Hello, I’m new with CVX.

Itry to find positive matrix P, to use a common Lyapunov function for a family of linear time-varying system.

A matix is \begin{pmatrix} -1 & \alpha \\\alpha & -2 \end{pmatrix}, where |\alpha(t)|\leq1.

Here is my script:

cvx_begin

variable P(2, 2) symmetric

variable alpha_var

A = [-1, alpha_var; alpha_var, -2];

variable lambda

minimize(lambda)

subject to

abs(alpha_var) <= 1

A’P + PA + lambda*P <= 0;

P >= 0; % ensure P is positive definite

cvx_end

I go the following error:

Error using *

Disciplined convex programming error:

Only scalar quadratic forms can be specified in CVX

Thanks!