Abstract

AbstractThis paper addresses the disturbance attenuation analysis for a general class of discrete-time linear mean-field stochastic systems with multiplicative noises. A bounded real lemma is established based on the solvability of two coupled difference Riccati equations, which presents a necessary and sufficient condition for the concerned dynamics to satisfy the prescribed disturbance attenuation level, and therefore has potential applications to study the related \(H_{\infty }\) control topics.KeywordsMean-field systemBounded real lemma\(H_{\infty }\) performance

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