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9.9. NONLINEAR L2 GAIN 245<br />

(iii) IHy1I2<br />

2<br />

Combining these results, we have that<br />

or<br />

2IIy1I2 = 2(x2 +x2)2 = 2 IIxII4<br />

= -IIxII4 + IIXI14 + 1 IIXI14 < 0<br />

9.9.1 Linear Time-Invariant <strong>Sy</strong>stems<br />

It is enlightening to consider the case of linear time-invariant systems as a special case.<br />

Assuming that this is the case, we have that<br />

( i=Ax+Bu<br />

Sl y=Cx<br />

that is, f (x) = Ax, g(x) = B, and h(x) = Cx. Taking 4(x) = a xT Px (P > p, p = PT )<br />

and substituting in (9.36), we obtain<br />

Taking the transpose of (9.37), we obtain<br />

7{ = xT + 212 PBBT P + 2CTCl x < 0. (9.37)<br />

7 J<br />

7IT = xT 1ATp + PBBT P + 2 CT CJ<br />

7<br />

Thus, adding (9.38) and (9.38), we obtain<br />

71 + NT = xT<br />

x < 0. (9.38)<br />

PA+ATP+ 212PBBTP+ 2CTC x < 0. (9.39)<br />

R

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