Exact detectability of linear discrete-time time-varying stochastic systems

Author

Weihai Zhang ; Wei Xing Zheng ; Li Sheng

Author_Institution

Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China

fYear

2014

fDate

28-30 July 2014

Firstpage

9048

Lastpage

9053

Abstract

This paper mainly studies exact detectability of linear discrete-time time-varying stochastic systems. Some new concepts such as K^∞-exact detectability, K^WFT-exact detectability, K^FT -exact detectability and K^N-exact detectability are introduced. Some nice properties of these new concepts are derived and their inherent relationship are also discussed. As an application, a Lyapunov-type theorem associated with generalized Lyapunov equations and exponential stability in mean square sense is presented under K^N-exact detectability.

Keywords

Lyapunov methods; asymptotic stability; discrete time systems; linear systems; stochastic systems; K^∞-exact detectability; K^N-exact detectability; K^WFT-exact detectability; Lyapunov-type theorem; exponential stability; generalized Lyapunov equations; linear discrete-time time-varying stochastic systems; mean square sense; Educational institutions; Equations; Linear systems; Stochastic processes; Stochastic systems; Symmetric matrices; Time-varying systems; Discrete-time time-varying stochastic systems; exact detectability; generalized Lyapunov equations;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference (CCC), 2014 33rd Chinese

Conference_Location

Nanjing

Type

conf

DOI

10.1109/ChiCC.2014.6896524

Filename

6896524