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Anisotropy-based performance analysis of linear discrete time invariant control systems

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Diamond, P.
Vladimirov, I.
Kurdjukov, A.
Semyonov, A.

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The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H2 and H∞ norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

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International Journal of Control

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