摘要
随机控制理论中许多重要的问题,都可转化为线性矩阵不等式(LMI)约束的凸优化问题,从而使其在数值上易于求解。本文阐述了线性矩阵不等式方法的基本概念和内容,并介绍了有关算法及计算软件,最后举例说明其在随机不确定系统的鲁棒控制中的应用。
A number of important problems from the stochastic control theory can be reformulated as convex optimization problems with linear matrix inequality （LMI） constraints, so that they will become numerically tractable. In this paper, the basic concept and content of linear matrix inequ-ality are expounded, and the algorithms and softwares for solving LMI problems are introduced. At last, an example in the stochastic uncertain control theory is given to illustrate LMI applicatio-ns.
关键词
随机控制理论
线性矩阵不等式
凸优化
不确定
stochastic control theory
linear matrix inequality
convex optimization
uncertain
作者简介
王平（1982-），男，山东省青岛市人，山东轻工业学院硕士研究生，研究方向：复杂工业过程控制．
