Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients

被引：12
|
作者：
Dragan, Vasile [1 ,2 ]
Aberkane, Samir [3 ,4 ]
机构：
[1] Simion Stoilow Romanian Acad, Inst Math, Res Unit 2,POBox 1-764, RO-014700 Bucharest, Romania
[2] Acad Romanian Scientists, Bucharest, Romania
[3] Univ Lorraine, CRAN, UMR 7039, Campus Sci,BP 70239, F-54506 Vandoeuvre Les Nancy, France
[4] CNRS, CRAN, UMR 7039, Paris, France
来源：
AUTOMATICA | 2020年 / 112卷
关键词：
Discrete-time stochastic systems; Periodic coefficients; Exact detectability; Exact observability; PBH type criterion; Characteristic multipliers;
D O I：
10.1016/j.automatica.2019.108660
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper is devoted to the problem of detectability and observability of a class of time-varying stochastic systems. The main contribution of this note is to propose a PBH-type test which is equivalent to the detectability of the considered stochastic systems in the sense that all unstable modes produce some non-zero output. Then, we apply the obtained results in order to derive a criterion of exponential stability in mean square sense as well as existence conditions for the stabilizing solution of a class of discrete-time time-varying Riccati equations. (C) 2019 Elsevier Ltd. All rights reserved.
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页数：9
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