标题：Exact observability/exact detectability and spectrum assignment of stochastic systems
作者：Sun, Huiying ;Li, Meng
作者机构：[Sun, Huiying ;Li, Meng ] College of Information and Electrical Engineering, Shandong University of Science and Technology, Qingdao, China
来源：Proceedings of the World Congress on Intelligent Control and Automation (WCICA)
摘要：In the present paper, we study the exact observability and exact detectability for stochastic Itoˆ systems, which have state-dependent noises in both state equation and measurement equation. Some results for the exact observability and exact detectability are obtained, respectively. We also consider the problem of spectrum assignment and give a necessary and sufficient condition on ensuring all the spectra in a specified disk. Finally, the relationship between the solutions of generalized Lyapunov equation (GLE) and generalized algebraic Riccati equation (GARE) is considered. © 2010 IEEE.