G-entropy Analysis of LTI Continuous-Time Systems with Stochastic External Disturbance in Time Domain

This paper deals with disturbance attenuation capabilities of continuous linear time-invariant systems with respect to stochastic input disturbance with bounded L-2 or power norm (for generality called R norm). A set of the input disturbances is bounded by the scalar parameter s which is determined by entropy integral and called sigma-entropy. This set is connected with system bandwidth at low frequencies. G-entropy norm of the continuous linear system can be defined as a supremum ratio between R norms of the system's output and input signals. It characterizes system gain of the stochastic input disturbance. In the paper a state-space solution to sigma-entropy norm calculation is given.