LMIs in Control/Lyapunov Inequality

The System:



\begin{align} \dot x(t)&=Ax(t)\\ x(0)&=x_0 \end{align}$$

The Optimization Problem:

The LMI: The Lyapunov Inequality

\begin{align} \text{Find} \; X:&\\ \begin{bmatrix} X\end{bmatrix}&>0\\ \begin{bmatrix} A^T X+XA\end{bmatrix}&<0 \end{align}$$

Conclusion:

If feasible, System is internally exponentially Stable for any $$ x_0 \in \R^n $$.

Related LMIs: