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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… Click to show full 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.
Keywords:
positive real;
stochastic systems;
real lemma;
multiplicative noise;
systems multiplicative;
lemma type
Journal Title: IFAC-PapersOnLine
Year Published: 2018
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Journal Title: IFAC-PapersOnLine
Year Published: 2018
Link to full text (if available)
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recommendations!