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Avtomatika i Telemekhanika, 2021, Issue 1, Pages 68–82
DOI: https://doi.org/10.31857/S0005231021010037 (Mi at15654) 		 
This article is cited in 5 scientific papers (total in 5 papers)

Linear Systems

Lemma on boundedness of anisotropic norm for systems with multiplicative noises under a noncentered disturbance

A. V. Yurchenkovab

a Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, 117997 Russia
b Bauman Moscow State Technical University, Moscow, 105005 Russia
Full-text PDF (301 kB) Citations (5)
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DOI: https://doi.org/10.31857/S0005231021010037
Abstract: We consider a linear discrete time-varying system with multiplicative noise acted upon by colored exogenous disturbance with nonzero first moment. Multiplicative noises are modeled in the form of linear combinations of deterministic matrices with pairwise independent random coefficients. For this system, we describe a method, based on a state-space realization, for calculating the anisotropic norm in terms of Riccati equations.
Keywords: multiplicative noise, time-varying system, noncentered disturbance, anisotropy, anisotropic norm.
Funding agency Grant number
Russian Foundation for Basic Research 18-31-00067_мол_а
18-07-00269_а
This work was supported in part by the Russian Foundation for Basic Research, projects nos. 18-31-00067mol_a and 18-07-00269a.
Presented by the member of Editorial Board: B. M. Miller

Received: 23.02.2020
Revised: 10.06.2020
Accepted: 09.07.2020
English version:
Automation and Remote Control, 2021, Volume 82, Issue 1, Pages 51–62
DOI: https://doi.org/10.1134/S0005117921010033
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. V. Yurchenkov, “Lemma on boundedness of anisotropic norm for systems with multiplicative noises under a noncentered disturbance”, Avtomat. i Telemekh., 2021, no. 1, 68–82; Autom. Remote Control, 82:1 (2021), 51–62
Citation in format AMSBIB
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    • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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