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arXiv · 2509.23493

Distributionally robust LMI synthesis for LTI systems

Dennis Gramlich·Shuhao Yan·Carsten W. Scherer·Christian Ebenbauer%
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Abstract

This article shows that distributionally robust controller synthesis as investigated in \cite{taskesen2024distributionally} can be formulated as a convex linear matrix inequality (LMI) synthesis problem. To this end, we rely on well-established convexification techniques from robust control. The LMI synthesis problem we propose has the advantage that it can be solved efficiently using off-the-shelf semi-definite programming (SDP) solvers. In addition, our formulation exposes the studied distributionally robust controller synthesis problem as an instance of robust $H_2$ synthesis.

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Dennis Gramlich, Shuhao Yan, Carsten W. Scherer, Christian Ebenbauer%. 2025-09-27. Distributionally robust LMI synthesis for LTI systems. https://arxiv.org/abs/2509.23493

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