H-infinity filtering in YALMIP

[muhammad Atif]

Can anybody help me to design this H-infinity filtering problem in YALMIP Matlab. any reference or related coding examples. Thanks in advance

[Johan Löfberg]

Where are you stuck? it looks pretty basic

https://yalmip.github.io/tutorial/basics/

https://yalmip.github.io/tutorial/semidefiniteprogramming/

only important thing is to replace gamma^2 with a new variable to make it linear

[Johan Löfberg]

You re not setting up an LMI as you appear to think.

You have bilinear stuff in Sys1 and Sys2  coming for instance from the product Bf'*P12

>> D'*Bf1'*P12

Bilinear matrix variable 1x4 (full, real, 14 variables)

Coeffiecient range: 0.1 to 0.1

Hence, you cannot solve this problem (bilinear semidefinite programming is much much harder than linear, and there is basically no tractable way to solve them unless you develop your own dedicated solver).

BTW, once you actually want to solve a linear SDP, install a better SDP solver and don't use lmilab.Best you can do is to install mosek.