Anisotropy-based robust performance analysis of finite horizon linear discrete time varying systems

Authors:
I. G. Vladimirov;P. Diamond;P. Kloeden
Affiliations:
Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow, Russia;Department of Mathematics, University of Queensland, Brisbane, Australia;Department of Mathematics, J.-W. Goethe University, Frankfurt am Main, Germany
Venue:
Automation and Remote Control
Year:
2006

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Abstract

We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.