Robust performance analysis of linear discrete-time systems in presence of colored noise

In this paper, linear discrete-time time-invariant (LDTI) normal and descriptor systems with norm-bounded parametric uncertainties are under consideration. The input signal is supposed to be a “colored” noise with bounded known mean anisotropy level (spectral color). The conditions of anisotropic norm boundedness for such class of systems are derived. The algorithm is based on convex optimization technique. A numerical example is given.