Anu Kokkarinen: The S-Procedure and the Kalman-Yakubovich-Popov Lemma
Time: Thu 2012-12-20 09.15 - 10.15
Location: Room 31, building 5, Kräftriket, Department of mathematics, Stockholm university
Supervisor: Yishao Zhou
In this paper we study two classical control theory topics: the S-procedure and the Kalman-Yakubovich-Popov Lemma. Using Fenchel duality one can show that the S-procedure is lossless for a class of quadratic functions. We apply this result to derive a convex dual problem for certain non-convex optimization problems. Fenchel duality is also used to prove an extended version of the Kalman-Yakubovich-Popov lemma.