Open AccessBoundedness Condition for Anisotropic Norm of Linear Discrete Time-invariant Systems with Multiplicative Noise
Author(s) -
Arkadiy Yu. Kustov,
Victor N. Timin,
Alexander V. Yurchenkov
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1864/1/012068
Subject(s) - multiplicative noise , mathematics , multiplicative function , bounded function , riccati equation , anisotropy , norm (philosophy) , invariant (physics) , linear system , lti system theory , discrete time and continuous time , mathematical analysis , computer science , differential equation , physics , statistics , mathematical physics , signal transfer function , digital signal processing , quantum mechanics , analog signal , political science , computer hardware , law
In this paper, the anisotropy-based analysis problem for the linear discrete time-invariant system with state-multiplicative noises is considered. The mean anisotropy of stationary input sequence is assumed to be bounded by given nonnegative value. For this setting, the boundedness condition for anisotropic norm of the system is obtained in terms of Riccati equations.