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On Lower Bound of Anisotropic Norm**The paper is supported by the Russian Foundation for Basic Research grant 14-08-00069
- Source :
- IFAC-PapersOnLine. 49:48-52
- Publication Year :
- 2016
- Publisher :
- Elsevier BV, 2016.
-
Abstract
- The anisotropic norm of a linear discrete time invariant system is a measure of system output sensitivity to stationary Gaussian input disturbances with mean anisotropy bounded by some nonnegative parameter. The mean anisotropy characterizes the predictability (or coloredness) degree of stochastic signal. The anisotropic norm of a system is an induced norm, limiting cases of which are H 2 - and H ∞ -norms as a → 0 and a → ∞, respectively. In Vladimirov et al. (1996) a method for numerical computation of the anisotropic norm was proposed. This method involves cross-coupled Riccati and Lyapunov equations and associated special type equation. Another method for anisotropic norm computation via LMI-based approach was proposed in Tchaikovsky & Kurdyukov (2006). This paper develops a new method for getting the lower bound for anisotropic norm by linear algebra standard methods.
- Subjects :
- 0209 industrial biotechnology
05 social sciences
Mathematical analysis
Matrix norm
02 engineering and technology
Upper and lower bounds
050601 international relations
0506 political science
020901 industrial engineering & automation
Control and Systems Engineering
Bounded function
Norm (mathematics)
Linear algebra
Condition number
Operator norm
Dual norm
Mathematics
Subjects
Details
- ISSN :
- 24058963
- Volume :
- 49
- Database :
- OpenAIRE
- Journal :
- IFAC-PapersOnLine
- Accession number :
- edsair.doi...........4c0c662bbcb4a6c88790b33fb08136dc