Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

Vladimirov, I. G., Diamond, P. and Kloeden, P. (2006) Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems. Automation And Remote Control, 67 8: 1265-1282.


Author Vladimirov, I. G.
Diamond, P.
Kloeden, P.
Title Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems
Journal name Automation And Remote Control   Check publisher's open access policy
ISSN 0005-1179
Publication date 2006
Sub-type Article (original research)
DOI 10.1134/S0005117906080066
Volume 67
Issue 8
Start page 1265
End page 1282
Total pages 18
Editor Nikolai Kuznetsov (Editor-in-Chief)
Place of publication USA
Publisher M A I K Nauka - Interperiodica
Collection year 2006
Language eng
Subject C1
230199 Mathematics not elsewhere classified
780101 Mathematical sciences
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.
Keyword Automation & Control Systems
Instruments & Instrumentation
H-infinity-optimization
Mixed H2
Objectives
Q-Index Code C1

Document type: Journal Article
Sub-type: Article (original research)
Collections: 2007 Higher Education Research Data Collection
School of Physical Sciences Publications
 
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Created: Wed, 15 Aug 2007, 10:28:34 EST