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Avtomatika i Telemekhanika, 2006, Issue 8, Pages 92–111
(Mi at1224)
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This article is cited in 96 scientific papers (total in 96 papers)
Adaptive and Robust Systems
Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems
I. G. Vladimirova, Ph. Diamondb, P. E. Kloedenc a Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia
b Department of Mathematics, University of Queensland, Brisbane, Australia
c Department of Mathematics, J.-W. Goethe University, Frankfurt am Main, Germany
Abstract:
We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its $a$-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.
Citation:
I. G. Vladimirov, Ph. Diamond, P. E. Kloeden, “Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems”, Avtomat. i Telemekh., 2006, no. 8, 92–111; Autom. Remote Control, 67:8 (2006), 1265–1282
Linking options:
https://www.mathnet.ru/eng/at1224 https://www.mathnet.ru/eng/at/y2006/i8/p92
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