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

fYear

2009

fDate

15-18 Dec. 2009

Firstpage

6149

Lastpage

6153

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;

fLanguage

English

Publisher

ieee

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

ISSN

0191-2216

Print_ISBN

978-1-4244-3871-6

Electronic_ISBN

0191-2216

Type

conf

DOI

10.1109/CDC.2009.5399794

Filename

5399794