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Comments on the H-2 Norm of Discrete-Time Stochastic Jump Parameter Linear Systems

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Author(s):
Ribeiro, Junior R. ; Romero, Luiz H. ; Costa, Eduardo F. ; Todorov, Marcos G.
Total Authors: 4
Document type: Journal article
Source: IEEE CONTROL SYSTEMS LETTERS; v. 7, p. 6-pg., 2023-01-01.
Abstract

In this note, we consider a general class of stochastic, jump parameter systems and show that the so-called H-2 norm is the Frobenius norm of the impulse response matrix of the system. We present a necessary and sufficient condition for the H-2 norm to be the induced norm from the input to the output for a particular type of deterministic input signal. As expected in the context of time-varying systems, we cannot extend this result to more general deterministic input signals. Moreover, finite H-2 norm does not prevent infinite norm output in response to a finite norm input, unless additional conditions are imposed on the system. Here, we give relatively mild conditions - mean square stability and jumps driven by a finite-dimensional Markov chain starting in equilibrium - and we show that finite H-2 norm implies a bounded ratio between the norms of the output and the input, for certain suitable norms. (AU)

FAPESP's process: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry
Grantee:Francisco Louzada Neto
Support Opportunities: Research Grants - Research, Innovation and Dissemination Centers - RIDC