THE RISK-SENSITIVE INDEX AND THE H-2 AND H-INFINITY NORMS FOR NONLINEAR-SYSTEMS

Authors
FLEMING WH JAMES MR
Citation
Wh. Fleming et Mr. James, THE RISK-SENSITIVE INDEX AND THE H-2 AND H-INFINITY NORMS FOR NONLINEAR-SYSTEMS, MCSS. Mathematics of control, signals and systems, 8(3), 1995, pp. 199-221
Citations number
24
Categorie Soggetti
Controlo Theory & Cybernetics","Engineering, Eletrical & Electronic",Mathematics,"Robotics & Automatic Control
Journal title
MCSS. Mathematics of control, signals and systems → ACNP
ISSN journal
09324194
Volume
8
Issue
3
Year of publication
1995
Pages
199 - 221
Database
ISI
SICI code
0932-4194(1995)8:3<199:TRIATH>2.0.ZU;2-M
Abstract
In this paper we study two measures of the ''size'' of systems, namely , the so-called H-2 and H-infinity norms. These measures are important tools for determining the influence of disturbances on performance. W e show that the risk-sensitive index on an infinite time horizon conta ins detailed information concerning these measures, via small noise an d small risk limits.