Title :
Lyapunov-type theorems for linear discrete time-varying stochastic systems with multiplicative noise
Author :
Weihai Zhang ; Tianliang Zhang
Author_Institution :
Coll. of Electr. Eng. & Autom., Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
This paper defines uniform detectability of discrete-time stochastic systems with multiplicative noise, based on which, Lyapunov-type theorems associated with generalized Lyapunov equations and exponential stability in mean square sense are presented.
Keywords :
Lyapunov methods; asymptotic stability; discrete time systems; linear systems; mean square error methods; stochastic systems; Lyapunov-type theorem; discrete-time stochastic system; exponential stability; generalized Lyapunov equation; linear discrete time-varying stochastic system; mean square sense; multiplicative noise; Control theory; Linear systems; Markov processes; Noise; Stochastic systems; Symmetric matrices; Time-varying systems; Discrete time-varying stochastic systems; Lyapunov-type theorem; exponential stability in mean square; uniform detectability;
Conference_Titel :
Control and Decision Conference (CCDC), 2015 27th Chinese
Conference_Location :
Qingdao
Print_ISBN :
978-1-4799-7016-2
DOI :
10.1109/CCDC.2015.7162734