Explicit Expressions and Bounds of Performance and Systemic Risk Measures in Symmetric Linear Systems Driven by Heavy-Tailed Noise

Autor:	Christoforos Somarakis, Yaser Ghaedsharaf, Nader Motee
Rok vydání:	2018
Předmět:	0209 industrial biotechnology Noise 020901 industrial engineering & automation Consensus Exponential stability Computer science 010102 general mathematics Linear system Systemic risk Applied mathematics 02 engineering and technology 0101 mathematics 01 natural sciences
Zdroj:	CDC
DOI:	10.1109/cdc.2018.8618965
Popis:	We consider exponentially stable linear systems subject to heavy-tailed noise. Based on the distributional properties of the output dynamics, we introduce novel performance and risk indexes to evaluate system's response towards the exogenous and/or structural sources of noise. We derive explicit expressions of the aforementioned indexes whenever possible, as well as general spectral-related estimates. We apply the obtained rigorous results to improve systemic performance on a case study of a distributed consensus system.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::fb27e57ae41b93af2e05f2857e2ba116 https://doi.org/10.1109/cdc.2018.8618965 Zobrazit plný text záznamu