Projection onto the Set of Rank-Constrained Structured Matrices for Reduced-Order Controller Design

In this paper, we propose an efficient numerical computation method of reduced-order controller design for linear time-invariant systems. The design problem is described by linear matrix inequalities (LMIs) with a rank constraint on a structured matrix, due to which the problem is non-convex. Instea...

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Bibliographic Details
Main Authors: Masaaki Nagahara, Yu Iwai, Noboru Sebe
Format: Article
Language:English
Published: MDPI AG 2022-09-01
Series:Algorithms
Subjects:
Online Access:https://www.mdpi.com/1999-4893/15/9/322
Description
Summary:In this paper, we propose an efficient numerical computation method of reduced-order controller design for linear time-invariant systems. The design problem is described by linear matrix inequalities (LMIs) with a rank constraint on a structured matrix, due to which the problem is non-convex. Instead of the heuristic method that approximates the matrix rank by the nuclear norm, we propose a numerical projection onto the rank-constrained set based on the alternating direction method of multipliers (ADMM). Then the controller is obtained by alternating projection between the rank-constrained set and the LMI set. We show the effectiveness of the proposed method compared with existing heuristic methods, by using 95 benchmark models from the COMPL<inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mrow></mrow><mi>e</mi></msub></semantics></math></inline-formula>ib library.
ISSN:1999-4893