MIMO PID tuning via iterated LMI restriction

We formulate multi-input multi-output proportional integral derivative controller design as an optimization problem that involves nonconvex quadratic matrix inequalities. We propose a simple method that replaces the nonconvex matrix inequalities with a linear matrix inequality restriction, and iterates to convergence. This method can be interpreted as a matrix extension of the convex–concave procedure, or as a particular majorization–minimization method. Convergence to a local minimum can be guaranteed. While we do not know that the resulting controller is globally optimal, the method works well in practice, and provides a simple automated method for tuning multi-input multi-output proportional integral derivative controllers. The method is readily extended in many ways, for example, to the design of more complex, structured controllers.