Study on H _ Index of Stochastic Linear Continuous-Time Systems

摘要

This paper studies the H _ index problem. We obtain a necessary and sufficient condition of H _ index larger than gamma > 0. A generalized differential equation is introduced and it is proved that its solvability and the feasibility of the H _ index are equivalent. We extend the deterministic cases to the stochastic models. Our results can be used to fault detection filter analysis. Finally, the effectiveness of the proposed results is illustrated by an example.