transforming the aforementioned optimization problem, subject
to the concurrent satisfaction of the AREs in (8), into an equivalent
LMI-based algorithm, where a set of auxiliary matrices ^P, Y and an
additional variable gðg40Þ have been introduced.
The g variable is used as an upper bound of the cost, or
~ZTð0Þ^P
1
~Zð0Þpg. (12)
Henceforth, the optimal control problem amounts to the minimization
of g subject to the satisfaction of the AREs in (8). The
optimal control du ¼ Sd~Z is encapsulated in the following
formulation which is amenable for solution via classical LMIbased
algorithms. Relying on Schur’s complement (Boyd et al.,
1994), and the introduction of a set of auxiliary matrices ^P, Y and
an additional variable g ðg40Þ the controller computation problem
is transformed to