LMIs in Control/pages/L2 gain of systems with multiplicative noise

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The System[edit | edit source]

where , are independent, identically distributed random variables with and is independent of the process .

The Data[edit | edit source]

The matrices .

The LMI:[edit | edit source]

Implementation[edit | edit source]


Conclusion[edit | edit source]

The optimal returns an upper bound on the gain of the system. .

Remark[edit | edit source]

It is straightforward to apply scaling method [Boyd, sec.6.3.4] to obtain component-wise results.

External Links[edit | edit source]

Return to Main Page:[edit | edit source]