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]
In mathematics, the Lp spaces are function spaces defined using a natural generalization of the p-norm for finite-dimensional vector spaces. They are sometimes called Lebesgue spaces, named after Henri Lebesgue, although according to the Bourbaki group they were first introduced by Frigyes Riesz.
In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions. One definition is that a random vector is said to be k-variate normally distributed if every linear combination of its k components has a univariate normal distribution. Its importance derives mainly from the multivariate central limit theorem. The multivariate normal distribution is often used to describe, at least approximately, any set of (possibly) correlated real-valued random variables each of which clusters around a mean value.
In mathematics, particularly linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized. This is extremely useful because computations involving a diagonalizable matrix can often be reduced to much simpler computations involving the corresponding diagonal matrix. The concept of diagonalization is relatively straightforward for operators on finite-dimensional vector spaces but requires some modification for operators on infinite-dimensional spaces. In general, the spectral theorem identifies a class of linear operators that can be modeled by multiplication operators, which are as simple as one can hope to find. In more abstract language, the spectral theorem is a statement about commutative C*-algebras. See also spectral theory for a historical perspective.
In the mathematical field of real analysis, the monotone convergence theorem is any of a number of related theorems proving the convergence of monotonic sequences that are also bounded. Informally, the theorems state that if a sequence is increasing and bounded above by a supremum, then the sequence will converge to the supremum; in the same way, if a sequence is decreasing and is bounded below by an infimum, it will converge to the infimum.
In mathematical analysis, Hölder's inequality, named after Otto Hölder, is a fundamental inequality between integrals and an indispensable tool for the study of Lp spaces.
In mathematics, the isoperimetric inequality is a geometric inequality involving the perimeter of a set and its volume. In -dimensional space the inequality lower bounds the surface area or perimeter of a set by its volume ,
In statistics, Cochran's theorem, devised by William G. Cochran, is a theorem used to justify results relating to the probability distributions of statistics that are used in the analysis of variance.
In mathematical statistics, the Fisher information is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.
In probability theory, a Chernoff bound is an exponentially decreasing upper bound on the tail of a random variable based on its moment generating function. The minimum of all such exponential bounds forms the Chernoff or Chernoff-Cramér bound, which may decay faster than exponential. It is especially useful for sums of independent random variables, such as sums of Bernoulli random variables.
In mathematics, mixing is an abstract concept originating from physics: the attempt to describe the irreversible thermodynamic process of mixing in the everyday world: e.g. mixing paint, mixing drinks, industrial mixing.
In the theory of lattices, the dual lattice is a construction analogous to that of a dual vector space. In certain respects, the geometry of the dual lattice of a lattice is the reciprocal of the geometry of , a perspective which underlies many of its uses.
In mathematical optimization, the Karush–Kuhn–Tucker (KKT) conditions, also known as the Kuhn–Tucker conditions, are first derivative tests for a solution in nonlinear programming to be optimal, provided that some regularity conditions are satisfied.
Semidefinite programming (SDP) is a subfield of mathematical programming concerned with the optimization of a linear objective function over the intersection of the cone of positive semidefinite matrices with an affine space, i.e., a spectrahedron.
In control theory, the linear–quadratic–Gaussian (LQG) control problem is one of the most fundamental optimal control problems, and it can also be operated repeatedly for model predictive control. It concerns linear systems driven by additive white Gaussian noise. The problem is to determine an output feedback law that is optimal in the sense of minimizing the expected value of a quadratic cost criterion. Output measurements are assumed to be corrupted by Gaussian noise and the initial state, likewise, is assumed to be a Gaussian random vector.
In convex optimization, a linear matrix inequality (LMI) is an expression of the form
The Kalman–Yakubovich–Popov lemma is a result in system analysis and control theory which states: Given a number , two n-vectors B, C and an n x n Hurwitz matrix A, if the pair is completely controllable, then a symmetric matrix P and a vector Q satisfying
In functional analysis, the dual norm is a measure of size for a continuous linear function defined on a normed vector space.
Baranyi and Yam proposed the TP model transformation as a new concept in quasi-LPV (qLPV) based control, which plays a central role in the highly desirable bridging between identification and polytopic systems theories. It is also used as a TS (Takagi-Sugeno) fuzzy model transformation. It is uniquely effective in manipulating the convex hull of polytopic forms, and, hence, has revealed and proved the fact that convex hull manipulation is a necessary and crucial step in achieving optimal solutions and decreasing conservativeness in modern linear matrix inequality based control theory. Thus, although it is a transformation in a mathematical sense, it has established a conceptually new direction in control theory and has laid the ground for further new approaches towards optimality.
Generalized filtering is a generic Bayesian filtering scheme for nonlinear state-space models. It is based on a variational principle of least action, formulated in generalized coordinates of motion. Note that "generalized coordinates of motion" are related to—but distinct from—generalized coordinates as used in (multibody) dynamical systems analysis. Generalized filtering furnishes posterior densities over hidden states generating observed data using a generalized gradient descent on variational free energy, under the Laplace assumption. Unlike classical filtering, generalized filtering eschews Markovian assumptions about random fluctuations. Furthermore, it operates online, assimilating data to approximate the posterior density over unknown quantities, without the need for a backward pass. Special cases include variational filtering, dynamic expectation maximization and generalized predictive coding.
In computer vision, pattern recognition, and robotics, point-set registration, also known as point-cloud registration or scan matching, is the process of finding a spatial transformation that aligns two point clouds. The purpose of finding such a transformation includes merging multiple data sets into a globally consistent model, and mapping a new measurement to a known data set to identify features or to estimate its pose. Raw 3D point cloud data are typically obtained from Lidars and RGB-D cameras. 3D point clouds can also be generated from computer vision algorithms such as triangulation, bundle adjustment, and more recently, monocular image depth estimation using deep learning. For 2D point set registration used in image processing and feature-based image registration, a point set may be 2D pixel coordinates obtained by feature extraction from an image, for example corner detection. Point cloud registration has extensive applications in autonomous driving, motion estimation and 3D reconstruction, object detection and pose estimation, robotic manipulation, simultaneous localization and mapping (SLAM), panorama stitching, virtual and augmented reality, and medical imaging.