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Details for article 6 of 21 found articles
| Title: |
Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty |
| Author: |
Bolzern, Paolo Colaneri, Patrizio De Nicolao, Giuseppe |
| Appeared in: |
International journal of control |
| Paging: | Volume 60 (1994) nr. 6 pages 1307-1317 |
| Year: |
1994-12-01 |
| Contents: |
This paper deals with the computation of upper bounds for the state covariance matrix of discrete-time linear systems subject to stochastic excitation and additive time-varying uncertainty in the system dynamic matrix. Such upper bounds are obtained as the stabilizing solutions of suitable H ∞ -type Riccati equations. A necessary and sufficient condition for the existence of such solutions is given in terms of the H ∞ -norm of a suitable transfer function. As for the computation of the optimal bound, it is demonstrated that the bounds are a convex function of a scalar parameter, so that efficient numerical schemes can be worked out. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 6 of 21 found articles
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