Computing anisotropic norm of linear discrete-time-invariant system via LMI-based approach

• Autorzy: Tchaikovsky M. M. , Kurdyukov A. P.
• Języki publikacji: EN

Abstrakty

EN

The anisotropic norm of a linear discrete-time-invariant is a measure of system output sensitivity to stationary Gaussian input disturbances with mean anisotropy bounded by some nonnegative parameter. The mean anisotropy characterizes the predictability degree of stochastic signal. The znisotropic norm of a system is an induced norm, which limiting cases are H2- and H∞ norms as α→0 and α→∞, respectively. In [1] a method for numerical computation of the anisotropic norm was proposed. This method involves linked Riccati and Lyapunov equations and associated special type equation. This paper develops a method for computing the anisotropic norm that reduces to finding a strongly rank-minimizing solution of linear matrix inequality and a solution of special type nonlinear algebraic equation.

Słowa kluczowe

EN

differential entropy; anisotropy; induced norm; linear matrix inequality

• Wydawca: Polish Academy of Sciences, Committee of Automatic Control and Robotics
• Czasopismo: Archives of Control Sciences
• Rocznik: 2006
• Tom: Vol. 16, no. 3
• Strony: 257--281
• Opis fizyczny: Bibliogr. 13 poz., rys., tab.

Twórcy

autor

Tchaikovsky M. M.

autor

Kurdyukov A. P.

• Institute of Control Sciences, RAS, Moscow, Russia, 117997, Profsoyuznaya 65,,

Bibliografia

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