Damm, TobiasTobiasDammBenner, P.P.BennerHauth, JanJanHauth2022-03-052022-03-052017https://publica.fraunhofer.de/handle/publica/25090910.1109/LCSYS.2017.2707409The stochastic HIF-norm is defined as the L2-induced norm of the input-output operator of a stochastic linear system. Like the deterministic HIF-norm it is characterized by a version of the bounded real lemma, but without a frequency domain description or a Hamiltonian condition. Therefore, we base its computation on a parametrized algebraic Riccati-type matrix equation and a Newton iteration. For large dimensions, our algorithm outperforms LMI-methods.en003006519journal article