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

页码：87 / 94

页数：8

共 22 条

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