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Linear Matrix Inequalities (LMIs)

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Positive definiteness of a Matrix

$K>0\in \mathbb{R}^{n\times n}$, $P>0 \in \mathbb{R}^{n\times n}$ are diagonal positive definite matrices. And $R\geq 0\in \mathbb{R}^{m\times m}$ is positive semi-definite matrix. Let $B\in \mathbb{R …