The problem of designing robust active control systems is addressed in this
paper. A variety of active control design problems are formulated as semid
efinite programming (SDP) problems. An SDP problem is a convex optimization
problem, consisting of a linear objective function subject to linear matri
x inequality (LMI) constraints. First, an SDP formulation is presented for
the design of multichannel LMS algorithms with limited-capacity secondary s
ources. Simulations show that this SDP formulation is an order of magnitude
more computationally efficient than the usual non-linear constrained optim
ization formulations. Secondly, the design of robust LMS algorithms is pres
ented as an SDP problem. These algorithms minimize the worst-case control e
rror in the presence of unknown but norm-bounded perturbations on the secon
dary path model and on the primary field. Both the unstructured and structu
red perturbations cases are considered. The resulting controllers are exact
solutions to the robust control design problem, except in the most general
case of structured perturbations when they only minimize an upper bound on
the worst-case residual control error. Thirdly, SDP formulations are propo
sed to compute guaranteed stability limits for the adaptive multiple-channe
l leaky LMS algorithm in the presence of both unstructured and structured p
erturbations on the secondary path. Monte Carlo simulations show that the o
btained stability limits are much more reliable than previously used limits
, based, for example, on the Gershgorin circle theorem. (C) 2001 Academic P
ress.