Abstract
The anisotropic norm of the linear discrete time invariant system is the measure of the system output sensitivity to a random input with the mean anisotropy bounded by some nonnegative value a. The mean anisotropy characterizes the degree of predictability of the stochastic signal. The anisotropic norm of a system is the induced norm with the extreme cases of H 2 norm and H ∞ norm, respectively, under a → 0 and a → ∞. The lower bound of the anisotropic norm of the linear discrete time invariant system was established in the present paper using the methods of linear algebra.
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Original Russian Text © V.A. Boichenko, A.P. Kurdyukov, 2017, published in Avtomatika i Telemekhanika, 2017, No. 4, pp. 78–91.
This paper was recommended for publication by L.B. Rapoport, a member of the Editorial Board
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Boichenko, V.A., Kurdyukov, A.P. On the lower bound of the anisotropic norm of the linear stochastic system. Autom Remote Control 78, 643–653 (2017). https://doi.org/10.1134/S0005117917040063
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DOI: https://doi.org/10.1134/S0005117917040063