The analytic center of LMI's and Riccati equations

Abstract

In this paper we derive formulas for constructing the analytic center of the linear matrix inequality defining a positive (para-hermitian) transfer function. The Riccati equations that are usually associated with such positive transfer functions, are related to boundary points of the convex set. In this paper we show that the analytic center is also described by a closely related equation, and we analyze its spectral properties.