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Asymptotics of the anisotropic norm of linear time-invariant systems

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Vladimirov, I. G.
Kurdyukov, A. P.
Semenov, A. V.

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A-anisotropic norm of a stationary linear system with discrete time is considered. The norm describes the system sensitivity to the input Gaussian noises. The mean anisotropy of these noises is placed an upper limit by the parameter a. The convergence asymptotics of this norm to its limiting values is studied at a→+0 and a→+∞. The limiting values coincide with H2 and H∞ norms in corresponding Hardy spaces of matrix transfer functions.

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Avtomatika i Telemekhanika

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