Abstract

In this paper the problem of random disturbance attenuation capabilities in linear continuous systems is studied. It is supposed that the system operates under random disturbances with bounded σ-entropy level. σ-entropy norm indicates a performance index of the continuous system on the set of the random signals with bounded σ-entropy. This paper presents a time-domain solution to the calculation of σ-entropy norm of the continuous linear time-invariant system. σ-entropy norm is defined after solving coupled matrix equations: one algebraic Riccati equation, one nonlinear equation over log determinant function, and two Lyapunov equations.

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