On stabilizability and exact observability of stochastic systems with their applications

被引：221
作者：
Zhang, WH
Chen, BS [1 ]
机构：
[1] Natl Tsing Hua Univ, Dept Elect Engn, Hsinchu 30043, Taiwan
[2] Shandong inst Light Ind, Dept Comp Sci & Technol, Jinan 250100, Peoples R China
来源：
AUTOMATICA | 2004年 / 40卷 / 01期
关键词：
stabilizability; exact observability; spectrum; strong solution;
D O I：
10.1016/j.automatica.2003.07.002
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper mainly studies the stabilizability and exact observability of stochastic linear controlled systems and their applications. With the aid of the operator spectrum, a necessary and sufficient condition is given for the stabilizability of stochastic systems. Some new concepts such as unremovable spectrum and strong solution are introduced. An unremovable spectral theorem and a stochastic Popov-Belevith-Hautus Criterion for exact observability are presented. As applications, a comparison theorem for stochastic algebraic Riccati equations and a result on Lyapunov-type equations are obtained. (C) 2003 Elsevier Ltd. All rights reserved.
引用
收藏
页码：87 / 94
页数：8
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