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Existence of Continuous or Constant Finsler's Variables for Parameter-Dependent Systems (1711.04570v1)

Published 13 Nov 2017 in math.OC

Abstract: Finsler's lemma is a classic mathematical result with applications in control and optimization. When the lemma is applied to parameter-dependent LMIs, as such those that arise from problems of robust stability, the extra variables introduced by this lemma also become dependent on this parameter. This technical note presents some sufficient conditions which ensure, without losing generality, that these extra variables can assume a simple functional dependence on the parameters as continuity or even independence. The results allow avoiding an unnecessary use of a more functionally complicated parameter-dependent variable that increases the search computational burden without reducing the conservatism of the solution.

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