Convex Optimization Algorithm of Impulse-Peak Gain Based on LMIs and GEVP

Gain of input-output is an important robust performance of dynamical systems. Impulse-peak gain can be described as the peak (maximum amplitude of system output) under unit impulse input. This paper focuses on the computation of impulse-peak gain based on Lyapunov stability theory and LMI (linear matrix inequality). A necessary and sufficient convex condition is proposed by solving GEVP (generalized eigenvalue problem). Numerical examples show efficiency of the proposed algorithm.