Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations (Q1571089)
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| Language | Label | Description | Also known as |
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| English | Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations |
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Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations (English)
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16 May 2001
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This paper considers stochastic discrete-time systems with multiplicative noise which are controlled by dynamic output feedback and subjected to blockdiagonal stochastic parameter perturbations. Stability radii for these systems are characterized via scaling techniques and it is shown that for real data, the real and the complex stability radii coincide. The problem of maximizing the stability radii by dynamic output feedback is investigated. Necessary and sufficient conditions are derived for the existence of a stabilizing compensator which ensures that the stability radius is above a prespecified level. These conditions consist of parametrized matrix inequalities and a coupling condition.
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stability radius
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discrete-time stochastic systems
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state-dependent noise
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\(\mu\)-analysis
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scaling
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dynamic output feedback
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matrix inequalities
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