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Regular version of the site

Article

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

European Journal of Control. 2018. No. 42. P. 38-48.
Andrianova O., Belov A. A.

In this paper, linear discrete-time time-invariant (LDTI) normal and descrip-
tor systems with norm-bounded parametric uncertainties are under consid-
eration. 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.