A nonsmooth Newton method for the design of state feedback stabilizers under structure constraints

Abstract The paper proposes a method for structured state-feedback controllers design for linear time-invariant systems. A necessary and sufficient condition for structured state-feedback stabilizability of linear systems, making an appeal to the linear-quadratic (LQ) regulator theory, is first proposed. The latter is presented in the form of a nonlinear matrix equation. Then, it is recast as a nonsmooth unconstrained equation using projection onto the positive semi-definite matrices cone. Thereby, a nonsmooth Newton’s iterative algorithm, based on the Clarke generalized Jacobian of said projection, is proposed. This method has a guaranteed local convergence. Finally, numerical examples illustrate the effectiveness of the proposed method.

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