Abstract:This paper is devoted to attenuation of uncertain stochastic disturbances in linear discrete time invariant system where certain input/output channels are grouped together to satisfy certain closed-loop performance specifications. The grouping takes into account some technical features of a system and closeness (in a sense) of the signals' properties. It is assumed that different groups of channels are characterized by different statistical uncertainty levels measured in terms of the mean anisotropy functional… Show more
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