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eess.SY2022
H2 Performance Analysis and Synthesis for Discrete-Time Linear Systems with Dynamics Determined by an i.i.d. Process
Yohei Hosoe, Takashi Okamoto, Tomomichi Hagiwara
This paper is concerned with H2 control of discrete-time linear systems with dynamics determined by an independent and identically distributed (i.i.d.) process. A definition of H2…
eess.SY2019★ 1 cited
On Second-Moment Stability of Discrete-Time Linear Systems with General Stochastic Dynamics
Yohei Hosoe, Tomomichi Hagiwara
This paper provides a new unified framework for second-moment stability of discrete-time linear systems with stochastic dynamics. Relations of notions of second-moment stability ar…
eess.SY2019
Equivalent Stability Notions, Lyapunov Inequality, and Its Application in Discrete-Time Linear Systems with Stochastic Dynamics Determined by an i.i.d. Process
Yohei Hosoe, Tomomichi Hagiwara
This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions und…