Explicit Expressions and Bounds of Performance and Systemic Risk Measures in Symmetric Linear Systems Driven by Heavy-Tailed Noise.

被引：0

作者：

Somarakis, Christoforos ^{[1
]}

Ghaedsharaf, Yaser ^{[1
]}

Motee, Nader ^{[1
]}

机构：

[1] Lehigh Univ, Dept Mech Engn & Mech, Bethlehem, PA 18015 USA

来源：

2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2018年

关键词：

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider exponentially stable linear systems subject to heavy-tailed noise. Based on the distributional properties of the output dynamics, we introduce novel performance and risk indexes to evaluate system's response towards the exogenous and/ or structural sources of noise. We derive explicit expressions of the aforementioned indexes whenever possible, as well as general spectral-related estimates. We apply the obtained rigorous results to improve systemic performance on a case study of a distributed consensus system.

引用

页码：5233 / 5238

页数：6

共 4 条

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