On solving infinite-dimensional Toeplitz Block LMIs

Abstract: This paper focuses on the resolution of infinite-dimensional Toeplitz Block LMIs, which are frequently encountered in the context of stability analysis and control design problems formulated in the harmonic framework. We propose a consistent truncation method that makes this infinite dimensional problem tractable and demonstrate that a solution to the truncated problem can always be found at any order, provided that the original infinite-dimensional Toeplitz Block LMI problem is feasible. Using this approach, we illustrate how the infinite dimensional solution to a Toeplitz Block LMI based convex optimization problem can be recovered up to an arbitrarily small error, by solving a finite dimensional truncated problem. The obtained results are applied to stability analysis and harmonic LQR for linear time periodic (LTP) systems.