IEEE Transactions on Automatic Control, Vol.65, No.7, 3170-3175, 2020
On the Existence of Block-Diagonal Solutions to Lyapunov and H-infinity Riccati Inequalities
In this note, we describe sufficient conditions when block-diagonal solutions to Lyapunov and H-infinity Riccati inequalities exist. In order to derive our results, we define a new type of comparison systems, which are positive and are computed using the state-space matrices of the original (possibly nonpositive) systems. Computing the comparison system involves only the calculation of H-infinity norms of its subsystems. We show that the stability of this comparison system implies the existence of block-diagonal solutions to Lyapunov and Riccati inequalities. Furthermore, our proof is constructive, and the overall framework allows the computation of block-diagonal solutions to these matrix inequalities with linear algebra and linear programming. Numerical examples illustrate our theoretical results.