Critical stability and stabilization of discrete-time stochastic systems and its applications |
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Authors: | Huiying Sun Meng Li Weihai Zhang |
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Affiliation: | 1.College of Information and Electrical Engineering,Shandong University of Science and Technology,Qingdao, Shandong,China |
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Abstract: | In this paper, critical stability and critical stabilization for discrete stochastic systems with both state and control dependent
noise are discussed via the spectrum technique. The Popov-Belevitch-Hautus (PBH) criterion for exact observability in a discrete
version is presented. As applications, some interesting results on a class of generalized Lyapunov equations (GLE), unremovable
spectra and discrete generalized algebraic Riccati equation (GARE) are obtained. Finally, the problem of assigning the spectra
of discrete stochastic systems in a specified disk is considered and some numerical examples are given to demonstrate our
results. |
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Keywords: | |
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