49770

Автор(ы): 

Кустов А. Ю. (ИПУ РАН, Лаборатория 01)

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Доклад

Название: 

State-Space Formulas for Anisotropic Norm of Linear Discrete Time Varying Stochastic System

Электронная публикация: 

Да

ISBN/ISSN: 

ISBN: 978-1-5386-7033-0 ; 978-1-5386-7032-3

DOI: 

10.1109/ICEEE.2018.8533987

Наименование конференции: 

  • 15th International Conference on Electrical Engineering, Computing Science and Automatic Control (Мехико, 2018)

Наименование источника: 

  • Proceedings of the 15th International Conference on Electrical Engineering, Computing Science and Automatic Control

Город: 

  • Мехико

Издательство: 

  • IEEE

Год издания: 

2018

Страницы: 

1-6 https://ieeexplore.ieee.org/document/8533987
Аннотация
In this paper, the problem of computation of anisotropic norm of linear discrete time varying finite horizon stochastic system in state-space terms is solved. The relationship with the similar problem in deterministic setting is given. In contrary to this case, the obtained formulas consist of one more matrix equation because of the decomposition of random matrices of a system into two parts associated with the two first stochastic moments.

Библиографическая ссылка: 

Кустов А.Ю. State-Space Formulas for Anisotropic Norm of Linear Discrete Time Varying Stochastic System / Proceedings of the 15th International Conference on Electrical Engineering, Computing Science and Automatic Control. Мехико: IEEE, 2018. С. 1-6 https://ieeexplore.ieee.org/document/8533987.