Title :
Further results on stability and exact observability of linear stochastic systems
Author :
Hou, Ting ; Zhang, Weihai ; Ma, Hongji
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
A new criterion is proposed for exact observability of linear stochastic systems. As applications of it, the effects of exact observability due to state/output feedback are investigated. In addition, under the conditions of stability and exact observability, we discuss the property of a set defined by the generalized Lyapunov equations. Finally, with the aid of spectrum technique, we introduce a new concept - essential instability, for which, a necessary condition is also established.
Keywords :
Lyapunov matrix equations; linear systems; observability; stability; state feedback; stochastic systems; essential instability; exact observability; generalized Lyapunov equations; linear stochastic systems; output feedback; spectrum technique; stability; state feedback; Infinite horizon; Linear systems; Observability; Optimal control; Output feedback; Riccati equations; Stability analysis; Stochastic processes; Stochastic systems; Symmetric matrices;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399794
