Finsler's lemma is a mathematical result named after Paul Finsler. It states equivalent ways to express the positive definiteness of a quadratic form Q constrained by a linear form L. Since it is equivalent to another lemmas used in optimization and control theory, such as Yakubovich's S-lemma, [1] Finsler's lemma has been given many proofs and has been widely used, particularly in results related to robust optimization and linear matrix inequalities.
Let x ∈ Rn, and Q ∈ Rn x n and L ∈ Rn x n be symmetric matrices. The following statements are equivalent: [2]
When the matrix L is indefinite, replacing strict inequalities with non-strict ones still maintains the equivalence between the statements of Finsler's lemma. However, if L is not indefinite, additional assumptions are necessary to ensure equivalence between the statements. [3]
In the particular case that L is positive semi-definite, it is possible to decompose it as L = BTB. The following statements, which are also referred as Finsler's lemma in the literature, are equivalent: [4]
There is also a variant of Finsler's lemma for quadratic matrix inequalities, known as matrix Finsler's lemma, which states that the following statements are equivalent for symmetric matrices Q and L belonging to R(l+k)x(l+k): [5] [6]
under the assumption that
and
satisfy the following assumptions:
The equivalence between the following statements is also common on the literature of linear matrix inequalities, and is known as the Projection Lemma (or also as Elimination Lemma): [7]
This lemma generalizes one of the Finsler's lemma variants by including an extra matrix C and an extra constraint involving this extra matrix.
It is interesting to note that if the strict inequalities are changed to non-strict inequalities, the equivalence does not hold anymore: only the second statement imply the first statement. Nevertheless, it still possible to obtain the equivalence between the statements under extra assumptions. [8]
Finsler's lemma also generalizes for matrices Q and B depending on a parameter s within a set S. In this case, it is natural to ask if the same variable μ (respectively X) can satisfy for all (respectively, ). If Q and B depends continuously on the parameter s, and S is compact, then this is true. If S is not compact, but Q and B are still continuous matrix-valued functions, then μ and X can be guaranteed to be at least continuous functions. [9]
The matrix variant of Finsler lemma has been applied to the data-driven control of Lur'e systems [5] and in a data-driven robust linear matrix inequality-based model predictive control scheme. [10]
Finsler's lemma can be used to give novel linear matrix inequality (LMI) characterizations to stability and control problems. [4] The set of LMIs stemmed from this procedure yields less conservative results when applied to control problems where the system matrices has dependence on a parameter, such as robust control problems and control of linear-parameter varying systems. [11] This approach has recently been called as S-variable approach [12] [13] and the LMIs stemming from this approach are known as SV-LMIs (also known as dilated LMIs [14] ).
A nonlinear system has the universal stabilizability property if every forward-complete solution of a system can be globally stabilized. By the use of Finsler's lemma, it is possible to derive a sufficient condition for universal stabilizability in terms of a differential linear matrix inequality. [15]
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