Title :
Mean-square small gain theorem for stochastic control: discrete-time case
Author :
Lu, Jianbo ; Skelton, Robert E.
Author_Institution :
Ford Motor Co., Dearborn, MI, USA
fDate :
3/1/2002 12:00:00 AM
Abstract :
This paper presents a small gain theorem in the mean square sense for multiple (interconnected) linear systems with multiplicative noises. The small-gain theorem is proposed in terms of the spectral radius of a matrix, whose elements are the squares of H2 norms of the involved transfer functions. Both robust stability and performance conditions are characterized by the new small-gain theorem
Keywords :
discrete time systems; feedback; interconnected systems; linear systems; robust control; stability; stochastic systems; transfer functions; white noise; discrete time systems; feedback; interconnected systems; internal mean square stability; linear systems; multiplicative noise uncertainty; robust control; small gain theorem; stochastic systems; transfer functions; white noise; Automatic control; Computer aided software engineering; Feedback; Interpolation; Open loop systems; Rivers; Robust control; Stability; Stochastic processes; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
