Mean-square small gain theorem for stochastic control: discrete-time case Academic Article

abstract

• This note presents a small gain theorem in the mean square sense for multiple (interconnected) linear systems with multiplicative noises. The small-gain theorem is proposed in terms of the spectral radius of a matrix, whose elements are the squares of H2norms of the involved transfer functions. Both robust stability and performance conditions are characterized by the new small-gain theorem.

authors

• Skelton, Robert

published proceedings

• IEEE Transactions on Automatic Control

author list (cited authors)

• Lu, J., & Skelton, R. E.

citation count

• 53

complete list of authors

• Lu, Jianbo||Skelton, RE

publication date

• March 2002

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE Transactions on Automatic Control  Journal

Digital Object Identifier (DOI)

• 10.1109/9.989147

start page

• 490

end page

• 494

volume

• 47

issue

• 3

URL

• http://dx.doi.org/10.1109/9.989147