Finding C1, C2 and P.
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I have the following inequality
||11(x^2 - y^2) - 10(x^3 - x^3)|| <= L||x - y||
where L is the Lipschitz constant.
Here is a matrix A, which a Jacobian matrix:
A= [-(1 + 0.02 + C1) -1 -1; 1 -0.1 0; C2 0 0]
With another Matrix F containing only the Lipschitz constant L:
L= [L 0 0; 0 0 0; 0 0 0]
I wish to find values of C1 and C2 such that the following linear matrix inequalities exist:
P>0
P(1,1)<= b(where b bounds the following error term ||x -y|| such that ||x - y ||b <= 1. The initial values of x and y are -0.1 and 0.3 respectively.)
[A'P+PA+F'F P; P' -eye(3)]<0
P is a symmetric 3x3 matrix to be determined as well. eye is the identity matrix.
How do I go about this? I've tried using the LMItoolbox as I get it, yet there seems to be a missing line of code on my part.
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2020-1-9
2020-1-9
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