The risk-sensitive index and the H_ 2 and H_ norms for nonlinear systems
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The risk-sensitive index and the \(H 2\) and \(H \infty\) norms for nonlinear systems
The risk-sensitive index and the \(H 2\) and \(H \infty\) norms for nonlinear systems
This paper deals with \(H_\infty\) and \(H_2\) norms which are important tools for determining the influence of disturbances on the performance. The authors introduce the \(H_\infty\) and \(H_2\) norms and the risk-sensitive index for nonlinear system, as a natural generalization of the linear case, and they investigate the relationship between them. In particular, they show that the \(H_\infty\) (resp. \(H_2)\) norm is the small noise (resp. risk) limit of the risk-sensitive index and they compute them using directional derivatives of the risk-sensitivity index.
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Cited in
(17)- A uniqueness result for the Isaacs equation corresponding to nonlinear \(H_\infty\) control
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- On the stability of the information state system
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