• DocumentCode
    1258935
  • 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
  • Volume
    47
  • Issue
    3
  • fYear
    2002
  • fDate
    3/1/2002 12:00:00 AM
  • Firstpage
    490
  • Lastpage
    494
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.989147
  • Filename
    989147
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1258935