{"title":"线性离散时变随机系统各向异性范数的状态空间公式","authors":"A. Kustov","doi":"10.1109/ICEEE.2018.8533987","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":6924,"journal":{"name":"2018 15th International Conference on Electrical Engineering, Computing Science and Automatic Control (CCE)","volume":"37 1","pages":"1-6"},"PeriodicalIF":0.0000,"publicationDate":"2018-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"12","resultStr":"{\"title\":\"State-Space Formulas for Anisotropic Norm of Linear Discrete Time Varying Stochastic System\",\"authors\":\"A. Kustov\",\"doi\":\"10.1109/ICEEE.2018.8533987\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":6924,\"journal\":{\"name\":\"2018 15th International Conference on Electrical Engineering, Computing Science and Automatic Control (CCE)\",\"volume\":\"37 1\",\"pages\":\"1-6\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2018-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"12\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2018 15th International Conference on Electrical Engineering, Computing Science and Automatic Control (CCE)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/ICEEE.2018.8533987\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2018 15th International Conference on Electrical Engineering, Computing Science and Automatic Control (CCE)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICEEE.2018.8533987","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
State-Space Formulas for Anisotropic Norm of Linear Discrete Time Varying Stochastic System
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.
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