Anisotropy-Based Controller Design for Linear Discrete-Time Systems with Multiplicative Noise

Resumo

This paper extends anisotropy-based control theory methods to the class of linear discrete-time systems with multiplicative noise, which involves an informational criterion to describe the stochastic uncertainty of an external disturbance. An approximate calculation method for the anisotropic norm of such systems using decomposition into linear subsystems without multiplicative noise is suggested. The cases of perfect and imperfect state measurements are considered. The existence criterion for anisotropy-based controllers in form of special matrix inequalities is established.