NDLI: Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise

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Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise

Content Provider	Scilit
Author	Zhang, Weihai Zheng, Wei Xing Chen, Bor-Sen
Copyright Year	2016
Abstract	The objective of this paper is to study detectability, observability and related Lyapunov-type theorems of linear discrete-time time-varying stochastic systems with multiplicative noise. Some new concepts such as uniform detectability, $K∞-exact detectability (resp.KWFT-exact detectability,KFT-exact detectability,KN-exact detectability) andK∞-exact observability (resp.KWFT-exact detectability,KFT-exact detectability,KN-exact detectability) are introduced, respectively, and nice properties associated with uniform detectability, exact detectability and exact observability are also obtained. Moreover, some Lyapunov-type theorems associated with generalised Lyapunov equations and exponential stability in mean square sense are presented under uniform detectability,$
Related Links	http://arxiv.org/pdf/1509.04379
Ending Page	2507
Page Count	18
Starting Page	2490
ISSN	00207179
e-ISSN	13665820
DOI	10.1080/00207179.2016.1257152
Journal	International Journal of Control
Issue Number	11
Volume Number	90
Language	English
Publisher	Informa UK Limited
Publisher Date	2016-12-07
Access Restriction	Open
Subject Keyword	Journal: International Journal of Control Automotive Engineering Discrete-time Time-varying Stochastic Systems Generalised Lyapunov Equations Uniform Detectability Exact Detectability Exact Observability
Content Type	Text
Resource Type	Article
Subject	Control and Systems Engineering Computer Science Applications

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