Title :
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
Abstract :
This paper mainly studies exact detectability of linear discrete-time time-varying stochastic systems. Some new concepts such as K∞-exact detectability, KWFT-exact detectability, KFT -exact detectability and KN-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 KN-exact detectability.
Keywords :
Lyapunov methods; asymptotic stability; discrete time systems; linear systems; stochastic systems; K∞-exact detectability; KN-exact detectability; KWFT-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;
Conference_Titel :
Control Conference (CCC), 2014 33rd Chinese
Conference_Location :
Nanjing
DOI :
10.1109/ChiCC.2014.6896524