On the anisotropic norm of discrete time stochastic systems with state dependent noise

zbMATH Open1284.93217MaRDI QIDQ5410174FDOQ5410174

Authors: Adrian-Mihail Stoica, I. Yaesh 

Publication date: 15 April 2014

Full work available at URL: http://www.mathematics-and-its-applications.com/preview/nov2012/data/05_Stoica_Math_Appl%201.pdf

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zbMATH Keywords

optimal estimationstochastic systemsanisotropic normstate-dependent noise

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Cited In (9)

• Conditions of anisotropic norm boundedness for descriptor systems
• Strict anisotropic norm bounded real lemma in terms of matrix inequalities
• Anisotropy-based controller design for linear discrete-time systems with multiplicative noise
• Anisotropy-based bounded real lemma for discrete-time systems with multiplicative noise
• Lemma on boundedness of anisotropic norm for systems with multiplicative noises under a noncentered disturbance
• A bounded real lemma type-result with respect to the anisotropic norm setup for stochastic systems with multiplicative noise
• Asymptotics of the anisotropic norm of linear time-independent systems
• On the lower bound of the anisotropic norm of the linear stochastic system
• Boundedness conditions for the anisotropic norm of stochastic systems with multiplicative noise

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