The LMI Approach for Stabilizing of Linear Stochastic Systems

Table 1

Results from 100 runs for each value of 𝑛. 𝑍(1)=𝑍(2)=𝑍(3)=0.6𝐼_𝑛.

𝑛	LMI: (8)			LMI: (13)			LMI: (14)
	m It	av It	𝐸𝑇	m It	av It	𝐸𝑊	m It	av It	𝐸𝑊
8	62	31.0	3.1274𝑒−08	62	31.5	6.9395𝑒−08	42	32.5	6.9395𝑒−08
9	54	34.5	2.7652𝑒−08	56	35.5	1.6774𝑒−08	41	31.3	6.7014𝑒−09
10	49	32.7	1.6131𝑒−08	51	34.2	2.0807𝑒−09	40	32.7	1.1040𝑒−09
11	57	34.5	1.6131𝑒−08	59	36.7	1.4413𝑒−09	46	35.7	8.7308𝑒−10
12	51	33.3	2.2023𝑒−08	53	34.9	4.2220𝑒−09	46	35.7	1.0796𝑒−09
15	47	37.7	2.4223𝑒−08	48	39.1	6.0639𝑒−09	47	34.5	6.0639𝑒−09
20	46	35.3	6.1281𝑒−08	47	35.5	4.9302𝑒−08	36	33.1	4.6979𝑒−08
CPU time for executing for 10 runs
15	59.8 s			61.2 s			39.5 s
20	170.19 s			172.6 s			117.5 s