Appendix BNorms

The following norms of vectors, matrices, signals, and systems are commonly used in system characterization, signal analysis, and derivation of state estimators.

B.1 Vector Norms

The norm is a measure of the size of a vector. A norm of an n‐dimensional vector x equals left-bracket x 1 x 2 ellipsis x Subscript n Baseline right-bracket Superscript upper T Baseline element-of double-struck upper R Superscript n is a real‐valued function that is commonly denoted as double-vertical-bar x double-vertical-bar and has the following basic properties [18,52,59]:

  • double-vertical-bar x double-vertical-bar greater-than-or-slanted-equals 0 holds for every vector x.
  • double-vertical-bar alpha x double-vertical-bar equals StartAbsoluteValue alpha EndAbsoluteValue double-vertical-bar x double-vertical-bar holds for every scalar alpha.
  • double-vertical-bar x plus y double-vertical-bar less-than-or-slanted-equals double-vertical-bar x double-vertical-bar plus double-vertical-bar y double-vertical-bar is due to the triangle inequality that holds for every vector x element-of double-struck upper R Superscript n and .
  • if .

The most common vector norms belong to the family of ‐norms and often are denoted as ...

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