Anisotropy-based bounded real lemma for discrete-time systems with multiplicative noise

DOI10.1134/S1064562416020204zbMath1341.93106OpenAlexW2400926351WikidataQ125013423 ScholiaQ125013423MaRDI QIDQ2631219

A. Yu. Kustov, A. P. Kurdyukov, A. V. Yurchenkov

Publication date: 29 July 2016

Published in: Doklady Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064562416020204

zbMATH Keywords

bounded real lemmalinear discrete-time systemsanisotropic normmultiplicative noisestochastic robust control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) White noise theory (60H40)

Related Items (6)

Lemma on boundedness of anisotropic norm for systems with multiplicative noises under a noncentered disturbance ⋮ Bounded real lemma for the anisotropic norm of time-invariant systems with multiplicative noises ⋮ The sensor network estimation with dropouts: anisotropy-based approach ⋮ A spectral method of the analysis of linear control systems ⋮ Anisotropy-based controller design for linear discrete-time systems with multiplicative noise ⋮ Anisotropy-based approach to communication tuning for a time-varying sensor network system

Cites Work

• Strict anisotropic norm bounded real lemma in terms of matrix inequalities
• State estimation and control synthesis for discrete linear systems with additive and multiplicative noise
• Solution of the stochastic \(H_{\infty }\)-optimization problem for discrete time linear systems under parametric uncertainty
• A linear quadratic control for discrete systems with random parameters and multiplicative noise and its application to investment portfolio optimization
• Robust stability of linear discrete stationary systems with uncertainty bounded in the anisotropic norm
• \(H_\infty\) control and estimation of state-multiplicative linear systems.
• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
• \(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise

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