Step 1. Set . If there exists an initial feasible solution set satisfying the constraints | (25)-(26), let , . Otherwise, exit. | Step 2. If , go to Step 3 where is the assumed maximum number of iteration. Otherwise, exit. | Step 3. At , obtain the feasible solution set by solving the following LMI problem: | s.t. (25)-(26). | Step 4. Substitute into (15). If (15) holds, stop the algorithm. Otherwise, set , , and go to Step 2. |
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