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Robust performance analysis of linear discrete-time systems in presence of colored noise

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Abstract In this paper, linear discrete-time time-invariant (LDTI) normal and descriptor systems with norm-bounded parametric uncertainties are under consideration. The input signal is supposed to be a “colored” noise with… Click to show full abstract

Abstract In this paper, linear discrete-time time-invariant (LDTI) normal and descriptor systems with norm-bounded parametric uncertainties are under consideration. The input signal is supposed to be a “colored” noise with bounded known mean anisotropy level (spectral color). The conditions of anisotropic norm boundedness for such class of systems are derived. The algorithm is based on convex optimization technique. A numerical example is given.

Keywords: performance analysis; linear discrete; robust performance; colored noise; discrete time; time

Journal Title: European Journal of Control
Year Published: 2018

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