Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 43rd ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Oct. 2011, Shiga)
An H Norm Condition Based on Input-Output Covariances
Kazunori MaedaYasumasa Fujisaki
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2012 Volume 2012 Pages 1-4

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Abstract

A necessary and sufficient condition such that there exists a proper stable rational transfer function whose H norm is less than or equal to a specified value is derived as a matrix inequality composed of its input-output covariances. Then, it is applied to a model invalidation problem with additive bounded uncertainty. A numerical example demonstrates that the model invalidation condition based on input-output covariances is robust against additive measurement noise.

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© 2012 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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