Expected Power Bound for Two-Dimensional Digital Filters in the Fornasini-Marchesini Local State-Space Model

Abstract

This letter examines the expected power bound (EPB) for two-dimensional (2-D) digital filters in the Fornasini-Marchesini local state-space (FMLSS) model with Wiener process noise. The goal of this letter is to establish a new criterion whereby 2-D digital filters in the FMLSS form have a 2-D EPB. The criterion also ensures asymptotic stability without Wiener process noise. A numerical example demonstrates the usefulness of the proposed result. The criterion in the letter and that in [1] provide a systematic framework for EPB of 2-D digital filters.