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Set Descriptions of White Noise and Worst Case Induced Norms

Paganini, Fernando (1993) Set Descriptions of White Noise and Worst Case Induced Norms. California Institute of Technology , Pasadena, CA. (Unpublished) http://resolver.caltech.edu/CaltechCDSTR:1993.017

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Abstract

This paper provides a framework for analyzing white noise disturbances in linear systems. Rather than the usual stochastic approach, noise signals are described as elements in sets and the disturbance rejection properties of the system are described in a worst case setting. This type of modeling of noise and disturbances very much fits the philosophy of both the behavioral and robust control settings. The description is based on properties of finite records of signals, which may be verified directly on experimental data. Bounds of system gain for input signals in these sets are given, and their asymptotic behavior for long data records is analyzed.


Item Type:Report or Paper (Technical Report)
Additional Information:The author would like to thank John Doyle for motivation and helpful discussions at Caltech, where we also had the useful input of Munther Dahleh and Karl Åström. I also wish to acknowledge P.P. Vaidyanathan and Gonzalo Perera for providing references, and Raffaello D'Andrea for help in the review of this paper. This work was supported by AFOSR, NSF and by the Universidad de la Republics, Uruguay.
Group:Control and Dynamical Systems Technical Reports
Record Number:CaltechCDSTR:1993.017
Persistent URL:http://resolver.caltech.edu/CaltechCDSTR:1993.017
Usage Policy:You are granted permission for individual, educational, research and non-commercial reproduction, distribution, display and performance of this work in any format.
ID Code:28059
Collection:CaltechCDSTR
Deposited By: Imported from CaltechCDSTR
Deposited On:01 Sep 2006
Last Modified:26 Dec 2012 14:29

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