Bounded Real Lemma for the Anisotropic Norm of Time-invariant Systems with Multiplicative Noises

Pub Date : 2023-12-29 DOI:10.1134/s00122661230110101
A. V. Yurchenkov, I. R. Belov
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Abstract

We consider a discrete-time-invariant system with multiplicative noise with implementation in the state space. The exogenous disturbance is chosen from the class of time-invariant ergodic sequences of nonzero colorness. We consider the level of mean anisotropy of the exogenous disturbance to be bounded by a known value. Conditions for the anisotropic norm to be bounded by a given number are obtained in terms of solving a matrix system of inequalities with a convex constraint of a special type. It is demonstrated how, on the basis of the obtained conditions, to construct a static state control that ensures the minimum value of the anisotropic norm of the system enclosed by this control.

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具有乘法噪声的时不变系统的各向异性规范的有界实数定理
摘要 我们考虑一个离散时间不变系统,该系统在状态空间中具有乘法噪声。外源扰动选自非零色的时间不变遍历序列。我们认为外源扰动的平均各向异性水平受一个已知值的约束。我们通过求解带有特殊类型凸约束的矩阵不等式系统,得到了各向异性规范受给定数值约束的条件。演示了如何在所获条件的基础上构建静态状态控制,以确保该控制所包围系统的各向异性规范值最小。
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