Optimal and Robust Control

Knowledge (I memorize and understand)

• Explain the concept of Linear Matrix Inequality (LMI). Characterize the feasible set of such inequalitiy(-ies). In particular, is the feasible set convex? Show a few simple examples of an LMI from linear algebra or control theory.
• Explain the concept of semidefinite programming (SDP). Show a few simple examples from linear algebra or control theory.

Skills (I can use the knowledge to solve a problem)

• Express a given simple linear-algebraic or control-theoretic problem as an LMI (or, generally, semidefinite program) and solve the optimization problem in Matlab (using Yalmip or another).