Title :
Asymptotic behaviour of the norm of input-output operators corresponding to singularly perturbed systems with multiplicative white noise
Author :
Dragan, Vasile ; Morozan, Toader ; Shi, Peng
Author_Institution :
Inst. of Math., Romanian Acad., Bucharest, Romania
Abstract :
We study the problem of asymptotic property of the norm of input-output operators related to a class of singularly perturbed stochastic linear systems. The system is under perturbation of multiplicative white noise. By using reduction order and boundary layer techniques, it is shown that the norm of the operator of the perturbed system is less than a given number γ when the small perturbation ε tends to zero, if both the related norms of the reduced subsystem and the boundary layer subsystem are less than
Keywords :
linear systems; singularly perturbed systems; stochastic systems; white noise; asymptotic behaviour; boundary layer techniques; input-output operators; multiplicative white noise; singularly perturbed stochastic linear systems; Attenuation; Australia; Control systems; Game theory; Linear systems; Mathematics; Optimal control; Riccati equations; Stochastic resonance; White noise;
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
Print_ISBN :
0-7803-6638-7
DOI :
10.1109/CDC.2000.912275