論文
確率的動特性をもつ離散時間系に対する有界実補題
2019 年 55 巻 12 号 p. 816-822
詳細
2019 年 55 巻 12 号 p. 816-822
The bounded real lemma for deterministic linear time-invariant systems is known as one of the most important tools in robust stability analysis. A counterpart for systems with stochastic dynamics is considered to be also important, and A.E. Bouhtouri, et al. (1998) have derived it for discrete-time systems with state-dependent noise. However, the class of the systems is restrictive, and has room for generalization. The purpose of this paper is to show the sufficiency for a new bounded real lemma for more general systems with stochastic dynamics determined by an i.i.d. process. The validity of the lemma is demonstrated with numerical examples.
