ON THE COMPUTATION OF UPPER COVARIANCE BOUNDS FOR PERTURBED LINEAR-SYSTEMS

Authors
BOLZERN P COLANERI P DENICOLAO G
Citation
P. Bolzern et al., ON THE COMPUTATION OF UPPER COVARIANCE BOUNDS FOR PERTURBED LINEAR-SYSTEMS, IEEE transactions on automatic control, 39(3), 1994, pp. 623-626
Citations number
4
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control","Engineering, Eletrical & Electronic
Journal title
IEEE transactions on automatic control → ACNP
ISSN journal
00189286
Volume
39
Issue
3
Year of publication
1994
Pages
623 - 626
Database
ISI
SICI code
0018-9286(1994)39:3<623:OTCOUC>2.0.ZU;2-5
Abstract
Motivated by previously published results, the computation of upper co variance bounds for perturbed linear systems is considered. It is show n that, for a wide choice of cost functions, the bound optimization pr oblem is convex with respect to a scalar parameter. The analysis hinge s on the properties of a H(infinity)-type Riccati equation.