Hello i need help with this error i am working in LQR control by LMI

A1 = [0 0;0 0];%A1

A2 = [0 10*c/a;-5*c/a 0];%A2

A3 = [0 0;0 -10*c/a];%A3

A4 = [0 10*c/a;-5*c/a -10*c/a];%A4

B = [1/(a*Ra) 1/(a*Ra);L/(a*Ra) -L/(a*Ra)];%Bi

alpha = 3;

beta = 0.1;

% تعريف مصفوفات التكلفة

Q = [6 0; 0 9];

R = 1;

% حل معادلة P B R^-1 B^T P = Q يدويًا

%[P, ~, ~] = care(A, B, Q, R);

%[K,p,e] = lqr(A,B,Q,R)

%disp('Matrix P calculated using manual method:');

%disp(P)

%disp('Matrix K calculated using manual method:');

%disp (K)

%% CONTROLLER: LQR via H2 control

P = sdpvar(2,2);

Y = sdpvar(2,2);

E= 1e-6

W001 = sdpvar(2,2);

W002 = sdpvar(2,2);

W003 = sdpvar(2,2);

W004 = sdpvar(2,2);

gamma = 1;

H11 = A1*P + B*W001 + (A1*P + B*W001)' + 2*(alpha)*P;

H12 = [-Y (R^0.5)*W001; ((R^0.5)*W001)' -P];

H13 = trace((Q^0.5)*P*(Q^0.5)') + trace(Y);

H14 = A1*P + B*W001 + (A1*P + B*W001)' + 2*(beta)*P;

H21 = A2*P + B*W002 + (A2*P + B*W002)' + 2*(alpha)*P;

H22 = [-Y (R^0.5)*W002; ((R^0.5)*W002)' -P];

H23 = A2*P + B*W002 + (A2*P + B*W002)' + 2*(beta)*P;

H31 = A3*P + B*W003 + (A3*P + B*W003)' + 2*(alpha)*P;

H32 = [-Y (R^0.5)*W003; ((R^0.5)*W003)' -P];

H33 = A3*P + B*W003 + (A3*P + B*W003)' + 2*(beta)*P;

H41 = A4*P + B*W004 + (A4*P + B*W004)' + 2*(alpha)*P;

H42 = [-Y (R^0.5)*W004; ((R^0.5)*W004)' -P];

H43 = A4*P + B*W004 + (A4*P + B*W004)' + 2*(beta)*P;

F = [P>=0]+[-H11<=0]+[H12<=0]+[H13<=gamma]+[H14<=0]+[-H21<=0]+[H22<=0]+[H23<=0]+[-H31<=0]+...

[H32<=0]+[H33<=0]+[-H41<=0]+[H42<=0]+[H43<=0]...

;

ops = sdpsettings('solver','sedumi');

% ops = sdpsettings('solver','gurobi');

[opt_info] = optimize(F,[],ops);

Pfeasible = value (P);

P_eigs = eig(Pfeasible);

result :

Error using eig

Input matrix contains NaN or Inf.

Error in DYNAMIC2 (line 69)

P_eigs = eig(Pfeasible);

Answer 1

[Abhinaya Kennedy]

It looks like an issue where the matrix "Pfeasible" contains "NaN" or "Inf" values. This happens due to numerical issues or infeasibility in the constraints you've set up in your optimization problem.

1. Check for Feasibility by using "opt_info"
2. Ensure Initial Values: Verify that A1, A2, A3, A4, B, Q, and R are correctly defined and contain no "NaN" or "Inf".
3. Adding a small regularization term to the constraints can help with numerical stability

E = 1e-6 * eye(2); % Small regularization term

4. Check each constraint individually to see which one might be causing the issue.

5.Try using a different solver:

ops = sdpsettings('solver', 'gurobi');
[opt_info] = optimize(F, [], ops);

You can also check out this conversation on the YALMIP Google group for more information: You have NaNs in your constraints! (google.com)