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

  • Adaptive and Robust Systems
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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.

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Authors and Affiliations

  1. Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia

    I. G. Vladimirov

  2. Department of Mathematics, University of Queensland, Brisbane, Australia

    P. Diamond

  3. Department of Mathematics, J.-W. Goethe University, Frankfurt am Main, Germany

    P. Kloeden

Authors
  1. I. G. Vladimirov
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  2. P. Diamond
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  3. P. Kloeden
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Additional information

Original Russian Text © I.G. Vladimirov, P. Diamond, P. Kloeden, 2006, published in Avtomatika i Telemekhanika, 2006, No. 8, pp. 92–111.

This work was supported by the Australian Research Council, project no. A10027063.

This paper was recommended for publication by A.P. Kurdyukov, a member of the Editorial Board

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Vladimirov, I.G., Diamond, P. & Kloeden, P. Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems. Autom Remote Control 67, 1265–1282 (2006). https://doi.org/10.1134/S0005117906080066

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