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In this paper, we describe sufficient conditions when block-diagonal solutions to Lyapunov and $mathcal{H}_{infty}$ Riccati inequalities exist. In order to derive our results, we define a new type of comparison systems, which are positive and are computed using the state-space matrices of the original (possibly nonpositive) systems. Computing the comparison system involves only the calculation of $mathcal{H}_{infty}$ norms of its subsystems. We show that the stability of this comparison system implies the existence of block-diagonal solutions to Lyapunov and Riccati inequalities. Furthermore, our proof is constructive and the overall framework allows the computation of block-diagonal solutions to these matrix inequalities with linear algebra and linear programming. Numerical examples illustrate our theoretical results.
In this paper, we derive sufficient conditions on drift matrices under which block-diagonal solutions to Lyapunov inequalities exist. The motivation for the problem comes from a recently proposed basis pursuit algorithm. In particular, this algorithm
Output-based controllers are known to be fragile with respect to model uncertainties. The standard $mathcal{H}_{infty}$-control theory provides a general approach to robust controller design based on the solution of the $mathcal{H}_{infty}$-Riccati e
This paper deals with the distributed $mathcal{H}_2$ optimal control problem for linear multi-agent systems. In particular, we consider a suboptimal version of the distributed $mathcal{H}_2$ optimal control problem. Given a linear multi-agent system
We prove an existence result for the principal-agent problem with adverse selection under general assumptions on preferences and allocation spaces. Instead of assuming that the allocation space is finite-dimensional or compact, we consider a more gen
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