Title :
Regional stability and stabilizability of linear stochastic systems: Discrete-time case
Author :
Hou, Ting ; Zhang, Weihai ; Chen, Bor-Sen
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
By means of the spectral analysis technique of the generalized Lyapunov operator, a new kind of regional stabilizability named "D(0, α)-stabilizability" (0 <; α ≤ 1) is introduced, for which, a necessary and sufficient condition is proposed via linear matrix inequality (LMI)-based approach. Moreover, a more general regional stability called "DR-stability" is also discussed extensively and some interesting concrete examples are given. Finally, the relationship among D(0, α; β)-stability, the decay rate of the system state response and the second-order moment Lyapunov exponent Le2 is revealed, wsystem state responsehich can be regarded as the discrete-time version of the result corresponding to continuous-time stochastic systems.
Keywords :
Lyapunov methods; continuous time systems; discrete time systems; linear matrix inequalities; linear systems; spectral analysis; stability; stochastic systems; continuous-time stochastic systems; discrete-time version; generalized Lyapunov operator; linear matrix inequality; linear stochastic systems; regional stability; regional stabilizability; second-order moment Lyapunov exponent; spectral analysis technique; system state response; Automatic control; Automation; Control systems; Difference equations; Educational institutions; Riccati equations; Stability; Stochastic systems; Sufficient conditions; Symmetric matrices;
Conference_Titel :
Control and Automation (ICCA), 2010 8th IEEE International Conference on
Conference_Location :
Xiamen
Print_ISBN :
978-1-4244-5195-1
Electronic_ISBN :
1948-3449
DOI :
10.1109/ICCA.2010.5524076