Convexity property of the one-sided multivariable stability margin

Abstract

In evaluating the stability robustness of multivariable control systems having one-sided parameter uncertainty, a problem that naturally arises is the minimization over diagonal matrices D of the greatest eigenvalue of (e sup D Ae sup -D + (e sup D Ae sup -D)*)/2. The minimization is proved to be convex, thus guaranteeing that every local minimum is also a global minimum and, in theory, guaranteeing the global convergence of generalized gradient nonlinear programming algorithms for computing the minimizing D.