线性离散时变随机系统各向异性范数的状态空间公式

2018 15th International Conference on Electrical Engineering, Computing Science and Automatic Control (CCE) Pub Date : 2018-09-01 DOI:10.1109/ICEEE.2018.8533987

A. Kustov

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引用次数: 12

摘要

本文解决了线性离散时变有限水平随机系统在状态空间项上的各向异性范数计算问题。给出了在确定性环境下与同类问题的关系。与这种情况相反，由于系统的随机矩阵分解为与前两个随机矩相关的两部分，所得到的公式由多一个矩阵方程组成。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

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