T. Holicki | Searcharxiv

arXiv2024

A Unified Non-Strict Finsler Lemma

In this paper, we present a unified general non-strict Finsler lemma. This result is general in the sense that it does not impose any restrictions on the involved matrices and, thereby, it encompasses all existing non-strict versions of Finsler's lemma that do impose such restrictions. To further illustrate its usefulness, we showcase applications of the non-strict Finsler's lemma in deriving a structured solution to a special case of the non-strict projection lemma, and we use the unified non-strict Finsler's lemma to prove a more general version of the matrix Finsler's lemma.

math.OC↗

arXiv2024

The Non-Strict Projection Lemma

The projection lemma (often also referred to as the elimination lemma) is one of the most powerful and useful tools in the context of linear matrix inequalities for system analysis and control. In its traditional formulation, the projection lemma only applies to strict inequalities, however, in many applications we naturally encounter non-strict inequalities. As such, we present, in this note, a non-strict projection lemma that generalizes both its original strict formulation as well as an earlier non-strict version. We demonstrate several applications of our result in robust linear-matrix-inequality-based marginal stability analysis and stabilization, a matrix S-lemma, which is useful in (direct) data-driven control applications, and matrix dilation.

math.OC↗