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


  • 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.

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