Anisotropic Norm Bounded Real Lemma for Linear Discrete Time Varying Systems
| Autor: | Maximov, Eugene A., Kurdyukov, Alexander P., Vladimirov, Igor G. |
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| Rok vydání: | 2012 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We consider a finite horizon linear discrete time varying system whose input is a random noise with an imprecisely known probability law. The statistical uncertainty is described by a nonnegative parameter a which constrains the anisotropy of the noise as an entropy theoretic measure of deviation of the actual noise distribution from Gaussian white noise laws with scalar covariance matrices. The worst-case disturbance attenuation capabilities of the system with respect to the statistically uncertain random inputs are quantified by the a-anisotropic norm which is an appropriately constrained operator norm of the system. We establish an anisotropic norm bounded real lemma which provides a state-space criterion for the a-anisotropic norm of the system not to exceed a given threshold. The criterion is organized as an inequality on the determinants of matrices associated with a difference Riccati equation and extends the Bounded Real Lemma of the H-infinity-control theory. We also provide a necessary background on the anisotropy-based robust performance analysis. Comment: 7 pages, 1 figure, published in the Proceedings of the 18th IFAC World Congress, 28 August - 2 September 2011, Milano, Italy, pp. 4701-4706 |
| Databáze: | arXiv |
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