(polsys)
Solver for LMI feasibility problems L(x) < R(x)

This solver minimizes t subject to L(x) < R(x) + t*I
The best value of t should be negative for feasibility
Iteration : Best value of t so far
1 0.040521
2 0.032876
Result: best value of t: 0.032876

f-radius saturation: 0.000% of R = 1.00e+08
This system is quadratically stable
tmin =
3.2876e 02
Collectively denoting the LMI system (3-8)–(3-10) by A(x) < 0, quadstab
assesses its feasibility by minimizing τ subject to A(x) < τI and returns the
global minimum tmin of this problem. Hence the system is quadratically stable
if and only if tmin < 0. In this case, the second output P is the Lyapunov matrix
proving stability.
3-7
Maximizing the Quadratic Stability Region

This option of quadstab is only available for affine parameter-dependent
systems where the E matrix is constant and each parameter pi(t) ranges in an
interval
pi(t) ∈ [ p i, p i ]
Denoting the center and radius of each interval by u i = 1--2- ( p i + p i ) and
δ i = 1--2- ( p i – p i ) , the maximal quadratic stability region is defined as the
largest portion of the parameter box where quadratic stability can be
established. In other words, the largest dilatation factor such that the system
is quadratically stable whenever
pi(t) ∈ [µi – θδi, i + θδi]
Computing this largest factor is a generalized eigenvalue minimization
problem (see gevp). This optimization is performed by quadstab when the first
entry of the options vector is set to 1.
Example 3.2. Consider the second-order system
x· = A(k, f)x
where
 
A ( k, f ) =  0 1  , k ( t ) ∈ [ 10, 12 ], f ( t ) ∈ [ 0.5, 0.7 ]
 –k –f 
This system is entered by

s0 = ltisys([0 1;0 0])
s1 = ltisys([0 0; 1 0],0) % k
s2 = ltisys([0 0;0 1],0) % f
pv = pvec('box',[10 12;0.5 0.7]) % parameter box

affsys = psys(pv,[s0 s1 s2])
To compute the largest dilatation of the parameter box where quadratic

stability holds, type
[marg,P] = quadstab(affsys,[1 0 0])
The result is
3-8
marg =
1.4908e+00
which means 149% of the specified box, that is,

k(t) ∈ [9.51, 12.49], f(t) ∈ [0.451, 0.749]
Note that marg Š 1 implies quadratic stability in the prescribed parameter box.
Decay Rate
For the time-varying system
E(t) x· = A(t)x,
the quadratic decay rate α* is the smallest α such that
A(t)QE(t)T + E(t)QA(t)T < αE(t)QE(t)T
holds at all times for some fixed Q > 0. The system is quadratically stable if and
only if α* < 0, in which case α* is an upper bound on the rate of return to
equilibrium. Specifically,
xT(t)Q–1x(t) < eα*t (x(0)TQ–1x(0)).
α*
Note that – ------- is also the largest β such that the shifted system
2
·
E(t) x = (A(t) + βE(t))x
is quadratically stable.
For affine or polytopic models, the decay rate computation is attacked as a
generalized eigenvalue minimization problem (see gevp). This task is
performed by the function decay.
Example 3.3. For the time-varying system considered in Example 3.1, the decay
rate is computed by
[drate,P] = decay(polsys)
This command returns
drate =
5.6016e 02
3-9
P =
6.0707e 01 1.9400e 02
1.9400e 02 3.1098e 01
Quadratic H∞ Performance
The function quadperf computes the quadratic H∞ performance of an affine
parameter-dependent system
E(p) x· = A(p)x + B(p)u
y = C(p)x + D(p)u
or of a polytopic system
E(t) x· = A(t)x + B(t)u
y = C(t)x + D(t)u
where
 
S ( t ) =  A ( t ) + jE ( t ) B ( t )  ∈ Co { S 1 ,…,S n }
 C(t) D(t) 
Recall that the quadratic H∞ performance γqp is an upper bound on the

worst-case input/output RMS gain of the system. Specifically
||y||L2 < γqp ||u||L2
holds for all bounded input u when the initial state is zero. The function
quadperf can also be used to test whether the worst-case RMS gain does not
exceed a given value γ > 0, or to maximize the portion of the parameter box
where this level γ is not exceeded.
Example 3.4. Consider the second-order system with time-varying mass and
damping
 1 0   x·   0 1   x   0 
   =    +  u
 0 m ( t )   x··   – 2 – f ( t )   x·   1 
y = x, m ( t ) ∈ [ 0.8, 1.2 ], f ( t ) ∈ [ 0.4, 0.6 ]
This affine parameter-dependent model is specified as
3-10
s0 = ltisys([0 1; 2 0],[0;1],[1 0],0,[1 0;0 0])

s1 = ltisys(zeros(2),[0;0],[0 0],0,[0 0;0 1]) % m
s2 = ltisys([0 0;0 1],[0;0],[0 0],0,0) % f
pv = pvec('box',[0.8 1.2 ; 0.4 0.6])

affsys = psys(pv,[s0 s1 s2])
and its quadratic H∞ performance from u to y is computed by

qperf = quadperf(affsys)
qperf =
6.083e+00
This value is larger than the nominal LTI performance for m = 1 and f = 0.5 as
confirmed by
nomsys = psinfo(affsys,'eval',[1 0.5])
norminf(nomsys)
1.4311e+00
3-11
Parameter-Dependent Lyapunov Functions

The robustness test discussed next is applicable to affine parameter-dependent
systems or time-invariant uncertain systems described by a polytope of models.
To prove the robust stability of such systems, we seek a quadratic Lyapunov
function that depends on the uncertain parameters or the polytopic coordinates
in the case of a polytopic model. The resulting tests are less conservative than
quadratic stability when the parameters are constant or slowly varying [6].
Moreover, available bounds on the rates of parameter variation can be
explicitly taken into account.
Affine models: for an affine parameter-dependent system
E(p) x· = A(p)x
with parameter vector p = (p1, . . . , pn) ∈ Rn, we seek positive definite Lyapunov
functions of the form
V(x, p) = xTQ(p)–1x
where
Q(p) = Q0 + p1Q1 + . . . + pnQn
dV ( x, p )
For such Lyapunov functions, the stability condition ---------------------- < 0 is
dt
equivalent to
T T dQ T
E ( p )Q ( p )A ( p ) + A ( p )Q ( p )E ( p ) – E ( p ) -------- E ( p ) < 0.
dt
(3-11)
Given interval bounds

p i ∈ [ p i, p i ], ∈ [ ν i, ν i ],
dp i dp
on each pi and its time derivative --------- , the vectors p and ------- range in
dt dt
n-dimensional “boxes.” If V and T list the corners of these boxes, (3-11) holds
for all parameter trajectories if the following LMI problem is feasible [6].
n
Find symmetric matrices Q0, Q1, . . . , Qn, and { M i } i = 1 such that
3-12
• For all (ω, τ) ∈ V × T
∑ ωi Mi < 0
T T T 2
E ( ω )Q ( ω )A ( ω ) + A ( ω )Q ( ω )E ( ω ) – E ( ω ) ( Q ( τ ) – Q 0 )E ( ω ) +
i
• For ω ∈ V and i = 1, . . . , n
T T T T
A i Q i E ( ω ) + E ( ω ) Q i A i + A i Q ( ω )E i + E i Q ( ω )A i +
T T T
A ( ω ) Qi Ei + Ei Qi A ( ω ) – Ei ( Q ( τ ) – Q0 ) + Mi ≥ 0
• Q(ω) > I for all ω ∈ V

• Mi Š 0
Note that these conditions reduce to quadratic stability when the rates of
dp i
variation --------- are allowed to range in (–∞, +∞). In such cases indeed,
dt
Q1, . . . , Qn must be set to zero for feasibility.
Polytopic models: A similar extension of the quadratic stability test is
available for time-invariant polytopic systems
E x· = Ax
where one of the matrices A, E is constant and the other uncertain. Assuming
that E is constant and A ranges in the polytope
A ∈ {α1A1 + . . .+ αnAn : αi Š 0, α1+ . . .+ αn = 1},
we seek a Lyapunov function of the form V(x, α) = xTQ(α)–1x where
Q(α) = α1Q1 + . . . + αnQn
Using such Lyapunov functions, sufficient conditions for stability over the
entire polytope are as follows.
3-13
There exist symmetric matrices Q1, . . . , Qn, and scalars tij = tji such that
T T T T
A i Q j E + EQ j A i + A j Q i E + EQ i A j < 2t ij
Qj > I
t 11 … t 1n
... <0
…
t 1n … t nn
Stability Analysis
Given an affine or polytopic system, the function pdlstab seeks a parameter-
dependent Lyapunov function establishing robust stability over a given
parameter range or polytope of models. The syntax is similar to that of
quadstab. For an affine parameter-dependent system with two uncertain
parameters p1 and p2, for instance, pdlstab is invoked by
[tmin,Q0,Q1,Q2] = pdlstab(ps)
Here ps is the system description and includes available information on the

range of values and rates of variation of each parameter (see psys and pvec for
details). If no rates of variation are specified, the parameters are regarded as
time-invariant. The function pdlstab determines whether the sufficient LMI
conditions listed above are feasible. Feasibility is established when tmin < 0. In
such cases, a parameter-dependent Lyapunov function proving stability is V(x,
p) =xTQ(p)–1x with
Q(p) = Q0 + p1Q1 + p2Q2
Remark In the case of time-invariant uncertain parameters, pdlstab can be
combined with a branch-and-bound scheme to reduce conservatism and
enlarge the computed stability region. Specifically, if pdlstab fails to prove
stability over the entire parameter range, you can split the range into smaller
regions and try to establish stability on each subregion independently.
Example 3.5. Consider the second-order system
 x·  =  0 1  x 
    
 ··x   – k ( t ) – f ( t )   x· 
3-14
where the stiffness k(t) and damping f(t) range in

k(t) ∈ [5, 10], f(t) ∈ [0.01, 0.1]
and their rates of variation are bounded by
dk df
------- < 0.01, ------ < 1
dt dt
(3-12)
This system and parameter data are specified by

s0 = ltisys([0 1;0 0])
s1 = ltisys([0 0; 1 0],0)
s2 = ltisys([0 0;0 1],0)
pv = pvec('box',[5 10 ; 0.01 0.1],[ 0.01 0.01 ; 1 1])
ps = psys(pv,[s0 s1 s2])
The second argument of pvec defines the range of parameter values while the
third argument specifies the bounds on their rate of variation.
This system is not quadratically stable over the specified parameter box as
confirmed by
tmin = quadstab(ps)
tmin =
8.0118e 04
Nevertheless, it turns out to be robustly stable when the parameter variations

do not exceed the maximum rates (3-12), as shown by
[tmin,Q0,Q1,Q2] = pdlstab(ps)
Solver for LMI feasibility problems L(x) < R(x)

This solver minimizes t subject to L(x) < R(x) + t*I
The best value of t should be negative for feasibility
Iteration : Best value of t so far
1 0.084914
2 0.011826
3 0.011826
4 1.878414e 03
3-15
5 1.878414e 03
6 4.846478e 04
7 1.528537e 04
8 7.832830e 04
Result: best value of t: 7.832830e 04

This system is stable for the specified parameter trajectories
This makes pdlstab a useful tool to analyze systems with constant or

slowly-varying parameters.
3-16
µ Analysis
µ Analysis
µ analysis investigates the robust stability or performance of systems with
linear time-invariant linear-fractional uncertainty. It is also applicable to
time-invariant parameter-dependent systems by first deriving an equivalent
linear-fractional representation with aff2lft (see “From Affine to
Linear-Fractional Models” on page 2-32 for details). Nonlinear and/or
time-varying uncertainty is addressed by the Popov criterion discussed in the
next section.
Structured Singular Value

µ analysis is based on the concept of structured singular value (SSV or µ) [3,
12, 13, 10]. Consider the algebraic loop of Figure 3-1 where M ∈ Cn×m and ∆ =
diag(∆1, . . ., ∆n) is a structured perturbation characterized by
• The dimensions of each block ∆i

• Whether ∆i is a complex or real-valued matrix
• Whether ∆i is a full matrix or a scalar matrix of the form ∆i = δi × I
We denote by ∆ the set of perturbations with this particular structure. The

algebraic loop of Figure 3-1 is well posed if and only if I – M∆ is invertible.
Measuring the smallest amount of perturbation ∆ ∈ ∆ needed to destroy
well-posedness is the purpose of the SSV.
w q
Figure 3-1: Static µ problem
3-17
Formally, the SSV of M with respect to the perturbation structure ∆ is defined

as [10]
1
µ ( M ) := ----------------------------------------------------------------------------------------------------------------------------------------
min { σ max ( ∆ ) : ∆ ∈ ∆ and I – M ∆ is singular }
with the convention µ∆(M) = 0 if I – M∆ is invertible for all ∆ ∈ ∆. From this

definition, I – M∆ remains invertible as long as ∆ ∈ ∆ satisfies
σmax(∆) < 1/µ∆(M)
That is, as long as the size of ∆ does not exceed K∆ := 1/µ∆(M). The critical size
K is called thewell-posedness margin well-posedness margin. Note that µ∆(M)
= σmax(M) when ∆ = Cm×n (unstructured case). Thus µ∆(M) extends the notion
of largest singular value to the case of structured perturbations.
Computing µ∆(M) is an NP-hard problem in general. However, a conservative
estimate of the margin K∆ (upper bound µ) can be computed by solving an LMI
problem [4]. Assuming for simplicity that the blocks ∆i are square, the variables
in this LMI problem are two scaling matrices
D = diag(D1, . . . , Dn), G = diag(G1, . . . , Gn)
with the same block-diagonal structure as ∆ and where
H
• Di = di × I with di > 0 if ∆i is a full block, and D i = D i > 0 otherwise.
• Gi = 0 if ∆i is complex-valued, Gi = gi × I with gi ∈ R if ∆i is a real-valued full
H
block, and G i = G i if ∆i = δi × I with δi real.
Denoting by D and G the sets of D, G scalings with such properties, an upper

bound on µ∆(M) is given by
ν∆ = max ( 0, α* )
where α* is the global minimum of the following generalized eigenvalue

minimization problem [4]:
Minimize α over D ∈ D and G ∈ G subject to
MHDM + j(GM – MHG) < αD, D > I

The µ upper bound ν∆(M) and the optimal D, G scalings are computed by the
function mubnd. Its syntax is
[mu,D,G] = mubnd(M,delta)
3-18
µ Analysis
where delta specifies the perturbation structure ∆ (use ublock and udiag to
define delta, see “Norm-Bounded Uncertainty” on page 2-27 and
“Sector-Bounded Uncertainty” for details). When each block ∆i is bounded by 1,
the output mu is equal to ν∆(M). If different bounds βi are used for each ∆i, the
interpretation of mu is as follows:
The interconnection of Figure 3-1 is well posed for all ∆ ∈ ∆ satisfying
βi
σ max ( ∆ i ) < ------
mu
For instance, 1/mu = 0.9 means that well-posedness is guaranteed for

perturbation sizes that do not exceed 90% of the prescribed bounds.
Robust Stability Analysis

The structured singular value µ is useful to assess the robust stability of
time-invariant linear-fractional interconnections (see Figure 3-2). Here P(s) is
a given LTI system and ∆(s) = diag(∆1(s), . . . , ∆n (s)) is a norm- or sector-
bounded linear time-invariant uncertainty with some prescribed structure.
∆(s)
w q
u P(s) y
Figure 3-2: Robust stability analysis
This interconnection is stable for all structured ∆(s) satisfying ||∆||∞ < 1 if and
only if [3, 12, 10, 16]
µ m := sup µ ∆ ( P ( jω ) ) < 1.
ω
The reciprocal Km = 1/µm represents the robust stability margin, that is, the
largest amount of uncertainty ∆ that can be tolerated without losing stability.
3-19
As mentioned earlier, we can only compute a conservative estimate K ˆ of K

m m
ˆ
based on the upper bound ν∆ of µ∆. We refer to K m as the guaranteed stability
margin. A grid-based estimation of Kˆ is performed by mustab:
m
[margin,peakf] = mustab(P,delta,freqs)
On input, delta describes the uncertainty ∆ (see ublock and udiag for details)
and freqs is an optional vector of frequencies where to evaluate ν∆(P(jω)). On
output, margin is the computed value of Kˆ and peakf is the frequency near
m
which ν∆(P(jω) peaks, i.e., where the margin is the smallest.
The uncertainty quantification may involve different bounds for each block ∆i.
In this case, margin represents the relative stability margin as a percentage of
the specified bounds. More precisely, margin = θ means that stability is guaran-
teed as long as each block ∆i satisfies
• For norm-bounded blocks

σmax(∆i(jω)) < θ βi(ω)
where βi(ω) is the (possibly frequency-dependent) norm bound specified with
ublock
• For sector-bounded blocks
a + b b–a a+b b – a
∆ i is in the sector  ------------- – θ ------------ , ------------- + θ ------------ 
 2 2 2 2 
where a < b are the sector bounds specified with ublock. In the special case
b = +∞, this condition reads
 1–0 1 + 0
∆ i is in the sector  a + ------------- ,a + ------------- 
 1+0 1 – 0
for θ ð 1 and
 1–0 1 + 0
∆ i is outside
outside the sector  a + ------------- ,a + ------------- 
 1 + 0 1 – 0
for θ > 1
For instance, margin = 0.7 for a single-block uncertainty ∆(s) bounded by 3
means that stability is guaranteed for ||∆||∞ < 0.7-by-3 = 2.1.
The syntax
3-20
µ Analysis
[margin,peakf,fs,ds,gs] = mustab(P,delta)
also returns the D, G scaling matrices at the tested frequencies fs. To retrieve
the values of D and G at the frequency fs(i), type
Di = getdg(ds,i), Gi = getdg(gs,i)
Note that Di and Gi are not necessarily the optimal scalings at fs(i). Indeed,
the LMI optimization is often stopped before completion to speed up compu-
tations.
Caution: K ˆ is computed by frequency sweep, i.e., by evaluating ν (P(jω))

m ∆
over a finite grid of frequencies. The coarser the gridding, the higher the risk
of underestimating the peak value of ν∆(P(jω)). Worse, this function may be
discontinuous at its peaks when the uncertainty contains real blocks. In such
cases, any “blind” frequency sweep is likely to miss the peak value and yield
an overoptimistic stability margin. The function mustab has built-in tests to
detect such discontinuities and minimize the risks of missing the critical
peaks.
Robust Performance
In robust control, it is customary to formulate the design specifications as
abstract disturbance rejection objectives. The performance of a control system
is then measured in terms of the closed-loop RMS gain from disturbances to
outputs (see “H• Control” on page 5-3 for details). The presence of uncertainty
typically deteriorates performance. For an LTI system with linear-fractional
uncertainty (Figure 3-3), the robust performance γrob is defined as the
worst-case RMS gain from u to y in the face of the uncertainty ∆(s).
3-21
This robust performance is generally worse (larger) than the nominal

performance, i.e., the RMS gain from u to y for (s) ≡ 0.
∆(s)
u P(s) y
Figure 3-3: Robust performance problem
Assessing whether the performance γ can be robustly sustained, that is,

whether γrob < γ, is equivalent to a robust stability problem. Indeed,
||y||L2 < γ||u||L2 holds for all ∆(s) in the prescribed uncertainty set if and only if
the interconnection of Figure 3-4 is stable for all ∆(s) and for ∆perf(s) satisfying
||∆perf(s)||∞ < γ–1
Given a norm- or sector-bounded linear time-invariant uncertainty ∆(s), the
function muperf assesses the robust performance γrob via this equivalent robust
stability problem.
 ∆ perf ( s ) 0 
 
 0 ∆(s) 
P(s)
Figure 3-4: Equivalent robust stability problem
Two problems can be solved with muperf:
• Compute the robust performance γrob for the specified uncertainty ∆(s). This
is done by
3-22
µ Analysis
grob = muperf(P,delta)
The value grob is finite if and only if the interconnection of Figure 3-3 is
robustly stable.
• Assess the robustness of a given performance γ = g > 0 in the face of the
uncertainty ∆(s). The command
margin = muperf(P,delta,g)
computes a fraction margin of the specified uncertainty bounds for which the
RMS gain from u to y is guaranteed not to exceed γ.
Note that g should be larger than the nominal RMS gain for ∆ = 0. The
performance g is robust if and only if margin Š 1.
The function muperf uses the following characterization of γrob . Assuming ||∆||∞
< 1 and denoting by D and G the related scaling sets,
γ rob = max γ rob ( ω )

ω
where γrob(ω) is the global minimum of the LMI problem

Minimize γ over D ∈ D, G ∈ G such that D > 0 and
H    H   D 0 
P ( jω )  D 0  P ( jω ) + j   G 0  P ( jω ) – P ( jω )  G 0   <  
 0 I   0 0   0 0    0 γ2 I 
3-23
The Popov Criterion

The Popov criterion gives a sufficient condition for the robust stability of the
interconnection of Figure 3-5 where G(s) is a given LTI system and φ = diag (φ1,
. . . , φn) is a sector-bounded BIBO-stable uncertainty satisfying φ(0) = 0. The
operator φ can be nonlinear and/or time-varying which makes the Popov
criterion more general than the µ stability test. For purely linear time-
invariant uncertainty, however, the µ test is generally less conservative.
φ( · )
w q
u G(s) y
Figure 3-5: Popov criterion
A state-space representation of this interconnection is
 x· = Ax + Bw

q = Cx + Dw

w = φ ( q )
or equivalently in block-partitioned form:
 x· = Ax + B w
 Σj j j rj
q j = C j x + D j w ( ∈ R )
 w = φ(q )
 j
Suppose that φj(.) satisfies the sector bound

T
∫0 ( w j – α j q j )
T
∀T > 0, ( w j – β j q j )dt ≤ 0 (3-13)
(this includes norm bounds as the special case βj = –αj). To establish robust
stability, the Popov criterion seeks a Lyapunov function of the form
3-24
The Popov Criterion
qj t
1 T
∑ ∫0 φ j ( z ) d z – ∑ σ j ∫0 ( w j – α j q j )
T
V ( x, t ) = --- x Px + νj ( w j – β j q j ) dτ (3-14)
2
j j
where σj > 0 and νj are scalars and νj = 0 unless Dj = 0 and φj (.) is a scalar
memoryless nonlinearity (i.e., wj(t) depends only on qj(t); in such case, the
2 2
sector constraint (3-13) reduces to α j q j ≤ q j φ j ( q j ) ≤ β j q j ) .
Letting
Kα := diag(αj Irj), Kβ := diag(βj Irj)
S := diag(σj Irj), N := diag(νj Irj)
and assuming nominal stability, the conditions V(x, t) > 0 and dV/dt < 0 are
equivalent to the following LMI feasibility problem (with the notation
H(M) := M + MT):
Find P = PT and structured matrices S, N such that S > 0 and
  T   T 
T
    C Kα  S  C Kβ 
H   I  P ( A, B ) +  0  N ( CA, CB ) –    T

 <0 (3-15)
 0   I T
 D Kα – 1   D Kβ – 1  
 
When φ(.) is nonlinear time-varying, (3-15) reduces to the scaled small-gain

criterion. The Popov stability test is performed by the command
[t,P,S,N] = popov(G,phi)
where G is the SYSTEM matrix representation of G(s) and phi is the uncertainty
description specified with ublock and udiag. The function popov returns the
output t of the LMI solver feasp. Hence the interconnection is robust stable if
t < 0. In this case, P, S, and N are solutions of the LMI problem (3-15).
Real Parameter Uncertainty

A sharper version of the Popov criterion can be used to analyze systems with
uncertain real parameters. Assume that Dj = 0 and
wj = φj(qj) := δjqj
where δj is an uncertain real parameter ranging in [αj, βj]. Then a more general
form for the corresponding term in the Lyapunov function (3-14) is
3-25
qj t
∫0 ∫0 ( w j – α j q j )
T T
φ ( z ) N j dz – S j ( w j – β j q j ) dτ =
t
∫0 qj ( Sj + Sj )qj dτ
T T T T
δ j x C N j Cx – ( δ j – α j ) ( δ j – β j )
(3-16)
T T
where Sj and Nj are rj × rj matrices subject to S j + > O, N = and Nj = 0 Sj Nj ,
when the parameter δj is time varying. As a result, the variables S and N in the
Popov condition (3-15) assume a block-diagonal structure where σjIrj and νjIrj
are replaced by the full blocks Sj and Nj, respectively.
When all φj(.) are real time-invariant parameters, the Lyapunov function (3-14)
becomes
1 T  t
∑ ∑ ∫
T T T
V ( x, t ) = --- x  P + δ j C N j C x – ( δ j – α j ) ( δ j – β j ) q j ( S j + S j )q j dτ
2   0
j j
The first term can be interpreted as a parameter-dependent quadratic function

of the state. This is analogous to the notion of parameter-dependent Lyapunov
function discussed in “Parameter-Dependent Lyapunov Functions” on
page 3-12, even though the Popov condition (3-15) is not equivalent to the
robust stability conditions discussed in that section..
Finally, it is possible to obtain an even sharper test by applying the Popov
criterion to the equivalent interconnection
 x· = ( Ax + B C w̃ )
 Σj j j j
q̃ j = x

 w̃ j = δ j q̃ j
(3-17)
The Lyapunov function now becomes

1 T  t
∑ δj Nj x –∑ ( δj – αj ) ( δj – βj ) ∫0 qj ( Sj + Sj )qj dτ
T T
V ( x, t ) = --- x  P +
2 
j j
T T
with Sj, Nj subject to S j + S j > O and N j = N j . The resulting test is discussed
in [5, 6] and often performs as well as the real stability test while eliminating
the hazards of a frequency sweep (see “Caution” on page 3-21).
To use this refined test, invoke popov as follows.
3-26
The Popov Criterion
[t,P,S,N] = popov(G,phi,1)
The third input 1 signals popov to perform the loop transformation (3-17)
before solving the feasibility problem (3-15).
3-27
Example
The use of these various robustness tests is illustrated on the benchmark
problem proposed in [14]. The physical system is sketched in Figure 3-6.
x1 x2
u
k w2
m1 m2
w1
Figure 3-6: Benchmark problem
The goal is to design an output-feedback law u = K(s)x2 that adequately rejects

the disturbances w1, w2 and guarantees stability for values of the stiffness
parameter k ranging in [0.5, 2.0]. For m1 = m2 = 1, a state-space description of
this system is
x· 1 x
0 0 1 0 1 0 0
x· x
2
= 0 0 0 1 2 + 0 (u + w ) +
1
0 w
2 (3-18)
x·· 1 –k k 0 0 x· 1 1 0
x·· 2 k –k 0 0 x· 0 1
2
A solution of this problem proposed in [15] is the fourth-order controller

u = CK(sI – AK)–1 BKx2 where
0 – 0.7195 1 0 0.720
AK = 0 – 2.9732 0 1 , B K = 2.973
– 2.5133 4.8548 – 1.7287 – 0.9616 – 3.37
1.0063 – 5.4097 – 0.0081 0.0304 4.419
C K = – 1.506 0.494 – 1.738 – 0.932
3-28
Example
The concern here is to assess, for this particular controller, the closed-loop
stability margin with respect to the uncertain real parameter k. Since the plant
equations (3-18) depend affinely on k, we can define the uncertain physical
system as an affine parameter-dependent system G with psys.
A0=[0 0 1 0;0 0 0 1;0 0 0 0;0 0 0 0];
B0=[0;0;1;0]; C0=[0 1 0 0]; D0=0;
S0=ltisys(A0,B0,C0,D0); % system for k=0
A1=[0 0 0 0;0 0 0 0; 1 1 0 0;1 1 0 0];

B1=zeros(4,1); C1=zeros(1,4); D1=0;
S1=ltisys(A1,B1,C1,D1,0); % k component
pv=pvec('box',[0.5 2]) % range of values of k

G=psys(pv,[S0,S1])
After entering the controller data as a SYSTEM matrix K, close the loop with
slft.
Cl = slft(G,K)
The result Cl is a parameter-dependent description of the closed-loop system.

To estimate the robust stability margin with respect to k, we can now apply to
Cl the various tests described in this chapter:
• Quadratic stability: to determine the portion of the interval [0.5, 2] where

quadratic stability holds, type
marg = quadstab(Cl,[1 0 0])
marg =
4.1919e 01
The value marg = 0.419 means 41% of [0.5, 2] (with respect to the center 1.25).
That is, quadratic stability in the interval [0.943, 1.557]. Since quadratic
stability assumes arbitrarily fast time variations of the parameter k, we can
expect this answer to be conservative when k is time invariant.
• Parameter-dependent Lyapunov functions: when k does not vary in
time, a less conservative estimate is provided by pdlstab. To test stability for
k ∈ [0.5, 2], type
3-29
t = pdlstab(Cl)
t =
2.1721e 01
Since t < 0, the closed loop is robustly stable for this range of values of k.
Assume now that k slowly varies with a rate of variation bounded by 0.1. To
test if the closed loop remains stable in the face of such slow variations,
redefine the parameter vector and update the description of the closed-loop
system by
pv1 = pvec('box',[0.5 2],[ 0.1 0.1])
G1 = psys(pv1,[S0,S1])
Cl1 = slft(G1,K)
Then call pdlstab as earlier.

t = pdlstab(Cl1)
t =
2.0089e 02
Since t is again negative, this level of time variations does not destroy robust
stability.
• µ analysis: to perform µ analysis, first convert the affine
parameter-dependent model Cl to an equivalent linear-fractional
uncertainty model.
[P0,deltak] = aff2lft(Cl)
uinfo(deltak)
block dims type real/cplx full/scal bounds

1 1x1 LTI r s norm <=
0.75
Here P0 is the closed loop system for the nominal value k0 = 1.25 of k and the
uncertainty on k is represented as a real scalar block deltak. Note that k
must be assumed time invariant in the µ framework.
To get the relative parameter margin, type
3-30
Example
[pmarg,peakf] = mustab(P0,deltak)
pmarg =
1.0670e+00
peakf =
6.3959e 01
The value pmarg = 1.064 means stability as long as the deviation |δk| from
k0 = 1.25 does not exceed 0.75 × 1.067 ≈ 0.80. That is, as long as k remains in
the interval [0.45, 2.05]. This estimate is sharp since the closed loop becomes
unstable for δk = –0.81, that is, for k = k0 – 0.81 = 0.44:
spol(slft(P0, 0.81))
ans =
1.0160e+00 + 1.9208e+00i
1.0160e+00 1.9208e+00i
1.0512e+00 + 9.7820e 01i
1.0512e+00 9.7820e 01i
6.2324e 03 + 6.3884e 01i
6.2324e 03 6.3884e 01i
2.7484e 01 + 1.9756e 01i
2.7484e 01 1.9756e 01i
• Popov criterion: finally, we can apply the Popov criterion to the
linear-fractional model returned by aff2lft
[t,P,D,N] = popov(P0,deltak)
t =
1.3767e 02
This test is also successful since t < 0. Note that the Popov criterion also
proves stability for k = k0 + δk(.) where δk(.) is any memoryless nonlinearity
with gain less than 0.75.
3-31
References
[1] Barmish, B.R., “Stabilization of Uncertain Systems via Linear Control,”
IEEE Trans. Aut. Contr., AC–28 (1983), pp. 848–850.
[2] Boyd, S., and Q. Yang, “Structured and Simultaneous Lyapunov Functions
for System Stability Problems,” Int. J. Contr., 49 (1989), pp. 2215–2240.
[3] Doyle, J.C., “Analysis of Feedback Systems with Structured Uncertainties,”
IEE Proc., vol. 129, pt. D (1982), pp. 242–250.
[4] Fan, M.K.H., A.L. Tits, and J.C. Doyle,“Robustness in the Presence of Mixed
Parametric Uncertainty and Unmodeled Dynamics,” IEEE Trans. Aut. Contr.,
36 (1991), pp. 25–38.
[5] Feron, E, P. Apkarian, and P. Gahinet, “S-Procedure for the Analysis of
Control Systems with Parametric Uncertainties via Parameter-Dependent
Lyapunov Functions,” Third SIAM Conf. on Contr. and its Applic., St. Louis,
Missouri, 1995.
[6] Gahinet, P., P. Apkarian, and M. Chilali, “Affine Parameter-Dependent
Lyapunov Functions for Real Parametric Uncertainty,” Proc. Conf. Dec. Contr.,
1994, pp. 2026–2031.
[7] Haddad, W.M. and D.S. Berstein,“Parameter-Dependent Lyapunov
Functions, Constant Real Parameter Uncertainty, and the Popov Criterion in
Robust Analysis and Synthesis: Part 1 and 2,” Proc. Conf. Dec. Contr., 1991, pp.
2274–2279 and 2632–2633.
[8] Horisberger, H.P., and P.R. Belanger, “Regulators for Linear Time-Varying
Plants with Uncertain Parameters,” IEEE Trans. Aut. Contr., AC–21 (1976),
pp. 705–708.
[9] How, J.P., and S.R. Hall, “Connection between the Popov Stability Criterion
and Bounds for Real Parameter Uncertainty,” Proc. Amer. Contr. Conf., 1993,
pp. 1084–1089.
[10] Packard, A., and J.C. Doyle, “The Complex Structured Singular Value,”
Automatica, 29 (1994), pp. 71–109.
[11] Popov, V.M., “Absolute Stability of Nonlinear Systems of Automatic
Control,” Automation and Remote Control, 22 (1962), pp. 857–875.
[12] Safonov, M.G., “L1 Optimal Sensitivity vs. Stability Margin,” Proc. Conf.
Dec. Contr., 1983.
3-32
References
[13] Stein, G. and J.C. Doyle, “Beyond Singular Values and Loop Shapes,” J.
Guidance, 14 (1991), pp. 5–16.
[14] Wie, B., and D.S. Berstein, “Benchmark Problem for Robust Control
Design,” J. Guidance and Contr., 15 (1992), pp. 1057–1059.
[15] Wie, B., Q. Liu, and K.-W. Byun, “Robust H∞ Control Synthesis Method
and Its Application to Benchmark Problems,” J. Guidance and Contr., 15
(1992), pp 1140–1148.
[16] Young, P. M., M. P. Newlin, and J. C. Doyle, “Let's Get Real,” in Robust
Control Theory, Springer Verlag, 1994, pp. 143–174.
228–238 and 465–476.
3-33
3-34
4
State-Feedback Synthesis
Multi-Objective State-Feedback . . . . . . . . . . . 4-3
Pole Placement in LMI Regions . . . . . . . . . . . 4-5
LMI Formulation . . . . . . . . . . . . . . . . . . 4-7

Extension to the Multi-Model Case . . . . . . . . . . . 4-9
The Function msfsyn . . . . . . . . . . . . . . . . 4-11
Design Example . . . . . . . . . . . . . . . . . . 4-13
References . . . . . . . . . . . . . . . . . . . . . 4-18
4 State-Feedback Synthesis
In many control problems, the design specifications are a mix of performance

and robustness objectives expressed both in the time and frequency domains.
These various objectives are rarely encompassed by a single synthesis
criterion. While some tracking and robustness are best captured by an H∞
criterion, noise insensitivity is more naturally expressed in LQG terms, and
transient behaviors are more easily tuned in terms of l1 norm or closed-loop
damping.
The LMI framework is particularly well suited to multi-objective
state-feedback synthesis. As an illustration, the LMI Control Toolbox offers
tools for state-feedback design with a combination of the following objectives:
• H∞ performance (for tracking, disturbance rejection, or robustness aspects)
• H2 performance (for LQG aspects)
• Robust pole placement specifications (to ensure fast and well-damped
transient responses, reasonable feedback gain, etc.)
These tools apply to multi-model problems, i.e., when the objectives are to be
robustly achieved over a polytopic set of plant models.
4-2
Multi-Objective State-Feedback
Multi-Objective State-Feedback
The function msfsyn performs multi-model H2/H∞ state-feedback synthesis
with pole placement constraints. For simplicity, we describe the underlying
problem in the case of a single LTI model. The control structure is depicted by
Figure 4-1. The plant P(s) is a given LTI system and we assume full
measurement of its state vector x.
z∞
w
P(s) z2
x
u
Figure 4-1: State-feedback control
Denoting by T∞(s) and T2(s) the closed-loop transfer functions from w to z∞ and
z2, respectively, our goal is to design a state-feedback law u = Kx that
• Maintains the RMS gain (H∞ norm) of T∞ below some prescribed value γ0 > 0
• Maintains the H2 norm of T2 (LQG cost) below some prescribed value ν0 > 0
• Minimizes an H2/H∞ trade-off criterion of the form
2 2
α T∞ ∞ + β T2 2
• Places the closed-loop poles in a prescribed region D of the open left-half

plane.
This abstract formulation encompasses many practical situations. For

instance, consider a regulation problem with disturbance d and white
measurement noise n, and let e denote the regulation error. Setting
   
w =  d , z ∞ = e, z2 =  x  ,
 n  u
4-3
the mixed H2/H∞ criterion takes into account both the disturbance rejection
aspects (RMS gain from d to e) and the LQG aspects (H2 norm from n to z2 ). In
addition, the closed-loop poles can be forced into some sector of the stable
half-plane to obtain well-damped transient responses.
4-4
Pole Placement in LMI Regions
Pole Placement in LMI Regions

The concept of LMI region [3] is useful to formulate pole placement objectives
in LMI terms. LMI regions are convex subsets D of the complex plane
characterized by
T
D = { z ∈ C : L + Mz + M z < 0 }
where M and L = LT are fixed real matrices. The matrix-valued function

T
f D ( z ): = L + Mz + M z
is called the characteristic function of the region D. The class of LMI regions is
fairly general since its closure is the set of convex regions symmetric with
respect to the real axis. More practically, LMI regions include relevant regions
such as sectors, disks, conics, strips, etc., as well as any intersection of the
above.
Another strength of LMI regions is the availability of a “Lyapunov theorem” for
such regions. Specifically, if { λ ij } 1 ≤ i ,j ≤ m and { µ ij } 1 ≤ i ,j ≤ m denote the
entries of the matrices L and M, a matrix A has all its eigenvalues in D if and
only if there exists a positive definite matrix P such that [3]
T
[ λ ij P + µ ij AP + µ ji PA ] 1 ≤ i ,j ≤ m < 0
with the notation
 S … S i1 
 11 . 
[ S ij ] 1 ≤ i ,j ≤ m :=  .. 
…
…
 
 S m1 … S mm 
Note that this condition is an LMI in P and that the classical Lyapunov
theorem corresponds to the special case
fD ( z ) = z + z
Next we list a few examples of useful LMI regions along with their
characteristic function fD:
4-5
• Disk with center at (–q, 0) and radius r:
 
fD ( z ) =  –r z + q 
r  z + q –r 
–q
• Conic sector centered at the origin and with inner angle θ:
 sin --θ- ( z + z ) – cos --θ- ( z – z ) 

fD ( z ) =  2 2 
 θ θ 
 cos 2 ( z – z ) sin 2 ( z – z )
-- - --
- 
θ
θ
The damping ratio of poles lying in this sector is at least cos --- .
2
• Vertical strip h1 < x < h2:
 2h – ( z + z ) 0 
fD ( z ) =  1 
 0 ( z + z ) – 2h 2 
h1 h2  
4-6
LMI Formulation
LMI Formulation
Given a state-space realization
 x· = Ax + B 1 w + B 2 u

 z∞ = C 1 x + D 11 w + D 12 u
z = C 2 x + D 22 u
 2
of the plant P, the closed-loop system is given in state-space form by
 x· = ( A + B 2 K )x + B 1 w

 z∞ = ( C 1 + D 12 K )x + D 11 w
z = ( C 2 + D 22 K )x
 2
Taken separately, our three design objectives have the following LMI
formulation:
• H∞ performance: the closed-loop RMS gain from w to z∞ does not exceed γ
if and only if there exists a symmetric matrix X∞ such that [5]
 T T 
 ( A + B 2 K )X ∞ + X ∞ ( A + B 2 K ) B 1 X ∞ ( C 1 + D 12 K ) 
 
 B1
T
–I
T
D 11  <0
 
 2 
 ( C 1 + D 12 K )X ∞ D 11 –γ I 
X∞ > 0
• H2 performance: the closed-loop H2 norm of T2 does not exceed ν if there
exist two symmetric matrices X2 and Q such that
4-7
 T 
 ( A + B 2 K )X 2 + X 2 ( A + B 2 K ) B 1 
  <0
 T
B1 – I 

 Q ( C 2 + D 22 K )X 2 
  >0
 T 
 X 2 ( C 2 + D 22 K ) X2 
2
Trace ( Q ) < ν
(see “LQG performance” on page 1-7 for details)

• Pole placement: the closed-loop poles lie in the LMI region
D = { z ∈ C : L + Mz + M T z < 0 }
where
T
L = L = { λ ij } 1 ≤ i ,j ≤ m M = { µ ij } 1 ≤ i ,j ≤ m
if and only if there exists a symmetric matrix Xpol satisfying
T
[ λ ij X pol + µ ij ( A + B 2 K )X pol + µ ij X pol + µ ji X pol ( A + B 2 K ) ] 1 ≤ i ,j ≤ m < 0
X pol > 0
These three sets of conditions add up to a nonconvex optimization problem with

variables Q, K, X∞, X2 and Xpol. For tractability in the LMI framework, we seek
a single Lyapunov matrix
X := X ∞ = X 2 = X pol
(4-1)
that enforces all three objectives. With the change of variable Y := KX, this
leads to the following suboptimal LMI formulation of our multi-objective
state-feedback synthesis problem [4, 3, 2]:
4-8
LMI Formulation
Minimize α γ2 + β Trace(Q) over Y, X, Q, and γ2 satisfying
 T T T T T T 
 AX + XA + B 2 Y + Y B 2 B 1 XC 1 + Y D 12 
 
 B1
T
–I
T
D 11  <0
 
 2 
 C 1 X + D 12 Y D 11 –γ I 
(4-2)
 Q C 2 X + D 22 Y 
  >0
 T T T 
 XC 2 + Y D 22 X 
(4-3)
T T T
[ λ ij + µ ij ( AX + B 2 Y )X pol + µ ji ( XA + Y B 2 ) ] 1 ≤ i ,j ≤ m < 0
(4-4)
2
Trace ( Q ) < ν 0
(4-5)
2 2
γ < γ0
(4-6)
Denoting the optimal solution by (X*, Y*, Q*, γ* ), the corresponding

state-feedback gain is given by
K* = Y*(X* )–1
and this gain guarantees the worst-case performances:
T ∞ ∞ ≤ γ*, T 2 2 ≤ Trace ( Q* )
Note that K* does not yield the globally optimal trade-off in general due to the
conservatism of Assumption (4-1).
Extension to the Multi-Model Case

The LMI approach outlined above extends to uncertain linear time-varying
plants
4-9
 x· = A ( t )x + B 1 ( t )w + B 2 ( t )u

P:  z ∞ = C 1 ( t )x + D 11 ( t )w + D 12 ( t )u
z = C 2 ( t )x + D 22 ( t )u
 2
with state-space matrices varying in a polytope:
 A(t) B (t) B (t)    

 1 2    A k B 1k B 2k  
 C ( t ) D ( t ) D ( t )  ∈ Co   C D ·
 : k = 1, … 
 1 11 12    1k 11k D 12k 
,K 
 C (t)    
 2 0 D 22 ( t )    C 2k 0 D 22k  
 
Such polytopic models are useful to represent plants with uncertain and/or
time-varying parameters (see “Polytopic Models” on page 2-14 and the design
example below). Seeking a single quadratic Lyapunov function that enforces
the design objectives for all plants in the polytope leads to the following
multi-model counterpart of the LMI conditions (4-2)–(4-6):
Minimize α γ2 + β Trace(Q) over Y, X, Q, and γ2 subject to
 T T T T T T 
 A k X + XA k + B 2k Y + Y B 2k B 1k XC 1k + Y D 12k 
 
 T
B 1k –I
T
D 11k  <0
 
 2 
 C 1k X + D 12k Y D 11k –γ I 
 Q C 2k X + D 22k Y 
  >0
 T T T 
 XC 2k + Y D 22 k X 
T T T
[ λ ij + µ ij ( A k X + B 2k Y ) + µ ji ( XA k + Y B 2k ) ] 1 ≤ i ,j ≤ m < 0
2
Trace ( Q ) < ν 0
2 2
γ < γ0
4-10
The Function msfsyn
The Function msfsyn

The function msfsyn implements the LMI approach to multi-model H2/H∞
synthesis outlined above. The pole placement objectives are expressed in terms
of LMI regions
D = { z ∈ C : L + Mz + Mz < 0 }
characterized by the two matrices L and M. LMI regions are specified

interactively with the function lmireg.
Denoting the closed-loop transfer functions from w to z∞ and z2 by T∞ and T2,
msfsyn computes a suboptimal solution to the mixed problem:
2 2
Minimize α T ∞ 0 + β T 2 2 subject to
• ||T∞||∞ < γ0
• ||T2 ||2 < ν0
• The closed-loop poles lie in D.
The syntax is
[gopt,h2opt,K,Pcl] = msfsyn(P,r,obj,region)
where
• P is the plant SYSTEM matrix in the single-model case, or the

polytopic/parameter-dependent description of the plant in the multi-model
case (see psys for details). The dimensions of the D22 matrix are specified by
r
• obj = [γ0, ν0, α, β] is a four-entry vector specifying the H2/H∞ criterion
• region specifies the LMI region to be used for pole placement, the default
being the open left-half plane. Use lmireg to generate the matrix region, or
set it to [L, M] if the characteristic matrices L and M are readily available.
On output, gopt and h2opt are the guaranteed H∞ and H2 performances, K is

the state-feedback gain, and Pcl is the closed-loop system in SYSTEM matrix or
polytopic model format.
4-11
Several mixed or unmixed designs can be performed with msfsyn. The various
possibilities are summarized in the table below.
obj Corresponding Design

[0 0 0 0] pole placement only
[0 0 1 0] H∞-optimal design
[0 0 0 1] H2-optimal design
[g 0 0 1] minimize ||T2||2 subject to ||T∞||∞ < g
[0 h 1 0] minimize ||T∞||∞ subject to ||T2||2 < h
2 2
[0 0 a b] minimize a T ∞ + b T 2
∞ 2
4-12
Design Example
Design Example
This example is adapted from [1] and covered by the demo sateldem. The
system is a satellite consisting of two rigid bodies (main body and instrumen-
tation module) joined by a flexible link (the “boom”). The boom is modeled as a
spring with torque constant k and viscous damping f and finite-element
analysis gives the following uncertainty ranges for k and f :
0.09 ð k 0.4
0.0038 ð f 0.04:
The dynamical equations are
·· · ·
 J1 θ1 + f ( θ1 – θ2 ) + k ( θ1 – θ2 ) = T + w 
 ·· · · 
 J2 θ2 + f ( θ2 – θ1 ) + k ( θ2 – θ1 ) = 0 
where θ1 and θ2 are the yaw angles for the main body and the sensor module,
T is the control torque, and w is a torque disturbance on the main body.
θ1 main body
sensor module
θ2
Figure 4-1: Satellite
The control purpose is to minimize the influence of the disturbance w on the

angular position θ2. This goal is expressed through the following objectives:
4-13
• Obtain a good trade-off between the RMS gain from w to θ2 and the H2 norm
of the transfer function from w to
 θ 
 1
 θ 
 2
 T 
(LQG cost of control)
• Place the closed-loop poles in the region shown in Figure 4-3 to guarantee
some minimum decay rate and closed-loop damping
–0.1
Figure 4-2: Pole placement region
• Achieve these objectives for all possible values of the varying parameters k
and f. Since these parameters enter the plant state matrix in an affine
manner, we can model the parameter uncertainty by a polytopic system with
four vertices corresponding to the four combinations of extremal parameter
values (see “From Affine to Polytopic Models” on page 2-20).
4-14
Design Example
To solve this design problem with the LMI Control Toolbox, first specify the
plant as a parameter-dependent system with affine dependence on k and f. A
state-space description is readily derived from the dynamical equations as:
· θ1
1 0 0 0 θ1
0 0 1 0 0
·
0 1 0 0 θ2
= 0 0 0 1 + θ2 + 0 ( w + T )
0 0 J1 0 ·· –k k –f ·
θ1 f θ1 0
0 0 0 J 2 ·· k –k f –f · 1
θ2 θ2
θ1
1 0 0 0 θ 0
2
z∞ = θ2 , z2 = 0 1 0 0 + 0 T
·
θ
0 0 0 0 1 1
·
θ2
This parameter-dependent model is entered by the commands

a0 = [zeros(2) eye(2); zeros(2,4)]
ak = [zeros(2,4) ; [-1 1;1 -1] zeros(2)]
af = [zeros(2,4) ; zeros(2) [-1 1;1 -1]]
e0 = diag([1 1 J1 J2])
b = [0 0;0 0;1 1;0 0] % b = [b1 b2]

c = [0 1 0 0;1 0 0 0;0 1 0 0;0 0 0 0] % c = [c1;c2]
d = [0 0;0 0;0 0;0 1]
% range of parameter values

pv = pvec('box',[0.09 0.4 ; 0.0038 0.04])
% parameter-dependent plant
P = psys(pv,[ ltisys(a0,b,c,d,e0) , ...
ltisys(ak,0*b,0*c,0*d,0) , ...
ltisys(af,0*b,0*c,0*d,0) ])
Next, specify the LMI region for pole placement as the intersection of the
half-plane x < –0.1 and of the sector centered at the origin and with inner angle
3π/4. This is done interactively with the function lmireg:
4-15
region = lmireg
To assess the trade-off between the H∞ and H2 performances, first compute the
optimal quadratic H∞ performance subject to the pole placement constraint by
gopt = msfsyn(P,[1 1],[0 0 1 0],region)
This yields gopt ≈ 0. For a prescribed H∞ performance g > 0, the best H2
performance h2opt is computed by
[gopt,h2opt,K,Pcl] = msfsyn(P,[1 1],[g 0 0 1],region)
Here obj = [g 0 0 1] asks to optimize the H2 performance subject to
||T∞||∞ < g and the pole placement constraint. Repeating this operation for the
values g ∈ {0.01, 0.1, 0.2, 0.5} yields the Pareto-like trade-off curve shown in
Figure 4-4.
By inspection of this curve, the state-feedback gain K obtained for g = 0.1 yields
the best compromise between the H∞ and H2 objectives. For this choice of K,
Figure 4-5 superimposes the impulse responses from w to θ2 for the four
combinations of extremal values of k and f.
Finally, the closed-loop poles for these four extremal combinations are
displayed in Figure 4-6. Note that they are robustly placed in the prescribed
LMI region.
6.5
5.5
5
H2 performance
4.5
3.5
2.5
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
H−infinity performance
Figure 4-3: Trade-off between the H∞ and H2 performances
4-16
Design Example
−3
x 10 Impulse responses w −> x2 for the robust design
12
10
6
Amplitude
−2
0 1 2 3 4 5 6 7 8 9 10
Time (secs)
Figure 4-4: Impulse responses for the extremal values of k and f

Closed−loop poles for the four extremal sets of parameter values
10
−2
−4
−6
−8
−10
−14 −12 −10 −8 −6 −4 −2 0
Figure 4-5: Corresponding closed-loop poles
4-17
References
[1] Biernacki, R.M., H. Hwang, and S.P. Battacharyya, “Robust Stability with
Structured Real Parameter Perturbations,” IEEE Trans. Aut. Contr., AC–32
(1987), pp. 495–506.
Inequalities in Systems and Control Theory, SIAM books, 1994.
an LMI Approach,” to appear in IEEE Trans. Aut. Contr. Also in Proc. Conf.
Dec. Contr., 1994, pp. 553–558.
[4] Khargonekar, P.P., and M.A. Rotea,“Mixed H2/H∞ Control: A Convex
Optimization Approach,” IEEE Trans. Aut. Contr., 39 (1991), pp. 824-837.
[5] Scherer, C., “H∞ Optimization without Assumptions on Finite or Infinite
Zeros,” SIAM J. Contr. Opt., 30 (1992), pp. 143–166.
4-18
5
Synthesis of H∞
Controllers
H∞ Control . . . . . . . . . . . . . . . . . . . . . 5-3
Riccati- and LMI-Based Approaches . . . . . . . . . . . 5-7
H∞ Synthesis . . . . . . . . . . . . . . . . . . . . 5-10
Validation of the Closed-Loop System . . . . . . . . . . 5-13
Multi-Objective H∞ Synthesis . . . . . . . . . . . . 5-15

LMI Formulation . . . . . . . . . . . . . . . . . . . 5-16
The Function hinfmix . . . . . . . . . . . . . . . . . 5-20
Loop-Shaping Design with hinfmix . . . . . . . . . . . 5-20
References . . . . . . . . . . . . . . . . . . . . . 5-22
5-21
5 Synthesis of H∞ Controllers
Disturbance rejection, input/output decoupling, and general robust stability or

performance objectives can all be formulated as gain attenuation problems in
the face of dynamical or parametric uncertainty. H∞ control is the cornerstone
of design techniques for this class of problems.
The LMI Control Toolbox addresses three variants of output-feedback H∞
synthesis:
• Standard H∞ control for continuous-time systems. Both the Riccati-based
and LMI-based solutions of this problem are implemented
• Multi-objective H∞ design (mixed H2/H∞ synthesis with closed-loop pole
placement in LMI regions)
• Discrete-time H∞ control via either Riccati- or LMI-based approaches
Additional facilities for loop-shaping design are described in Chapter 6, “Loop

Shaping.”
5-2
H• Control
H∞ Control
The H∞ norm of a stable transfer function G(s) is its largest input/output
RMS gain, i.e.,
y L
G ∞ = sup ------------2-
u∈L u L
2 2
u≠0
where L2 is the space of signals with finite energy and y(t) is the output of the
system G for a given input u(t). This norm also corresponds to the peak gain of
the frequency response G(jω), that is,
G ∞ = sup σ max ( G ( jω ) )
ω
In its abstract “standard” formulation, the H∞ control problem is one of

disturbance rejection. Specifically, it consists of minimizing the closed-loop
RMS gain from w to z in the control loop of Figure 5-1. This can be interpreted
as minimizing the effect of the worst-case disturbance w on the output z.
w z
P(s)
u y
K(s)
Figure 5-1: H∞ control
Partitioning the plant P(s) as
 Z(s)   P (s) P (s) 

  =  11 12   W ( s )  ,
 Y(s)    U(s) 
 P 21 ( s ) P 22 ( s ) 
5-3
the closed-loop transfer function from w to z is given by the linear-fractional

expression
F ( P, K ) := P11 + P 12 K ( I – P22 K ) –1 P21

(5-1)
Hence the optimal H∞ control seeks to minimize ||F(P, K)||∞ over all stabilizing
LTI controllers K(s). Alternatively, we can specify some maximum value γ for
the closed-loop RMS gain and ask the following question:
Does there exist a stabilizing controller K(s) that ensures ||F(P, K)||∞ < γ ?
This is known as the suboptimal H∞ control problem, and γ is called the
prescribed H∞ performance.
A number of control problems can be recast in this standard formulation.
Example 5.1. Consider the following disturbance rejection problem relative to

the tracking loop of Figure 5-2:
For disturbances d with spectral density concentrated between 0 and
1 rad/s, maintain the closed-loop RMS gain from d to the output y below 1%.
Since the RMS gain is the largest gain over all square-integrable inputs,
external signals with uneven spectral density must be specified by means of
shaping filters. For instance, a disturbance d with all its energy in the
d
+ e u + y
r
K G
−
Figure 5-2: Tracking loop with external disturbance
frequency band [0,1] is described as
d ( s ) = W l p ( s )d̃ ( s )
where d˜ is an arbitrary square-integrable signal and Wlp(s) is a low-pass filter

with cutoff frequency at 1 rad/s. From the closed-loop equation
5-4
H• Control
y = Sd + Tr with S := (I + GK)–1 and T := GKS,

the transfer function from the equalized disturbance d˜ to y is SWlp . Hence our
disturbance rejection objective is equivalent to finding a stabilizing controller
K(s) such that
||S Wlp ||∞ < 1.
This RMS gain constraint is readily turned into a standard H∞ problem by
observing that, in conformance with (5-1),
 W ( s ) –G ( s ) 
SW l p = F ( P, K ) with Ps :=  l p 
 W ( s ) –G ( s ) 
 lp 
Example 5.2. Decoupling constraints are handled in a similar fashion. For

instance, consider the loop of Figure 5-3 and the problem of decoupling the
action of r1 on y1 from that of r2 on y2 in the control bandwidth ω ð 10 rad/s.
 r   y 
The closed-loop transfer function from  1 

to  1
 y 
 r2   2
is T = GK(I + GK)–1. Decoupling is achieved if T(jω) ≈ I in the bandwidth ω ð 10

rad/s, or equivalently if S(jω) = I – T(jω) has a small gain in this bandwidth.
This can be expressed as
10 -
-------------- S ( s ) < ε,
s + 10 ∞
5-5
r1 + y1
u
−
r2 + K(s) G(s)
− y2
Figure 5-3: Decoupling problem
which is again of the standard form
 10 
10 -
 --------------- I – -------------- 
G(s)
F ( P, K ) ∞ < ε with P ( s ) :=  s + 10 2 s + 10 .
 I2 –G ( s ) 
 
Example 5.3. H∞ optimization is also useful for the design of robust controllers
in the face of unstructured uncertainty. Consider the uncertain system
∆( · )
w z
u P(s) y
where the uncertainty ∆(.) is an arbitrary BIBO-stable system satisfying the

norm bound ||∆||∞ < 1. From the small gain theorem, the controller u = K(s)y
robustly stabilizes this uncertain system if the nominal closed-loop transfer
function F (P, K) from w to z satisfies
||F (P, K)||∞ < 1.
Finally, a useful application of H∞ synthesis is the loop shaping design
procedure discussed in the next chapter.
5-6
H• Control
Riccati- and LMI-Based Approaches

Since the continuous- and discrete-time cases are essentially similar, we
review only continuous-time H∞ synthesis. Both the Riccati-based and
LMI-based approaches are implemented in the LMI Control Toolbox. While the
LMI-based approach is computationally more involved for large problems, it
has the merit of eliminating the regularity restrictions attached to the
Riccati-based solution. Since both approaches are state-space methods, the
plant P(s) is given in state-space form by
x· = Ax + B 1 w + B 2 u
z = C 1 x + D 11 w + D 12 u
y = C 2 x + D 21 w + D 22 u
The Riccati-based approach is applicable to plants P satisfying

(A1) D12 and D21 have full rank,
(A2) P12(s) and P21(s) have no zeros on the jω-axis.
Given γ > 0, it gives necessary and sufficient conditions for the existence of
internally stabilizing controllers K(s) such that
||F (P, K)||∞ < γ
Specifically, the H∞ performance γ is achievable if and only if [2]:
+ +
(i) γ > max ( σ max ( I – D 12 D 12 )D 11 ), σ max ( D 11 ( I – D 21 D 21 ) ) )
5-7
(ii) the Riccati equations associated with the Hamiltonian pencils

 –1 
 A 0 0 γ B1 B2 
 
 0 –A
T
–C1
T
0 0 
   I 0
H – λε =  
– I γ D 11 D 12  – λ 
–1 
 C1 0
 0 0 
 –1 –1 T

 0 γ B1
T
γ D 11 – I 0 
 
 T T 
 0 B2 D 12 0 0 
 T –1 T T 
 A 0 γ C1 C2 
0
 
 0 –A –B1 0 0 
   I 0
J – λε =  B1
T
0 – I γ D 11 D 21  – λ 
–1 T T 
   0 0
 –1 –1 
 0 γ C 1 γ D 11 – I 0 
 
 0 C2 D 21 0 0 
have stabilizing solutions X∞ and Y∞, respectively

(iii) X∞ and Y∞ further satisfy
X∞ Š 0, Y∞ Š 0, ρ(X∞Y∞) < γ2
Using this characterization, the optimal H∞ performance γopt can be computed
by bisection (the so-called γ-iterations). An H∞ controller with performance
γ ≥ γopt is then given by explicit formulas involving X∞, Y∞, and the plant
state-space matrices. Singular H∞ problems (those violating (A1)–(A2)) require
regularization by small perturbation. A notable exception is the direct
computation of the optimal H∞ performance when D12 or D21 is singular [5].
In comparison, the LMI approach is applicable to any plant and does not
involve γ-iterations. Rather, the H∞ performance is directly optimized by
solving the following LMI problem [4, 6]:
5-8
H• Control
Minimize γ over R = RT and S = ST such that
 T T 
T AR + RA RC 1 B 1 
 N 12 0   N12 0  <0
   C1 R – γI D 11   
 0 I   0 I 
 T
B1 D 11 – γI 
T

(5-2)
 T T 
T A S + SA SB 1 C 1 
 N21 0   N 21 0  <0
   T
B1 S – γI D 11  
T 
 0 I   0 I
 C1 D 11 – γI 

(5-3)
 R I 
  ≥0
 I S
(5-4)
T T
where N12 and N21 denote bases of the null spaces of ( B 2 , D 12 ) and (C2, D21),
respectively.
This problem falls within the scope of the LMI solver mincx. Note that the LMI
constraints (5-2)–(5-3) amount to the inequality counterpart of the H∞ Riccati
equations, R–1 and S–1 being solutions of these inequalities. Again, explicit
formulas are available to derive H∞ controllers from any solution (R, S, γ) of
(5-2)–(5-4) [3].
5-9
H∞ Synthesis
The LMI Control Toolbox supports continuous- and discrete-time H∞ synthesis
using either Riccati- or LMI-based approaches. Transparency and numerical
reliability were primary concerns in the development of the related tools.
Original features of the Riccati-based functions include:
• The use of pencil-based Riccati solvers for highly accurate computation of
Riccati solutions (see care, ricpen, and their discrete-time counterparts)
• Direct computation of the optimal H∞ performance when D12 and D21 are
rank-deficient (without using regularization) [5]
• Automatic regularization of singular problems for the controller
computation.
In addition, reduced-order controllers are computed whenever the matrices I –
γ–2X∞Y∞ or I – RS are nearly rank-deficient. The functions for standard H∞
synthesis are listed in Table 5-1.
Table 5-1: Functions for H∞ synthesis
H∞ synthesis Riccati-based LMI-based
Continuous-time hinfric hinflmi
Discrete-time dhinfric dhinflmi
To illustrate the use of hinfric and hinflmi, consider the simple first-order
plant P(s) with state-space equations
 x· = w + 2u

z = x
y = –x+w

This plant is specified as a SYSTEM matrix by

a=0; b1=1; b2=2; c1=1; d11=0; d12=0; c2= 1; d21=1; d22=0;
P=ltisys(a,[b1 b2],[c1;c2],[d11 d12;d21 d22])
Note that the plant P(s) is “singular” since D12 = 0.
5-10
H• Synthesis
To determine the optimal H∞ performance over stabilizing control laws

u = K(s)y, type
gopt = hinfric(P,[1 1])
where the second argument [1 1] specifies the numbers of measurements and

controls (lengths of the vectors y and u). The γ-iterations performed by hinfric
are displayed on the screen as follows:
Gamma-Iteration:
Gamma Diagnosis
10.0000 : feasible
1.0000 : infeasible (Y is not positive semi-definite)
5.5000 : feasible
3.2500 : feasible
2.1250 : feasible
1.5625 : feasible
1.2812 : feasible
1.1406 : feasible
1.0703 : feasible
1.0352 : feasible
1.0176 : feasible
1.0088 : feasible
Best closed-loop gain (GAMMA_OPT): 1.008789
The optimal H∞ performance for P(s) is therefore approximately 1. For each

tested value of γ, hinfric gives a feasible/infeasible diagnosis as well as the
cause for infeasibility when applicable.
Alternatively, you can use the LMI-based function hinflmi with the same
syntax:
gopt = hinflmi(P,[1 1])
This function optimizes the H∞ performance using mincx:
5-11
Minimization of gamma:
Solver for linear objective minimization under LMI constraints

Iterations : Best objective value so far
1 2.196542
*** new lower bound: 0.571370

2 1.381964
3 1.381964
4 1.094665
5 1.052469
6 1.008499
7 1.008499
8 1.008499
9 1.002517

10 1.002517
11 1.002517
Result:feasible solution of required accuracy

best objective value: 1.002517
guaranteed relative accuracy: 9.11e 03
The value displayed in the second column is the current best estimate of γopt .
The optimal value 1.0025 approximately matches the value found by hinfric.
When a second output argument is provided, these two functions also return
an optimal H∞ controller K(s):
[gopt,K] = hinfric(P,[1 1])
5-12
H• Synthesis
The output K is the SYSTEM matrix of K(s). To compute a suboptimal H∞

controller with guaranteed performance γ < 10, type
[g,K] = hinfric(P,[1 1],10,10)
In this case only the value γ = 10 is tested. In the LMI approach, the same
problem is solved by the command
[g,K] = hinflmi(P,[1 1],10)
Finally, the syntax

[g,K,x1,x2,y1,y2] = hinfric(P,[1,1],10,10)
also returns the stabilizing solutions X∞ = x2/x1 and Y∞ = y2/y1 of the H∞

Riccati equations for γ = 10. Similarly,
[g,K,x1,x2,y1,y2] = hinflmi(P,[1,1],10)
returns solutions X = x2/x1 and Y = y2/y1 of the H∞ Riccati inequalities.

Equivalently, R = x1 and S = y1 are solutions of the characteristic LMIs
(5-2)-(5-4) since x2 and y2 are always set to g × I. Further options and control
parameters are discussed in the “Command Reference” chapter.
Finally, the counterpart of these functions for discrete-time H∞ synthesis are
called dhinfric, dhinflmi, and dnorminf and follow the exact same syntax.
Validation of the Closed-Loop System

Given the H∞ controller K computed by hinfric or hinflmi, the closed-loop
mapping represented in Figure 5-4 is formed with the function slft:
w z
P(s)
u y
K(s)
Figure 5-4: Closed-loop system
5-13
Closed-loop stability is then checked by inspecting the closed-loop poles with

spol
spol(clsys)
while the closed-loop RMS gain from w to z is computed by

norminf(clsys)
You can also plot the time- and frequency-domain responses of the closed- loop
clsys with splot.
Finally, hinfpar extracts the state-space matrices A, B1, . . . from the plant
SYSTEM matrix P:
[a,b1,b2,c1,c2,d11,d12,d21,d22] = hinfpar(P,r)
Set the second argument r to [p2 m2] if D22 ∈ Rp2×m2.
5-14
Multi-Objective H• Synthesis
Multi-Objective H∞ Synthesis
In many real-world applications, standard H∞ synthesis cannot adequately
capture all design specifications. For instance, noise attenuation or regulation
against random disturbances are more naturally expressed in LQG terms.
Similarly, pure H∞ synthesis only enforces closed-loop stability and does not
allow for direct placement of the closed-loop poles in more specific regions of the
left-half plane. Since the pole location is related to the time response and
transient behavior of the feedback system, it is often desirable to impose
additional damping and clustering constraints on the closed-loop dynamics.
This makes multi-objective synthesis highly desirable in practice, and LMI
theory offers powerful tools to attack such problems.
Mixed H2/H∞ synthesis with regional pole placement is one example of
multi-objective design addressed by the LMI Control Toolbox. The control
problem is sketched in Figure 5-5. The output channel z∞ is associated with the
H∞ performance while the channel z2 is associated with the LQG aspects (H2
performance).
Denoting by T∞(s) and T2(s) the closed-loop transfer functions from w to z∞ and
z2, respectively, we consider the following multi-objective synthesis problem:
z∞
w
P(s) z2
u y
K(s)
Figure 5-5: Multi-objective H ∞ synthesis
Design an output-feedback controller u = K(s)y that

• Maintains the H∞ norm of T∞(s) (RMS gain) below some prescribed value
γ0 > 0
• Maintains the H2 norm of T2(s) (LQG cost) below some prescribed value ν0 > 0
5-15
• Minimizes a trade-off criterion of the form

2 2
α T∞ ∞ + β T2 2
with α Š 0 and β ≥ 0
• Places the closed-loop poles in some prescribed LMI region D
Recall that LMI regions are general convex subregions of the open left-half
plane (see “Pole Placement in LMI Regions” on page 4-5 for details).
LMI Formulation
Let
 
 x· = Ax + B 1 w + B 2 u 
 
 z∞ = C ∞ x + D ∞1 w + D ∞2 u 
 
 z2 = C 2 x + D 21 w + D 22 u 
 
 y = C y x + D y1 w 
 
and
·
 ζ = A Kζ + B Ky 
· 
 u = C Kζ + D Ky 
be state-space realizations of the plant P(s) and controller K(s), respectively,

and let
 x· cl = A cl x cl + B cl w

 z∞ = C cl1 x cl + D cl1 w
z = C cl2 x cl + D cl2 w
 2
be the corresponding closed-loop state-space equations.

Our three design objectives can be expressed as follows:
5-16
• H∞ performance: the closed-loop RMS gain from w to z∞ does not exceed γ

if and only if there exists a symmetric matrix X∞ such that
 T T 
 A cl χ ∞ + χ ∞ A cl B cl X ∞ C cl1 
 
 T
B cl –I
T
D cl1  <0
 
 2 
 C cl1 χ ∞ D cl1 – γ I 
χ∞ > 0
• H2 performance: the H2 norm of the closed-loop transfer function from w to
z2 does not exceed ν if and only if Dcl2 = 0 and there exist two symmetric
matrices χ2 and Q such that
 T 
 A cl χ 2 + χ 2 A cl B cl 
  <0
 B
T
– I 
 cl 
 Q C cl2 χ 2 
  >0
 T 
 χ 2 C cl2 χ 2 
2
Trace ( Q ) < ν
• Pole placement: the closed-loop poles lie in the LMI region
D = { z ∈ C : L + Mz + M T z < 0 }
with L = LT = { λ ij } 1 ≤ i ,j ≤ m and M = [ µ ij ] 1 ≤ i ,j ≤ m if and only if there exists a
symmetric matrix χpol satisfying
5-17
T
[ λ ij χ pol + µ ij A cl χ pol + µ ji X pol A cl ] 1 ≤ i ,j ≤ m < 0
χ pol > 0
For tractability in the LMI framework, we must seek a single Lyapunov

matrix
χ := χ∞ = χ2 = χpol
that enforces all three sets of constraints. Factorizing χ as
–1  R I  0 S 
χ = χ1 χ2 , χ 1 :=  , χ 2 :=  
 MT 0   I NT 
and introducing the change of controller variables [3]:
B := NB K + SB 2 D K
 K T
 C K := C K M + D K C y R
 T T
 A K := NA K M + NB K C y R + SB 2 C K M + S ( A + B 2 D K C y )R,
the inequality constraints on χ are readily turned into LMI constraints in the
variables R, S, Q, AK, BK, CK, and DK [8, 1]. This leads to the following
suboptimal LMI formulation of our multi-objective synthesis problem:
5-18
Minimize α γ2 + β Trace(Q) over R, S, Q, AK, BK, CK, DK, and γ2 satisfying:
 T T T T 
 AR + RA + B 2 C K + C K B 2 AK + A + B2 DK Cy B 1 + B 2 D K D y1 H 
 
 T T T 
 H A S + SA + B K C y + C y B K SB 1 + B K D y1 H  <0
 
 H H –I H 
 2 
 C ∞ R + D ∞2 C K C ∞ + D ∞2 D K C y D ∞1 + D ∞2 D K D y1 – γ I 
 Q C R+D C C +D D C 
 2 22 K 2 22 K y 
 H R I  >0
 
 H I S 
   AR + B C A + B D C 
λ ij  R I  + µ ij  2 K 2 K y +
 I S  
 AK SA + B K C y 
 T T T T 
 RA + C K B 2 AK 
µ ji   <0
 ( A + B D C )T AT S + CT BT 
 2 K y y K  1 ≤ i ,j ≤ m
2
TraceQ < ν 0
2 2
γ < γ0
D 21 + D 22 D K D y1 = 0
Given optimal solutions γ*, Q* of this LMI problem, the closed-loop H∞ and
H2 performances are bounded by
T ∞ ∞ ≤ γ*, T 2 2 ≤ Trace ( Q* ).
5-19
The Function hinfmix

The function hinfmix implements the LMI approach to mixed H2/H∞ synthesis
with regional pole placement described above. Its syntax is
[gopt,h2opt,K,R,S] = hinfmix(P,r,obj,region)
where
• P is the SYSTEM matrix of the LTI plant P(s). Note that z2 or z∞ can be empty,
or even both when performing pure pole placement
• r is a three-entry vector listing the lengths of z2, y, and u
• obj = [γ0, ν0, α, β] is a four-entry vector specifying the H2/H∞ constraints and
criterion
• region specifies the LMI region for pole placement, the default being the
open left-half plane. Use lmireg to interactively generate the matrix region.
The outputs gopt and h2opt are the guaranteed H∞ and H2 performances, K is
the controller SYSTEM matrix, and R,S are optimal values of the variables R, S
(see “LMI Formulation” on page 5-16).
You can perform the following mixed and unmixed designs by setting obj
appropriately:
obj Corresponding Design
[0 0 0 0] pole placement only
[0 0 1 0] H∞-optimal design
[0 0 0 1] H2-optimal design
[g 0 0 1] minimize ||T2||2 subject to ||T∞||∞ < g
[0 h 1 0] minimize ||T∞||∞ subject to ||T2||2 < h
2 2
[0 0 a b] minimize a T ∞ 0 + b T 2 2
[g h a b] most general problem
Loop-Shaping Design with hinfmix

In the loop-shaping context (see next chapter), the closed-loop poles also
include the poles of the shaping filters. Since these poles are not affected by the
5-20
controller, they impose hard limitations on achievable closed-loop clustering

objectives. In particular, shaping filters with modes close to the imaginary axis
will doom any attempt to push the closed-loop modes into a well-damped
region.
When the purpose of such filters is to enforce integral control action, you can
eliminate this difficulty by moving the integrator from the shaping filter to the
control loop itself. This amounts to reparametrizing the controller as
1˜
K(s) = --- K (s)
s
and performing the synthesis for K ˜ . An example can be found at the end of
Chapter 6.
5-21
References
an LMI Approach,” to appear in IEEE Trans. Aut. Contr., 1995.
[2] Doyle, J.C., Glover, K., Khargonekar, P., and Francis, B., “State-Space
Solutions to Standard H2 and H∞ Control Problems,” IEEE Trans. Aut. Contr.,
AC–34 (1989), pp. 831–847.
[3] Gahinet, P., “Explicit Controller Formulas for LMI-based H∞ Synthesis,”
submitted to Automatica. Also in Proc. Amer. Contr. Conf., 1994, pp. 2396–
2400.
Control,” Int. J. Robust and Nonlinear Contr., 4 (1994), pp. 421–448.
[5] Gahinet, P., and A.J. Laub, “Reliable Computation of γopt in Singular H∞
Control,” to appear in SIAM J. Contr. Opt., 1995. Also in Proc. Conf. Dec.
Contr., Lake Buena Vista, Fl., 1994, pp. 1527–1532.
[6] Iwasaki, T., and R.E. Skelton, “All Controllers for the General H∞ Control
30 (1994), pp. 1307–1317.
[7] Scherer, C., “H∞ Optimization without Assumptions on Finite or Infinite
[8] Scherer, C., “Mixed H2H∞ Control,” to appear in Trends in Control: A
European Perspective, volume of the special contributions to the ECC 1995.
5-22
6
Loop Shaping
The Loop-Shaping Methodology . . . . . . . . . . . 6-2
The Loop-Shaping Methodology . . . . . . . . . . . 6-3
Design Example . . . . . . . . . . . . . . . . . . 6-5
Specification of the Shaping Filters . . . . . . . . . 6-10

Nonproper Filters and sderiv . . . . . . . . . . . . . . 6-12
Specification of the Control Structure . . . . . . . . 6-14
Controller Synthesis and Validation . . . . . . . . . 6-16
Practical Considerations . . . . . . . . . . . . . . 6-18
Loop Shaping with Regional Pole Placement . . . . . 6-19
References . . . . . . . . . . . . . . . . . . . . . 6-24
6 Loop Shaping
The Loop-Shaping Methodology

Loop shaping is a popular technique for combining specifications such as
tracking performance, bandwidth, disturbance rejection, roll-off, robustness to
model uncertainty, gain limitation, etc. In this frequency domain method, the
design specifications are reflected as gain constraints on the various
closed-loop transfer functions.
Loop-shaping design involves four steps:
1 Express the design specifications as constraints on the gain response of the

closed-loop transfer functions. This defines ideal gain profiles called loop
shapes.
2 Specify the desired loop shapes graphically with the GUI magshape.
3 Specify the control structure, i.e., how the feedback loop is organized and
which input/output transfer functions are relevant to the loop-shaping
objectives.
4 Perform a standard H∞ synthesis on the resulting control structure to

compute an adequate controller.
This chapter contains a tutorial introduction to the loop-shaping methodology

as well as the available tools for loop-shaping design.
6-2

Loop shaping is a design procedure to formulate frequency-domain
specifications as H∞ constraints and standard H∞ synthesis problems. In
loop-shaping design, the performance and robustness specifications are first
expressed in terms of loop shapes, i.e., of desired gain responses for the various
closed-loop transfer functions. These shaping objectives are then turned into
uniform H∞ bounds by means of shaping filters, and standard H∞ synthesis
algorithms are applied to compute an adequate controller.
To get a feeling for the loop-shaping methodology, consider the MIMO tracking
loop of Figure 6-1 and suppose that we want to design a controller with integral
behavior. This requirement is naturally expressed in terms of the open-loop
response GK(s), for instance by a gain constraint of the form
σ min ( GK ( jω ) ) > 1 ⁄ ω for ω « 1

(6-1)
r
r =  1 y
 r 2 + y =  1
e u  y 2
K G
−
Figure 6-1: Simple tracking loop
Here the main closed-loop transfer functions are:
• The sensitivity function S = (I + GK)–1 (the transfer function from r to e)

• The complementary sensitivity function T = GK(I + GK)–1 (the transfer
function from r to y).
To express the open-loop specification (6-1) in terms of these closed-loop

transfer functions, observe that σmin(GK(jω)) ≈ 1/σmax(S(jω)) whenever the
open-loop gain is large, i.e., σmin(GK(jω)) >> 1. Thus, (6-1) is equivalent to
requiring that
σ max ( S ( jω ) ) < ω for ω « 1

(6-2)
6-3
6 Loop Shaping
To turn this frequency-dependent gain constraint into a normalized H∞ bound,

a useful tool is the notion of shaping filter. Shaping filters are rational filters
whose magnitude plot reflects the desired loop shape. Here for instance, the
shaping filter
1
W(s) = --- I2
s
can be used to normalize the constraint (6-2) to
W ( s )S ( s ) ∞ < 1
(6-3)
Indeed, (6-3) is equivalent to

1
---- < σ min (1 + GK(jω)) for all ω,
ω
which in turn constrains GK to
1
1- – 1 ≈ ---
σmin(GK(jω)) > --- - for ω << 1
ω ω
Likewise, roll-off requirements on GK(jω) are enforced by H∞ bounds of the
form
||W(s)T(s)||∞ < 1
where W(s) is some appropriate high-pass filter. This reformulation is rooted in
the approximation σmax(GK(jω)) ≈ σmax(T(jω)) valid whenever the open-loop
gain is small, i.e., σmax(GK(jω)) << 1. Such constraints are also associated with
robust stability in the face of plant uncertainty of the form G(s) = (I +∆(s))G0(s)
where ∆ satisfies the frequency-dependent bound
σmax(∆(jω)) < |W(jω)|
Finally, shaping filters are useful to incorporate information about the spectral
density of exogenous signals such as disturbances or measurement noise (see
“Example 5.1” on page 5-4).
6-4
Design Example
Design Example
Loop shaping design with the LMI Control Toolbox involves four steps:
1 Express the design specifications in terms of loop shapes and shaping filters.
2 Specify the shaping filters by their magnitude profile. This is done

interactively with the graphical user interface magshape.
3 Specify the control loop structure with the functions sconnect and smult, or
alternatively with Simulink.
4 Solve the resulting H∞ problem with one of the H∞ synthesis functions.
A simple tracking problem is used to illustrate this design procedure. Type

radardem to run the corresponding demo.
Example 6.1. Figure 6-2 shows a simplified mechanical model of a radar

antenna. The stiffness K accounts for flexibilities in the coupling between the
motor and the antenna.
The corresponding nominal transfer function from the motor torque u = T to
·
the angular velocity y = θ a of the antenna is
·
30000
G 0 ( s ) = -------------------------------------------------------------------------------- .
2
( s + 0.02 ) ( s + 0.99s + 30030 )
6-5
6 Loop Shaping
·
Our goal is to control θ a through the torque T. The control structure is the
tracking loop of Figure 6-3 where the dynamical uncertainty ∆(s) accounts for
neglected high-frequency dynamics and flexibilities.
θa
Ja
antenna
Jm
motor
θm
Figure 6-2: Second-order model of a radar antenna
The design specifications are as follows:

(i)integral control action, open-loop gain of at least 30 dB at 1 rad/s, and
bandwidth of at least 10 rad/s,
(ii)99% rejection of output disturbances d with spectral density in [0, 1] rad/s,
(iii)robustness against the neglected high-frequency dynamics represented by
the multiplicative model uncertainty ∆(s). A bound on |∆(jω)| determined from
experimental data is given in Figure 6-4.
G(s)
d
∆
+ + + ·
r y = θ
K G0(s)
−
Figure 6-3: Velocity loop for the radar antenna
6-6
Design Example
Frequency−dependent bound on Delta

40
30
20
Magnitude (dB)
10
−10
−20
−30 1 2 3 4
10 10 10 10
Frequency (rad/sec)
Figure 6-4: Empirical bound on the uncertainty ∆(s)
We first convert these specifications into RMS gain constraints by means of

shaping filters. While the performance requirement (i) amounts to a lower
bound on the open-loop gain, the disturbance rejection target (ii) imposes
|S(jω)| < 0.01 for ω < 1 rad/s. Both requirements can be combined into a single
constraint
W 1 ( s )S ( s ) ∞ < 1
(6-4)
where S = 1 = (1 + G0K) and W1(s) is a low-pass filter whose gain lies above the
shaded region in Figure 6-5. From the small gain theorem [2], robust stability
in the face of the uncertainty ∆(s) is equivalent to
W 2 ( s )T ( s ) ∞ < 1
(6-5)
6-7
6 Loop Shaping
where T = G0K = (1 + G0K) and W2 is a high pass filter whose gain follows the
profile of Figure 6-4.
For tractability in the H∞ framework, (6-4)–(6-5) are replaced by the single
RMS gain constraint
W1 S
< 1.
W2 T ∞
(6-6)
integral action
dB
disturbance rejection
40
bandwidth
30
0
rad/s
1 10
Figure 6-5: Magnitude profile for W1(s)
 W S 
The transfer function  1 

 W2 T 
maps r to the signals ẽ , ỹ in the control loop of Figure 6-6. Hence our original
design problem is equivalent to the following H∞ synthesis problem:
Find a stabilizing controller K(s) that makes the closed-loop RMS
 
gain from r to  ẽ  less than one.
 ỹ 
6-8
Design Example
e
W1 ẽ
r + e y
u ỹ
K G0 W2
−
Figure 6-6: Control structure
To perform this H∞ synthesis, we need to
1 Compute two shaping filters W1(s) and W2(s) whose magnitude responses
match the profiles of Figures 6-5 and 6-4.
2 Specify the control structure of Figure 6-6 and derive the corresponding
plant.
3 Call one of the H∞-optimization functions to compute an adequate controller

K(s) for this plant.
The next three sections discuss these steps.
6-9
6 Loop Shaping
Specification of the Shaping Filters

The graphical user interface magshape allows you to specify shaping filters
directly by their magnitude profile. Typing magshape brings up the worksheet
shown in Figure 6-7. To construct the two shaping filters W1(s) and W2(s)
involved in our problem:
1 Type w1,w2 after the prompt Filter names. This tells magshape to write the
filter SYSTEM matrices in MATLAB variables called w1 and w2.
2 Indicate which filter you are about to specify by clicking on the

corresponding button on the right-hand side of the window.
3 Click on the add point button: you can now specify the desired magnitude
profile with the mouse. This profile is sketched with a few characteristic
points marking the asymptotes and the slope changes. Clicking on the
delete point or move point buttons allows you to delete or move particular
points.
4 Once the desired profile is sketched, specify the filter order and click the fit
data button to interpolate the data points by a rational filter. The gain of the
resulting filter appears in solid on the plot, and its realization is written in
the MATLAB variable of the same name. To make adjustments, you can
move some of the points or change the filter order, and then redo the fitting.
5 If w1 is used as a filter name, magshape checks if a SYSTEM matrix of the same

name already exists in the MATLAB environment. When this is the case, its
magnitude plot is drawn when the w1 button is clicked. This is useful to load
existing filters in the magshape window for modification or comparison.
Figure 6-7 is a snapshot of the magshape window after specifying the profiles of
W1 and W2 and fitting the data points (marked by o in the plot). The solid lines
show the rational fits obtained with an order 3 for W1 and an order 1 for W2.
6-10
The transfer functions of these filters (as given by ltitf(w1) and ltitf(w2))
are approximately
3 2
0.64s + 10.45s + 149.28s + 25.87
W 1 ( s ) = ----------------------------------------------------------------------------------------------
3 2 –4
s + 1.20s + 0.83s + 8.31 × 10
3.41s + 217.75
W 2 ( s ) = 100 ---------------------------------------
4
s + 3.54 × 10
Note that horizontal asymptotes have been added in both filters. Such
asymptotes prevent humps in S and T near the crossover frequency, thus
reducing the overshoot in the step response.
The function magshape always returns stable and proper filters. If you do not
use magshape to generate your filters, make sure that they are stable with poles
sufficiently far from the imaginary axis. To avoid difficulties in the subsequent
H∞ optimization, their poles should satisfy
–3
Re ( s ) ≤ – 10
6-11
6 Loop Shaping
Figure 6-7: The magshape interface
Nonproper Filters and sderiv

To impose a given roll-off rate in the open-loop response, it is often desirable to
use nonproper shaping filters, i.e., filters with a derivative action in the
high-frequency range. Because such filters cannot be represented in SYSTEM
matrix form, magshape approximates them by high-pass filters. A drawback of
this approximation is the introduction of fast parasitic modes in the filter and
augmented plant realizations, which in turn may cause numerical difficulties.
Alternatively, you can use sderiv to include nonproper shaping filters in the
loop-shaping criterion. This function appends a SISO proportional-derivator
6-12
component ns + d to selected inputs and/or outputs of a given LTI system. For

instance, the interconnection
0.01s+1
P(s) 0.01s+1
is specified by
Pd = sderiv(P,[ 1 2],[0.01 1])
In the calling list, [ 1 2] lists the input and output channels to be filtered by
ns + d (here 1 for “first input” and 2 for “second output”) and the vector [0.01
1] lists the values of n and d. An error is generated if the resulting system Pd
is not proper.
To specify more complex nonproper filters,
1 Specify the proper “low-frequency” part of the filters with magshape.
2 Augment the plant with these low-pass filters.
3 Add the derivative action of the nonproper filters by applying sderiv to the
augmented plant.
This procedure is illustrated in the design example presented in “Loop Shaping

with Regional Pole Placement” on page 6-19.
6-13
6 Loop Shaping
Specification of the Control Structure

To perform the H∞ synthesis, the control structure of Figure 6-6 must be put in
the standard linear-fractional form of Figure 6-8. In this equivalent
representation, P(s) is the nominal plant determined by G0(s) and the control
structure, and Paug(s) is the augmented plant obtained by appending the
shaping filters W1(s) and W2(s). While the H∞ synthesis is performed on Paug(s),
the physical closed-loop transfer functions from r to e and y are fully specified
by P(s) and K(s) (recall that the shaping filters are not part of the physical
control loop).
Paug(s)
e
W1 ẽ
r y
P(s)
W2 ỹ
u y
K(s)
Figure 6-8: Equivalent standard H∞ problem
The function sconnect computes the SYSTEM matrices of P(s) or Paug(s) given
G0, W1, W2, and the qualitative description of the control structure (Figure 6-6).
With this function, general control structures are described by listing the input
and output signals and by specifying the input of each dynamical system. In
our problem, the plant P(s) corresponding to the control loop
+ e
r y
K G0
−
6-14
Specification of the Control Structure
is specified by
g0 = ltisys('tf',3e4,conv([1.02],[1.99 3.03e4]))
P = sconnect('r(1)','e=r-G0 ; G0','K:e','G0:K',g0)
The ltisys command returns a state-space realization of G0(s). In the

sconnect command, the input arguments are strings or SYSTEM matrices
specifying the control structure as follows:
• The first argument 'r(1)' lists and dimensions the input signals. Here the
only input is the scalar reference signal r.
• The second argument 'e=r-G0 ; G0' lists the two output signals separated
by a semicolon. Outputs are defined as combinations of the input signals and
the outputs of the dynamical systems. For instance, the first output e is
specified as r minus the output y of G0. For systems with several outputs, the
syntax G0([1,3:4]) would select the first, third, and fourth outputs.
• The third argument 'K:e' names the controller and specifies its inputs. A
two-degrees-of-freedom controller with inputs e and r would be specified by
'K: e;r'.
• The remaining arguments come in pairs and specify, for each known LTI
system in the loop, its input list and its SYSTEM matrix. Here 'G0:K' means
that the input of G0 is the output of K, and g0 is the SYSTEM matrix of G0(s).
You can give arbitrary names to G0 and K in the string definitions, provided
that you use the same names throughout.
Similarly, the augmented plant Paug(s) corresponding to the loop of Figure 6-6
would be specified by
Paug = sconnect('r(1)','W1;W2','K:e = r-G0','G0:K',g0,...
'W1:e',w1,'W2:G0',w2)
where w1 and w2 are the shaping filter SYSTEM matrices returned by magshape.
However, the same result is obtained more directly by appending the shaping
filters to P(s) according to Figure 6-8:
Paug = smult(P,sdiag(w1,w2,1))
Finally, note that sconnect is also useful to compute the SYSTEM matrix of
ordinary system interconnections. In such cases, the third argument should be
set to [] to signal the absence of a controller.
6-15
6 Loop Shaping
Controller Synthesis and Validation

After forming the augmented plant Paug(s) with sconnect, it suffices to call
hinfric or hinflmi to test whether the specifications are feasible and compute
an adequate controller K(s). The loop-shaping design is feasible if and only if
the H∞ performance γ = 1 is achievable for Paug. With our choice of shaping
filters, we obtain
[gopt,k] = hinfric(Paug,[1 1],1,1);
Gamma-Iteration:
Gamma Diagnosis
1.0000 : feasible
Best closed-loop gain (GAMMA_OPT): 1.000000
** regularizing D12 or D21 to compute K(s):

..
Hence the specifications are met by the controller k returned by hinfric. The
last two lines indicate that the H∞ problem associated with Paug is singular and
has been regularized.
To validate the controller k, you can form the open-loop response GK by typing
gk = slft(k,g)
or the closed-loop transfer function from r to e and y by typing

Pcl = slft(P,k)
The Bode diagram of GK and the nominal step response are then plotted by
splot(gk,'bo')
splot(ssub(Pcl,1,2),'st')
6-16
Controller Synthesis and Validation
In the second command, ssub(Pcl,1,2) selects the transfer function from r to

y as a subsystem of Pcl. The step response with the controller computed above
appears in Figure 6-9.
1.2
0.8
Amplitude
0.6
0.4
0.2
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Time (secs)
Figure 6-9: Step response of the closed-loop system
6-17
6 Loop Shaping
Practical Considerations
When the model G0(s) of the system has poles on the imaginary axis, loop-
shaping design often leads to “singular” H∞ problems with jω-axis zeros in the
(1,2) or (2,1) blocks of Paug. While immaterial in the LMI approach, jω-axis
zeros bar the direct use of standard Riccati-based synthesis algorithms [1]. The
function hinfric automatically regularizes such problems by perturbing the A
matrix of Paug to A + εI for some positive ε. The message
** jw-axis zeros of P12(s) regularized
or
** jw-axis zeros of P21(s) regularized
is then displayed to inform users of the presence of a singularity.

In doing so, however, hinfric shifts the shaping filter poles as part of the poles
of Paug. Since the shaping filters must remain stable for closed-loop
stabilizability, the amount of regularization ε is thereby limited. When some
shaping filters have modes close to the jω-axis, this is likely to result in poor
closed-loop damping because the central controller computed by hinfric tends,
in such problems, to place closed-loop poles within ε of the jω-axis.
If this difficulty arises, a simple remedy consists of perturbing the poles of the
plant P(s) prior to appending the shaping filters. Provided that all poles of G0(s)
are controllable and observable, this typically tolerates much larger ε, which in
turn results in better closed-loop damping. In our example, this would amount
to forming Paug as follows:
P = sconnect('r(1)','e=r-G0 ; G0','K:e','G0:K',g0)
% pre-regularization
[a,b,c,d] = ltiss(P)
a = a + reg * eye(size(a))
Preg = ltisys(a,b,c,d)
Paug = smult(Preg, sdiag(w1,w2,1))
Note that the regularization level reg should always be chosen positive.
Finally, a careful validation of the resulting controller on the true plant P is
necessary since the H∞ synthesis is performed on a perturbed system.
6-18
Loop Shaping with Regional Pole Placement

A weakness of the design outlined above is the plant inversion performed by
the controller K(s). Specifically, the resonant poles of G(s) are cancelled by
zeros of K(s) as seen when comparing the magnitude plots of G and K (see
Figure 6-10). Since such cancellations leave resonant modes in the closed-loop
system, oscillatory responses may result when these modes are excited, e.g., by
a disturbance at the plant input (see Figure 6-11).
There are several ways of circumventing this difficulty. One possible approach
is to impose some minimum closed-loop damping via an additional regional
pole placement constraint. In addition to avoiding cancellations, this is helpful
to tune the transient responses and prevent fast controller dynamics.
Loop-shaping design with pole placement is addressed by the function hinfmix.
As mentioned in the previous chapter, using hinfmix requires extra care
because of possible interferences between the root clustering objective and the
shaping filter poles. Indeed, recall that the “closed-loop” dynamics of the
loop-shaping criterion always comprise the shaping filter modes.
50
K(s)
0
Singular Values dB
G(s)
−50
−100 −1 0 1 2 3
10 10 10 10 10
Frequency (rad/sec)
Figure 6-10: Pole-zero cancellation between G and K
6-19
6 Loop Shaping
1.5
0.5
Amplitude
−0.5
−1
−1.5
0 1 2 3 4 5 6 7 8 9 10
Time (secs)
Figure 6-11: Response y for an impulse disturbance at the plant input
For “Example 6.1” on page 6-5, we chose as pole placement region the disk
centered at (–1000, 0) and with radius 1000. By inspection of the shaping filters
used in the previous design, this region clashes with the pseudo-integrator in
W1(s) and the fast pole at s = –3.54 × 104 in W2(s). To alleviate this difficulty,
1 Remove the pseudo-integrator from W1(s) and move it to the main loop as
shown in Figure 6-12. This defines an equivalent loop-shaping problem
˜ (s)/s and the integrator is
where the controller is reparametrized as K(s) = K
now assignable via output feedback.
6-20
2 Specify W2(s) as a nonproper filter with derivative action. This is done with
sderiv.
e
W1 ẽ
r + e y
1/s ˜
K G0 W2 ỹ
−
Figure 6-12: Modified control structure
A satisfactory design was obtained for the following values of W1 and W2:
2
s + 16s + 200 s
W 1 ( s ) = -------------------------------------- , W 2 ( s ) = 0.9 + ----------
2 200
s + 1.2s + 0.8
A summary of the commands needed to specify the control structure and solve
the constrained H∞ problem is listed below. Run the demo radardem to perform
this design interactively.
% control structure, sint = integrator
sint = ltisys('tf',1,[1 0])
[P,r] = sconnect('r','Int;G','Kt:Int','G:Kt',G0,'Int:e=r-G',
sint)
% add w1
w1=ltisys('tf',[1 16 200],[1 1.2 0.8])
Paug = smult(P,sdiag(w1,1,1))
% add w2
Paug = sderiv(Paug,2,[1/200 0.9])
% interactively specify the region for pole placement

region = lmireg
% perform the H-infinity synthesis with pole placement

r = [0 1 1]
6-21
6 Loop Shaping
[gopt,xx,Kt] = hinfmix(Paug,r,[0 0 1 0],region)
The full controller is then given by

K = smult(sint,Kt)
The resulting open-loop response and the time response to a step r and an
impulse disturbance at the plant input appear in Figure 6-13 and 6-14. Note
that the new controller no longer inverts the plant and that input disturbances
are now rejected with satisfactory transient behavior.
100
50
Gain dB
−50 −1 0 1 2 3
10 10 10 10 10
Frequency (rad/sec)
0
Phase deg
−360
−720
−1 0 1 2 3
10 10 10 10 10
Frequency (rad/sec)
Figure 6-13: Open-loop response GK(s)
6-22
Response to a step r
1.5
1
Amplitude
0.5
−0.5
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Time (secs)
Response to an impulse disturbance on u
2
1.5
Amplitude
0.5
−0.5
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Time (secs)
Figure 6-14: Transient behaviors with the new controller
6-23
6 Loop Shaping
References
[1] Doyle, J.C., Glover, K., Khargonekar, P., and Francis, B., “State-Space
AC–34 (1989), pp. 831–847.
228–238 and 465–476.
6-24
7
Robust Gain-Scheduled
Controllers
Gain-Scheduled Control . . . . . . . . . . . . . . . 7-3
Synthesis of Gain-Scheduled H• Controllers . . . . . 7-7
Simulation of Gain-Scheduled Control Systems . . . . 7-9
Design Example . . . . . . . . . . . . . . . . . . 7-10
References . . . . . . . . . . . . . . . . . . . . . .
7 Robust Gain-Scheduled Controllers
Gain scheduling is a widely used technique for controlling certain classes of

nonlinear or linear time-varying systems. Rather than seeking a single robust
LTI controller for the entire operating range, gain scheduling consists in
designing an LTI controller for each operating point and in switching controller
when the operating conditions change.
This section presents systematic tools to design gain-scheduled H∞ controllers
for linear parameter-dependent systems. These tools are applicable to
time-varying and/or nonlinear systems whose linearized dynamics are
reasonably well approximated by affine parameter-dependent models.
7-2
Gain-Scheduled Control
The synthesis technique discussed below is applicable to affine
parameter-dependent plants with equations
 x· = A ( p )x + B ( p )w + B u
 1 2
P ( .,p )  z = C 1 ( p )x + D 11 ( p )w + D 12 u
y = C x + D w + D u
 2 21 22
where
p(t) = (p1(t), . . ., pn(t)), pi ≤ pi ( t ) ≤ pi
is a time-varying vector of physical parameters (velocity, angle of attack,
stiffness,. . .) and A(.), B1(.), C1(.), D11(.) are affine functions of p(t). This is a
simple model of systems whose dynamical equations depend on physical
coefficients that vary during operation. When these coefficients undergo large
variations, it is often impossible to achieve high performance over the entire
operating range with a single robust LTI controller. Provided that the
parameter values are measured in real time, it is then desirable to use
controllers that incorporate such measurements to adjust to the current
operating conditions [4]. Such controllers are said to be scheduled by the
parameter measurements. This control strategy typically achieves higher
performance in the face of large variations in operating conditions. Note that
p(t) may include part of the state vector x itself provided that the corresponding
states are accessible to measurement.
If the parameter vector p(t) takes values in a box of Rn with corners
N n
{ Π i } i = 1 ( N = 2 ) , the plant SYSTEM matrix
 A(p) B (p) B 
 1 2 
S ( p ) :=  C 1 ( p ) D 11 ( p ) D 12 
 
 C D D 
 2 21 22 
7-3
ranges in a matrix polytope with vertices S(Πi). Specifically, given any convex
decomposition
N
p ( t ) = α1 Π1 + … + αN ΠN , α i ≥ 0, ∑ αi = 1
i=1
of p over the corners of the parameter box, the SYSTEM matrix S(p) is given by
S(p) = α1S(Π1) + . . . + αN S(ΠN)
This suggests seeking parameter-dependent controllers with equations
 ζ = A K ( p )ζ + B K ( p )y
K ( .,p ) 
 u = C K ( p )ζ + D K ( p )y
and having the following vertex property:
∑i = 1 α i Π i
N
Given the convex decomposition p ( t ) = of the current
parameter value p(t), the values of AK(p), BK(p), . . . are derived from the
values AK(Πi), BK(Πi), . . . at the corners of the parameter box by
N
 A (p) B (p)   A (Π ) B (Π ) 
 K  = αi  K i 
∑
K K i
 C (p) D (p)   C (Π ) D (Π ) 
 K K  i=1  K i K i 
In other words, the controller state-space matrices at the operating point p(t)
are obtained by convex interpolation of the LTI vertex controllers
 A (Π ) B (Π ) 
K i :=  K i K i 
 C (Π ) D (Π ) 
 K i K i 
This yields a smooth scheduling of the controller matrices by the parameter

measurements p(t).
7-4
For this class of controllers, consider the following H∞-like synthesis problem
relative to the interconnection of Figure 7-1:
w z
P(. ,p)
u y
K(., p)
p(t)
Figure 7-1: Gain-scheduled H∞ problem
Design a gain-scheduled controller K(., p) satisfying the vertex property and

such that
• The closed-loop system is stable for all admissible parameter trajectories p(t)
• The worst-case closed-loop RMS gain from w to z does not exceed some level
γ > 0.
Using the notion of quadratic H∞ performance to enforce the RMS gain

constraint, and observing that the closed-loop system is a polytopic system, this
synthesis problem can be reduced to the following LMI problem [3, 2]
Find two symmetric matrices R and S such that
 T T 
T
A i R + RA i RC 1i B 1i 
 N 0   N12 0  < 0, i = 1, …, N
 12   C 1i R – γI D 11i   
 0 I    0 I
 B
T
D
T
– γI 
 1 11i 
(7-1)
7-5

T T 
T
A i S + SA SB 1i C 1i 
 N 0   N21 0  < 0, i = 1, …, N
 21   T
B 1i S
T 
– γI D 11i   
 0 I  0 I
 C 1i D 11i – γI 

(7-2)
 R I 
  ≥0
 I S
(7-3)
where
 A B   
 i 1i  :=  A ( Π i ) B 1 ( Π i ) 
 C D   C (Π ) D (Π ) 
 1i 11i   1 i 11 i 
T T
and N12 and N21 are bases of the null spaces of ( ( B 2 , D 12 ) ) and (C2, D21),
respectively.
Remark: Requiring the plant matrices B2, C2, D12, D21 to be independent of
p(t) may be restrictive in practice. When B2 and D12 depend on p(t), a simple
trick to enforce these requirements consists of filtering u through a low-pass
filter with sufficiently large bandwidth. Appending this filter to the plant
rejects the parameter dependence of B2 and D12 into the A matrix of the
augmented plant. Similarly, parameter dependences in C2 and D21 can be
eliminated by filtering the output (see [1] for details).
7-6
Synthesis of Gain-Scheduled H• Controllers
Synthesis of Gain-Scheduled H∞ Controllers
The synthesis of gain-scheduled H∞ controllers is performed by the function

hinfgs. Since such controllers are characterized by their vertex values, both
the plant and the controller are treated as polytopic models by hinfgs. The
calling sequence is
[gopt,pdK] = hinfgs(pdP,r)
Here pdP is an affine or polytopic model of the plant (see psys) and the two-
entry vector r specifies the dimensions of the D22 matrix (set r=[p2 m2] if
y ∈ Rp2 and u ∈ Rm2).
On output, gopt is the best achievable RMS gain and pdK is the polytopic
system consisting of the vertex controllers.
 A (Π ) B (Π ) 
Ki =  K i K i 
 C (Π ) D (Π ) 
 K i K i   A (Π ) B (Π ) 
Ki =  K i K i 
 C (Π ) D (Π ) 
 K i K i 
Given any value p of the parameter vector p(t), the corresponding state-space
parameters
 A (p) B (p) 
K(p) =  K K 
 C (p) D (p) 
 K K 
of the gain-scheduled controller are returned in SYSTEM matrix format by

c = polydec(pv,p)
Kp = psinfo(pdK,'eval',c)
∑
N
The function polydec computes the convex decomposition p ( t ) = αΠ
i=1 i i
and returns c = (α1, . . ., αN). The controller state-space data
∑
N
K(p) = α K at time t is then computed by psinfo. Note that polydec
i=1 i i
ensures the continuity of the polytopic coordinates αi as a function of p, thereby
guaranteeing the continuity of the controller state-space matrices along
parameter trajectories.
7-7
Given the polytopic controller representation pdK, a polytopic model of the

closed-loop system is formed by
pcl = slft(pdP,pdK)
and evaluated for a given parameter value p of p(t) by

pclt = psinfo(pcl,'eval',polydec(pv,p))
7-8
Simulation of Gain-Scheduled Control Systems
Simulation of Gain-Scheduled Control Systems

Being time-varying systems, gain-scheduled control systems cannot be
simulated with splot. The function pdsimul is provided to simulate the time
response of such systems along a given parameter trajectory.
With pdsimul, you must first define the parameter trajectory and the input
signal as two functions of time with syntax p=trajfun(t) and u=inputfun(t).
You can then plot the corresponding time response by
pdsimul(pcl,'trajfun',tf,'inputfun')
where pcl is the polytopic representation of the closed-loop system and tf is

the desired duration of the simulation. If 'inputfun' is omitted, the step
response is plotted by default. See the next paragraph for an example.
7-9
Design Example
This example is drawn from [2] and deals with the design of a gain-scheduled
autopilot for the pitch axis of a missile. Type misldem to run the corresponding
demo.
The missile dynamics are highly dependent on the angle of attack α, the speed
V, and the altitude H. These three parameters undergo large variations during
operation. A simple model of the linearized dynamics of the missile is the
parameter-dependent model

α  =  – Zα 1   α  +  0  δ
 ·
 m
 q·   – Mα 0   q   1 
G (7-4)
 a zv   –1 0   α 
  =   
 q   0 1  q 

where azv is the normalized vertical acceleration, q the pitch rate, δm the fin
deflection, and Zα, Mα are aerodynamical coefficients depending on α, V, and
H. These two coefficients are “measured” in real time.
As V, H, and α vary in
V ∈ [0.5, 4] Mach, H ∈ [0, 18000] m, α ∈ [0, 40] degrees
during operation, the coefficients Zα and Mα range in
Zα ∈ [0.5, 4], Mα ∈ [0, 106].
Our goal is to control the vertical acceleration azv over this operating range.
The stringent performance specifications (settling time < 0.5 s) and the
bandwidth limitation imposed by unmodeled high frequency dynamics make
gain scheduling desirable in this context.
The control structure is sketched in Figure 7-2. To enforce the performance and
robustness requirements, we can use the loop-shaping criterion
W1 S
<1 (7-5)
W 2 KS ∞
7-10
Design Example
Note that S = (I + GK)–1 is now a time-varying system and that the H∞ norm
must be understood in terms of input/output RMS gain. Adequate shaping
filters are derived with magshape as
2.01
W 1 ( s ) = ------------------------
s + 0.201
3 2
9.678s + 0.029s
W 2 ( s ) = ---------------------------------------------------------------------------------------------------------------------------------
3 4 2 7 10
s + 1.206 × 10 s + 1.136 × 10 s + 1.066 × 10
azv
+ e
r u
K G
−
autopilot missile
q
Figure 7-2: Missile autopilot
The gain-scheduled controller synthesis parallels the standard loop-shaping

procedure described in Chapter 6. First enter the parameter-dependent model
(7-4) of the missile pitch axis by:
% parameter range:
Zmin=.5; Zmax=4; Mmin=0; Mmax=106;

pv = pvec('box',[Zmin Zmax ; Mmin Mmax])
% affine model:
s0 = ltisys([0 1;0 0],[0;1],[-1 0;0 1],[0;0])

s1 = ltisys([-1 0;0 0],[0;0],zeros(2),[0;0],0) % Z_al
s2 = ltisys([0 0;-1 0],[0;0],zeros(2),[0;0],0) % M_al
pdG = psys(pv,[s0 s1 s2])
For loop-shaping purposes, we must form the augmented plant associated with
the criterion (7-5). This is done with sconnect and smult as follows:
7-11
% form the plant interconnection
[pdP,r] = sconnect('r','e=r-GP1;K','K:e;G(2)','G:K',pdG);
% append the shaping filters
Paug = smult(pdP,sdiag(w1,w2,eye(2)))
Note that pdP and Paug are polytopic models at this stage.
We are now ready to perform the gain-scheduled controller synthesis with
hinfgs:
[gopt,pdK] = hinfgs(Paug,r)
gopt =
0.205
Our specifications are achievable since the best performance γopt = 0.205 is
smaller than 1, and the polytopic description of a controller with such
performance is returned in pdK.
To validate the design, form the closed-loop system with
pCL = slft(pdP,pdK)
You can now simulate the step response of the gain-scheduled system along
particular parameter trajectories. For the sake of illustration, consider the
spiral trajectory
Zα(t) = 2.25 + 1.70 e–4t cos(100 t)
Mα(t) = 50 + 49 e–4t sin(100 t)
shown in Figure 7-3. After defining this trajectory is a function spiralt.m:
function p = spiral(t)
p = [2.25 + 1.70*exp(-4*t).*cos(100*t) ; ...

50 + 49*exp(-4*t).*sin(100*t)];
you can plot the closed-loop step response along p(t) by

[t,x,y]=pdsimul(pCL,'spiralt',0.5)
plot(t,1-y(:,1))
7-12
Design Example
The function pdsimul returns the output trajectories y(t) = (e(t), u(t))T and the
response azv(t) is deduced by
azv(t) = 1 – e(t)
The second command plots azv(t) versus time as shown in Figure 7-4.
Parameter trajectory (duration : 1 s)
100
90
80
70
60
M_alpha
50
40
30
20
10
0
0.5 1 1.5 2 2.5 3 3.5 4
Z_alpha
Figure 7-3: Parameter trajectory
7-13
step response of the gain−scheduled autopilot

1.2
0.8
azv
0.6
0.4
0.2
0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5
Figure 7-4: Corresponding step response
7-14
References
References
[1] Apkarian, P., and P. Gahinet,“A Convex Characterization of
Gain-Scheduled H∞ Controllers,” to appear in IEEE Trans. Aut. Contr., 1995.
[2] Apkarian, P., P. Gahinet, and G. Becker, “Self-Scheduled H∞ Control of
Linear Parameter-Varying Systems,” to appear in Automatica, 1995.
[3] Becker, G., Packard, P., “Robust Performance of Linear Parametrically
Varying Systems Using Parametrically Dependent Linear Feedback,” Systems
and Control Letters, 23 (1994), pp. 205–215.
[4] Packard, A., “Gain Scheduling via Linear Fractional Transformations,”
Syst. Contr. Letters, 22 (1994), pp. 79–92.
7-15
7-16
8
The LMI Lab

Background and Terminology . . . . . . . . . . . . 8-3
Overview of the LMI Lab . . . . . . . . . . . . . . 8-6
Specifying a System of LMIs . . . . . . . . . . . . . 8-8
Retrieving Information . . . . . . . . . . . . . . 8-21
LMI Solvers . . . . . . . . . . . . . . . . . . . 8-22
From Decision to Matrix Variables and Vice Versa . . 8-28
Validating Results . . . . . . . . . . . . . . . . 8-29
Modifying a System of LMIs . . . . . . . . . . . . 8-30
Advanced Topics . . . . . . . . . . . . . . . . . 8-33
References . . . . . . . . . . . . . . . . . . . . 8-44
8 The LMI Lab
The LMI Lab is a high-performance package for solving general LMI problems.
It blends simple tools for the specification and manipulation of LMIs with
powerful LMI solvers for three generic LMI problems. Thanks to a
structure-oriented representation of LMIs, the various LMI constraints can be
described in their natural block-matrix form. Similarly, the optimization
variables are specified directly as matrix variables with some given structure.
Once an LMI problem is specified, it can be solved numerically by calling the
appropriate LMI solver. The three solvers feasp, mincx, and gevp constitute
the computational engine of the LMI Control Toolbox. Their high performance
is achieved through C-MEX implementation and by taking advantage of the
particular structure of each LMI.
The LMI Lab offers tools to
• Specify LMI systems either symbolically with the LMI Editor or

incrementally with the lmivar and lmiterm commands
• Retrieve information about existing systems of LMIs
• Modify existing systems of LMIs
• Solve the three generic LMI problems (feasibility problem, linear objective
minimization, and generalized eigenvalue minimization)
• Validate results
This chapter gives a tutorial introduction to the LMI Lab as well as more
advanced tips for making the most out of its potential. The tutorial material is
also covered by the demo lmidem.
8-2
Background and Terminology

Any linear matrix inequality can be expressed in the canonical form
L(x) = L0 + x1L1 + . . . + xNLN < 0
where
• L0, L1, . . . , LN are given symmetric matrices

• x = (x1, . . . , xN)T ∈ RN is the vector of scalar variables to be determined. We
refer to x1, . . . , xN as the decision variables. The names “design variables”
and “optimization variables” are also found in the literature.
Even though this canonical expression is generic, LMIs rarely arise in this form
in control applications. Consider for instance the Lyapunov inequality
T
A X + XA < 0
(8-1)
   x x 
where A =  – 1 2  and the variable X =  1 2  is a symmetric matrix.
 0 –2   x2 x3 
Here the decision variables are the free entries x1, x2, x3 of X and the canonical
form of this LMI reads
     
x1  –2 2  + x2  0 –3  + x3  0 0  < 0
 2 0  –3 4   0 –4 
(8-2)
Clearly this expression is less intuitive and transparent than (8-1). Moreover,
the number of matrices involved in (8-2) grows roughly as n2 /2 if n is the size
of the A matrix. Hence, the canonical form is very inefficient from a storage
viewpoint since it requires storing o(n2 /2) matrices of size n when the single
n-by-n matrix A would be sufficient. Finally, working with the canonical form
is also detrimental to the efficiency of the LMI solvers. For these various
reasons, the LMI Lab uses a structured representation of LMIs. For instance,
the expression ATX + XA in the Lyapunov inequality (8-1) is explicitly
described as a function of the matrix variable X, and only the A matrix is
stored.
8-3
8 The LMI Lab
In general, LMIs assume a block matrix form where each block is an affine
combination of the matrix variables. As a fairly typical illustration, consider
the following LMI drawn from H∞ theory
 T T 
 A X + XA XC B 
T N < 0
N  CX – γI D 
 T T 
 B D – γI 
(8-3)
where A, B, C, D, N are given matrices and the problem variables are

X = XT ∈ Rn×n and γ ∈ R. We use the following terminology to describe such
LMIs:
• N is called the outer factor, and the block matrix

 T T 
 A X + XA XC B 
L ( X, γ ) =  
 CX – γI D 
 T T 
 B D – γI 
is called the inner factor. The outer factor needs not be square and is often
absent.
• X and γ are the matrix variables of the problem. Note that scalars are
considered as 1-by-1 matrices.
• The inner factor L(X, γ) is a symmetric block matrix, its block structure being
characterized by the sizes of its diagonal blocks. By symmetry, L(X, γ) is
entirely specified by the blocks on or above the diagonal.
• Each block of L(X, γ) is an affine expression in the matrix variables X and γ.
This expression can be broken down into a sum of elementaryterm terms. For
instance, the block (1,1) contains two elementary terms: ATX and XA.
• Terms are either constant or variable. Constant terms are fixed matrices like
B and D above. Variable terms involve one of the matrix variables, like XA,
XCT , and –γI above.
The LMI (8-3) is specified by the list of terms in each block, as is any LMI
regardless of its complexity.
8-4
As for the matrix variables X and γ, they are characterized by their dimensions
and structure. Common structures include rectangular unstructured,
symmetric, skew-symmetric, and scalar. More sophisticated structures are
sometimes encountered in control problems. For instance, the matrix variable
X could be constrained to the block-diagonal structure
 x 0 0 
 1 
X =  0 x2 x3 
 
 0 x x 
 3 4 
Another possibility is the symmetric Toeplitz structure
 x x x 
 1 2 3 
X =  x2 x1 x2 
 
 x x x 
 3 2 1 
Summing up, structured LMI problems are specified by declaring the matrix
variables and describing the term content of each LMI. This term-oriented
description is systematic and accurately reflects the specific structure of the
LMI constraints. There is no built-in limitation on the number of LMIs that can
be specified or on the number of blocks and terms in any given LMI. LMI
systems of arbitrary complexity can therefore, be defined in the LMI Lab.
8-5
8 The LMI Lab
Overview of the LMI Lab

The LMI Lab offers tools to specify, manipulate, and numerically solve LMIs.
Its main purpose is to
• Allow for straightforward description of LMIs in their natural block-matrix

form
• Provide easy access to the LMI solvers (optimization codes)
• Facilitate result validation and problem modification
The structure-oriented description of a given LMI system is stored as a single

vector called the internal representation and generically denoted by LMISYS in
the sequel. This vector encodes the structure and dimensions of the LMIs and
matrix variables, a description of all LMI terms, and the related numerical
data. It must be stressed that users need not attempt to read or understand the
content of LMISYS since all manipulations involving this internal
representation can be performed in a transparent manner with LMI-Lab tools.
The LMI Lab supports the following functionalities:
Specification of a System of LMIs

LMI systems can be either specified as symbolic matrix expressions with the
interactive graphical user interface lmiedit, or assembled incrementally with
the two commands lmivar and lmiterm. The first option is more intuitive and
transparent while the second option is more powerful and flexible.
Information Retrieval
The interactive function lmiinfo answers qualitative queries about LMI
systems created with lmiedit or lmivar and lmiterm. You can also use
lmiedit to visualize the LMI system produced by a particular sequence of
lmivar/lmiterm commands.
Solvers for LMI Optimization Problems

General-purpose LMI solvers are provided for the three generic LMI problems
defined on page 1-5. These solvers can handle very general LMI systems and
matrix variable structures. They return a feasible or optimal vector of decision
variables x*. The corresponding values X *1, …, X *K of the matrix variables are
given by the function dec2mat.
8-6
Overview of the LMI Lab
Result Validation
The solution x* produced by the LMI solvers is easily validated with the
functions evallmi and showlmi. This allows a fast check and/or analysis of the
results. With evallmi, all variable terms in the LMI system are evaluated for
the value x* of the decision variables. The left- and right-hand sides of each
LMI then become constant matrices that can be displayed with showlmi.
Modification of a System of LMIs

An existing system of LMIs can be modified in two ways:
• An LMI can be removed from the system with dellmi.

• A matrix variable X can be deleted using delmvar. It can also be instantiated,
that is, set to some given matrix value. This operation is performed by
setmvar and allows, for example, to fix some variables and solve the LMI
problem with respect to the remaining ones.
8-7
8 The LMI Lab
Specifying a System of LMIs

The LMI Lab can handle any system of LMIs of the form
NT L(X1, . . . , XK) N < MT R(X1, . . . , XK) M
where
• X1, . . . , XK are matrix variables with some prescribed structure

• The left and right outer factors N and M are given matrices with identical
dimensions
• The left and right inner factors L(.) and R(.) are symmetric block matrices
with identical block structures, each block being an affine combination of X1,
. . . , XK and their transposes.
Important: Throughout this chapter, “left-hand side” refers to what is on the

“smaller” side of the inequality, and “right-hand side” to what is on the
“larger” side. Accordingly, X is called the right-hand side and 0 the left-hand
side of the LMI 0 < X even when this LMI is written as X > 0.
The specification of an LMI system involves two steps:
1 Declare the dimensions and structure of each matrix variable X1, . . . , XK .
2 Describe the term content of each LMI.
This process creates the so-called internal representation of the LMI system.
This computer description of the problem is used by the LMI solvers and in all
subsequent manipulations of the LMI system. It is stored as a single vector
which we consistently denote by LMISYS in the sequel (for the sake of clarity).
There are two ways of generating the internal description of a given LMI
system: (1) by a sequence of lmivar/lmiterm commands that build it
incrementally, or (2) via the LMI Editor lmiedit where LMIs can be specified
directly as symbolic matrix expressions. Though somewhat less flexible and
powerful than the command-based description, the LMI Editor is more
straightforward to use, hence particularly well-suited for beginners. Thanks to
its coding and decoding capabilities, it also constitutes a good tutorial
introduction to lmivar and lmiterm. Accordingly, beginners may elect to skip
8-8
the subsections on lmivar and lmiterm and to concentrate on the GUI-based

specification of LMIs with lmiedit.
A Simple Example
The following tutorial example is used to illustrate the specification of LMI
systems with the LMI Lab tools. Run the demo lmidem to see a complete
treatment of this example.
Example 8.1. Consider a stable transfer function
–1
G ( s ) = C ( sI – A ) B
(8-4)
with four inputs, four outputs, and six states, and consider the set of
input/output scaling matrices D with block-diagonal structure
 d 1 0 0 0 

 0 d 1 0 0 
D = 
 0 0 d 2 d 3 

 0 0 d 4 d 5 

(8-5)
The following problem arises in the robust stability analysis of systems with
time-varying uncertainty [4 ]:
Find, if any, a scaling D of structure (8-5) such that the largest gain across
frequency of D G(s) D–1 is less than one.
8-9
8 The LMI Lab
This problem has a simple LMI formulation: there exists an adequate scaling
D if the following feasibility problem has solutions:
Find two symmetric matrices X ∈ R6×6 and S = DT D ∈ R4×4 such that
 
 A T X + XA + C T SC XB 
  <0
 T 
 B X –S 
(8-6)
X>0
(8-7)
S>1
(8-8)
The LMI system (8-6)–(8-8) can be described with the LMI Editor as outlined
below. Alternatively, its internal description can be generated with lmivar and
lmiterm commands as follows:
setlmis([])
X=lmivar(1,[6 1])
S=lmivar(1,[2 0;2 1])
% 1st LMI
lmiterm([1 1 1 X],1,A,'s')
lmiterm([1 1 1 S],C',C)
lmiterm([1 1 2 X],1,B)
lmiterm([1 2 2 S], 1,1)
% 2nd LMI
lmiterm([ 2 1 1 X],1,1)
% 3rd LMI
lmiterm([ 3 1 1 S],1,1)
lmiterm([3 1 1 0],1)
LMISYS = getlmis
Here the lmivar commands define the two matrix variables X and S while the
lmiterm commands describe the various terms in each LMI. Upon completion,
8-10
getlmis returns the internal representation LMISYS of this LMI system. The
next three subsections give more details on the syntax and usage of these
various commands. More information on how the internal representation is
updated by lmivar/lmiterm can also be found in “How It All Works” on
page 8-18.
setlmis and getlmis

The description of an LMI system should begin with setlmis and end with
getlmis. The function setlmis initializes the LMI system description. When
specifying a new system, type
setlmis([])
To add on to an existing LMI system with internal representation LMIS0, type

setlmis(LMIS0)
When the LMI system is completely specified, type

LMISYS = getlmis
This returns the internal representation LMISYS of this LMI system. This
MATLAB description of the problem can be forwarded to other LMI-Lab
functions for subsequent processing. The command getlmis must be used only
once and after declaring all matrix variables and LMI terms.
lmivar
The matrix variables are declared one at a time with lmivar and are
characterized by their structure. To facilitate the specification of this structure,
the LMI Lab offers two predefined structure types along with the means to
describe more general structures:
Type 1: Symmetric block diagonal structure. This corresponds to matrix
variables of the form
 D 0 … 0 
 1 
 0 D 
…
... ...
X =  2 
 0 
…
...
 
 0 … 0 Dr 
8-11
8 The LMI Lab
where each diagonal block Dj is square and is either zero, a full symmetric
matrix, or a scalar matrix
Dj = d × I, d∈R
This type encompasses ordinary symmetric matrices (single block) and scalar
variables (one block of size one).
Type 2: Rectangular structure. This corresponds to arbitrary rectangular
matrices without any particular structure.
Type 3: General structures. This third type is used to describe more
sophisticated structures and/or correlations between the matrix
variables. The principle is as follows: each entry of X is specified
independently as either 0, xn, or –xn where xn denotes the n-th
decision variable in the problem. For details on how to use Type 3,
see “Structured Matrix Variables” on page 8-33 below as well as the
lmivar entry of the “Command Reference” chapter.
In “Example 8.1” on page 8-9, the matrix variables X and S are of Type 1.
Indeed, both are symmetric and S inherits the block-diagonal structure (8-5) of
D. Specifically, S is of the form
 s 1 0 0 0 

 0 s 1 0 0 
S = 
 0 0 s 2 s 3 

 0 0 s 3 s 4 

After initializing the description with the command setlmis([]), these two
matrix variables are declared by
lmivar(1,[6 1]) % X
lmivar(1,[2 0;2 1]) % S
In both commands, the first input specifies the structure type and the second
input contains additional information about the structure of the variable:
• For a matrix variable X of Type 1, this second input is a matrix with two
columns and as many rows as diagonal blocks in X. The first column lists the
8-12
sizes of the diagonal blocks and the second column specifies their nature with
the following convention:
1 → full symmetric block
0 → scalar block
–1 → zero block
In the second command, for instance, [2 0;2 1] means that S has two
diagonal blocks, the first one being a 2-by-2 scalar block and the second one
a 2−βψ−2 full block.
• For matrix variables of Type 2, the second input of lmivar is a two-entry
vector listing the row and column dimensions of the variable. For instance, a
3-by-5 rectangular matrix variable would be defined by
lmivar(2,[3 5])
For convenience, lmivar also returns a “tag” that identifies the matrix variable
for subsequent reference. For instance, X and S in “Example 8.1” could be
defined by
X = lmivar(1,[6 1])
S = lmivar(1,[2 0;2 1])
The identifiers X and S are integers corresponding to the ranking of X and S in

the list of matrix variables (in the order of declaration). Here their values
would be X=1 and S=2. Note that these identifiers still point to X and S after
deletion or instantiation of some of the matrix variables. Finally, lmivar can
also return the total number of decision variables allocated so far as well as the
entry-wise dependence of the matrix variable on these decision variables (see
the lmivar entry of the “Command Reference” chapter for more details).
lmiterm
After declaring the matrix variables with lmivar, we are left with specifying
the term content of each LMI. Recall that LMI terms fall into three categories:
• The constant terms, i.e., fixed matrices like I in the left-hand side of the LMI
S>I
• The variable terms, i.e., terms involving a matrix variable. For instance, ATX
and CTSC in (8-6). Variable terms are of the form PXQ where X is a variable
and P, Q are given matrices called the left and right coefficients, respectively.
8-13
8 The LMI Lab
• The outer factors
The following rule should be kept in mind when describing the term content of
an LMI:
Important: Specify only the terms in the blocks on or above the diagonal. The
inner factors being symmetric, this is sufficient to specify the entire LMI.
Specifying all blocks results in the duplication of off-diagonal terms, hence in
the creation of a different LMI. Alternatively, you can describe the blocks on or
below the diagonal.
LMI terms are specified one at a time with lmiterm. For instance, the LMI
 
 A T X + XA + C T SC XB 
  <0
 T 
 B X –S 
is described by
lmiterm([1 1 1 1],1,A,'s')
lmiterm([1 1 1 2],C',C)
lmiterm([1 1 2 1],1,B)
lmiterm([1 2 2 2], 1,1)
These commands successively declare the terms ATX + XA, CTSC, XB, and –S.
In each command, the first argument is a four-entry vector listing the term
characteristics as follows:
• The first entry indicates to which LMI the term belongs. The value m means
“left-hand side of the m-th LMI,” and m means “right-hand side of the m-th
LMI”
• The second and third entries identify the block to which the term belongs.
For instance, the vector [1 1 2 1] indicates that the term is attached to the
(1, 2) block
• The last entry indicates which matrix variable is involved in the term. This
entry is 0 for constant terms, k for terms involving the k-th matrix variable
8-14
T
Xk , and k for terms involving X k (here X and S are first and second
variables in the order of declaration).
Finally, the second and third arguments of lmiterm contain the numerical data
(values of the constant term, outer factor, or matrix coefficients P and Q for
variable terms PXQ or PXTQ). These arguments must refer to existing
MATLAB variables and be real-valued. See“Complex-Valued LMIs” on
page 8-35 for the specification of LMIs with complex-valued coefficients.
Some shorthand is provided to simplify term specification. First, blocks are
zero by default. Second, in diagonal blocks the extra argument 's' allows you
to specify the conjugated expression AXB + BTXTAT with a single lmiterm
command. For instance, the first command specifies ATX + XA as the
“symmetrization” of XA. Finally, scalar values are allowed as shorthand for
scalar matrices, i.e., matrices of the form αI with α scalar. Thus, a constant
term of the form αI can be specified as the “scalar” α. This also applies to the
coefficients P and Q of variable terms. The dimensions of scalar matrices are
inferred from the context and set to 1 by default. For instance, the third LMI S
> I in “Example 8.3” on page 8-33 is described by
lmiterm([–3 1 1 2],1,1) % 1*S*1 = S

lmiterm([3 1 1 0],1) % 1*I = I
Recall that by convention S is considered as the right-hand side of the

inequality, which justifies the –3 in the first command.
Finally, to improve readability it is often convenient to attach an identifier
(tag) to each LMI and matrix variable. The variable identifiers are returned by
lmivar and the LMI identifiers are set by the function newlmi. These
identifiers can be used in lmiterm commands to refer to a given LMI or matrix
variable. For the LMI system of “Example 8.1”, this would look like:
setlmis([])
X = lmivar(1,[6 1])
S = lmivar(1,[2 0;2 1])
BRL = newlmi
lmiterm([BRL 1 1 X],1,A,'s')
lmiterm([BRL 1 1 S],C',C)
lmiterm([BRL 1 2 X],1,B)
lmiterm([BRL 2 2 S], 1,1)
8-15
8 The LMI Lab
Xpos = newlmi
lmiterm([-Xpos 1 1 X],1,1)
Slmi = newlmi
lmiterm([-Slmi 1 1 S],1,1)
lmiterm([Slmi 1 1 0],1)
LMISYS = getlmis
Here the identifiers X and S point to the variables X and S while the tags BRL,
Xpos, and Slmi point to the first, second, and third LMI, respectively. Note that
Xpos refers to the right-hand side of the second LMI. Similarly, X would
indicate transposition of the variable X.
The LMI Editor lmiedit

The LMI Editor lmiedit is a graphical user interface (GUI) to specify LMI
systems in a straightforward symbolic manner. Typing
lmiedit
calls up a window with several editable text areas and various pushbuttons. To
specify your LMI system,
1 Declare each matrix variable (name and structure) in the upper half of the
worksheet. The structure is characterized by its type (S for symmetric block
diagonal, R for unstructured, and G for other structures) and by an additional
“structure” matrix. This matrix contains specific information about the
structure and corresponds to the second argument of lmivar (see “lmivar” on
page 8-11 for details).
Please use one line per matrix variable in the text editing areas.
8-16
2 Specify the LMIs as MATLAB expressions in the lower half of the

worksheet. For instance, the LMI
 T 
 A X + XA XB  < 0
 T 
 B X –I 
is entered by typing
[a'*x+x*a x*b; b'*x 1] < 0
if x is the name given to the matrix variable X in the upper half of the
worksheet. The left- and right-hand sides of the LMIs should be valid
MATLAB expressions.
Once the LMI system is fully specified, the following tasks can be performed by
pressing the corresponding button:
• Visualize the sequence of lmivar/lmiterm commands needed to describe this

LMI system (view commands buttons). Conversely, the LMI system defined
by a particular sequence of lmivar/lmiterm commands can be displayed as a
MATLAB expression by clicking on the describe... buttons.
Beginners can use this facility as a tutorial introduction to the lmivar and
lmiterm commands.
• Save the symbolic description of the LMI system as a MATLAB string (save
button). This description can be reloaded later on by pressing the load
button.
• Read a sequence of lmivar/lmiterm commands from a file (read button). You
can then click on “describe the matrix variables” or “describe the
LMIs...” to visualize the symbolic expression of the LMI system specified by
these commands. The file should describe a single LMI system but may
otherwise contain any sequence of MATLAB commands.
This feature is useful for code validation and debugging.
Write in a file the sequence of lmivar/lmiterm commands needed to describe
a particular LMI system (write button).
This is helpful to develop code and prototype MATLAB functions based on
the LMI Lab.
8-17
8 The LMI Lab
• Generate the internal representation of the LMI system by pressing create.

The result is written in a MATLAB variable named after the LMI system (if
the “name of the LMI system” is set to mylmi, the internal representation is
written in the MATLAB variable mylmi). Note that all LMI-related data
should be defined in the MATLAB workspace at this stage.
The internal representation can be passed directly to the LMI solvers or any
other LMI Lab function.
As with lmiterm, you can use various shortcuts when entering LMI expressions
at the keyboard. For instance, zero blocks can be entered simply as 0 and need
not be dimensioned. Similarly, the identity matrix can be entered as 1 without
dimensioning. Finally, upper diagonal LMI blocks need not be fully specified.
Rather, you can just type (*) in place of each such block.
Though fairly general, lmiedit is not as flexible as lmiterm and the following
limitations should be kept in mind:
• Parentheses cannot be used around matrix variables. For instance, the

expression
(a*x+b)'*c + c'*(a*x+b)
is invalid when x is a variable name. By contrast,
(a+b)'*x + x'*(a+b)
is perfectly valid.
• Loops and if statements are ignored.
• When turning lmiterm commands into a symbolic description of the LMI
system, an error is issued if the first argument of lmiterm cannot be
evaluated. Use the LMI and variable identifiers supplied by newlmi and
lmivar to avoid such difficulties.
Figure 8-1 shows how to specify the feasibility problem of “Example 8.1” on
page 8-9 with lmiedit.
How It All Works

Users familiar with MATLAB may wonder how lmivar and lmiterm physically
update the internal representation LMISYS since LMISYS is not an argument to
these functions. In fact, all updating is performed through global variables for
maximum speed. These global variables are initialized by setlmis, cleared by
8-18
getlmis, and not visible in the workspace. Even though this artifact is
transparent from the user's viewpoint, be sure to
• Invoke getlmis only once and after completely specifying the LMI system
• Refrain from using the command clear global before the LMI system
description is ended with getlmis
8-19
8 The LMI Lab
Figure 8-1: Graphical user interface lmiedit
8-20
Retrieving Information
Retrieving Information
Recall that the full description of an LMI system is stored as a single vector
called the internal representation. The user should not attempt to read or
retrieve information directly from this vector. Three functions called lmiinfo,
lminbr, and matnbr are provided to extract and display all relevant
information in a user-readable format.
lmiinfo
lmiinfo is an interactive facility to retrieve qualitative information about LMI
systems. This includes the number of LMIs, the number of matrix variables
and their structure, the term content of each LMI block, etc. To invoke lmiinfo,
enter
lmiinfo(LMISYS)
where LMISYS is the internal representation of the LMI system produced by

getlmis.
lminbr and matnbr

These two functions return the number of LMIs and the number of matrix
variables in the system. To get the number of matrix variables, for instance,
enter
matnbr(LMISYS)
8-21
8 The LMI Lab
LMI Solvers
LMI solvers are provided for the following three generic optimization problems
(here x denotes the vector of decision variables, i.e., of the free entries of the
matrix variables X1, . . . , XK):
• Feasibility problem
Find x ∈ RN (or equivalently matrices X1, . . . , XK with prescribed structure)
that satisfies the LMI system
A(x) < B(x)
The corresponding solver is called feasp.
• Minimization of a linear objective under LMI constraints
Minimize cTx over x ∈ RN subject to A(x) < B(x)
The corresponding solver is called mincx.
• Generalized eigenvalue minimization problem
Minimize λ over x ∈ RN subject to
C(x) < D(x)
0 < B(x)
A(x) < λB(x).
The corresponding solver is called gevp.
Note that A(x) < B(x) above is a shorthand notation for general structured LMI
systems with decision variables x = (x1, . . . , xN).
The three LMI solvers feasp, mincx, and gevp take as input the internal
representation LMISYS of an LMI system and return a feasible or optimizing
value x* of the decision variables. The corresponding values of the matrix
variables X1, . . . , XK are derived from x* with the function dec2mat. These
solvers are C-MEX implementations of the polynomial-time Projective
Algorithm Projective Algorithm of Nesterov and Nemirovski [3, 2].
For generalized eigenvalue minimization problems, it is necessary to
distinguish between the standard LMI constraints C(x) < D(x) and the
linear-fractional LMIs
A(x) < λB(x)
8-22
LMI Solvers
attached to the minimization of the generalized eigenvalue λ. When using

gevp, you should follow these three rules to ensure proper specification of the
problem:
• Specify the LMIs involving λ as A(x) < B(x) (without the λ)

• Specify them last in the LMI system. gevp systematically assumes that the
last L LMIs are linear-fractional if L is the number of LMIs involving λ
• Add the constraint 0 < B(x) or any other constraint that enforces it. This
positivity constraint is required for well-posedness of the problem and is not
automatically added by gevp (see the “Command Reference” chapter for
details).
An initial guess xinit for x can be supplied to mincx or gevp. Use mat2dec to
derive xinit from given values of the matrix variables X1, . . . , XK . Finally,
various options are available to control the optimization process and the solver
behavior. These options are described in detail in the “Command Reference”
chapter.
The following example illustrates the use of the mincx solver.
Example 8.2. Consider the optimization problem
Minimize Trace(X) subject to
T T
A X + XA + XBB X + Q <
(8-9)
with data
 –1 –2 1   1   1 –1 0 
     
A =  3 2 1 ; B =  0  ; Q =  – 1 – 3 – 12 
     
 1 –2 –1   1   0 – 12 – 36 
It can be shown that the minimizer X* is simply the stabilizing solution of the
algebraic Riccati equation
ATX + XA + XBBTX + Q = 0
This solution can be computed directly with the Riccati solver care and
compared to the minimizer returned by mincx.
8-23
8 The LMI Lab
From an LMI optimization standpoint, problem (8-9) is equivalent to the

following linear objective minimization problem:
 T 
Minimize Trace(X) subject to  A X + XA + Q XB  < 0
 T 
 B X –I 
(8-10)
Since Trace(X) is a linear function of the entries of X, this problem falls within
the scope of the mincx solver and can be numerically solved as follows:
1 Define the LMI constraint (8-9) by the sequence of commands

setlmis([])
X = lmivar(1,[3 1]) % variable X, full symmetric
lmiterm([1 1 1 X],1,a,'s')
lmiterm([1 1 1 0],q)
lmiterm([1 2 2 0], 1)
lmiterm([1 2 1 X],b',1)
LMIs = getlmis
2 Write the objective Trace(X) as cTx where x is the vector of free entries of X.
Since c should select the diagonal entries of X, it is obtained as the decision
vector corresponding to X = I, that is,
c = mat2dec(LMIs,eye(3))
Note that the function defcx provides a more systematic way of specifying
such objectives (see “Specifying cTx Objectives for mincx” on page 8-38 for
details).
3 Call mincx to compute the minimizer xopt and the global minimum
copt = c'*xopt of the objective:
options = [1e 5,0,0,0,0]
8-24
LMI Solvers
[copt,xopt] = mincx(LMIs,c,options)
Here 1e 5 specifies the desired relative accuracy on copt.
The following trace of the iterative optimization performed by mincx appears

on the screen:
Solver for linear objective minimization under LMI constraints
Iterations : Best objective value so far
2 8.511476
3 13.063640
4 15.768450
5 17.123012
6 17.882558
7 18-339853
8 18.552558
9 18.646811
10 18.687324
11 18.705715
12 18.712175
8-25
8 The LMI Lab

13 18.714880
14 18.716094
15 18.716509
16 18.716695
Result: feasible solution of required accuracy

best objective value: 18.716695
guaranteed relative accuracy: 9.50e 06
The iteration number and the best value of cTx at the current iteration
appear in the left and right columns, respectively. Note that no value is
displayed at the first iteration, which means that a feasible x satisfying the
constraint (8-10) was found only at the second iteration. Lower bounds on
the global minimum of cTx are sometimes detected as the optimization
progresses. These lower bounds are reported by the message
*** new lower bound: xxx
Upon termination, mincx reports that the global minimum for the objective
Trace(X) is –18.716695 with relative accuracy of at least 9.5-by-10–6. This is
the value copt returned by mincx.
4 mincx also returns the optimizing vector of decision variables xopt. The
corresponding optimal value of the matrix variable X is given by
8-26
LMI Solvers
Xopt = dec2mat(LMIs,xopt,X)
which returns
 – 6.3542 – 5.8895 2.2046 
 
X opt =  – 5.8895 – 6.2855 2.2201 
 
 2.2046 2.2201 – 6.0771 
This result can be compared with the stabilizing Riccati solution computed
by care:
Xst = care(a,b,q, 1)
norm(Xopt-Xst)
ans =
6.5390e 05
8-27
8 The LMI Lab
From Decision to Matrix Variables and Vice Versa

While LMIs are specified in terms of their matrix variables X1, . . . , XK , the
LMI solvers optimize the vector x of free scalar entries of these matrices, called
the decision variables. The two functions mat2dec and dec2mat perform the
conversion between these two descriptions of the problem variables.
Consider an LMI system with three matrix variables X1, X2, X3. Given
particular values X1, X2, X3 of these variables, the corresponding value xdec of
the vector of decision variables is returned by mat2dec:
xdec = mat2dec(LMISYS,X1,X2,X3)
An error is issued if the number of arguments following LMISYS differs from the
number of matrix variables in the problem (see matnbr).
Conversely, given a value xdec of the vector of decision variables, the
corresponding value of the k-th matrix is given by dec2mat. For instance, the
value X2 of the second matrix variable is extracted from xdec by
X2 = dec2mat(LMISYS,xdec,2)
The last argument indicates that the second matrix variable is requested. It
could be set to the matrix variable identifier returned by lmivar.
The total numbers of matrix variables and decision variables are returned by
matnbr and decnbr, respectively. In addition, the function decinfo provides
precise information about the mapping between decision variables and matrix
variable entries (see the “Command Reference” chapter).
8-28
Validating Results
Validating Results
The LMI Lab offers two functions to analyze and validate the results of an LMI
optimization. The function evallmi evaluates all variable terms in an LMI
system for a given value of the vector of decision variables, for instance, the
feasible or optimal vector returned by the LMI solvers. Once this evaluation is
performed, the left- and right-hand sides of a particular LMI are returned by
showlmi.
In the LMI problem considered in “Example 8.2” on page 8-23, you can verify
that the minimizer xopt returned by mincx satisfies the LMI constraint (8-10)
as follows:
evlmi = evallmi(LMIs,xopt)
[lhs,rhs] = showlmi(evlmi,1)
The first command evaluates the system for the value xopt of the decision
variables, and the second command returns the left- and right-hand sides of the
first (and only) LMI. The negative definiteness of this LMI is checked by
eig(lhs-rhs)
ans =
2.0387e 04
3.9333e 05
1.8917e 07
4.6680e+01
8-29
8 The LMI Lab
Modifying a System of LMIs

Once specified, a system of LMIs can be modified in several ways with the
functions dellmi, delmvar, and setmvar.
dellmi
The first possibility is to remove an entire LMI from the system with dellmi.
For instance, suppose that the LMI system of “Example 8.1” on page 8-9 is
described in LMISYS and that we want to remove the positivity constraint on X.
This is done by
NEWSYS = dellmi(LMISYS,2)
where the second argument specifies deletion of the second LMI. The resulting
system of two LMIs is returned in NEWSYS.
The LMI identifiers (initial ranking of the LMI in the LMI system) are not
altered by deletions. As a result, the last LMI
S>I
remains known as the third LMI even though it now ranks second in the
modified system. To avoid confusion, it is safer to refer to LMIs via the
identifiers returned by newlmi. If BRL, Xpos, and Slmi are the identifiers
attached to the three LMIs (8-6)–(8-8), Slmi keeps pointing to S > I even after
deleting the second LMI by
NEWSYS = dellmi(LMISYS,Xpos)
dellmi
Another way of modifying an LMI system is to delete a matrix variable, that is,
to remove all variable terms involving this matrix variable. This operation is
performed by delmvar. For instance, consider the LMI
ATX + XA + BW + WTBT + I < 0
with variables X = XT ∈ R4×4 and W ∈ R2×4. This LMI is defined by
setlmis([])
X = lmivar(1,[4 1]) % X
W = lmivar(2,[2 4]) % W
8-30
Modifying a System of LMIs
lmiterm([1 1 1 X],1,A,'s')
lmiterm([1 1 1 W],B,1,'s')
lmiterm([1 1 1 0],1)
LMISYS = getlmis
To delete the variable W, type the command

NEWSYS = delmvar(LMISYS,W)
The resulting NEWSYS now describes the Lyapunov inequality

ATX + XA + I < 0
Note that delmvar automatically removes all LMIs that depended only on the
deleted matrix variable.
The matrix variable identifiers are not affected by deletions and continue to
point to the same matrix variable. For subsequent manipulations, it is
therefore advisable to refer to the remaining variables through their identifier.
Finally, note that deleting a matrix variable is equivalent to setting it to the
zero matrix of the same dimensions with setmvar.
setmvar
The function setmvar is used to set a matrix variable to some given value. As
a result, this variable is removed from the problem and all terms involving it
become constant terms. This is useful, for instance, to fixsetmvar some
variables and optimize with respect to the remaining ones.
Consider again “Example 8.1” on page 8-9 and suppose we want to know if the
peak gain of G itself is less than one, that is, if
||G||∞ < 1
This amounts to setting the scaling matrix D (or equivalently, S = DTD) to a
multiple of the identity matrix. Keeping in mind the constraint S > I, a
legitimate choice is S = 2−βψ−I. To set S to this value, enter
NEWSYS = setmvar(LMISYS,S,2)
8-31
8 The LMI Lab
The second argument is the variable identifier S, and the third argument is the
value to which S should be set. Here the value 2 is shorthand for 2−βψ−I. The
resulting system NEWSYS reads
 
 A T X + XA + 2C T C XB 
  <0
 T 
 B X – 2I 
X>0
2I > I
Note that the last LMI is now free of variable and trivially satisfied. It could,
therefore, be deleted by
NEWSYS = dellmi(NEWSYS,3)
or
NEWSYS = dellmi(NEWSYS,Slmi)
if Slmi is the identifier returned by newlmi.
8-32
Advanced Topics
Advanced Topics
This last section gives a few hints for making the most out of the LMI Lab. It
is directed toward users who are comfortable with the basics described above.
Structured Matrix Variables

Fairly complex matrix variable structures and interdependencies can be
specified with lmivar. Recall that the symmetric block-diagonal or rectangular
structures are covered by Types 1 and 2 of lmivar provided that the matrix
variables are independent. To describe more complex structures or correlations
between variables, you must use Type 3 and specify each entry of the matrix
variables directly in terms of the free scalar variables of the problem (the
so-called decision variables).
With Type 3, each entry is specified as either 0 or ±xn where xn is the n-th
decision variable. The following examples illustrate how to specify nontrivial
matrix variable structures with lmivar. We first consider the case of
uncorrelated matrix variables.
Example 8.3. Suppose that the problem variables include a 3-by-3 symmetric
matrix X and a 3-by-3 symmetric Toeplitz matrix
 y y y 
 1 2 3 
Y =  y2 y1 y2 
 
 y y y 
 3 2 1 
The variable Y has three independent entries, hence involves three decision
variables. Since Y is independent of X, these decision variables should be
labeled n + 1, n + 2, n + 3 where n is the number of decision variables involved
in X. To retrieve this number, define the variable X (Type 1) by
setlmis([])
[X,n] =
lmivar(1,[3 1])
The second output argument n gives the total number of decision variables
used so far (here n = 6). Given this number, Y can be defined by
Y = lmivar(3,n+[1 2 3;2 1 2;3 2 1])
8-33
8 The LMI Lab
or equivalently by
Y = lmivar(3,toeplitz(n+[1 2 3]))
where toeplitz is a standard MATLAB function. For verification purposes, we

can visualize the decision variable distributions in X and Y with decinfo:
lmis = getlmis
decinfo(lmis,X)
ans =
1 2 4
2 3 5
4 5 6
decinfo(lmis,Y)
ans =
7 8 9
8 7 8
9 8 7
The next example is a problem with interdependent matrix variables.
Example 8.4. Consider three matrix variables X, Y, Z with structure
     
X =  x 0 , Y =  z 0 , Z =  0 –x 
 0 y  0 t   –t 0 
where x, y, z, t are independent scalar variables. To specify such a triple, first

define the two independent variables X and Y (both of Type 1) as follows:
setlmis([])
[X,n,sX] = lmivar(1,[1 0;1 0])
[Y,n,sY] = lmivar(1,[1 0;1 0])
The third output of lmivar gives the entry-wise dependence of X and Y on the
decision variables (x1, x2, x3, x4) := (x, y, z, t):
sX =
1 0
0 2
8-34
Advanced Topics
sY =
3 0
0 4
Using Type 3 of lmivar, you can now specify the structure of Z in terms of the
decision variables x1 = x and x4 = t:
[Z,n,sZ] = lmivar(3,[0 sX(1,1);–sY(2,2) 0])
Since sX(1,1) refers to x1 while sY(2,2) refers to x4 , this defines the variable
 0 –x   
Z =  1 
=  0 –x 
 –x 0   –t 0 
 4 
as confirmed by checking its entry-wise dependence on the decision variables:

sZ =
0 1
4 0
Complex-Valued LMIs
The LMI solvers are written for real-valued matrices and cannot directly
handle LMI problems involving complex-valued matrices. However,
complex-valued LMIs can be turned into real-valued LMIs by observing that a
complex Hermitian matrix L(x) satisfies
L(x) < 0
if and only if
 Re ( L ( x ) ) Im ( L ( x ) ) 
  <0
 – Im ( L ( x ) ) Re ( L ( x ) ) 
This suggests the following systematic procedure for turning complex LMIs
into real ones:
• Decompose every complex matrix variable X as

X = X1 + jX2
where X1 and X2 are real
8-35
8 The LMI Lab
• Decompose every complex matrix coefficient A as

A = A1 + jA2
where A1 and A2 are real
• Carry out all complex matrix products. This yields affine expressions in X1,
X2 for the real and imaginary parts of each LMI, and an equivalent
real-valued LMI is readily derived from the above observation.
For LMIs without outer factor, a streamlined version of this procedure consists
of replacing any occurrence of the matrix variable X = X1 + jX2 by
 X X 2 
 1
 
 –X 2 X1 
and any fixed matrix A = A1 + jA2, including real ones,by
 A A 
 1 2 
 –A A 
 2 1 
For instance, the real counterpart of the LMI system
H H
M XM < X, X = X >I
(8-11)
reads (given the decompositions M = M1 + jM2 and X = X1 + jX2 with Mj, Xj real):
T
 M M   X X  M M   X X 
 1 2   1 2  1 2  < 1 2 
 –M M   –X X   –M M   –X X 
 2 1   2 1  2 1   2 1 
 X X 
 1 2 
<I
 –X X 
 2 1 
H T
Note that X = XH in turn requires that X 1 = X and X 2 + X 2 2 = 0 .
Consequently, X1 and X2 should be declared as symmetric and skew-
symmetric matrix variables, respectively.
Assuming, for instance, that M ∈ C5×5, the LMI system (8-11) would be
specified as follows:
8-36
Advanced Topics
M1=real(M), M2=imag(M)
bigM=[M1 M2;-M2 M1]
setlmis([])
% declare bigX=[X1 X2;-X2 X1] with X1=X1' and X2+X2'=0:
[X1,n1,sX1] = lmivar(1,[5 1])

[X2,n2,sX2] = lmivar(3,skewdec(5,n1))
bigX = lmivar(3,[sX1 sX2;-sX2 sX1])
% describe the real counterpart of (1.12):
lmiterm([1 1 1 0],1)
lmiterm([ 1 1 1 bigX],1,1)
lmiterm([2 1 1 bigX],bigM',bigM)
lmiterm([ 2 1 1 bigX],1,1)
lmis = getlmis
Note the three-step declaration of the structured matrix variable bigX =

 X X 
 1 2 :
 –X X 
 2 1 
1 Specify X1 as a (real) symmetric matrix variable and save its structure

description sX1 as well as the number n1 of decision variables used in X1 .
2 Specify X2 as a skew-symmetric matrix variable using Type 3 of lmivar and

the utility skewdec. The command skewdec(5,n1) creates a 5-by–5
skew-symmetric structure depending on the decision variables n1 + 1,
n1 + 2,...
3 Define the structure of bigX in terms of the structures sX1 and sX2 of X1 and
X2 .
See the previous subsection for more details on such structure manipulations.
8-37
8 The LMI Lab
Specifying cTx Objectives for mincx

The LMI solver mincx minimizes linear objectives of the form cTx where x is the
vector of decision variables. In most control problems, however, such objectives
are expressed in terms of the matrix variables rather than of x. Examples
include Trace(X) where X is a symmetric matrix variable, or uTXu where u is a
given vector.
The function defcx facilitates the derivation of the c vector when the objective
is an affine function of the matrix variables. For the sake of illustration,
consider the linear objective
T
Trace(X) + x 0 Px0
where X and P are two symmetric variables and x0 is a given vector. If lmisys
is the internal representation of the LMI system and if x0, X, P have been
declared by
x0 = [1;1]
setlmis([])
X = lmivar(1,[3 0])
P = lmivar(1,[2 1])
:
:
lmisys = getlmis
T
the c vector such that cTx = Trace(X) + x 0 Px0 can be computed as follows:
n = decnbr(lmisys)
c = zeros(n,1)
for j=1:n,
[Xj,Pj] = defcx(lmisys,j,X,P)
c(j) = trace(Xj) + x0'*Pj*x0
end
The first command returns the number of decision variables in the problem and
the second command dimensions c accordingly. Then the for loop performs the
following operations:
1 Evaluate the matrix variables X and P when all entries of the decision vector
x are set to zero except xj := 1. This operation is performed by the function
defcx. Apart from lmisys and j, the inputs of defcx are the identifiers X and
8-38
Advanced Topics
P of the variables involved in the objective, and the outputs Xj and Pj are the
corresponding values.
2 Evaluate the objective expression for X := Xj and P := Pj. This yields the
j-th entry of c by definition.
In our example the result is

c =
3
1
2
1
Other objectives are handled similarly by editing the following generic
skeleton:
n = decnbr( LMI system )
c = zeros(n,1)
for j=1:n,
[ matrix values ] = defcx( LMI system,j,
matrix identifiers)
c(j) = objective(matrix values)
end
Feasibility Radius
When solving LMI problems with feasp, mincx, or gevp, it is possible to
constrain the solution x to lie in the ball
xTx < R2
where R > 0 is called the feasibility radius. This specifies a maximum
(Euclidean norm) magnitude for x and avoids getting solutions of very large
norm. This may also speed up computations and improve numerical stability.
Finally, the feasibility radius bound regularizes problems with redundant
variable sets. In rough terms, the set of scalar variables is redundant when an
equivalent problem could be formulated with a smaller number of variables.
The feasibility radius R is set by the third entry of the options vector of the LMI
solvers. Its default value is R = 109 . Setting R to a negative value means “no
rigid bound,” in which case the feasibility radius is increased during the
8-39
8 The LMI Lab
optimization if necessary. This “flexible bound” mode may yield solutions of

large norms.
Well-Posedness Issues
The LMI solvers used in the LMI Lab are based on interior-point optimization
techniques. To compute feasible solutions, such techniques require that the
system of LMI constraints be strictly feasible, that is, the feasible set has a
nonempty interior. As a result, these solvers may encounter difficulty when the
LMI constraints are feasible but not strictly feasible, that is, when the LMI
L(x) ð 0
has solutions while
L(x) < 0
has no solution.
For feasibility problems, this difficulty is automatically circumvented by
feasp, which reformulates the problem
Find x such that L ( x ) ≤ 0

(8-12)
as
Minimize t subject to Lx < t × I.

(8-13)
In this modified problem, the LMI constraint is always strictly feasible in x, t

and the original LMI (8-12) is feasible if and only if the global minimum tmin of
(8-13) satisfies
tmin ð 0
For feasible but not strictly feasible problems, however, the computational
effort is typically higher as feasp strives to approach the global optimum tmin
= 0 to a high accuracy.
For the LMI problems addressed by mincx and gevp, nonstrict feasibility
generally causes the solvers to fail and to return an “infeasibility” diagnosis.
Although there is no universal remedy for this difficulty, it is sometimes
possible to eliminate underlying algebraic constraints to obtain a strictly
feasible problem with fewer variables.
8-40
Advanced Topics
Another issue has to do with homogeneous feasibility problems such as

ATP + P A < 0, P>0
While this problem is technically well-posed, the LMI optimization is likely to
produce solutions close to zero (the trivial solution of the nonstrict problem). To
compute a nontrivial Lyapunov matrix and easily differentiate between
feasibility and infeasibility, replace the constraint P > 0-by-P > αI with α > 0.
Note that this does not alter the problem due to its homogeneous nature.
Semi-Definite B(x) in gevp Problems

Consider the generalized eigenvalue minimization problem
Minimize λ subject to A ( x ) < λB ( x ), B ( x ) > 0, C ( x ) < 0.

(8-14)
Technically, the positivity of B(x) for some x ∈ Rn is required for the

well-posedness of the problem and the applicability of polynomial-time
interior-point methods. Hence problems where
 B (x) 0 
B(x) =  1  , with B 1 ( x ) > 0 strictly feasible
 0 0
cannot be directly solved with gevp. A simple remedy consists of replacing the
constraints
A(x) < B(x), B(x) > 0
by
 
A(x) <  Y 0 , Y < λ B 1 ( x ), B1 ( x ) > 0
 0 0 
where Y is an additional symmetric variable of proper dimensions. The

resulting problem is equivalent to (8-14) and can be solved directly with gevp.
Efficiency and Complexity Issues

As explained in the beginning of the chapter, the term-oriented description of
LMIs used in the LMI Lab typically leads to higher efficiency than the
canonical representation
8-41
8 The LMI Lab
A 0 + x 1 A 1 + … + x N A N < 0.
(8-15)
This is no longer true, however, when the number of variable terms is nearly
equal to or greater than the number N of decision variables in the problem. If
your LMI problem has few free scalar variables but many terms in each LMI,
it is therefore preferable to rewrite it as (8-15) and to specify it in this form.
Each scalar variable xj is then declared independently and the LMI terms are
of the form xjAj.
If M denotes the total row size of the LMI system and N the total number of
scalar decision variables, the flop count per iteration for the feasp and mincx
solvers is proportional to
• N3 when the least-squares problem is solved via. Cholesly factorization of the

Hessian matrix (default) [2 ]
• M-by-N2 when numerical instabilities warrant the use of QR factorization
instead
While the theory guarantees a worst-case iteration count proportional to M, the

number of iterations actually performed grows slowly with M in most
problems. Finally, while feasp and mincx are comparable in complexity, gevp
typically demands more computational effort. Make sure that your LMI
problem cannot be solved with mincx before using gevp.
Solving M + PTXQ + QTXTP < 0

In many output-feedback synthesis problems, the design can be performed in
two steps:
1 Compute a closed-loop Lyapunov function via LMI optimization.
2 Given this Lyapunov function, derive the controller state-space matrices by

solving an LMI of the form
T T T
M + P XQ + Q X P < 0
(8-16)
where M, P, Q are given matrices and X is an unstructured m-by-n matrix

variable.
8-42
Advanced Topics
It turns out that a particular solution Xc of (8-16) can be computed via simple
linear algebra manipulations [1 ]. Typically, Xc corresponds to the center of the
ellipsoid of matrices defined by (8-16).
The function basiclmi returns the “explicit” solution Xc:
Xc = basiclmi(M,P,Q)
Since this central solution sometimes has large norm, basiclmi also offers the
option of computing an approximate least-norm solution of (8-16). This is done
by
X = basiclmi(M,P,Q,'Xmin')
and involves LMI optimization to minimize ||X||.
8-43
8 The LMI Lab
References
[2] Nemirovski, A., and P. Gahinet, “The Projective Method for Solving Linear
Matrix Inequalities,” Proc. Amer. Contr. Conf., 1994, pp. 840–844.
[3] Nesterov, Yu, and A. Nemirovski, Interior Point Polynomial Methods in
Convex Programming: Theory and Applications, SIAM Books, Philadelphia,
1994.
[4] Shamma, J.S., “Robustness Analysis for Time-Varying Systems,” Proc.
Conf. Dec. Contr., 1992, pp. 3163–3168.
8-44
9
Command Reference
9 Command Reference
This chapter gives a detailed description of all LMI Control Toolbox functions.
Functions are grouped by application in tables at the beginning of this chapter.
In addition, information on each function is aavailable through the online Help
facility.
9-2
List of Functions
List of Functions
Linear Algebra
basiclmi Solve M + PTXQ + QTXTP < 0

care Continuous-time Riccati solver
dare Discrete-time Riccati solver
dricpen Generalized Riccati solver (discrete-time)
ricpen Generalized Riccati solver (continuous-time)
ltisys Specify a SYSTEM matrix

ltiss Extract state-space data
ltitf Compute the transfer function (SISO)
sbalanc Balance a state-space realization via diagonal similarity
sinfo Return information about a SYSTEM matrix
sinv Invert an LTI system
splot Plot the time and frequency responses of LTI systems
spol Return the poles of an LTI system
sresp Frequency response of an LTI system
ssub Extract a subsystem from a system
Interconnection of Systems
sadd Form the parallel interconnection of systems

sconnect Describe general control loops
9-3
9 Command Reference
Interconnection of Systems
sdiag Append (concatenate) several systems

slft Form linear-fractional interconnections
sloop Form elementary feedback interconnections
smult Form the series interconnection of systems
Polytopic and Parameter-Dependent Systems (P-Systems)
aff2pol Polytopic representation of an affine parameter-dependent

system
pdsimul Simulation of parameter-dependent systems along a
parameter trajectory
psinfo Retrieve information about a P-system
psys Specify a P-system
pvec Specify a vector of uncertain or time-varying parameters
pvinfo Interpret the output of pvec
Dynamical Uncertainty
ublock Specify an uncertainty block

udiag Specify block-diagonal uncertainty from individual
uncertainty blocks
uinfo Display the characteristics of uncertainty structures
aff2lft Linear-fractional representation of an affine
9-4
List of Functions
Robustness Analysis
decay Quadratic decay rate

dnorminf RMS gain of a discrete-time LTI system
muperf Robust performance of an uncertain LTI system
mustab Robust stability of an uncertain LTI system
norminf H∞ norm (RMS gain) of an LTI system
norm2 H2 performance of an LTI system
quadperf Quadratic performance
quadstab Quadratic stability
pdlstab Robust stability analysis via parameter-dependent
Lyapunov functions
popov Popov criterion
9-5
9 Command Reference
H∞ Control and Loop Shaping
Continuous Time
hinflmi LMI-based H∞ synthesis

hinfmix Mixed H2/H∞ synthesis with regional pole placement
hinfric Riccati-based H∞ synthesis
hinfpar Extract state-space data from the plant SYSTEM matrix
lmireg Specify LMI regions for pole placement
magshape Graphical specification of the shaping filters
msfsyn Multi-model/objective state-feedback synthesis
sconnect Specify general control structures
Discrete Time
dhinflmi LMI-based H∞ synthesis

dhinfric Riccati-based H∞ synthesis
hinfpar Retrieve the plant state-space data
Gain Scheduling
hinfgs Synthesis of robust gain-scheduled controllers
pdsimul Simulation along parameter trajectories
9-6
LMI Lab: Specifying and Solving LMIs
LMI Lab: Specifying and Solving LMIs
Specification of LMIs
lmiedit GUI for LMI specification
setlmis Initialize the LMI description
lmivar Define a new matrix variable
lmiterm Specify the term content of an LMI
newlmi Attach an identifying tag to new LMIs
getlmis Get the internal description of the LMI system
LMI Solvers
feasp Feasibility of a system of LMIs
gevp Generalized eigenvalue minimization under LMI

constraints
mincx Minimization of a linear objective under LMI constraints
dec2mat Convert the output of the solvers into values of the matrix
variables
defcx Help define cTx objectives for mincx
Evaluation of LMIs/Validation of Results
evallmi Evaluate all variable terms for given values of the decision
variables
showlmi Return the left- and right-hand sides of an evaluated LMI
setmvar Set a matrix variable to a given value
9-7
9 Command Reference
LMI Lab: Additional Facilities
Information Retrieval
decinfo Visualize the mapping between matrix variable entries and

decision variables
decnbr Get the number of decision variables, that is, the number of
free scalar variables in a problem
lmiinfo Inquire about an existing system of LMIs
lminbr Get the number of LMIs in a problem
matnbr Get the number of matrix variables in a problem
Manipulations of LMI Variables
decinfo Express each matrix variable entry in terms of the decision

variables
dec2mat Return the matrix variable values given a vector of decision

variables
mat2dec Return the vector of decision variables given the matrix

variable values
Modification of LMI Systems
dellmi Delete an LMI from the system
delmvar Remove a matrix variable from the problem
setmvar Instantiate a matrix variable
9-8
aff2lft
Purpose 9aff2lft
Compute the linear-fractional representation of an affine parameter-
dependent system
Syntax [sys,delta] = aff2lft(affsys)
Description The input argument affsys describes an affine parameter-dependent system

of the form
E(p) x· = A(p)x + B(p)u
y = C(p)x + D(p)u
where p = (p1, . . ., pn) is a vector of uncertain or time-varying real parameters
taking values in a box:
p j ≤ pj ≤ p j
Such systems are specified with psys.

Given this affine parameter-dependent model, the function aff2lft returns
the equivalent linear-fractional representation
u P(s) y
where
• P(s) is an LTI system called the nominal plant
• The block-diagonal operator ∆ = diag(δ1Ir1, . . ., δnIrn) accounts for the
uncertainty on the real parameters pj. Each scalar δj is real, possibly
repeated (rj > 1), and bounded by
pj – pj
δ j ≤ ----------------
2
9-9
aff2lft
The SYSTEM matrix of P and the description of ∆ are returned in sys and delta.
Closing the loop with ∆ ≡ 0 yields the LTI system
E(pav) x· = A(pav)x + B(pav)u
y = C(pav)x + D(pav)u
where pav = --12- ( p + p ) is the vector of average parameter values.
Example See example in “Sector-Bounded Uncertainty” on page 2-30.
See Also psys, pvec, ublock, udiag
9-10
aff2pol
Purpose 9aff2pol
Convert affine parameter-dependent models to polytopic ones
Syntax polsys = aff2pol(affsys)
Description aff2pol derives a polytopic representation polsys of the affine parameter-

dependent system
E ( p )x· = A ( p )x + B ( p )u
(9-1)
y = C ( p )x + D ( p )u
(9-2)
where p = (p1, . . ., pn) is a vector of uncertain or time-varying real parameters

taking values in a box or a polytope. The description affsys of this system
should be specified with psys.
The vertex systems of polsys are the instances of (9-1)–(9-2) at the vertices pex
of the parameter range, i.e., the SYSTEM matrices
 A ( p ) + jE ( p ) B ( p ) 
 ex ex ex 
 ( ) ( 
 C p ex D p ex ) 
for all corners pex of the parameter box or all vertices pex of the polytope of
parameter values.
Example “Example 2.1” on page 2-21.
See Also psys, pvec, aff2lft
9-11
basiclmi
Purpose Compute a solution X of M + PTXQ + QTXTP < 0

9basiclmi
Syntax X = basiclmi(M,P,Q,option)
Description basiclmi computes a solution X of the LMI
M + PTXQ + QTXTP < 0

where M is symmetric and P,Q are matrices of compatible dimensions. If WP
and WQ are orthonormal bases of the null space of P and Q, this LMI is solvable
if and only if
T T
W P M WP < 0 and W Q M WQ < 0
The output is [] when these conditions are not satisfied.
The solution X is derived by standard linear algebra manipulations. When
option is set to 'Xmin', basiclmi computes the least-norm solution by solving
the LMI problem
Minimize τ
subject to M + PTXQ + QTXTP < 0
 τI X 
  ≥0
 X T τI 
See Also feasp, mincx
9-12
care
Purpose 9care
Solve continuous-time Riccati equations (CARE)
Syntax X = care(A,B,Q,R,S,E)
[X,L,G,RR] = care(A,B,Q,R,S,E)
Description This function computes the stabilizing solution X of the Riccati equation
ATXE + ETXA – (ETXB + S)R–1(BTXE + ST) + Q = 0
where E is an invertible matrix. The solution is computed by unitary deflation
of the associated Hamiltonian pencil
A 0 B
E 0 0
H – λ L = –Q –A –Tλ T
–S 0 E 0
T T 0 0 0
S B R
For solvability, the pencil H – λL must have no finite generalized eigenvalue

on the imaginary axis.
If the input arguments S and E are omitted, the matrices S and E are set to the
default values S = 0 and E = I. The function care also returns the vector L of
closed-loop eigenvalues, the gain matrix G given by
G = –R–1(BTXE + ST),
and the Frobenius norm RR of the relative residual matrix.
Reference Laub, A. J., “A Schur Method for Solving Algebraic Riccati Equations,” IEEE
Trans. Aut. Contr., AC–24 (1979), pp. 913–921.
Arnold, W.F., and A.J. Laub, “Generalized Eigenproblem Algorithms and
Software for Algebraic Riccati Equations,” Proc. IEEE, 72 (1984), pp. 1746–
1754.
See Also ricpen, cares, dare
9-13
dare
Purpose 9dare
Solve discrete-time Riccati equations (DARE)
Syntax X = dare(A,B,Q,R,S,E)
[X,L,G,RR] = dare(A,B,Q,R,S,E)
Description dare computes the stabilizing solution X of the algebraic Riccati equation
T T T T –1 T T
A XA – E XE – ( A XB + S ) ( B XB + R ) ( B XA + S ) + Q = 0 (9-3)

of the associated symplectic pencil
A 0 B E 0 0
H – λ L = –Q –E T T
–S – λ 0 A 0
T T
S 0 R 0 –B 0
For solvability, the pencil H – λL must have no finite generalized eigenvalue

on the unit circle.
If the input arguments S and E are omitted, the matrices S and E are set to the
default values S = 0 and E = I. The function dare also returns the vector L of
closed-loop eigenvalues, the gain matrix G given by
G = –(BTXB + R)–1(BTXA + ST),
and the Frobenius norm RR of the relative residual matrix.
Remark The function dricpen is a variant of dare where the inputs are the two matrices
H and L defined above. The syntax is
X = dricpen(H,L)
or
[X1,X2] = dricpen(H,L)
This second syntax returns two matrices X1, X2 such that

X
• 1 has orthonormal columns,
X2
9-14
dare
–1
• X = X 2 X 1 is the stabilizing solution of (9-3).
Reference Pappas, T., A.J. Laub, and N.R. Sandell, “On the Numerical Solution of the
Discrete-Time Algebraic Riccati Equation,” IEEE Trans. Aut. Contr., AC–25
(1980), pp. 631–641.
1754.
See Also dricpen, dares, care
9-15
decay
Purpose 9decay
Quadratic decay rate of polytopic or affine P-systems
Syntax [drate,P] = decay(ps,options)
Description For affine parameter-dependent systems

E(p) x· = A(p)x, p(t) = (p1(t), . . ., pn(t))
or polytopic systems
E(t) x· = A(t)x, (A, E) ∈ Co{(A1, E1), . . ., (An, En)},
decay returns the quadratic decay rate drate, i.e., the smallest α ∈ R such that
ATQE + EQAT < αQ

holds for some Lyapunov matrix Q > 0 and all possible values of (A, E). Two
control parameters can be reset via options(1) and options(2):
• If options(1)=0 (default), decay runs in fast mode, using the least expensive
sufficient conditions. Set options(1)=1 to use the least conservative
conditions.
• options(2) is a bound on the condition number of the Lyapunov matrix P.
The default is 109.
Example See “Example 3.3” on page 3-9.
See Also quadstab, pdlstab, mustab, psys
9-16
decinfo
Purpose 9decinfo
Describe how the entries of a matrix variable X relate to the decision variables
Syntax decinfo(lmisys)
decX = decinfo(lmisys,X)
Description The function decinfo expresses the entries of a matrix variable X in terms of
the decision variables x1, . . ., xN. Recall that the decision variables are the free
scalar variables of the problem, or equivalently, the free entries of all matrix
variables described in lmisys. Each entry of X is either a hard zero, some
decision variable xn, or its opposite –xn.
If X is the identifier of X supplied by lmivar, the command
decX = decinfo(lmisys,X)
returns an integer matrix decX of the same dimensions as X whose (i, j) entry is
• 0 if X(i, j) is a hard zero
• n if X(i, j) = xn (the n-th decision variable)
• –n if X(i, j) = –xn
decX clarifies the structure of X as well as its entry-wise dependence on

x1, . . ., xN. This is useful to specify matrix variables with atypical structures
(see lmivar).
decinfo can also be used in interactive mode by invoking it with a single
argument. It then prompts the user for a matrix variable and displays in return
the decision variable content of this variable.
Example 1 Consider an LMI with two matrix variables X and Y with structure:
• X = x I3 with x scalar
• Y rectangular of size 2-by-1
If these variables are defined by

setlmis([])
X = lmivar(1,[3 0])
Y = lmivar(2,[2 1])
:
:
lmis = getlmis
9-17
decinfo
the decision variables in X and Y are given by

dX = decinfo(lmis,X)
dX =
1 0 0
0 1 0
0 0 1
dY = decinfo(lmis,Y)
dY =
2
3
This indicates a total of three decision variables x1, x2, x3 that are related to the
entries of X and Y by
 x 0 0 
 1   x 
X =  0 x1 0 , Y= 2
   x 
 0 0 x   3
 1 
Note that the number of decision variables corresponds to the number of free
entries in X and Y when taking structure into account.
Example 2 Suppose that the matrix variable X is symmetric block diagonal with one 2-by-2
full block and one 2-by-2 scalar block, and is declared by
setlmis([])
X = lmivar(1,[2 1;2 0])
:
lmis = getlmis
The decision variable distribution in X can be visualized interactively as

follows:
decinfo(lmis)
There are 4 decision variables labeled x1 to x4 in this problem.
9-18
decinfo
Matrix variable Xk of interest (enter k between 1 and 1, or 0 to

quit):
?> 1
The decision variables involved in X1 are among {-x1,...,x4}.

Their entry-wise distribution in X1 is as follows
(0,j>0,-j<0 stand for 0,xj,-xj, respectively):
X1 :
1 2 0 0
2 3 0 0
0 0 4 0
0 0 0 4
*********
Matrix variable Xk of interest (enter k between 1 and 1, or 0 to

quit):
?> 0
See Also lmivar, mat2dec, dec2mat, decnbr, decinfo
9-19
decnbr
Purpose 9decnbr
Give the total number of decision variables in a system of LMIs
Syntax ndec = decnbr(lmisys)
Description The function decnbr returns the number ndec of decision variables (free scalar
variables) in the LMI problem described in lmisys. In other words, ndec is the
length of the vector of decision variables.
Example For an LMI system lmis with two matrix variables X and Y such that
• X is symmetric block diagonal with one 2-by-2 full block, and one 2-by-2
scalar block
• Y is 2-by-3 rectangular,
the number of decision variables is

ndec = decnbr(LMIs)
ndec =
10
This is exactly the number of free entries in X and Y when taking structure into
account (see decinfo for more details).
See Also dec2mat, decinfo, mat2dec
9-20
dec2mat
Purpose 9dec2mat
Given values of the decision variables, derive the corresponding values of the
matrix variables
Syntax valX = dec2mat(lmisys,decvars,X)
Description Given a value decvars of the vector of decision variables, dec2mat computes the
corresponding value valX of the matrix variable with identifier X. This
identifier is returned by lmivar when declaring the matrix variable.
Recall that the decision variables are all free scalar variables in the LMI
problem and correspond to the free entries of the matrix variables X1, . . ., XK.
Since LMI solvers return a feasible or optimal value of the vector of decision
variables, dec2mat is useful to derive the corresponding feasible or optimal
values of the matrix variables.
Example See the description of feasp.
See Also mat2dec, decnbr, decinfo
9-21
defcx
Purpose Help specify cTx objectives for the mincx solver

9defcx
Syntax [V1,...,Vk] = defcx(lmisys,n,X1,...,Xk)
Description defcx is useful to derive the c vector needed by mincx when the objective is
expressed in terms of the matrix variables.
Given the identifiers X1,...,Xk of the matrix variables involved in this
objective, defcx returns the values V1,...,Vk of these variables when the n-th
decision variable is set to one and all others to zero. See the example in
“Specifying cTx Objectives for mincx” on page 8-38 for more details on how to
use this function to derive the c vector.
See Also mincx, decinfo
9-22
dellmi
Purpose 9dellmi
Remove an LMI from a given system of LMIs
Syntax newsys = dellmi(lmisys,n)
Description dellmi deletes the n-th LMI from the system of LMIs described in lmisys. The
updated system is returned in newsys.
The ranking n is relative to the order in which the LMIs were declared and
corresponds to the identifier returned by newlmi. Since this ranking is not
modified by deletions, it is safer to refer to the remaining LMIs by their
identifiers. Finally, matrix variables that only appeared in the deleted LMI are
removed from the problem.
Example Suppose that the three LMIs

T
A 1 X1 + X1A1 + Q1 < 0
T
A 2 X2 + X2A2 + Q2 < 0
T
A 3 X3 + X3A3 + Q3 < 0
have been declared in this order, labeled LMI1, LMI2, LMI3 with newlmi, and
stored in lmisys. To delete the second LMI, type
lmis = dellmi(lmisys,LMI2)
lmis now describes the system of LMIs
T
A1 X1 + X1 A1 + Q1 < 0
(9-4)
T
A3 X3 + X3 A3 + Q3 < 0
(9-5)
and the second variable X2 has been removed from the problem since it no
longer appears in the system (9-4)–(9-5).
To further delete (9-5), type
lmis = dellmi(lmis,LMI3)
or equivalently
lmis = dellmi(lmis,3)
9-23
dellmi
Note that (9-5) has retained its original ranking after the first deletion.
See Also newlmi, lmiedit, lmiinfo
9-24
delmvar
Purpose 9delmvar
Delete one of the matrix variables of an LMI problem
Syntax newsys = delmvar(lmisys,X)
Description delmvar removes the matrix variable X with identifier X from the list of
variables defined in lmisys. The identifier X should be the second argument
returned by lmivar when declaring X. All terms involving X are automatically
removed from the list of LMI terms. The description of the resulting system of
LMIs is returned in newsys.
Example Consider the LMI

 T T 
0 <  A Y + B YA + Q CX + D 
 T T T T 
 X C +D –( X + X ) 
involving two variables X and Y with identifiers X and Y. To delete the variable
X, type
lmisys = delmvar(lmisys,X)
Now lmisys describes the LMI

 T T 
0 <  A YB + B YA + Q D 
 T 
 D 0 
with only one variable Y. Note that Y is still identified by the label Y.
See Also lmivar, setmvar, lmiinfo
9-25
dhinflmi
Purpose 9dhinflmi
LMI-based H∞ synthesis for discrete-time systems
Syntax gopt = dhinflmi(P,r)

[gopt,K] = dhinflmi(P,r)
[gopt,K,x1,x2,y1,y2] = dhinflmi(P,r,g,tol,options)
Description dhinflmi is the counterpart of hinflmi for discrete-time plants. Its syntax and
usage mirror those of hinflmi.
The H∞ performance γ is achievable if and only if the following system of LMIs
has symmetric solutions R and S:
 T T 
T ARA – R ARC 1 B1 
 N 12 0   N 12 0  <0
   C 1 RA
T
– γI + C 1 RC 1 D 11  
T 
 0 I    0 I 
 T T 
 B1 D 11 – γI 
 T T T 
T A SA – S A SB 1 C1 
 N 21 0   N 21 0  <0
   T
B 1 SA
T T 
– γI + B 1 SB 1 D 11   
 0 I   0 I 
 C1 D 11 – γI 

 R I 
  ≥0
 I S
T T
where N12 and N21 denote bases of the null spaces of ( B 2 , D 12 ) and (C2, D21),
respectively. The function dhinflmi returns solutions R = x1 and S = y1 of this
LMI system for γ = gopt (the matrices x2 and y2 are set to gopt-by-I).
Reference Gahinet, P. and P. Apkarian, “A Linear Matrix Inequality Approach to H∞

See Also dhinfric, hinflmi
9-26
dhinfric
Purpose 9dhinfric
Riccati-based H∞ synthesis for discrete-time systems
Syntax gopt = dhinfric(P,r)

[gopt,K] = dhinfric(P,r)
[gopt,K,x1,x2,y1,y2] = dhinfric(P,r,gmin,gmax,tol,options)
Description dhinfric is the counterpart of hinfric for discrete-time plants P(s) with
equations:
xk+1 = Axk + B1 wk + B2uk
zk = C1xk + D11 wk + D12uk
yk = C2xk + D21 wk + D22uk.
See dnorminf for a definition of the RMS gain (H∞ performance) of
discrete-time systems. The syntax and usage of dhinfric are identical to those
of hinfric.
Restriction D12 and D21 must have full rank.
See Also dhinflmi, hinfric
9-27
dnorminf
Purpose 9dnorminf
Compute the random mean-squares (RMS) gain of discrete-time systems
Syntax [gain,peakf] = dnorminf(g,tol)
Description For sampled-data LTI systems with state-space equations

Exk+1 = Axk + Buk
yk+1 = Cxk + Duk
and transfer function G(z) = D + C(zE – A)–1B, dnorminf computes the peak
gain
jω
G ∞ = sup σ max ( G ( e ) )
ω ∈ [ 0, 2π ] (9-6)
of the response on the unit circle. When G(z) is stable, this peak gain coincides
with the RMS gain or H∞ norm of G, that is,
y l
G ∞ = sup -----------2
u∈t u l
2 2
u≠0
The input g is a SYSTEM matrix containing the state-space data A, B, C, D, E.

On output, dnorminf returns the RMS gain gain and the “frequency” peakf at
which this gain is attained, i.e., the value of ω maximizing (9-6). The relative
accuracy on the computed RMS gain can be adjusted with the optional input
tol (the default value is 10–2).
Reference Boyd, S., V. Balakrishnan, and P. Kabamba, “A Bisection Method for

Computing the H∞ Norm of a Transfer Matrix and Related Problems,” Math.
Contr. Sign. Syst., 2 (1989), pp. 207–219.
Bruisma, N.A., and M. Steinbuch, “A Fast Algorithm to Compute the H∞-Norm
of a Transfer Function Matrix,” Syst. Contr. Letters, 14 (1990), pp. 287–293.
Robel, G., “On Computing the Infinity Norm,” IEEE Trans. Aut. Contr., AC–34
(1989), pp. 882–884.
See Also norminf
9-28
evallmi
Purpose 9evallmi
Given a particular instance of the decision variables, evaluate all variable
terms in the system of LMIs
Syntax evalsys = evallmi(lmisys,decvars)
Description evallmi evaluates all LMI constraints for a particular instance decvars of the
vector of decision variables. Recall that decvars fully determines the values of
the matrix variables X1, . . ., XK. The “evaluation” consists of replacing all terms
involving X1, . . ., XK by their matrix value. The output evalsys is an LMI
system containing only constant terms.
The function evallmi is useful for validation of the LMI solvers’ output. The
vector returned by these solvers can be fed directly to evallmi to evaluate all
variable terms. The matrix values of the left- and right-hand sides of each LMI
are then returned by showlmi.
Observation evallmi is meant to operate on the output of the LMI solvers. To evaluate all
LMIs for particular instances of the matrix variables X1, . . ., XK, first form the
corresponding decision vector x with mat2dec and then call evallmi with x as
input.
Example Consider the feasibility problem of finding X > 0 such that

ATXA – X + I < 0
 
where A =  0.5 – 0.2  . This LMI system is defined by:
 0.1 – 0.7 
setlmis([])
X = lmivar(1,[2 1]) % full symmetric X
lmiterm([1 1 1 X],A',A) % LMI #1: A'*X*A

lmiterm([1 1 1 X],-1,1) % LMI #1: -X
lmiterm([1 1 1 0],1) % LMI #1: I
lmiterm([-2 1 1 X],1,1) % LMI #2: X
lmis = getlmis
To compute a solution xfeas, call feasp by

[tmin,xfeas] = feasp(lmis)
9-29
evallmi
The result is
tmin =
-4.7117e+00
xfeas' =
1.1029e+02 -1.1519e+01 1.1942e+02
The LMI constraints are therefore feasible since tmin < 0. The solution X
corresponding to the feasible decision vector xfeas would be given by
X = dec2mat(lmis,xfeas,X).
To check that xfeas is indeed feasible, evaluate all LMI constraints by typing
evals = evallmi(lmis,xfeas)
The left- and right-hand sides of the first and second LMIs are then given by
[lhs1,rhs1] = showlmi(evals,1)
[lhs2,rhs2] = showlmi(evals,2)
and the test

eig(lhs1-rhs1)
ans =
-8.2229e+01
-5.8163e+01
confirms that the first LMI constraint is satisfied by xfeas.
See Also showlmi, setmvar, dec2mat, mat2dec
9-30
feasp
Purpose 9feasp
Find a solution to a given system of LMIs
Syntax [tmin,xfeas] = feasp(lmisys,options,target)
Description The function feasp computes a solution xfeas (if any) of the system of LMIs
described by lmisys. The vector xfeas is a particular value of the decision
variables for which all LMIs are satisfied.
Given the LMI system
T T
N LxN ≤ M R ( x )M, (9-7)
xfeas is computed by solving the auxiliary convex program:

T T
Minimize t subject to N L ( x )N – M R ( x ) M ≤ tI .
The global minimum of this program is the scalar value tmin returned as first
output argument by feasp. The LMI constraints are feasible if tmin ð 0 and
strictly feasible if tmin < 0. If the problem is feasible but not strictly feasible,
tmin is positive and very small. Some post-analysis may then be required to
decide whether xfeas is close enough to feasible.
The optional argument target sets a target value for tmin. The optimization
code terminates as soon as a value of t below this target is reached. The default
value is target = 0.
Note that xfeas is a solution in terms of the decision variables and not in terms
of the matrix variables of the problem. Use dec2mat to derive feasible values of
the matrix variables from xfeas.
Control The optional argument options gives access to certain control parameters for
Parameters the optimization algorithm. This five-entry vector is organized as follows:
• options(1) is not used
• options(2) sets the maximum number of iterations allowed to be performed
by the optimization procedure (100 by default)
• options(3) resets the feasibility radius. Setting options(3) to a value R >
0 further constrains the decision vector x = (x1, . . ., xN) to lie within the ball
9-31
feasp
∑ xi < R
2 2
i=1
In other words, the Euclidean norm of xfeas should not exceed R. The
feasibility radius is a simple means of controlling the magnitude of solutions.
Upon termination, feasp displays the f-radius saturation, that is, the norm
of the solution as a percentage of the feasibility radius R.
The default value is R = 109. Setting options(3) to a negative value
activates the “flexible bound” mode. In this mode, the feasibility radius is
initially set to 108, and increased if necessary during the course of
optimization
• options(4) helps speed up termination. When set to an integer value J > 0,
the code terminates if t did not decrease by more than one percent in relative
terms during the last J iterations. The default value is 10. This parameter
trades off speed vs. accuracy. If set to a small value (< 10), the code
terminates quickly but without guarantee of accuracy. On the contrary, a
large value results in natural convergence at the expense of a possibly large
number of iterations.
• options(5) = 1 turns off the trace of execution of the optimization
procedure. Resetting options(5) to zero (default value) turns it back on.
Setting option(i) to zero is equivalent to setting the corresponding control

parameter to its default value. Consequently, there is no need to redefine the
entire vector when changing just one control parameter. To set the maximum
number of iterations to 10, for instance, it suffices to type
options=zeros(1,5) % default value for all parameters
options(2)=10
Memory When the least-squares problem solved at each iteration becomes ill
Problems conditioned, the feasp solver switches from Cholesky-based to QR-based linear
algebra (see“Memory Problems” on page 9-74 for details). Since the QR mode
typically requires much more memory, MATLAB may run out of memory and
display the message
??? Error using ==> feaslv
Out of memory. Type HELP MEMORY for your options.
9-32
feasp
You should then ask your system manager to increase your swap space or, if no
additional swap space is available, set options(4) = 1. This will prevent
switching to QR and feasp will terminate when Cholesky fails due to
numerical instabilities.
Example Consider the problem of finding P > I such that
T
A 1 P + PA 1 < 0
(9-8)
T
A 2 P + PA 2 < 0
(9-9)
T
A 3 P + PA 3 < 0
(9-10)
with data
     
A 1 =  – 1 2  , A 2 =  – 0.8 1.5  , A 3 =  – 1.4 0.9 
 1 –3   1.3 – 2.7   0.7 – 2.0 
This problem arises when studying the quadratic stability of the polytope of
matrices Co{A1, A2, A3} (see“Quadratic Stability” on page 3-6 for details).
To assess feasibility with feasp, first enter the LMIs (9-8)–(9-10) by:
setlmis([])
p = lmivar(1,[2 1])
lmiterm([1 1 1 p],1,a1,'s') % LMI #1

lmiterm([2 1 1 p],1,a2,'s') % LMI #2
lmiterm([3 1 1 p],1,a3,'s') % LMI #3
lmiterm([-4 1 1 p],1,1) % LMI #4: P
lmiterm([4 1 1 0],1) % LMI #4: I
lmis = getlmis
Then call feasp to find a feasible decision vector:

[tmin,xfeas] = feasp(lmis)
9-33
feasp
This returns tmin = -3.1363. Hence (9-8)–(9-10) is feasible and the dynamical
system x· = A(t)x is quadratically stable for A(t) ∈ Co{A1, A2, A3}.
To obtain a Lyapunov matrix P proving the quadratic stability, type
P = dec2mat(lmis,xfeas,p)
This returns
 
P =  270.8 126.4 
 126.4 155.1 
It is possible to add further constraints on this feasibility problem. For

instance, you can bound the Frobenius norm of P by 10 while asking tmin to be
less than or equal to –1. This is done by
[tmin,xfeas] = feasp(lmis,[0,0,10,0,0],-1)
The third entry 10 of options sets the feasibility radius to 10 while the third
argument -1 sets the target value for tmin. This yields tmin = -1.1745 and a
matrix P with largest eigenvalue λmax(P) = 9.6912.
Reference The feasibility solver feasp is based on Nesterov and Nemirovski’s Projective
Method described in
Nesterov, Y., and A. Nemirovski, Interior Point Polynomial Methods in Convex
Programming: Theory and Applications, SIAM, Philadelphia, 1994.
Nemirovski, A., and P. Gahinet, “The Projective Method for Solving Linear
Matrix Inequalities,” Proc. Amer. Contr. Conf., 1994, Baltimore, Maryland, pp.
840–844.
The optimization is performed by the C-MEX file feaslv.mex.
See Also mincx, gevp, dec2mat
9-34
getdg
Purpose 9getdg
Retrieve the D, G scaling matrices in problems
Syntax D = getdg(ds,i)
G = getdg(gs,i)
Description The function mustab computes the mixed-µ upper bound over a grid of
frequencies fs and returns the corresponding D, G scalings compacted in two
matrices ds and gs. The values of D, G at the frequency fs(i) are extracted
from ds and gs by getdg.
See Also mustab
9-35
getlmis
Purpose 9getlmis
Get the internal description of an LMI system
Syntax lmisys = getlmis
Description After completing the description of a given LMI system with lmivar and
lmiterm, its internal representation lmisys is obtained with the command
lmisys = getlmis
This MATLAB representation of the LMI system can be forwarded to the LMI
solvers or any other LMI-Lab function for subsequent processing.
See Also setlmis, lmivar, lmiterm, newlmi
9-36
gevp
Purpose 9gevp
Generalized eigenvalue minimization under LMI constraints
Syntax [lopt,xopt] = gevp(lmisys,nlfc,options,linit,xinit,target)
Description gevp solves the generalized eigenvalue minimization problem
Minimize λ subject to:
C(x) < D(x) (9-11)
0 < B(x) (9-12)
A(x) < λB(x)

(9-13)
where C(x) < D(x) and A(x) < λB(x) denote systems of LMIs. Provided that
(9-11)–(9-12) are jointly feasible, gevp returns the global minimum lopt and
the minimizing value xopt of the vector of decision variables x. The
corresponding optimal values of the matrix variables are obtained with
dec2mat.
The argument lmisys describes the system of LMIs (9-11)–(9-13) for λ = 1. The
LMIs involving λ are called the linear-fractional constraints while (9-11)–(9-12)
are regular LMI constraints. The number of linear-fractional constraints (9-13)
is specified by nlfc. All other input arguments are optional. If an initial
feasible pair (λ0, x0) is available, it can be passed to gevp by setting linit to λ0
and xinit to x0. Note that xinit should be of length decnbr(lmisys) (the
number of decision variables). The initial point is ignored when infeasible.
Finally, the last argument target sets some target value for λ. The code
terminates as soon as it has found a feasible pair (λ, x) with λ ð target.
Caution When setting up your gevp problem, be cautious to

• Always specify the linear-fractional constraints (9-13) last in the LMI
system. gevp systematically assumes that the last nlfc LMI constraints are
linear fractional
• Add the constraint B(x) > 0 or any other LMI constraint that enforces it (see
Remark below). This positivity constraint is required for regularity and
well-posedness of the optimization problem (see the discussion in
“Well-Posedness Issues” on page 8-40).
9-37
gevp
Control The optional argument options gives access to certain control parameters of
Parameters the optimization code. In gevp, this is a five-entry vector organized as follows:
• options(1) sets the desired relative accuracy on the optimal value lopt
(default = 10–2).
by the optimization procedure (100 by default).
• options(3) sets the feasibility radius. Its purpose and usage are as for
feasp.
• options(4) helps speed up termination. If set to an integer value J > 0, the
code terminates when the progress in λ over the last J iterations falls below
the desired relative accuracy. By progress, we mean the amount by which λ
decreases. The default value is 5 iterations.

parameter to its default value.
Example Given
     
A 1 =  – 1 2  , A 2 =  – 0.8 1.5  , A 3 =  – 1.4 0.9  ,
 1 –3   1.3 – 2.7   0.7 – 2.0 
consider the problem of finding a single Lyapunov function V(x) = xTPx that
proves stability of
x· = Aix (i = 1, 2, 3)
dV ( x )
and maximizes the decay rate – ---------------- . This is equivalent to minimizing
dt
α subject to
I<P (9-14)
T
A 1 P + PA 1 < αP
(9-15)
9-38
gevp
T
A 2 P + PA 2 < αP (9-16)
T
A 3 P + PA 3 < αP
(9-17)
To set up this problem for gevp, first specify the LMIs (9-15)–(9-17) with α = 1:
setlmis([]);
p = lmivar(1,[2 1])
lemiterm([1 1 1 0],1) % P > I : I

lemiterm([ 1 1 1 p],1,1) % P > I : P
lemiterm([2 1 1 p],1,a1,'s') % LFC # 1 (lhs)
lemiterm([ 2 1 1 p],1,1) % LFC # 1 (rhs)
lmis = getlmis
Note that the linear fractional constraints are defined last as required. To
minimize α subject to (9-15)–(9-17), call gevp by
[alpha,popt]=gevp(lmis,3)
This returns alpha = -0.122 as optimal value (the largest decay rate is
therefore 0.122). This value is achieved for
 
P =  5.58 – 8.35 
 – 8.35 18.64 
Remark Generalized eigenvalue minimization problems involve standard LMI

constraints (9-11) and linear fractional constraints (9-13). For well-posedness,
the positive definiteness of B(x) must be enforced by adding the constraint
B(x) > 0 to the problem. Although this could be done automatically from inside
the code, this is not desirable for efficiency reasons. For instance, the set of
constraints (9-12) may reduce to a single constraint as in the example above.
In this case, the single extra LMI “P > I” is enough to enforce positivity of all
9-39
gevp
linear-fractional right-hand sides. It is therefore left to the user to devise the

least costly way of enforcing this positivity requirement.
Reference The solver gevp is based on Nesterov and Nemirovski’s Projective Method
described in
Nesterov, Y., and A. Nemirovski, Interior Point Polynomial Methods in Convex
The optimization is performed by the CMEX file fpds.mex.
See Also dec2mat, decnbr, feasp, mincx
9-40
hinfgs
Purpose 9hinfgs
Synthesis of gain-scheduled H∞ controllers
Syntax [gopt,pdK,R,S] = hinfgs(pdP,r,gmin,tol,tolred)
Description Given an affine parameter-dependent plant
 x· = A ( p )x + B ( p )w + B u
 1 2
P  z = C 1 ( p )x + D 11 ( p )w + D 12 u
y = C x + D w + D u
 2 21 22
where the time-varying parameter vector p(t) ranges in a box and is measured
in real time, hinfgs seeks an affine parameter-dependent controller
·
 ζ = A K ( p )ζ + B K ( p )y
K
 u = C K ( p )ζ + D K ( p )y
scheduled by the measurements of p(t) and such that

• K stabilizes the closed-loop system
w z
P
u y
for all admissible parameter trajectories p(t)

• K minimizes the closed-loop quadratic H∞ performance from w to z.
The description pdP of the parameter-dependent plant P is specified with psys

and the vector r gives the number of controller inputs and outputs (set
r=[p2,m2] if y ∈ Rp2 and u ∈ Rm2). Note that hinfgs also accepts the polytopic
model of P returned, e.g., by aff2pol or sconnect.
hinfgs returns the optimal closed-loop quadratic performance gopt and a
polytopic description of the gain-scheduled controller pdK. To test if a
9-41
hinfgs
closed-loop quadratic performance γ is achievable, set the third input gmin to γ.

The arguments tol and tolred control the required relative accuracy on gopt
and the threshold for order reduction (see hinflmi for details). Finally, hinfgs
also returns solutions R, S of the characteristic LMI system.
Controller The gain-scheduled controller pdK is parametrized by p(t) and characterized by

Implementation  A (p) B (p) 
the values KΠj of  K K  at the corners ³ of the parameter box. The
 j
 CK ( p ) DK ( p ) 
command
Kj = psinfo(pdK,'sys',j)
returns the j-th vertex controller KΠj while

pv = psinfo(pdP,'par')
vertx = polydec(pv)
Pj = vertx(:,j)
gives the corresponding corner ³j of the parameter box (pv is the parameter
vector description).
The controller scheduling should be performed as follows. Given the
measurements p(t) of the parameters at time t,
3 Express p(t) as a convex combination of the ³j:
p(t) = α1³1 + . . .+ αN³N, αj Š 0, ∑ αj = 1

i=1
This convex decomposition is computed by polydec.

4 Compute the controller state-space matrices at time t as the convex
combination of the vertex controllers KΠj:
N
 A (t) B (t) 
 K  =
∑ αj KΠ .
K
 
C
 K ( t ) D K(t ) 
j
i=1
5 Use AK(t), BK(t), CK(t), DK(t) to update the controller state-space equations.
9-42
hinfgs
Reference Apkarian, P., P. Gahinet, and G. Becker, “Self-Scheduled H∞ Control of Linear

Parameter-Varying Systems,” submitted to Automatica, October 1995.
Becker, G., Packard, P., “Robust Performance of Linear-Parametrically
Varying Systems Using Parametrically-Dependent Linear Feedback,” Systems
and Control Letters, 23 (1994), pp. 205–215.
Packard, A., “Gain Scheduling via Linear Fractional Transformations,” Syst.
Contr. Letters, 22 (1994), pp. 79–92.
Example See “Design Example” on page 7-10.
See Also psys, pvec, pdsimul, polydec, hinflmi
9-43
hinflmi
Purpose 9hinflmi
LMI-based H∞ synthesis for continuous-time plants
Syntax gopt = hinflmi(P,r)

[gopt,K] = hinflmi(P,r)
[gopt,K,x1,x2,y1,y2] = hinflmi(P,r,g,tol,options)
Description hinflmi computes an internally stabilizing controller K(s) that minimizes the
closed-loop H∞ performance in the control loop
w z
P(s)
u y
K(s)
The H∞ performance is the RMS gain of the closed-loop transfer function

F (P, K) from w to z. This function implements the LMI-based approach to H∞
synthesis. The SYSTEM matrix P contains a state-space realization of the plant
P(s) and the row vector r specifies the number of measurements and controls
(set r = [p2 m2] when y ∈ Rp2 and u ∈ Rm2).
The optimal H∞ performance gopt and an optimal H∞ controller K are returned
by
[gopt,K] = hinflmi(P,r)
Alternatively, a suboptimal controller K that guarantees ||F (P, K)||∞ < g is

obtained with the syntax
[gopt,K] = hinflmi(P,r,g)
The optional argument tol specifies the relative accuracy on the computed
optimal performance gopt. The default value is 10–2. Finally,
[gopt,K,x1,x2,y1,y2] = hinflmi(P,r)
also returns solutions R = x1 and S = y1 of the characteristic LMIs for γ = gopt

(see “Practical Considerations” on page 6-18 for details).
9-44
hinflmi
Control The optional argument options resets the following control parameters:
Parameters
• options(1) is valued in [0, 1] with default value 0. Increasing its value
reduces the norm of the LMI solution R. This typically yields controllers with
slower dynamics in singular problems (rank-deficient D12). This also
improves closed-loop damping when p12(s) has jω-axis zeros.
• options(2): same as options(1) for S and singular problems with
rank-deficient D21
• when options(3) is set to ε > 0, reduced-order synthesis is performed
whenever
ρ(R–1 S–1) Š (1 – ε) gopt2
The default value is ε = 10–3
Remark The LMI-based approach is directly applicable to singular plants without

preliminary regularization.
Reference Scherer, C., “H∞ Optimization without Assumptions on Finite or Infinite

Gahinet, P., and P. Apkarian, “A Linear Matrix Inequality Approach to H∞
Gahinet, P., “Explicit Controller Formulas for LMI-based H∞ Synthesis,” in
Proc. Amer. Contr. Conf., 1994, pp. 2396–2400.
Iwasaki, T., and R.E. Skelton, “All Controllers for the General H∞ Control
30 (1994), pp. 1307–1317.
See Also hinfric, hinfmix, dhinflmi, ltisys, slft
9-45
hinfmix
Purpose 9hinfmix
Mixed H2/H∞ synthesis with pole placement constraints
Syntax [gopt,h2opt,K,R,S] = hinfmix(P,r,obj,region,dkbnd,tol)
Description hinfmix performs multi-objective output-feedback synthesis. The control

problem is sketched in Figure 9.1.
w z∞
P(s) z2
u y
K(s)
Figure 9-1: Mixed H2/H∞ synthesis
If T∞(s) and T2(s) denote the closed-loop transfer functions from w to z∞ and z2,
respectively, hinfmix computes a suboptimal solution of the following
synthesis problem:
Design an LTI controller K(s) that minimizes the mixed H2/H∞ criterion
2 2
α T∞ ∞ + β T2 2
subject to
• ||T∞||∞ < γ0
• ||T2||2 < ν0
• The closed-loop poles lie in some prescribed LMI region D.
Recall that ||.||∞ and ||.||2 denote the H∞ norm (RMS gain) and H2 norm of transfer
functions. More details on the motivations and statement of this problem can
be found in “Multi-Objective H• Synthesis” on page 5-15.
On input, P is the SYSTEM matrix of the plant P(s) and r is a three-entry vector
listing the lengths of z2, y, and u. Note that z∞ and/or z2 can be empty. The
9-46
hinfmix
four-entry vector obj = [γ0, ν0, α, β] specifies the H2/H∞ constraints and
trade-off criterion, and the remaining input arguments are optional:
• region specifies the LMI region for pole placement (the default region = []
is the open left-half plane). Use lmireg to interactively build the LMI region
description region
• dkbnd is a user-specified bound on the norm of the controller feedthrough
matrix DK (see the definition in “LMI Formulation” on page 5-16). The
default value is 100. To make the controller K(s) strictly proper, set dkbnd =
0.
• tol is the required relative accuracy on the optimal value of the trade-off
criterion (the default is 10–2).
The function hinfmix returns guaranteed H∞ and H2 performances gopt and
h2opt as well as the SYSTEM matrix K of the LMI-optimal controller. You can
also access the optimal values of the LMI variables R, S via the extra output
arguments R and S.
A variety of mixed and unmixed problems can be solved with hinfmix (see list
in “The Function hinfmix” on page 5-20). In particular, you can use hinfmix to
perform pure pole placement by setting obj = [0 0 0 0]. Note that both z∞
and z2 can be empty in such case.
Example See the example in“H• Synthesis” on page 5-10.
Reference Chilali, M., and P. Gahinet, “H∞ Design with Pole Placement Constraints: An
LMI Approach,” to appear in IEEE Trans. Aut. Contr., 1995.
Scherer, C., “Mixed H2 H∞ Control,” to appear in Trends in Control: A European
Perspective, volume of the special contributions to the ECC 1995.
See Also lmireg, hinflmi, msfsyn
9-47
hinfpar
Purpose 9hinfpar
Extract the state-space matrices A, B1, B2, . . .from the SYSTEM matrix
representation of an H∞ plant
Syntax [a,b1,b2,c1,c2,d11,d12,d21,d22] = hinfpar(P,r)

b1 = hinfpar(P,r,'b1')
Description In H∞ control problems, the plant P(s) is specified by its state-space equations
x· = Ax + B1w + B2u
z = C1x + D11w + D12u
y = C2x + D21w + D22u
or their discrete-time counterparts. For design purposes, this data is stored in
a single SYSTEM matrix P created by
P = ltisys(a,[b1 b2],[c1;c2],[d11 d12;d21 d22])
The function hinfpar retrieves the state-space matrices A, B1, B2, . . . from P.
The second argument r specifies the size of the D22 matrix. Set r = [ny,nu]
where ny is the number of measurements (length of y) and nu is the number of
controls (length of u).
The syntax
hinfpar(P,r,'b1')
can be used to retrieve just the B1 matrix. Here the third argument should be
one of the strings 'a', 'b1', 'b2',....
See Also hinfric, hinflmi, ltisys
9-48
hinfric
Purpose 9hinfric
Riccati-based H∞ synthesis for continuous-time plants
Syntax gopt = hinfric(P,r) [gopt,K] = hinfric(P,r)

[gopt,K,x1,x2,y1,y2,Preg] = hinfric(P,r,gmin,gmax,...
tol,options)
Description hinfric computes an H∞ controller K(s) that internally stabilizes the control
loop
w z
P(s)
u y
K(s)
and minimizes the RMS gain (H∞ performance) of the closed-loop transfer
function Twz. The function hinfric implements the Riccati-based approach.
The SYSTEM matrix P contains a state-space realization
x· = Ax + B1w + B2u
z = C1x + D11w + D12u
y = C2x + D21w + D22u
of the plant P(s) and is formed by the command
P = ltisys(a,[b1 b2],[c1;c2],[d11 d12;d21 d22])
The row vector r specifies the dimensions of D22. Set r = [p2 m2] when y ∈ Rp2
and u ∈ Rm2.
To minimize the H∞ performance, call hinfric with the syntax
gopt = hinfric(P,r)
9-49
hinfric
This returns the smallest achievable RMS gain from w to z over all stabilizing
controllers K(s). An H∞-optimal controller K(s) with performance gopt is
computed by
[gopt,K] = hinfric(P,r)
The H∞ performance can also be minimized within prescribed bounds gmin and
gmax and with relative accuracy tol by typing
[gopt,K] = hinfric(P,r,gmin,gmax,tol)
Setting both gmin and gmax to γ > 0 tests whether the H∞ performance γ is
achievable and returns a controller K(s) such that ||Twz||∞ < γ when γ is
achievable. Setting gmin or gmax to zero is equivalent to specifying no lower or
upper bound.
Finally, the full syntax
[gopt,K,x1,x2,y1,y2,Preg] = hinfric(P,r)
also returns the solutions X∞ = x2/x1 and Y∞ = y2/y1 of the H∞ Riccati

equations for γ = gopt , as well as the regularized plant Preg used to compute
the controller in singular problems.
Given the controller SYSTEM matrix K returned by hinfric, a realization of the
closed-loop transfer function from w to z is given by
Twz = slft(P,K)
Control hinfric automatically regularizes singular H∞ problems and computes

Parameters reduced-order controllers when the matrix I – γ–2X∞Y∞ is nearly singular. The
optional input options gives access to the control parameters that govern the
regularization and order reduction:
• options(1) controls the amount of regularization used when D12 or D21 is
rank-deficient. This tuning parameter is valued in [0,1] with default value 0.
Increasing options(1) augments the amount of regularization. This
generally results in less control effort and in controller state-space matrices
of smaller norm, possibly at the expense of a higher closed-loop RMS gain.
• options(2) controls the amount of regularization used when P12(s) or P21(s)
has jω-axis zero(s). Such problems are regularized by replacing A by A + εI
where ε is a small positive number. Increasing options(2) increases ε and
improves the closed-loop damping. Beware that making ε too large may
9-50
hinfric
destroy stabilizability or detectability when the plant P(s) includes shaping

filters with poles close to the imaginary axis. In such cases the optimal H∞
performance will be infinite (see “Practical Considerations” on page 6-18 for
more details).
• when options(3) is set to ε > 0, reduced-order synthesis is performed
whenever
ρ(X∞Y∞) Š (1 – ε) gopt2
The default value is ε = 10–3
Remark Setting gmin = gmax = Inf computes the optimal LQG controller.
Example See the example in “H• Synthesis” on page 5-10.
Reference Doyle, J.C., Glover, K., Khargonekar, P., and Francis, B., “State-Space
AC–34 (1989), pp. 831–847.
Gahinet, P., and A.J. Laub, “Reliable Computation of flopt in Singular H∞
Control,” in Proc. Conf. Dec. Contr., Lake Buena Vista, Fl., 1994, pp. 1527–
1532.
Gahinet, P., “Explicit Controller Formulas for LMI-based H∞ Synthesis,” in
Proc. Amer. Contr. Conf., 1994, pp. 2396–2400.
See Also hinflmi, hinfmix, dhinfric, ltisys, slft
9-51
lmiedit
Purpose 9lmiedit
Specify or display systems of LMIs as MATLAB expressions
Syntax lmiedit
Description lmiedit is a graphical user interface for the symbolic specification of LMI
problems. Typing lmiedit calls up a window with two editable text areas and
various pushbuttons. To specify an LMI system,
1 Give it a name (top of the window).

2 Declare each matrix variable (name and structure) in the upper half of the
window. The structure is characterized by its type (S for symmetric block
diagonal, R for unstructured, and G for other structures) and by an
additional structure matrix similar to the second input argument of lmivar.
Please use one line per matrix variable in the text editing areas.
3 Specify the LMIs as MATLAB expressions in the lower half of the window.
An LMI can stretch over several lines. However, do not specify more than
one LMI per line.
Once the LMI system is fully specified, you can perform the following
operations by pressing the corresponding pushbutton:
• Visualize the sequence of lmivar/lmiterm commands needed to describe this
LMI system (view commands buttons)
• Conversely, display the symbolic expression of the LMI system produced by
a particular sequence of lmivar/lmiterm commands (click the describe...
buttons)
• Save the symbolic description of the LMI system as a MATLAB string (save
button). This description can be reloaded later on by pressing the load
button
• Read a sequence of lmivar/lmiterm commands from a file (read button). The
matrix expression of the LMI system specified by these commands is then
displayed by clicking on describe the LMIs...
• Write in a file the sequence of lmivar/lmiterm commands needed to specify
a particular LMI system (write button)
• Generate the internal representation of the LMI system by pressing create.
The result is written in a MATLAB variable with the same name as the LMI
system
9-52
lmiedit
Remark Editable text areas have built-in scrolling capabilities. To activate the scroll
mode, click in the text area, maintain the mouse button down, and move the
mouse up or down. The scroll mode is only active when all visible lines have
been used.
Example An example and some limitations of lmiedit can be found in “The LMI Editor
lmiedit” on page 8-16.
See Also lmivar, lmiterm, newlmi, lmiinfo
9-53
lmiinfo
Purpose 9lmiinfo
Interactively retrieve information about the variables and term content of
LMIs
Syntax lmiinfo(lmisys)
Description lmiinfo provides qualitative information about the system of LMIs lmisys.
This includes the type and structure of the matrix variables, the number of
diagonal blocks in the inner factors, and the term content of each block.
lmiinfo is an interactive facility where the user seeks specific pieces of
information. General LMIs are displayed as
N' * L(x) * N < M' * R(x) * M
where N,M denote the outer factors and L,R the left and right inner factors. If
the outer factors are missing, the LMI is simply written as
L(x) < R(x)
If its right-hand side is zero, it is displayed as

N' * L(x) * N < 0
Information on the block structure and term content of L(x) and R(x) is also
available. The term content of a block is symbolically displayed as
C1 + A1*X2*B1 + B1'*X2*A1' + a2*X1 + x3*Q1
with the following conventions:

• X1, X2, x3 denote the problem variables. Upper-case X indicates matrix
variables while lower-case x indicates scalar variables. The labels 1,2,3 refer
to the first, second, and third matrix variable in the order of declaration.
• Cj refers to constant terms. Special cases are I and I (I = identity matrix).
• Aj, Bj denote the left and right coefficients of variable terms. Lower-case
letters such as a2 indicate a scalar coefficient.
• Qj is used exclusively with scalar variables as in x3*Q1.
The index j in Aj, Bj, Cj, Qj is a dummy label. Hence C1 may appear in
several blocks or several LMIs without implying any connection between the
corresponding constant terms. Exceptions to this rule are the notations
9-54
lmiinfo
A1*X2*A1' and A1*X2*B1 + B1'*X2'*A1' which indicate symmetric terms and

symmetric pairs in diagonal blocks.

 T T T 
0 ð  – 2X + A YB + B Y A + I XC 
 T 
 C X – zI 
where the matrix variables are X of Type 1, Y of Type 2, and z scalar. If this
LMI is described in lmis, information about X and the LMI block structure can
be obtained as follows:
lmiinfo(lmis)
LMI ORACLE
------
This is a system of 1 LMI with 3 variable matrices
Do you want information on

(v) matrix variables (l) LMIs (q) quit
?> v
Which variable matrix (enter its index k between 1 and 3) ? 1

X1 is a 2x2 symmetric block diagonal matrix
its (1,1)-block is a full block of size 2
-------

?> l
Which LMI (enter its number k between 1 and 1) ? 1
This LMI is of the form
9-55
lmiinfo
0 < R(x)
where the inner factor(s) has 2 diagonal block(s)
Do you want info on the right inner factor ?
(w) whole factor (b) only one block

(o) other LMI (t) back to top level
?> w
Info about the right inner factor
block (1,1) : I + a1*X1 + A2*X2*B2 + B2'*X2'*A2'
block (2,1) : A3*X1
block (2,2) : x3*A4
(w) whole factor (b) only one block

(o) other LMI (t) back to top level
------

?> q
It has been a pleasure serving you!
Note that the prompt symbol is ?> and that answers are either indices or
letters. All blocks can be displayed at once with option (w), or you can prompt
for specific blocks with option (b).
Remark lmiinfo does not provide access to the numerical value of LMI coefficients.
See Also decinfo, lminbr, matnbr, decnbr
9-56
lminbr
Purpose 9lminbr
Return the number of LMIs in an LMI system
Syntax k = lminbr(lmisys)
Description lminbr returns the number k of linear matrix inequalities in the LMI problem
described in lmisys.
See Also lmiinfo, matnbr
9-57
lmireg
Purpose 9lmireg
Specify LMI regions for pole placement purposes
Syntax region = lmireg

region = lmireg(reg1,reg2,...)
Description lmireg is an interactive facility to specify the LMI regions involved in

multi-objective H∞ synthesis with pole placement constraints (see msfsyn and
hinfmix). Recall that an LMI region is any convex subset D of the complex
plane that can be characterized by an LMI in z and z , i.e.,
D = {z ∈ C : L + Mz + MT z < 0}
for some fixed real matrices M and L = LT. This class of regions encompasses
half planes, strips, conic sectors, disks, ellipses, and any intersection of the
above.
Calling lmireg without argument starts an interactive query/answer session
where you can specify the region of your choice. The matrix region = [L, M] is
returned upon termination. This matrix description of the LMI region can be
passed directly to msfsyn or hinfmix for synthesis purposes.
The function lmireg can also be used to intersect previously defined LMI
regions reg1, reg2,.... The output region is then the [L, M] description of
the intersection of these regions.
See Also msfsyn, hinfmix
9-58
lmiterm
Purpose 9lmiterm
Specify the term content of LMIs
Syntax lmiterm(termID,A,B,flag)
Description lmiterm specifies the term content of an LMI one term at a time. Recall that
LMI term refers to the elementary additive terms involved in the block-matrix
expression of the LMI. Before using lmiterm, the LMI description must be
initialized with setlmis and the matrix variables must be declared with
lmivar. Each lmiterm command adds one extra term to the LMI system
currently described.
LMI terms are one of the following entities:
• outer factors
• constant terms (fixed matrices)
• variable terms AXB or AXTB where X is a matrix variable and A and B are
given matrices called the term coefficients.
When describing an LMI with several blocks, remember to specify only the
terms in the blocks on or below the diagonal (or equivalently, only the terms
in blocks on or above the diagonal). For instance, specify the blocks (1,1), (2,1),
and (2,2) in a two-block LMI.
In the calling of limterm, termID is a four-entry vector of integers specifying
the term location and the matrix variable involved.
+p
termID (1) = 
 -p
where positive p is for terms on the left-hand side of the p-th LMI and
negative p i s for terms on the right-hand side of the p-th LMI.
Recall that, by convention, the left-hand side always refers to the smaller side
of the LMI. The index p is relative to the order of declaration and corresponds
to the identifier returned by newlimi.
 [ 0, 0 ] for outer factors


termID (2:3) =  [ i, j ] for terms in the ( i, j )-th

 block of the left or right inner factor
9-59
lmiterm
 0 for outer factors


termID (4) =  x for variable terms AXB
 T
 – x for variable terms AX B
where x is the identifier of the matrix variable X as returned by lmivar.

The arguments A and B contain the numerical data and are set according to:
Type of Term A B
outer factor N matrix value of N omit
constant term C matrix value of C omit
variable term matrix value of A matrix value of B

AXB or AXTB (1 if A is absent) (1 if B is absent)
Note that identity outer factors and zero constant terms need not be specified.
The extra argument flag is optional and concerns only conjugated expressions
of the form
(AXB) + (AXB)T = AXB + BTX(T)AT
in diagonal blocks. Setting flag = 's' allows you to specify such expressions
with a single lmiterm command. For instance,
lmiterm([1 1 1 X],A,1,'s')
adds the symmetrized expression AX + XTAT to the (1,1) block of the first LMI
and summarizes the two commands
lmiterm([1 1 1 X],A,1)
lmiterm([1 1 1 X],1,A')
Aside from being convenient, this shortcut also results in a more efficient
representation of the LMI.
9-60
lmiterm

 T T T   
 2AX 2 A – x 3 E + DD B X 1  T T T
T CX 1 C + CX 1 C
 < M  M
0
 
 T
X1 B –I   0 –f X2 
 
where X1, X2 are matrix variables of Types 2 and 1, respectively, and x3 is a

scalar variable (Type 1).
After initializing the LMI description with setlmis and declaring the matrix
variables with lmivar, the terms on the left-hand side of this LMI are specified
by:
lmiterm([1 1 1 X2],2*A,A') % 2*A*X2*A'
lmiterm([1 1 1 x3],-1,E) % -x3*E
lmiterm([1 1 1 0],D*D') % D*D'
lmiterm([1 2 1 -X1],1,B) % X1'*B
lmiterm([1 2 2 0],-1) % -I
Here X1, X2, X3 should be the variable identifiers returned by lmivar.
Similarly, the term content of the right-hand side is specified by:
lmiterm([-1 0 0 0],M) % outer factor M
lmiterm([-1 1 1 X1],C,C','s') % C*X1*C'+C*X1'*C'
lmiterm([-1 2 2 X2],-f,1) % -f*X2
T
Note that CX1CT + C X 1 CT is specified by a single lmiterm command with the
flag 's' to ensure proper symmetrization.
See Also setlmis, lmivar, getlmis, lmiedit, newlmi
9-61
lmivar
Purpose 9lmivar
Specify the matrix variables in an LMI problem
Syntax X = lmivar(type,struct)
[X,n,sX] = lmivar(type,struct)
Description lmivar defines a new matrix variable X in the LMI system currently described.
The optional output X is an identifier that can be used for subsequent reference
to this new variable.
The first argument type selects among available types of variables and the
second argument struct gives further information on the structure of X
depending on its type. Available variable types include:
type=1: Symmetric matrices with a block-diagonal structure. Each diagonal
block is either full (arbitrary symmetric matrix), scalar (a multiple of the
identity matrix), or identically zero.
If X has R diagonal blocks, struct is an R-by-2 matrix where
• struct(r,1) is the size of the r-th block
• struct(r,2) is the type of the r-th block (1 for full, 0 for scalar, 1 for zero
block).
type=2: Full m-by-n rectangular matrix. Set struct = [m,n] in this case.
type=3: Other structures. With Type 3, each entry of X is specified as zero or
±xn where xn is the n-th decision variable.
Accordingly, struct is a matrix of the same dimensions as X such that
• struct(i,j)=0 if X(i, j) is a hard zero
• struct(i,j)=n if X(i, j) = xn
struct(i,j)= n if X(i, j) = –xn
Sophisticated matrix variable structures can be defined with Type 3. To specify

a variable X of Type 3, first identify how many free independent entries are
involved in X. These constitute the set of decision variables associated with X.
If the problem already involves n decision variables, label the new free
variables as xn+1, . . ., xn+p. The structure of X is then defined in terms of
xn+1, . . ., xn+p as indicated above. To help specify matrix variables of Type 3,
lmivar optionally returns two extra outputs: (1) the total number n of scalar
decision variables used so far and (2) a matrix sX showing the entry-wise
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lmivar
dependence of X on the decision variables x1, . . ., xn. For more details, see
Example 2 below and “Structured Matrix Variables” on page 8-33.
Example 1 Consider an LMI system with three matrix variables X1, X2, X3 such that
• X1 is a 3 × 3 symmetric matrix (unstructured),
• X2 is a 2 × 4 rectangular matrix (unstructured),
• X3 =
 ∆ 0 0 
 
 0 δ1 0 
 
 0 0 δ2 I2 
where ∆ is an arbitrary 5 × 5 symmetric matrix, δ1 and δ2 are scalars, and I2

denotes the identity matrix of size 2.
These three variables are defined by

setlmis([])
X1 = lmivar(1,[3 1]) % Type 1
X2 = lmivar(2,[2 4]) % Type 2 of dim. 2x4
X3 = lmivar(1,[5 1;1 0;2 0]) % Type 1
The last command defines X3 as a variable of Type 1 with one full block of size
5 and two scalar blocks of sizes 1 and 2, respectively.
Example 2 Combined with the extra outputs n and sX of lmivar, Type 3 allows you to
specify fairly complex matrix variable structures. For instance, consider a
matrix variable X with structure
 X 0 
X =  1 
 0 X 
 2 
where X1 and X2 are 2-by-3 and 3-by-2 rectangular matrices, respectively. You
can specify this structure as follows:
1 Define the rectangular variables X1 and X2 by

setlmis([])
[X1,n,sX1] = lmivar(2,[2 3])
9-63
lmivar
[X2,n,sX2] = lmivar(2,[3 2])
The outputs sX1 and sX2 give the decision variable content of X1 and X2:
sX1
sX1 =
1 2 3
4 5 6
sX2
sX2 =
7 8
9 10
11 12
For instance, sX2(1,1)=7 means that the (1,1) entry of X2 is the seventh
decision variable.
2 Use Type 3 to specify the matrix variable X and define its structure in terms
of those of X1 and X2 :
[X,n,sX] = lmivar(3,[sX1,zeros(2);zeros(3),sX2])
The resulting variable X has the prescribed structure as confirmed by

sX
sX =
1 2 3 0 0
4 5 6 0 0
0 0 0 7 8
0 0 0 9 10
0 0 0 11 12
See Also setlmis, lmiterm, getlmis, lmiedit, skewdec, symdec, delmvar, setmvar
9-64
ltiss
Purpose 9ltiss
Extract the state-space realization of a linear system from its SYSTEM matrix
description
Syntax [a,b,c,d,e] = ltiss(sys)
Description Given a SYSTEM matrix sys created with ltisys, this function returns the
state-space matrices A, B, C, D, E.
–2
Example The system G(s) = ------------ is specified in transfer function form by
s+1
sys = ltisys('tf', 2,[1 1])
A realization of G(s) is then obtained as

[a,b,c,d] = ltiss(sys)
a =
-1
b =
1
c =
-2
d =
0
Important If the output argument e is not supplied, ltiss returns the realization
(E–1A,E–1B,C,D).
While this is immaterial for systems with E = I, this should be remembered
when manipulating descriptor systems.
See Also ltisys, ltitf, sinfo
9-65
ltisys
Purpose 9ltisys
Pack the state-space realization (A, B, C, D, E) into a single SYSTEM matrix
Syntax sys = ltisys(a)

sys = ltisys(a,e)
sys = ltisys(a,b,c)
sys = ltisys(a,b,c,d)
sys = ltisys(a,b,c,d,e)
sys = ltisys('tf',num,den)
Description For continuous-time systems,

E x· = Ax + Bu, y = Cx + Du
or discrete-time systems
Exk+1 = Axk + Buk, yk = Cxk + Duk,
ltisys stores A, B, C, D, E into a single matrix sys with structure
n
A + j(E – I) B
0
...
C D
0
0 -Inf
The upper right entry n gives the number of states (i.e., A ∈ Rn×n). This data
structure is called a SYSTEM matrix. When omitted, d and e are set to the default
values D = 0 and E = I.
The syntax sys = ltisys(a) specifies the autonomous system x· = Ax while
sys = ltisys(a,e) specifies E x· = Ax. Finally, you can specify SISO systems
by their transfer function
n(s)
G(s) = -----------
d(s)
The syntax is then
sys = ltisys('tf',num,den)
where num and den are the vectors of coefficients of the polynomials n(s) and
d(s) in descending order.
9-66
ltisys
Examples The SYSTEM matrix representation of the descriptor system
 εx· = – x + 2u

 y = x
is created by
sys = ltisys(-1,2,1,0,eps)
s+4
Similarly, the SISO system with transfer function G(s) = ------------ is specified by
s+7
sys = ltisys('tf',[1 4],[1 7])
See Also ltiss, ltitf, sinfo
9-67
ltitf
Purpose 9ltitf
Compute the transfer function of a SISO system
Syntax [num,den] = ltitf(sys)
Description Given a single-input/single-output system defined in the SYSTEM matrix sys,

ltitf returns the numerator and denominator of its transfer function
n(s)
G(s) = -----------
d(s)
The output arguments num and den are vectors listing the coefficients of the
polynomials n(s) and d(s) in descending order. An error is issued if sys is not a
SISO system.
Example The transfer function of the system

x· = –x + 2u, y=x–1
is given by
sys = ltisys(-1,2,1,-1)
[n,d] = ltitf(sys)
n =
-1 1
d =
1 1
The vectors n and d represent the function
– s + 1-
G ( s ) = ----------------
s+1
See Also ltisys, ltiss, sinfo
9-68
magshape
Purpose 9magshape
Graphical specification of the shaping filters
Syntax magshape
Description magshape is a graphical user interface to construct the shaping filters needed
in loop-shaping design. Typing magshape brings up a window where the
magnitude profile of each filter can be specified graphically with the mouse.
Once a profile is sketched, magshape computes an interpolating SISO filter and
returns its state-space realization. Several filters can be specified in the same
magshape window as follows:
1 First enter the filter names after Filter names. This tells magshape to write
the SYSTEM matrices of the interpolating filters in MATLAB variables with
these names.
2 Click on the button showing the name of the filter you are about to specify.
To sketch its profile, use the mouse to specify a few characteristic points that
define the asymptotes and the slope changes. For accurate fitting by a
rational filter, make sure that the slopes are integer multiples of ±20 dB/dec.
3 Specify the filter order after filter order and click on the fit data button
to perform the fitting. The magnitude response of the computed filter is then
drawn as a solid line and its SYSTEM matrix is written in the MATLAB
variable with the same name.
4 Adjustments can be made by moving or deleting some of the specified points.
Click on delete point or move point to activate those modes. You can also
increase the order for a better fit. Press fit data to recompute the
interpolating filter.
If some of the filters are already defined in the MATLAB environment, their
magnitude response is plotted when the button bearing their name is clicked.
This allows for easy modification of existing filters.
Remark See sderiv for the specification of nonproper shaping filters with a derivative
action.
Acknowledg- The authors are grateful to Prof. Gary Balas and Prof. Andy Packard for
ment providing the cepstrum algorithm used for phase reconstruction.
See Also sderiv, frfit, mrfit
9-69
matnbr
Purpose 9matnbr
Return the number of matrix variables in a system of LMIs
Syntax K = matnbr(lmisys)
Description matnbr returns the number K of matrix variables in the LMI problem described
by lmisys.
See Also decnbr, lmiinfo, decinfo
9-70
mat2dec
Purpose 9mat2dec
Return the vector of decision variables corresponding to particular values of
the matrix variables
Syntax decvec = mat2dec(lmisys,X1,X2,X3,...)
Description Given an LMI system lmisys with matrix variables X1, . . ., XK and given
values X1,...,Xk of X1, . . ., XK, mat2dec returns the corresponding value
decvec of the vector of decision variables. Recall that the decision variables are
the independent entries of the matrices X1, . . ., XK and constitute the free
scalar variables in the LMI problem.
This function is useful, for example, to initialize the LMI solvers mincx or gevp.
Given an initial guess for X1, . . ., XK, mat2dec forms the corresponding vector
of decision variables xinit.
An error occurs if the dimensions and structure of X1,...,Xk are inconsistent
with the description of X1, . . ., XK in lmisys.
Example Consider an LMI system with two matrix variables X and Y such that
• X is A symmetric block diagonal with one 2-by-2 full block and one 2-by-2
scalar block
• Y is a 2-by-3 rectangular matrix
Particular instances of X and Y are

 1 3 0 0 
   
X0 =  3 –1 0 0 , Y0 =  1 2 3 
 0 0 5 0   4 5 6
 
 0 0 0 5 
and the corresponding vector of decision variables is given by

decv = mat2dec(lmisys,X0,Y0)
decv'
ans =
1 3 -1 5 1 2 3 4 5 6
9-71
mat2dec
Note that decv is of length 10 since Y has 6 free entries while X has 4
independent entries due to its structure. Use decinfo to obtain more
information about the decision variable distribution in X and Y.
See Also dec2mat, decinfo, decnbr
9-72
mincx
Purpose 9mincx
Minimize a linear objective under LMI constraints
Syntax [copt,xopt] = mincx(lmisys,c,options,xinit,target)
Description The function mincx solves the convex program

T
T
minimize c x subject to N L( x )N ≤ MTR ( x ) M (9-18)
where x denotes the vector of scalar decision variables.

The system of LMIs (9-18) is described by lmisys. The vector c must be of the
same length as x. This length corresponds to the number of decision variables
returned by the function decnbr. For linear objectives expressed in terms of the
matrix variables, the adequate c vector is easily derived with defcx.
The function mincx returns the global minimum copt for the objective cTx, as
well as the minimizing value xopt of the vector of decision variables. The
corresponding values of the matrix variables is derived from xopt with
dec2mat.
The remaining arguments are optional. The vector xinit is an initial guess of
the minimizer xopt. It is ignored when infeasible, but may speed up compu-
tations otherwise. Note that xinit should be of the same length as c. As for
target, it sets some target for the objective value. The code terminates as soon
as this target is achieved, that is, as soon as some feasible x such that
cTx ð target is found. Set options to [] to use xinit and target with the
default options.
Control The optional argument options gives access to certain control parameters of
Parameters the optimization code. In mincx, this is a five-entry vector organized as follows:
• options(1) sets the desired relative accuracy on the optimal value lopt
(default = 10–2).
by the optimization procedure (100 by default).
• options(3) sets the feasibility radius. Its purpose and usage are as for
feasp.
9-73
mincx
• options(4) helps speed up termination. If set to an integer value J > 0, the

code terminates when the objective cTx has not decreased by more than the
desired relative accuracy during the last J iterations.

parameter to its default value. See feasp for more detail.
Tip for In LMI optimization, the computational overhead per iteration mostly comes
Speed-Up from solving a least-squares problem of the form
min Ax – b
x
where x is the vector of decision variables. Two methods are used to solve this
problem: Cholesky factorization of ATA (default), and QR factorization of A
when the normal equation becomes ill conditioned (when close to the solution
typically). The message
* switching to QR
is displayed when the solver has to switch to the QR mode.

Since QR factorization is incrementally more expensive in most problems, it is
sometimes desirable to prevent switching to QR. This is done by setting
options(4) = 1. While not guaranteed to produce the optimal value, this
generally achieves a good trade-off between speed and accuracy.
Memory QR-based linear algebra (see above) is not only expensiveLMI solvers,memory
Problems shortagememory shortage in terms of computational overhead, but also in
terms of memory requirement. As a result, the amount of memory required by
QR may exceed your swap space for large problems with numerous LMI
constraints. In such case, MATLAB issues the error
??? Error using ==> pds
Out of memory. Type HELP MEMORY for your options.
You should then ask your system manager to increase your swap space or, if no
additional swap space is available, set options(4) = 1. This will prevent
9-74
mincx
switching to QR and mincx will terminate when Cholesky fails due to

numerical instabilities.
Reference The solver mincx implements Nesterov and Nemirovski’s Projective Method as
described in
Nesterov, Yu, and A. Nemirovski, Interior Point Polynomial Methods in Convex
Nemirovski, A., and P. Gahinet, “The Projective Method for Solving Linear
Matrix Inequalities,” Proc. Amer. Contr. Conf., 1994, Baltimore, Maryland, pp.
840–844.
The optimization is performed by the C-MEX file pds.mex.
See Also defcx, dec2mat, decnbr, feasp, gevp
9-75
msfsyn
Purpose 9msfsyn
Multi-model/multi-objective state-feedback synthesis
Syntax [gopt,h2opt,K,Pcl,X] = msfsyn(P,r,obj,region,tol)
Description Given an LTI plant P with state-space equations
 x· = Ax + B 1 w + B 2 u

 z∞ = C 1 x + D 11 w + D 12 u

 z2 = C 2 x + D 22 u
msfsyn computes a state-feedback control u = Kx that
• Maintains the RMS gain (H∞ norm) of the closed-loop transfer function T∞
from w to z∞ below some prescribed value γ 0 > 0
• Maintains the H2 norm of the closed-loop transfer function T2 from w to z2
below some prescribed value υ 0 > 0
• Minimizes an H2/H∞ trade-off criterion of the form
2 2
α T∞ ∞ + β T2 2
• Places the closed-loop poles inside the LMI region specified by region (see
lmireg for the specification of such regions). The default is the open left-half
plane.
Set r = size(d22) and obj = [γ0, ν0, α, β] to specify the problem dimensions
and the design parameters γ0, ν0, α, and β. You can perform pure pole
placement by setting obj = [0 0 0 0]. Note also that z∞ or z2 can be empty.
On output, gopt and h2opt are the guaranteed H∞ and H2 performances, K is
the optimal state-feedback gain, Pcl the closed-loop transfer function from w
 z ∞
to   , and X the corresponding Lyapunov matrix.
 z2
The function msfsyn is also applicable to multi-model problems where P is a

polytopic model of the plant:
9-76
msfsyn
 x· = A ( t )x + B 1 ( t )w + B 2 ( t )u

 z∞ = C 1 ( t )x + D 11 ( t )w + D 12 ( t )u

 z2 = C 2 ( t )x + D 22 ( t )u
with time-varying state-space matrices ranging in the polytope
 A(t) B (t) B (t)    

 1 2    A k B k B 2k  
 C ( t ) D ( t ) D ( t )  ∈ Co   C D  : k = 1, …, K 
 1 11 12    1k 11k D 12k  
 C (t)    
 2 0 D 22 ( t )    C 2k 0 D 22k  
 
In this context, msfsyn seeks a state-feedback gain that robustly enforces the
specifications over the entire polytope of plants. Note that polytopic plants
should be defined with psys and that the closed-loop system Pcl is itself
polytopic in such problems. Affine parameter-dependent plants are also
accepted and automatically converted to polytopic models.
See Also lmireg, psys, hinfmix
9-77
mubnd
Purpose 9mubnd
Compute the upper bound for the µ structured singular value
Syntax [mu,D,G] = mubnd(M,delta,target)
Description mubnd computes the mixed-µ upper bound mu = ν∆(M) for the matrix M ∈ Cm×n
and the norm-bounded structured perturbation ∆ = diag(∆1, . . ., ∆n) (see
“Structured Singular Value” on page 3-17). The reciprocal of mu is a guaranteed
well-posedness margin for the algebraic loop
w q
Specifically, this loop remains well-posed as long as

mu x σmax(∆i) < βi
where βi is the specified bound on ∆i.

The uncertainty ∆ is described by delta (see ublock and udiag). The function
mubnd also returns the optimal scaling matrices D and G arising in the
computation of mu.
To test whether mu ≤ τ where τ > 0 is a given scalar, set the optional argument
target to τ .
See Also mustab, muperf
9-78
muperf
Purpose 9muperf
Estimate the robust H∞ performance of uncertain dynamical systems
Syntax [grob,peakf] = muperf(P,delta,0,freqs)

[margin,peakf] = muperf(P,delta,g,freqs)
Description muperf estimates the robust H∞ performance (worst-case RMS gain) of the
uncertain LTI system
∆(s)
u P(s) y
where ∆(s) = diag(∆1(s), . . ., ∆n(s))

is a linear time-invariant uncertainty quantified by norm bounds
σmax(∆i(jω)) < βi(ω) or sector bounds ∆i ∈ {a, b}. The robust performance γrob is
the smallest γ > 0 such that
||y||L2 < γ ||u||L2
for all bounded input u(t) and instance ∆(s) of the uncertainty. It is finite if and
only if the interconnection is robustly stable.
muperf converts the robust performance estimation into a robust stability
problem for some augmented ∆ structure (see “Robust Performance” on
page 3-21). The input arguments P and delta contain the SYSTEM matrix of P(s)
and the description of the LTI uncertainty ∆(s) (see ublock and udiag). To
compute the robust H∞ performance grob for the prescribed uncertainty delta,
call muperf with the syntax
[grob,peakf] = muperf(P,delta)
muperf returns grob = Inf when the interconnection is not robustly stable.
Alternatively,
[margin,peakf] = muperf(P,delta,g)
9-79
muperf
estimates the robustness of a given H∞ performance g, that is, how much

uncertainty ∆(s) can be tolerated before the RMS gain from u to y exceeds g.
Provided that
σmax(∆i(jω)) < margin × βi(ω)
in the norm-bounded case and
 +b b–a a+b b–a 

∆i ∈  a
------------- – ------------ × margin , ------------- + ------------ × margin 
 2 2 2 2 
in the sector-bounded case, the RMS gain is guaranteed to remain below g.

With both syntaxes, peakf is the frequency where the worst RMS performance
or robustness margin is achieved. An optional vector of frequencies freqs to be
used for the µ upper bound evaluation can be specified as fourth input
argument.
See Also mustab, norminf, quadperf
9-80
mustab
Purpose 9mustab
Estimate the robust stability margin of uncertain LTI systems
Syntax [margin,peak,fs,ds,gs] = mustab(sys,delta,freqs)
Description mustab computes an estimate margin of the robust stability margin for the
interconnection
∆(s)
G(s)
where G(s) is a given LTI system and ∆ = diag(∆1, . . ., ∆n) is a linear

time-invariant uncertainty quantified by norm bounds σmax (∆i(jω)) < βi(ω) or
sector bounds ∆i ∈ {a, b}. In the norm-bounded case, the stability of this
interconnection is guaranteed for all ∆(s) satisfying
σmax(∆i(jω)) < margin × βi(ω)
See “Robust Stability Analysis” on page 3-19 for the interpretation of margin in
the sector-bounded case.
The value margin is obtained by computing the mixed-µ upper bound ν∆(G(jωi))
over a grid of frequencies ωi. The command
[margin,peak] = mustab(sys,delta)
returns the guaranteed stability margin margin and the frequency peakf
where the margin is weakest. The uncertainty ∆(s) is specified by delta (see
ublock and udiag). The optional third argument freqs is a user-supplied vector
of frequencies where to evaluate ν∆(G(jω)).
To obtain the D, G scaling matrices at all tested frequencies, use the syntax
[margin,peak,fs,ds,gs] = mustab(sys,delta)
Here fs is the vector of frequencies used to evaluate ν∆ and the D, G scalings

at the frequency fs(i) are retrieved by
9-81
mustab
D = getdg(ds,i)
G = getdg(gs,i)
Caution margin may overestimate the robust stability margin when the frequency grid
freqs is too coarse or when the µ upper bound is discontinuous due to real
parameter uncertainty. See “Caution” on page 3-21 for more details.
Example See “Example” on page 3-28.
See Also mubnd, muperf, ublock, udiag
9-82
newlmi
Purpose 9newlmi
Attach an identifying tag to LMIs
Syntax tag = newlmi
Description newlmi adds a new LMI to the LMI system currently described and returns an
identifier tag for this LMI. This identifier can be used in lmiterm, showlmi, or
dellmi commands to refer to the newly declared LMI. Tagging LMIs is optional
and only meant to facilitate code development and readability.
Identifiers can be given mnemonic names to help keep track of the various
LMIs. Their value is simply the ranking of each LMI in the system (in the order
of declaration). They prove useful when some LMIs are deleted from the LMI
system. In such cases, the identifiers are the safest means of referring to the
remaining LMIs.
See Also setlmis, lmivar, lmiterm, getlmis, lmiedit, dellmi
9-83
norminf
Purpose 9norminf
Compute the random mean-squares (RMS) gain of continuous-time systems
Syntax [gain,peakf] = norminf(g,tol)
Description Given the SYSTEM matrix g of an LTI system with state-space equations
dx
E ------- = Ax + Bu
dt
y = Cx + Du
and transfer function G(s) = D + C(sE – A)–1B, norminf computes the peak gain
G ∞ = sup σ max ( G ( jω ) )
ω
of the frequency response G(jω). When G(s) is stable, this peak gain coincides
with the RMS gain or H∞ norm of G, that is,
y L
G ∞ = sup -------------2
u ∈ L2 u L2
u≠0
The function norminf returns the peak gain and the frequency at which it is
attained in gain and peakf, respectively. The optional input tol specifies the
relative accuracy required on the computed RMS gain (the default value is
10–2).
Example The peak gain of the transfer function
100
G ( s ) = -------------------------------------------
2
s + 0.01s + 100
is given by
norminf(ltisys('tf',100,[1 0.01 100]))
ans =
1.0000e+03
Reference Boyd, S., V. Balakrishnan, and P. Kabamba, “A Bisection Method for

Computing the H∞ Norm of a Transfer Matrix and Related Problems,” Math.
Contr. Sign. Syst., 2 (1989), pp. 207–219.
9-84
norminf
Bruisma, N.A., and M. Steinbuch, “A Fast Algorithm to Compute the H∞-Norm

of a Transfer Function Matrix,” Syst. Contr. Letters, 14 (1990), pp. 287–293.
Robel, G., “On Computing the Infinity Norm,” IEEE Trans. Aut. Contr., AC–34
(1989), pp. 882–884.
See Also dnorminf, muperf, quadperf
9-85
norm2
Purpose 9norm2
Compute the H2 norm of a continuous-time LTI system
Syntax h2norm = norm2(g)
Description Given a stable LTI system
 x· = Ax + Bw
G: 
 y = Cx
driven by a white noise w with unit covariance, norm2 computes the H2 norm
(LQG performance) of G defined by
1 T T 
∫
2
G 2 = lim E  ---- y ( t )y ( t )dt 
T→∞ T
 0 
1 ∞ H
∫
= ------
2π –∞
G ( jω )G ( jω )dω
where G(s) = C(sI – A)–1B.

This norm is computed as
T
G 2 = Trace ( CPC )
where P is the solution of the Lyapunov equation
AP + PAT + BBT = 0
See Also norminf
9-86
pdlstab
Purpose 9pdlstab
Assess the robust stability of a polytopic or parameter-dependent system
Syntax [tau,Q0,Q1,...] = pdlstab(pds,options)
Description pdlstab uses parameter-dependent Lyapunov functions to establish the

stability of uncertain state-space models over some parameter range or
polytope of systems. Only sufficient conditions for the existence of such
Lyapunov functions are available in general. Nevertheless, the resulting
robust stability tests are always less conservative than quadratic stability tests
when the parameters are either time-invariant or slowly varying.
For an affine parameter-dependent system
E(p) x· = A(p)x + B(p)u
y = C(p)x + D(p)u
with p = (p1, . . ., pn) ∈ Rn, pdlstab seeks a Lyapunov function of the form
V(x, p) = xTQ(p)–1x, Q(p) = Q0 + p1Q1 + . . .pnQn
such that dV(x, p)/dt < 0 along all admissible parameter trajectories. The
system description pds is specified with psys and contains information about
the range of values and rate of variation of each parameter pi.
For a time-invariant polytopic system
E x· = Ax + Bu
y = Cx + Du
with
n n
 A + jE B   A + jE B 
  = ∑ αi  i i 
, αi ≥ 0 , ∑ αi = 1 ,
 C D  C D 
i=1  i i  i=1
(9-19)
pdlstab seeks a Lyapunov function of the form
V(x, α) = xTQ(α)–1x, Q(α) = α1Q1 + . . .+ αnQn

such that dV(x, α)/dt < 0 for all polytopic decompositions (9-19).
9-87
pdlstab
Several options and control parameters are accessible through the optional
argument options:
• Setting options(1)=0 tests robust stability (default)

• When options(2)=0, pdlstab uses simplified sufficient conditions for faster
running times. Set options(2)=1 to use the least conservative conditions
Remark For affine parameter-dependent systems with time-invariant parameters,

there is equivalence between the robust stability of
E ( p )x· = A ( p )x
(9-20)
and that of the dual system
E ( p ) z· = A ( p ) z
T T
(9-21)
However, the second system may admit an affine parameter-dependent

Lyapunov function while the first does not.
In such case, pdlstab automatically restarts and tests stability on the dual
system (9-21) when it fails on (9-20).
See Also quadstab, mustab
9-88
pdsimul
Purpose 9pdsimul
Time response of a parameter-dependent system along a given parameter
trajectory
Syntax pdsimul(pds,'traj',tf,'ut',xi,options)
[t,x,y] = pdsimul(pds,pv,'traj',tf,'ut',xi,options)
Description pdsimul simulates the time response of an affine parameter-dependent system
E(p) x· = A(p)x + B(p)u

y = C(p)x + D(p)u
along a parameter trajectory p(t) and for an input signal u(t). The parameter
trajectory and input signals are specified by two time functions p=traj(t) and
u=ut(t). If 'ut' is omitted, the response to a step input is computed by default.
The affine system pds is specified with psys. The function pdsimul also accepts
the polytopic representation of such systems as returned by aff2pol(pds) or
hinfgs. The final time and initial state vector can be reset through tf and xi
(their respective default values are 5 seconds and 0). Finally, options gives
access to the parameters controlling the ODE integration (type help gear for
details).
When invoked without output arguments, pdsimul plots the output trajectories
y(t). Otherwise, it returns the vector of integration time points t as well as the
state and output trajectories x,y.
See Also psys, pvec, gear
9-89
popov
Purpose 9popov
Perform the Popov robust stability test
Syntax [t,P,S,N] = popov(sys,delta,flag)
Description popov uses the Popov criterion to test the robust stability of dynamical systems
with possibly nonlinear and/or time-varying uncertainty (see “The Popov
Criterion” on page 3-24 for details). The uncertain system must be described as
the interconnection of a nominal LTI system sys and some uncertainty delta
(see “Norm-Bounded Uncertainty” on page 2-27). Use ublock and udiag to
specify delta.
The command
[t,P,S,N] = popov(sys,delta)
tests the robust stability of this interconnection. Robust stability is guaranteed

if t < 0. Then P determines the quadratic part xTPx of the Lyapunov function
and D and S are the Popov multipliers (see p. ?? for details).
If the uncertainty delta contains real parameter blocks, the conservatism of
the Popov criterion can be reduced by first performing a simple loop
transformation (see “Real Parameter Uncertainty” on page 3-25). To use this
refined test, call popov with the syntax
[t,P,S,N] = popov(sys,delta,1)
See Also mustab, quadstab, pdlstab, ublock, aff2lft
9-90
psinfo
Purpose 9psinfo
Inquire about polytopic or parameter-dependent systems created with psys
Syntax psinfo(ps)
[type,k,ns,ni,no] = psinfo(ps)
pv = psinfo(ps,'par')
sk = psinfo(ps,'sys',k)
sys = psinfo(ps,'eval',p)
Description psinfo is a multi-usage function for queries about a polytopic or

parameter-dependent system ps created with psys. It performs the following
operations depending on the calling sequence:
• psinfo(ps) displays the type of system (affine or polytopic); the number k of
SYSTEM matrices involved in its definition; and the numbers of ns, ni, no of
states, inputs, and outputs of the system. This information can be optionally
stored in MATLAB variables by providing output arguments.
• pv = psinfo(ps,'par') returns the parameter vector description (for
parameter-dependent systems only).
• sk = psinfo(ps,'sys',k) returns the k-th SYSTEM matrix involved in the
definition of ps. The ranking k is relative to the list of systems syslist used
in psys.
• sys = psinfo(ps,'eval',p) instantiates the system for a given vector p of
parameter values or polytopic coordinates.
For affine parameter-dependent systems defined by the SYSTEM matrices S0,
S1, . . ., Sn, the entries of p should be real parameter values p1, . . ., pn and
the result is the LTI system of SYSTEM matrix
S(p) = S0 + p1S1 + . . .+ pnSn
For polytopic systems with SYSTEM matrix ranging in
Co{S1, . . ., Sn},
the entries of p should be polytopic coordinates p1, . . ., pn satisfying pj Š 0
and the result is the interpolated LTI system of SYSTEM matrix
p1 S1 + … + pn S
S = ---------------------------------------------n-
p1 + … + pn
See Also psys, ltisys
9-91
psys
Purpose 9psys
Specify polytopic or parameter-dependent linear systems
Syntax pols = psys(syslist)

affs = psys(pv,syslist)
Description psys specifies state-space models where the state-space matrices can be
uncertain, time-varying, or parameter-dependent.
Two types of uncertain state-space models can be manipulated in the LMI
Control Toolbox:
• Polytopic systems
E(t) x· = A(t)x + B(t)u
y = C(t)x + D(t)u
whose SYSTEM matrix takes values in a fixed polytope:
 
A ( t ) + jE ( t ) B ( t ) ∈ Co  A 1 + jE 1 B 1 , . . ., A k + jE k B k 
 











C(t) D(t)  C1 D1 Ck Dk 






















 











S(t)






















S1 Sk
where S1, . . ., Sk are given “vertex” systems and
 k k 
 
Co{S1, . . ., Sk} = 

∑ αi Si : αi ≥ 0 , ∑ αi = 1 

i = 1 i=1 
denotes the convex hull of S1, . . ., Sk (polytope of matrices with vertices

S1, . . ., Sk)
• Affine parameter-dependent systems
E(p) x· = A(p)x + B(p)u
9-92
psys
y = C(p)x + D(p)u
where A(.); B(.), . . ., E(.) are fixed affine functions of some vector
p = (p1, . . ., pn) of real parameters, i.e.,
A ( p ) + jE ( p ) B ( p ) =











C(p) D(p)











S(p)
A 0 + jE 0 B 0 A + jE 1 B 1 A + jE n B n
+ p1 1 + . . . + pn n
C0 D0 C1
 D1 Cn Dn

































































S0 S1 Sn
where S0, S1, . . ., Sn are given SYSTEM matrices. The parameters pi can be
time-varying or constant but uncertain.
Both types of models are specified with the function psys. The argument
syslist lists the SYSTEM matrices Si characterizing the polytopic value set or
parameter dependence. In addition, the description pv of the parameter vector
(range of values and rate of variation) is required for affine parameter-
dependent models (see pvec for details). Thus, a polytopic model with vertex
systems S1, . . ., S4 is created by
pols = psys([s1,s2,s3,s4])
while an affine parameter-dependent model with 4 real parameters is defined

by
affs = psys(pv,[s0,s1,s2,s3,s4])
The output is a structured matrix storing all the relevant information.

To specify the autonomous parameter-dependent system
x· = A(p)x, A(p) = A0 + p1A1 + p2A2,
type
s0 = ltisys(a0)
s1 = ltisys(a1,0)
s2 = ltisys(a2,0)
9-93
psys
Do not forget the 0 in the second and third commands. This 0 marks the
independence of the E matrix on p1, p2 . Typing
s0 = ltisys(a0)
s1 = ltisys(a1)
s2 = ltisys(a2)
instead would specify the system

E(p) x· = A(p)x, E(p) = (1+p1 + p2)I, A(p) = A0 +p1A1 +p2A2
See Also psinfo, pvec, aff2pol, ltisys
9-94
pvec
Purpose 9pvec
Specify the range and rate of variation of uncertain or time-varying parameters
Syntax pv = pvec('box',range,rates)
pv = pvec('pol',vertices)
Description pvec is used in conjunction with psys to specify parameter-dependent systems.

Such systems are parametrized by a vector p = (p1, . . ., pn) of uncertain or
time-varying real parameters pi. The function pvec defines the range of values
and the rates of variation of these parameters.
The type 'box' corresponds to independent parameters ranging in intervals
pj ≤ pj ≤ pj
The parameter vector p then takes values in a hyperrectangle of Rn called the

parameter box. The second argument range is an n-by-2 matrix that stacks up
the extremal values p j and p j of each pj. If the third argument rates is
omitted, all parameters are assumed time-invariant. Otherwise, rates is also
an n-by-2 matrix and its j-th row specifies lower and upper bounds ν j and ν j
dp j
on --------
dt
-:
dp j
ν j ≤ -------- ≤ ν j
dt
Set ν j = Inf and ν j = Inf if pj(t) can vary arbitrarily fast or discontinuously.
The type 'pol' corresponds to parameter vectors p ranging in a polytope of the
parameter space Rn. This polytope is defined by a set of vertices V1, . . ., Vn
corresponding to “extremal” values of the vector p. Such parameter vectors are
declared by the command
pv = pvec('pol',[v1,v2, . . ., vn])
where the second argument is the concatenation of the vectors v1,...,vn.

The output argument pv is a structured matrix storing the parameter vector
description. Use pvinfo to read the contents of pv.
Example Consider a problem with two time-invariant parameters

p1 ∈ [–1, 2], p2 ∈ [20, 50]
9-95
pvec
The corresponding parameter vector p = (p1, p2) is specified by

pv = pvec('box',[-1 2;20 50])
Alternatively, this vector can be regarded as taking values in the rectangle

drawn in Figure 9.2. The four corners of this rectangle are the four vectors
       
v1 =  –1  , v2 =  –1 , v3 =  2  , v4 =  2 
 20   50   20   50 
Hence, you could also specify p by

pv = pvec('pol',[v1,v2,v3,v4])
p2
50
20
-1 2 p1
Figure 9-2: Parameter box
See Also pvinfo, psys
9-96
pvinfo
Purpose 9pvinfo
Describe a parameter vector specified with pvec
Syntax [typ,k,nv] = pvinfo(pv)

[pmin,pmax,dpmin,dpmax] = pvinfo(pv,'par',j)
vj = pvinfo(pv,'par',j)
p = pvinfo(pv,'eval',c)
Description pvec retrieves information about a vector p = (p1, . . ., pn) of real parameters
declared with pvec and stored in pv. The command pvinfo(pv) displays the
type of parameter vector ('box' or 'pol'), the number n of scalar parameters,
and for the type 'pol', the number of vertices used to specify the parameter
range.
For the type 'box':
[pmin,pmax,dpmin,dpmax] = pvinfo(pv,'par',j)
returns the bounds on the value and rate of variations of the j-th real
parameter pj. Specifically,
dp j
pmin ≤ p ( t ) ≤ pmax , dpmin ≤ --------- ≤ dpmax
j dt
For the type 'pol':
pvinfo(pv,'par',j)
returns the j-th vertex of the polytope of Rn in which p ranges, while

pvinfo(pv,'eval',c)
returns the value of the parameter vector p given its barycentric coordinates c
with respect to the polytope vertices (V1, . . .,Vk). The vector c must be of length
k and have nonnegative entries. The corresponding value of p is then given by
∑
k
cV
i=1 i i
p = ---------------------------
-
∑i = 1
k
c i
See Also pvec, psys
9-97
quadperf
Purpose 9quadperf
Compute the quadratic H∞ performance of a polytopic or parameter-dependent
system
Syntax [perf,P] = quadperf(ps,g,options)
Description The RMS gain of the time-varying system
E ( t )x· = A ( t )x + B ( t )u, y = C ( t )x + D ( t )u
(9-22)
is the smallest γ > 0 such that
y L2 ≤ γ u L2
(9-23)
for all input u(t) with bounded energy. A sufficient condition for (9-23) is the
existence of a quadratic Lyapunov function
V(x) = xTPx, P>0
such that
dV T 2 T
∀u ∈ L 2 , -------- + y y – γ u u < 0
dt
Minimizing γ over such quadratic Lyapunov functions yields the quadratic H∞

performance, an upper bound on the true RMS gain.
The command
[perf,P] = quadperf(ps)
computes the quadratic H∞ performance perf when (9-22) is a polytopic or

affine parameter-dependent system ps (see psys). The Lyapunov matrix P
yielding the performance perf is returned in P.
The optional input options gives access to the following task and control
parameters:
• If options(1)=1, perf is the largest portion of the parameter box where the
quadratic RMS gain remains smaller than the positive value g (for affine
parameter-dependent systems only). The default value is 0
9-98
quadperf
• If options(2)=1, quadperf uses the least conservative quadratic

performance test. The default is options(2)=0 (fast mode)
• options(3) is a user-specified upper bound on the condition number of P (the
default is 109).
See Also muperf, quadstab, psys
9-99
quadstab
Purpose 9quadstab
Quadratic stability of polytopic or affine parameter-dependent systems
Syntax [tau,P] = quadstab(ps,options)
Description For affine parameter-dependent systems

E(p) x· = A(p)x, p(t) = (p1(t), . . ., pn(t))
or polytopic systems
E(t) x· = A(t)x, (A, E) ∈ Co{(A1, E1), . . ., (An, En)},
quadstab seeks a fixed Lyapunov function V(x) = xTPx with P > 0 that
establishes quadratic stability (see “Quadratic Lyapunov Functions” on
page 3-3 for details). The affine or polytopic model is described by ps (see psys).
The task performed by quadstab is selected by options(1):
• if options(1)=0 (default), quadstab assesses quadratic stability by solving

the LMI problem
Minimize τ over Q = QT such that
ATQE + EQAT < τI for all admissible values of (A, E)
Q>I
The global minimum of this problem is returned in tau and the system is
quadratically stable if tau < 0
• if options(1)=1, quadstab computes the largest portion of the specified
parameter range where quadratic stability holds (only available for affine
models). Specifically, if each parameter pi varies in the interval
pi ∈ [pi0 – δi, pi0 + δi],
quadstab computes the largest θ > 0 such that quadratic stability holds over
the parameter box
pi ∈ [pi0 – θδi, pi0 + θδi]
This “quadratic stability margin” is returned in tau and ps is quadratically
stable if tau Š 1.
Given the solution Qopt of the LMI optimization, the Lyapunov matrix P is
–1
given by P = Q opt . This matrix is returned in P.
9-100
quadstab
Other control parameters can be accessed through options(2) and

options(3):
• if options(2)=0 (default), quadstab runs in fast mode, using the least

expensive sufficient conditions. Set options(2)=1 to use the least
conservative conditions
• options(3) is a bound on the condition number of the Lyapunov matrix P.
The default is 109.
Example See “Example 3.1” on page 3-7 and “Example 3.2” on page 3-8.
See Also pdlstab, mustab, decay, quadperf, psys
9-101
ricpen
Purpose 9ricpen
Solve continuous-time Riccati equations (CARE)
Syntax X = ricpen(H,L)
[X1,X2] = ricpen(H,L)
Description This function computes the stabilizing solution X of the Riccati equation
T T T T –1 T T
A XE + E XA + E XFXE – ( E XB + S )R ( B XE + S ) + Q = 0
(9-24)

of the associated Hamiltonian pencil
A F E 0 0B
H – λL = –Q –A –S – λ 0 ET 0
T
T T 0 0 0
S B R
The matrices H and L are specified as input arguments. For solvability, the
pencil H – λL must have no finite generalized eigenvalue on the imaginary
axis.
When called with two output arguments, ricpen returns two matrices X1, X2
X1 –1
such that has or thonormal columns, and X = X2 X 1 is the stabilizing
X2
solution of (9-24).
If X1 is invertible, the solution X is returned directly by the syntax
X = ricpen(H,L).
ricpen is adapted from care and implements the generalized Schur method for
solving CAREs.
Reference Laub, A. J., “A Schur Method for Solving Algebraic Riccati Equations,” IEEE
Trans. Aut. Contr., AC–24 (1979), pp. 913–921.
1754.
9-102
ricpen
See Also care, dricpen
9-103
sadd
Purpose 9sadd
Parallel interconnection of linear systems
Syntax sys = sadd(g1,g2,...)
Description sadd forms the parallel interconnection
G1
+
G2
. . .
+
Gn
+
of the linear systems G1, . . ., Gn. The arguments g1, g2,... are either SYSTEM
matrices (dynamical systems) or constant matrices (static gains). In addition,
one (and at most one) of these systems can be polytopic or parameter-
dependent, in which case the resulting system sys is of the same nature.
In terms of transfer functions, sadd performs the sum
G(s) = G1(s) + G2(s) + . . .+ Gn(s)
See Also smult, sdiag, sloop, ltisys
9-104
sbalanc
Purpose 9sbalanc
Numerically balance the state-space realization of a linear system
Syntax [a,b,c] = sbalanc(a,b,c,condnbr)

sys = sbalanc(sys,condnbr)
Description sbalanc computes a diagonal invertible matrix T that balances the state-space
realization (A, B, C) by reducing the magnitude of the off-diagonal entries of A
and by scaling the norms of B and C. The resulting realization is of the form
(T –1AT, T–1B, CT)
The optional argument condnbr specifies an upper bound on the condition
number of T. The default value is 108.
Example Computing a realization of

2
s +s+1
W ( s ) = --------------------------
2
( s + 500 )
with the function tf2ss yields

[a,b,c,d]=tf2ss([1 1 1],[1 1000 500^2])
a =
-1000 -250000
1 0
b =
1
0
c =
-999 -249999
d =
1
To reduce the numerical range of this data and improve numerical stability of
subsequent computations, you can balance this realization by
[a,b,c]=sbalanc(a,b,c)
a =
-1000.00 -3906.25
64.00 0
9-105
sbalanc
b =
64.00
0
c =
-15.61 -61.03
See Also ltisys
9-106
sconnect
Purpose 9sconnect
Specify general control structures or system interconnections
Syntax [P,r] = sconnect(inputs,outputs,Kin,G1in,g1,G2in,g2,...)
Description sconnect is useful in loop-shaping problems to turn general control structures

into the standard linear-fractional interconnection used in H∞ synthesis. In
this context, sconnect returns:
• The SYSTEM matrix P of the standard H∞ plant P(s)

• The vector r = [p2 m2] where p2 and m2 are the number of input and outputs
of the controller, respectively.
More generally, sconnect is useful to specify complex interconnections of LTI

systems (see Example 1 below).
General control loops or system interconnections are described in terms of
signal flows. Specifically, you must specify
• The exogenous inputs, i.e., what signals enter the loop or interconnection
• The ouput signals, i.e., the signals generated by the loop or interconnection
• How the inputs of each dynamical system relate to the exogenous inputs and
to the outputs of other systems.
The outputs of a system of name G are collectively denoted by G. To refer to

particular outputs, e.g., the second and third, use the syntax G(2:3).
The arguments of sconnect are as follows:
• The first argument inputs is a string listing the exogenous inputs. For
instance, inputs='r(2), d' specifies two inputs, a vector r of size 2 and a
scalar input d
• The second argument outputs is a string listing the outputs generated by the
control loop. Outputs are defined as combinations of the exogenous inputs
and the outputs of the dynamical systems. For instance, outputs='e=r-S;
S+d' specifies two outputs e = r – y and y + d where y is the output of the
system of name S.
• The third argument Kin names the controller and specifies its inputs. For
instance, Kin='K:e' inserts a controller of name K and input e. If no name is
specified as in Kin='e', the default name K is given to the controller.
9-107
sconnect
• The remaining arguments come in pairs and specify, for each known LTI
system in the loop, its input list Gkin and its SYSTEM matrix gk. The input list
is a string of the form
system name : input1 ; input2 ; ... ; input n
For instance, G1in='S: K(2);d' inserts a system called S whose inputs
consist of the second output of the controller K and of the input signal d.
Note that the names given to the various systems are immaterial provided that
they are used consistently throughout the definitions.
Remark One of the dynamical systems can be polytopic or affine parameter-dependent.

In this case, sconnect always returns a polytopic model of the interconnection.
Example 1
y
r 1 1
s+1 s+2
This simple example illustrates the use of sconnect to compute

interconnections of systems without controller. The SYSTEM matrix of this
series interconnection is returned by
sys1 = ltisys('tf',1,[1 1])
sys2 = ltisys('tf',[1 0],[1 2])
S = sconnect('r','S2',[],'S1:r',sys1,'S2:S1',sys2)
Note that inputK is set to [] to mark the absence of controller. The same result
would be obtained with
S = smult(sys1,sys2)
9-108
sconnect
Example 2
r + e u y
1
C(s)
− s+1
The standard plant associated with this simple tracking loop is given by
g = ltisys('tf',1,[1 1])
P = sconnect('r','y=G','C:r-y','G:C',g)
Example 3
W1 z1 W2 z2 Wd d
+
+ e +
r W3 z3
K G
−
+
+
Wn n
If the SYSTEM matrices of the system G and filters W1, W2, W3, Wd, Wn are stored
in the variables g, w1, w2, w3, wd, wn, respectively, the corresponding
standard plant P(s) is formed by
inputs = 'r;n;d'
outputs = 'W1;W2;W3'
Kin = 'K: e=r-y-Wn'
W3in = 'W3: y=G+Wd'
9-109
sconnect
[P,r] = sconnect(inputs,outputs,Kin,'G:K',g,'W1:e',w1,...
'W2:K',w2,W3in,w3,'Wd:d',wd,'Wn:n',wn)
See Also ltisys, slft, ssub, sadd, smult
9-110
sderiv
Purpose 9sderiv
Apply proportional-derivative action to some inputs/outputs of an LTI system
Syntax dsys = sderiv(sys,chan,pd)
Description sderiv multiplies selected inputs and/or outputs of the LTI system sys by the
proportional-derivator ns + d. The coefficients n and d are specified by setting
pd = [n , d]
The second argument chan lists the input and output channels to be filtered by
ns + d. Input channels are denoted by their ranking preceded by a minus sign.
On output, dsys is the SYSTEM matrix of the corresponding interconnection. An
error is issued if the resulting system is not proper.
Example Consider a SISO loop-shaping problem where the plant P(s) has three outputs
corresponding to the transfer functions S, KS, and T . Given the shaping filters
1
w1(s) = --- , w2(s) = 100, w3(s) = 1 + 0.01s,
s
the augmented plant associated with the criterion
 w S 
 1 
 w KS 
 2 
 w T 
 3  ∞
is formed by
w1 = ltisys('tf',1,[1 0])
w2 = 100
paug = smult(p,sdiag(w1,w2,1))
paug = sderiv(paug,3,[0.01 1])
This last command multiplies the third output of P by the filter w3.
See Also ltisys, magshape
9-111
sdiag
Purpose 9sdiag
Append (concatenate) linear systems
Syntax g = sdiag(g1,g2,...)
Description sdiag returns the system obtained by stacking up the inputs and outputs of the
systems g1,g2,... as in the diagram.
u1 y1
G1
u ... y
yn
un
Gn
If G1(s),G2 (s), . . . are the transfer functions of g1,g2,..., the transfer function
of g is
 G (s) 0 0 
 1 
G(s) =  0 G2 ( s ) 0 
 
 0 0 
...
The function sdiag takes up to 10 input arguments. One (and at most one) of
the systems g1,g2,... can be polytopic or parameter-dependent, in which case
g is of the same nature.
9-112
sdiag
Example Let p be a system with two inputs u1, u2 and three outputs y1 , y2 , y3. The
augmented system
y1
w1
u1 y˜1
y2
P w2 y˜2
u2
y˜3
y3
w3
Paug
with weighting filters

1 100s
w1(s) = --- , w2(s) = 10, w3(s) = -------------------
s s + 100
is created by the commands
w1 = ltisys('tf',1,[1 0])
w3 = ltisys('tf',[100 0],[1 100])
paug = smult(p,sdiag(w1,10,w3))
See Also ltisys, ssub, sadd, smult, psys
9-113
setlmis
Purpose 9setlmis
Initialize the description of an LMI system
Syntax setlmis(lmi0)
Description Before starting the description of a new LMI system with lmivar and lmiterm,
type
setlmis([])
to initialize its internal representation.

To add on to an existing LMI system, use the syntax
setlmis(lmi0)
where lmi0 is the internal representation of this LMI system. Subsequent

lmivar and lmiterm commands will then add new variables and terms to the
initial LMI system lmi0.
See Also getlmis, lmivar, lmiterm, newlmi
9-114
setmvar
Purpose 9setmvar
Instantiate a matrix variable and evaluate all LMI terms involving this matrix
variable
Syntax newsys = setmvar(lmisys,X,Xval)
Description setmvar sets the matrix variable X with identifier X to the value Xval. All terms
involving X are evaluated, the constant terms are updated accordingly, and X
is removed from the list of matrix variables. A description of the resulting LMI
system is returned in newsys.
The integer X is the identifier returned by lmivar when X is declared.
Instantiating X with setmvar does not alter the identifiers of the remaining
matrix variables.
The function setmvar is useful to freeze certain matrix variables and optimize
with respect to the remaining ones. It saves time by avoiding partial or
complete redefinition of the set of LMI constraints.
Example Consider the system

x· = Ax + Bu
and the problem of finding a stabilizing state-feedback law u = Kx where K is
an unknown matrix.
By the Lyapunov Theorem, this is equivalent to finding P > 0 and K such that
(A + BK)P + P(A + BK)T + I < 0.
With the change of variable Y := KP, this condition reduces to the LMI
AP + PAT + BY + YTBT + I < 0.
This LMI is entered by the commands
n = size(A,1) % number of states
ncon = size(B,2) % number of inputs
setlmis([])
P = lmivar(1,[n 1]) % P full symmetric
Y = lmivar(2,[ncon n]) % Y rectangular
lmiterm([1 1 1 P],A,1,'s') % AP+PA'
9-115
setmvar
lmiterm([1 1 1 Y],B,1,'s') % BY+Y'B'

lmiterm([1 1 1 0],1) % I
lmis = getlmis
To find out whether this problem has a solution K for the particular Lyapunov
matrix P = I, set P to I by typing
news = setmvar(lmis,P,1)
The resulting LMI system news has only one variable Y = K. Its feasibility is
assessed by calling feasp:
[tmin,xfeas] = feasp(news)
Y = dec2mat(news,xfeas,Y)
The computed Y is feasible whenever tmin < 0.
See Also evallmi, delmvar
9-116
showlmi
Purpose 9showlmi
Return the left- and right-hand sides of an LMI after evaluation of all variable
terms
Syntax [lhs,rhs] = showlmi(evalsys,n)
Description For given values of the decision variables, the function evallmi evaluates all
variable terms in a system of LMIs. The left- and right-hand sides of the n-th
LMI are then constant matrices that can be displayed with showlmi. If evalsys
is the output of evallmi, the values lhs and rhs of these left- and right-hand
sides are given by
[lhs,rhs] = showlmi(evalsys,n)
An error is issued if evalsys still contains variable terms.
Example See the description of evallmi.
See Also evallmi, setmvar
9-117
sinfo
Purpose 9sinfo
Return the number of states, inputs, and outputs of an LTI system
Syntax sinfo(sys)
[ns,ni,no] = sinfo(sys)
Description For a linear system

E x· = Ax + Bu
y = Cx + Du
specified in the SYSTEM matrix sys, sinfo returns the order ns of the system
(number of states) and the numbers ni and no of its inputs and outputs,
respectively. Note that ns, ni, and no are the lengths of the vectors x, u, y,
respectively.
Without output arguments, sinfo displays this information on the screen and
also indicates whether the system is in descriptor form (E ¦ I) or not.
See Also ltisys, ltiss, psinfo
9-118
sinv
Purpose Compute the inverse G(s)–1, if it exists, of a system G(s)

9sinv
Syntax h = sinv(g)
Description Given a system g with transfer function

G(s) = D + C(sE – A)–1B
with D square and invertible, sinv returns the inverse system with transfer
function H(s) = G(s)–1. This corresponds to exchanging inputs and outputs:
y = G(s)u ⇔ u = H(s)y
See Also ltisys, sadd, smult, sdiag
9-119
slft
Purpose 9slft
Form the linear-fractional interconnection of two time-invariant systems
(Redheffer’s star product)
Syntax sys = slft(sys1,sys2,udim,ydim)
Description slft forms the linear-fractional feedback interconnection

w1 z1
sys1
u y
sys2
w2 z2
of the two systems sys1 and sys2 and returns a realization sys of the
 w  
z 
closed-loop transfer function from  1  to  1  . The optional arguments
 w2   z2 
udim and ydim specify the lengths of the vectors u and y. Note that u enters
sys1 while y is an output of this system.When udim and ydim are omitted, slft
forms one of the two interconnections:
9-120
slft
w1 z1
sys1
u y
sys2
or
u y
sys1
z2 w2
sys2
depending on which system has the larger number of inputs/outputs. An error

is issued if neither of these interconnections can be performed.
slft also performs interconnections of polytopic or affine
parameter-dependent systems. An error is issued if the result is neither
polytopic nor affine parameter-dependent.
9-121
slft
Example Consider the interconnection
∆(s)
w
P(s) z
u y
K(s)
where ∆(s), P(s), K(s) are LTI systems. A realization of the closed-loop transfer
function from w to z is obtained as
clsys = slft(delta,slft(p,k))
or equivalently as
clsys = slft(slft(delta,p),k)
See Also ltisys, sloop, sconnect
9-122
sloop
Purpose 9sloop
Form the feedback interconnection of two systems
Syntax sys = sloop(g1,g2,sgn)
Description sloop forms the interconnection
r + y
G1
sgn
G2
The output sys is a realization of the closed-loop transfer function from r to y.

The third argument sgn specifies either negative feedback (sgn = 1) or
positive feedback (sgn = +1). The default value is 1.
In terms of the transfer functions G1(s) and G2(s), sys corresponds to the
transfer function (I – εG1G2)–1G1 where ε =sgn.
Example The closed-loop transfer function from r to y in
r + y
1/(s+1)
−
1/s
is obtained by
sys = sloop( ltisys('tf',1,[1 1]) , ltisys('tf',1,[1 0]))
[num,den] = ltitf(sys)
num =
9-123
sloop
0 1.00 0.00
den =
1.00 1.00 1.00
See Also ltisys, slft, sconnect
9-124
smult
Purpose 9smult
Series interconnection of linear systems
Syntax sys = smult(g1,g2,...)
Description smult forms the series interconnection
u y
G1 G2 ........ Gn
The arguments g1, g2,... are SYSTEM matrices containing the state-space
data for the systems G1, . . ., Gn. Constant matrices are also allowed as a
representation of static gains. In addition, one (and at most one) of the input
arguments can be a polytopic or affine parameter-dependent model, in which
case the output sys is of the same nature.
In terms of transfer functions, this interconnection corresponds to the product
G(s) = Gn(s) × . . . × G1(s)
Note the reverse order of the terms.
Example Consider the interconnection
Wi(s) G Wo(s)
where Wi(s), W0(s) are given LTI filters and G is the affine
x· = θ1x + u
y = x – θ 2u
parametrized by θ1, θ2. The parameter-dependent system defined by this
interconnection is returned by
9-125
smult
sys = smult(wi,g,w0)
While the SYSTEM matrices wi and w0 are created with ltisys, the
parameter-dependent system g should be specified with psys.
See Also sadd, sdiag, sloop, slft, ltisys
9-126
splot
Purpose 9splot
Plot the various frequency and time responses of LTI systems
Syntax splot(sys,type,xrange)
splot(sys,T,type,xrange)
Description The first syntax is for continuous-time systems

E x· = Ax + Bu
y = Cx + Du
The first argument sys is the SYSTEM matrix representation of a system. The
optional argument xrange is a vector of frequencies or times used to control the
x-axis and the number of points in the plot. Finally, the string type consists of
the first two characters of the diagram to be plotted. Available choices include:
Frequency Response
type plot
'bo' Bode plot

'sv' Singular value plot
'ny' Nyquist plot
'li' lin-log Nyquist plot
'ni' Black/Nichols chart
Time Response
type plot
'st' Step response

'im' Impulse response
'sq' Response to a square signal
'si' Response to a sinusoidal signal
9-127
splot
The syntax splot(sys,T,type,xrange) is used for discrete-time systems, in

which case T is the sampling period in seconds.
Remark The Control System Toolbox is needed to run splot.
Example Consider the third-order SISO system with transfer function

1
G ( s ) = -----------------------------------------------
2
s ( s + 0.001s + 1 )
To plot the Nyquist diagram of the frequency response G(jω), type

g = ltisys('tf',1,[1 0.001 1 0])
splot(g,'ny')
The resulting plot appears in Figure 9-3. Due to the integrator and poor
damping of the natural frequency at 1 rd/s, this plot is not very informative. In
such cases, the lin-log Nyquist plot is more appropriate. Given the gain/phase
decomposition
G(jω) = γ(ω)ejφ(ω)
of the frequency response, the lin-log Nyquist plot is the curve described by
x = ρ(ω) cos ϕ(ω), y = ρ(ω) sin ϕ(ω)
where
 γω if γω ≥ 1
p( ω) = 
 1 + log 10 γω if γω > 1
This plot is drawn by the command

splot(g,'li')
and appears in Figure 9-4. The resulting aspect ratio is more satisfactory
thanks to the logarithmic scale for gains larger than one. A more complete
contour is drawn in Figure 9-5 by
splot(g,'li',logspace(-3,2))
9-128
splot
Figure 9-3: splot(g,'ny')
Figure 9-4: splot(g,'li')
9-129
splot
Figure 9-5: splot(g,'li',logspace(-3,2))
See Also ltisys, bode, nyquist, sigma, step, impulse
9-130
spol
Purpose 9spol
Return the poles of an LTI system
Syntax poles = spol(sys)
Description The function spol computes the poles of the LTI system of SYSTEM matrix sys.
If (A, B, C, D, E) denotes the state-space realization of this system, the poles
are the generalized eigenvalues of the pencil (A, E) in general, and the
eigenvalues of A when E = I.
See Also ltisys, ltiss
9-131
sresp
Purpose 9sresp
Frequency response of a continuous-time system
Syntax resp = sresp(sys,f)
Description Given a continuous-time system G(s) of realization (A, B, C, D, E), sresp

computes its frequency response
G(jω) = D + C(jωE – A)–1B
at the frequency ω = f. The first input sys is the SYSTEM matrix of G.
See Also ltisys, splot, spol
9-132
ssub
Purpose 9ssub
Select particular inputs and outputs in a MIMO system
Syntax subsys = ssub(sys,inputs,outputs)
Description Given an LTI or polytopic/parameter-dependent system sys, ssub extracts the

subsystem subsys mapping the inputs selected by inputs to the outputs
selected by outputs. The resulting subsystem has the same number of states
as sys even though some of these states may no longer be
controllable/observable from the remaining inputs and outputs.
Example If p is a system with 3 inputs and 6 outputs, a realization of the transfer

function from the input channels 1,3 to the output channels 4,5,6 is obtained
as:
ssub(p,[1,3],4:6)
The second and third arguments are the vectors of indices of the selected
inputs/outputs. Inputs and outputs are labeled 1,2,3,... starting from the top of
the block diagram:
u1 y1
y2
u2 y3
P
y4
u3 y5
y6
See Also ltisys, psys
9-133
ublock
Purpose 9ublock
Specify the characteristics of an uncertainty block
Syntax block = ublock(dims,bound,type)
Description ublock is used to describe individual uncertainty blocks ∆i in a block-diagonal

uncertainty operator
∆ = diag(∆1, . . ., ∆n)
Such operators arise in the linear-fractional representation of uncertain
dynamical systems (see “How to Derive Such Models” on page 2-23).
The first argument dims specifies the dimensions of ∆i. Set dim = [m,n] if ∆i is
m-by-n, i.e., has m outputs and n inputs. The second argument bound contains
the quantitative information about the uncertainty (norm bound or sector
bounds). Finally, type is a string specifying the dynamical and structural
characteristics of ∆i.
The string type consists of one- or two-letter identifiers marking the
uncertainty block properties. Characteristic properties include:
• The dynamical nature: linear time invariant ('lti'), linear time varying
('ltv'), nonlinear memoryless ('nlm'), or arbitrary nonlinear ('nl'). The
default is 'lti'
• The structure: 'f' for full (unstructured) blocks and 's' for scalar blocks of
the form
∆i = δi x Iri
Scalar blocks often arise when representing parameter uncertainty. They
are also referred to as repeated scalars. The default is 'f'
• The phase information: the block can be complex-valued ('c') or real-valued
('r'). Complex-valued means arbitrary phase. The default is 'c'.
For instance, a real-valued time-varying scalar block is specified by setting

type = 'tvsr'. The order of the property identifiers is immaterial.
Finally, the quantitative information can be of two types:
• Norm bound: here the second argument bound is either a scalar β for uniform
bounds,
9-134
ublock
||∆||∞ < β,
or a SISO shaping filter W(s) for frequency-weighted bounds ||W –1∆||∞ < 1,
that is,
σmax(∆(jω)) < |W(jω)| for all ω
• Sector bounds: set bound = [a b] to indicate that the response of ∆(.) lies in
the sector {a, b}. Valid values for a and b include Inf and Inf.
Example See the example on p. 2-25 of this manual.
See Also udiag, uinfo, slft, aff2lft
9-135
udiag
Purpose 9udiag
Form block-diagonal uncertainty structures
Syntax delta = udiag(delta1,delta2,....)
Description The function udiag appends individual uncertainty blocks specified with
ublock and returns a complete description of the block-diagonal uncertainty
operator
∆ = diag(∆1, ∆2, . . .)
The input arguments delta1, delta2,... are the descriptions of ∆1, ∆2, . . . .
If udiag is called with k arguments, the output delta is a matrix with k
columns, the k-th column being the description of ∆k.
See Also ublock, udiag, slft, aff2lft
9-136
uinfo
Purpose 9uinfo
Display the characteristics of a block-diagonal uncertainty structure
Syntax uinfo(delta)
Description Given the description delta of a block-diagonal uncertainty operator

∆ = diag(∆1, . . ., ∆n).
as returned by ublock and udiag, the function uinfo lists the characteristics of
each uncertainty block ∆i.
See Also ublock, udiag
9-137
uinfo
9-138

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support@mathworks.com Technical support

The MathWorks, Inc. Mail

LMI Control Toolbox User’s Guide

About the Authors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii

Toolbox Features . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-3

LMIs and LMI Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1-4

Further Mathematical Background . . . . . . . . . . . . . . . . . . . . . 1-9

Uncertain Dynamical Systems

Time and Frequency Response Plots . . . . . . . . . . . . . . . . . . . 2-6

Interconnections of Linear Systems . . . . . . . . . . . . . . . . . . . . 2-9

Uncertain State-Space Models . . . . . . . . . . . . . . . . . . . . . . . . . 2-14

Linear-Fractional Models of Uncertainty . . . . . . . . . . . . . . . 2-23

Parameter-Dependent Lyapunov Functions . . . . . . . . . . . . 3-12

The Popov Criterion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3-24

Pole Placement in LMI Regions . . . . . . . . . . . . . . . . . . . . . . . . 4-5

LMI Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-7

The Function msfsyn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-11

Design Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4-13

Multi-Objective H∞ Synthesis . . . . . . . . . . . . . . . . . . . . . . . . . 5-15

The Loop-Shaping Methodology . . . . . . . . . . . . . . . . . . . . . . . . 6-3

Design Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-5

Specification of the Shaping Filters . . . . . . . . . . . . . . . . . . . . 6-10

Specification of the Control Structure . . . . . . . . . . . . . . . . . 6-14

Controller Synthesis and Validation . . . . . . . . . . . . . . . . . . . 6-16

Practical Considerations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6-18

Loop Shaping with Regional Pole Placement . . . . . . . . . . . 6-19

Robust Gain-Scheduled Controllers

Synthesis of Gain-Scheduled H• Controllers . . . . . . . . . . . . . 7-7

Simulation of Gain-Scheduled Control Systems . . . . . . . . . . 7-9

Design Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7-10

The LMI Lab

Overview of the LMI Lab . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-6

Specifying a System of LMIs . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-8

Retrieving Information . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-21

LMI Solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-22

From Decision to Matrix Variables and Vice Versa . . . . . . 8-28

Validating Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-29

Modifying a System of LMIs . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-30

Advanced Topics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8-33

H∞ Control and Loop Shaping . . . . . . . . . . . . . . . . . . . . . . . . . . 9-6

LMI Lab: Specifying and Solving LMIs . . . . . . . . . . . . . . . . . . 9-7

LMI Lab: Additional Facilities . . . . . . . . . . . . . . . . . . . . . . . . . . 9-8

About the Authors

Toolbox Features . . . . . . . . . . . . . . . . . . 1-3

LMIs and LMI Problems . . . . . . . . . . . . . . . 1-4

Further Mathematical Background . . . . . . . . . 1-9

Linear Matrix Inequalities

• A variety of design specifications and constraints can be expressed as LMIs.

• For users mainly interested in applying LMI techniques to control design,

The LMI Control Toolbox implements state-of-the-art interior-point LMI

• Specification and manipulation of uncertain dynamical systems (linear-time

LMIs and LMI Problems

• x = (x1, . . . , xN) is a vector of unknown scalars (the decision or optimization

• Its solution set, called the feasible set, is a convex subset of RN

Convexity has an important consequence: even though (1-1) has no analytical

where diag (A1(x), . . . , AK(x)) denotes the block-diagonal matrix with

where the unknown X is a symmetric matrix. Defining x1, . . . , xN as the

The Three Generic LMI Problems