Title :
Exact observability/exact detectability and spectrum assignment of stochastic systems
Author :
Sun, Huiying ; Li, Meng
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
In the present paper, we study the exact observability and exact detectability for stochastic Itô systems, which have state-dependent noises in both state equation and measurement equation. Some results for the exact observability and exact detectability are obtained, respectively. We also consider the problem of spectrum assignment and give a necessary and sufficient condition on ensuring all the spectra in a specified disk. Finally, the relationship between the solutions of generalized Lyapunov equation (GLE) and generalized algebraic Riccati equation (GARE) is considered.
Keywords :
Lyapunov methods; Riccati equations; observability; stochastic systems; GARE; GLE; exact detectability; exact observability; generalized Lyapunov equation; generalized algebraic Riccati equation; measurement equation; necessary and sufficient condition; spectrum assignment; state equation; state-dependent noises; stochastic Itô systems; stochastic systems; Control systems; Equations; Indium tin oxide; Mathematical model; Noise; Observability; Stochastic systems; Exact observability; exact detectability; generalized Lyapunov equation (GLE); generalized algebraic Riccati equation (GARE); spectrum assignment;
Conference_Titel :
Intelligent Control and Automation (WCICA), 2010 8th World Congress on
Conference_Location :
Jinan
Print_ISBN :
978-1-4244-6712-9
DOI :
10.1109/WCICA.2010.5555077
