A Positive Real Lemma Type-Result with Respect to the Anisotropic Norm for Stochastic Systems with Multiplicative Noise. Issue 25 (2018)

• Record Type: Journal Article
• Authors: Stoica, Adrian–Mihail; Yaesh, Isaac
• Is Part Of: IFAC-PapersOnLine. Volume 51:Issue 25(2018)
• Page Start: 281
• Page End: 286
• Publication Date: 2018
• Subjects: Positive-Real Lemma -- Anisotropy -- Passivity -- Multiplicative Noise -- H∞.; Automatic control -- Periodicals; 629.805
• DOI: 10.1016/j.ifacol.2018.11.119
• Languages: English
• ISSNs: 2405-8963

Abstract

Abstract: The passivity of discrete–time linear stochastic systems with multiplicative noise is considered, where the systems inputs have bounded anisotropy. Using first principles analysis applying completing the square arguments, it is proved that such systems are passive if a specific Riccati equation has a stabilizing positive semidefinite solution satisfying two additional conditions. The theoretical results are illustrated by a simple numerical example.