I want to formulate this problem in LMI, so that i can solve using LMIEDIT toolbox of matlab.
Here A and B are system matrix, and deltaA is uncertainty in the A matrix, the value of deltaA is not known, but the maximum bound of deltaA(2-norm) is known i.e. gamma. And i have to design K such that closed loop system is stable. This is a statefeedback problem.
%%% Problem
(A+deltaA+B*K)T*X+X*(A+deltaA+B*K)