Parametrized riccati equations associated to input-output operators for discrete-time systems with state-dependent noise |
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| Authors: | T. Morozan |
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| Affiliation: | Institute of Mathematics of the Romanian Academy , P.O.Box 1-764, Bucharest, Ro-70700, Romania |
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| Abstract: | An input-output linear time-varying discrete system with statedependent noise and mean square exponential stable evolution is considered. It is proved that if the norm of the input-output operator is less than γ then a corresponding parametrized by γ Riccati equation has a unique global bounded and stabilizing solution. An application to the estimate of a stability radius is given |
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