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


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Abstract

A model of a discrete-time system with multiplicative noise is considered. For this model, a condition is derived under which the anisotropic norm of the system is bounded by the anisotropic norm of an auxiliary linear discrete-time stationary system with parametric uncertainty. Conditions for the anisotropic norm of the system with multiplicative noise to be bounded by a given positive number are obtained in terms of solutions of linear matrix inequalities and a single equation.

About the authors

A. V. Yurchenkov

Trapeznikov Institute of Control Sciences

Author for correspondence.
Email: alexander.yurchenkov@gmail.com
Russian Federation, Profsoyuznaya ul. 65, Moscow, 117997

A. Yu. Kustov

Trapeznikov Institute of Control Sciences

Email: alexander.yurchenkov@gmail.com
Russian Federation, Profsoyuznaya ul. 65, Moscow, 117997

A. P. Kurdyukov

Trapeznikov Institute of Control Sciences

Email: alexander.yurchenkov@gmail.com
Russian Federation, Profsoyuznaya ul. 65, Moscow, 117997


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