IQC characterizations of signal classes

Worst case average performance analysis is considered in this paper. The disturbance in the system is assumed to belong to a “class of inputs signals”. A class of signals is here defined to be a set of families of signals, where each family satisfies an average spectral constraint. Exact characterizations in terms of integral quadratic constraints (IQC) are given for a class of white signals and a class of signals that are generated by autonomous linear systems. The IQCs are defined in terms of multipliers and important issues in numerical optimization of the multipliers are discussed in the paper.