60864

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Lemma on Boundedness of Anisotropic Norm for Systems with Multiplicative Noises under a Noncentered Disturbance

ISBN/ISSN: 

1608-3032

DOI: 

10.1134/S0005117921010033

Наименование источника: 

  • Automation and Remote Control

Обозначение и номер тома: 

Vol. 82, № 1

Город: 

  • Род-Таун

Издательство: 

  • Pleiades Publishing, Ltd.

Год издания: 

2021

Страницы: 

51-62
Аннотация
We consider a linear discrete time-varying system with multiplicative noise acted upon by colored exogenous disturbance with nonzero first moment. Multiplicative noises are modeled in the form of linear combinations of deterministic matrices with pairwise independent random coefficients. For this system, we describe a method, based on a state-space realization, for calculating the anisotropic norm in terms of Riccati equations.

Библиографическая ссылка: 

Юрченков А.В. Lemma on Boundedness of Anisotropic Norm for Systems with Multiplicative Noises under a Noncentered Disturbance // Automation and Remote Control. 2021. Vol. 82, № 1. С. 51-62.