LMI-BASED APPROACH TO COMPUTING OF ANISOTROPIC NORM OF LINEAR DISCRETE TIME-INVARIANT SYSTEM

TCHAIKOVSKY, M.; KURDYUKOV, A.

Abstract

The anisotropic norm of a linear discrete time-invariant system is a measure of system output sensitivity to stationary Gaussian input disturbances with mean anisotropy bounded by some nonnegative parameter. The mean anisotropy characterizes the predictability (or coloredness) degree of stochastic signal. This paper develops a method for computing the anisotropic norm that reduces to finding the strongly rank-minimizing solution of linear matrix inequality and the solution of special type nonlinear algebraic equation. This method is more effective than the method proposed eqrlier.

Coresponding author e-mail: kurdukov[at]gol[dot]ru

Session: Algorithms and Computing for Control