Meng LI(李猛), Hui-ying SUN(孙慧影), Min SANG(桑敏)
College of Information and Electrical Engineering, Shandong Unive rsity of Science and Technology, Qingdao 266510, China
Abstract-This paper mainly discusses stabilizatbility, exact observability and exact detectability of discrete stochastic systems with both static and control dependent noise via the spectrum technique. The authors put forward a definition of the spectrum and give some theorems based on the spectru m. Then the relation between discrete generalized Lyapunov equation and discrete generalized algebraic Riccati equation is also analyzed.
Key words-spectrum technique; discrete stochastic syste ms; detectability; observability
Manuscript Number: 1674-8042(2010)04-0387-04
dio: 10.3969/j.issn.1674-8042.2010.04.19
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