Stochastic stability analysis for 2-D Roesser systems with multiplicative noise

Choon Ki Ahn, Ligang Wu, Peng Shi

Research output: Contribution to journalArticle

111 Citations (Scopus)

Abstract

This paper is concerned with the robust stochastic stability analysis for two-dimensional (2-D) discrete state-multiplicative noisy systems (SMNSs) in the Roesser form. We first derive a new sufficient condition under which linear discrete 2-D SMNSs are 2-D robustly stochastically stable. The underlying problem can then be recast as a convex problem expressed by linear matrix inequalities, which can be facilitated using existing numerical algorithms. We then apply the obtained result to examine the 2-D robust stochastic stability for 2-D digital filters in the Roesser form with random coefficient variation and saturation overflow arithmetic based on free-weighting matrices and diagonally dominant matrices. An illustrative example is presented to verify the usefulness and potential of the proposed results.

Original languageEnglish
Pages (from-to)356-363
Number of pages8
JournalAutomatica
Volume69
DOIs
Publication statusPublished - 2016 Jul 1

Fingerprint

Digital filters
Linear matrix inequalities

Keywords

  • Digital filter
  • Robust stochastic stability
  • State-multiplicative noisy system
  • Two-dimensional (2-D) system

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Electrical and Electronic Engineering

Cite this

Stochastic stability analysis for 2-D Roesser systems with multiplicative noise. / Ahn, Choon Ki; Wu, Ligang; Shi, Peng.

In: Automatica, Vol. 69, 01.07.2016, p. 356-363.

Research output: Contribution to journalArticle

@article{67ad3e6c08c346968d0dd71491947129,
title = "Stochastic stability analysis for 2-D Roesser systems with multiplicative noise",
abstract = "This paper is concerned with the robust stochastic stability analysis for two-dimensional (2-D) discrete state-multiplicative noisy systems (SMNSs) in the Roesser form. We first derive a new sufficient condition under which linear discrete 2-D SMNSs are 2-D robustly stochastically stable. The underlying problem can then be recast as a convex problem expressed by linear matrix inequalities, which can be facilitated using existing numerical algorithms. We then apply the obtained result to examine the 2-D robust stochastic stability for 2-D digital filters in the Roesser form with random coefficient variation and saturation overflow arithmetic based on free-weighting matrices and diagonally dominant matrices. An illustrative example is presented to verify the usefulness and potential of the proposed results.",
keywords = "Digital filter, Robust stochastic stability, State-multiplicative noisy system, Two-dimensional (2-D) system",
author = "Ahn, {Choon Ki} and Ligang Wu and Peng Shi",
year = "2016",
month = "7",
day = "1",
doi = "10.1016/j.automatica.2016.03.006",
language = "English",
volume = "69",
pages = "356--363",
journal = "Automatica",
issn = "0005-1098",
publisher = "Elsevier Limited",

}

TY - JOUR

T1 - Stochastic stability analysis for 2-D Roesser systems with multiplicative noise

AU - Ahn, Choon Ki

AU - Wu, Ligang

AU - Shi, Peng

PY - 2016/7/1

Y1 - 2016/7/1

N2 - This paper is concerned with the robust stochastic stability analysis for two-dimensional (2-D) discrete state-multiplicative noisy systems (SMNSs) in the Roesser form. We first derive a new sufficient condition under which linear discrete 2-D SMNSs are 2-D robustly stochastically stable. The underlying problem can then be recast as a convex problem expressed by linear matrix inequalities, which can be facilitated using existing numerical algorithms. We then apply the obtained result to examine the 2-D robust stochastic stability for 2-D digital filters in the Roesser form with random coefficient variation and saturation overflow arithmetic based on free-weighting matrices and diagonally dominant matrices. An illustrative example is presented to verify the usefulness and potential of the proposed results.

AB - This paper is concerned with the robust stochastic stability analysis for two-dimensional (2-D) discrete state-multiplicative noisy systems (SMNSs) in the Roesser form. We first derive a new sufficient condition under which linear discrete 2-D SMNSs are 2-D robustly stochastically stable. The underlying problem can then be recast as a convex problem expressed by linear matrix inequalities, which can be facilitated using existing numerical algorithms. We then apply the obtained result to examine the 2-D robust stochastic stability for 2-D digital filters in the Roesser form with random coefficient variation and saturation overflow arithmetic based on free-weighting matrices and diagonally dominant matrices. An illustrative example is presented to verify the usefulness and potential of the proposed results.

KW - Digital filter

KW - Robust stochastic stability

KW - State-multiplicative noisy system

KW - Two-dimensional (2-D) system

UR - http://www.scopus.com/inward/record.url?scp=84962648852&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84962648852&partnerID=8YFLogxK

U2 - 10.1016/j.automatica.2016.03.006

DO - 10.1016/j.automatica.2016.03.006

M3 - Article

VL - 69

SP - 356

EP - 363

JO - Automatica

JF - Automatica

SN - 0005-1098

ER -