标题:Exact observability/exact detectability and spectrum assignment of stochastic systems
作者:Sun, Huiying ;Li, Meng
通讯作者:Sun, H
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)
出版年:2010
页码:3786-3790
DOI:10.1109/WCICA.2010.5555077
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.
收录类别:EI
资源类型:会议论文
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