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

DOI10.1080/00207179.2016.1257152zbMATH Open1380.93243arXiv1509.04379OpenAlexW2240864684MaRDI QIDQ3132995FDOQ3132995

Wei Xing Zheng, Bor-Sen Chen, Weihai Zhang

Publication date: 12 February 2018

Published in: International Journal of Control (Search for Journal in Brave)

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, ${calK}^{infty}$-exact detectability (resp. ${calK}^{WFT}$-exact detectability, ${calK}^{FT}$-exact detectability, ${calK}^N$-exact detectability) and ${calK}^{infty}$-exact observability (resp. ${calK}^{WFT}$-exact observability, ${calK}^{FT}$-exact observability, ${calK}^N$-exact observability) 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 generalized Lyapunov equations and exponential stability in mean square sense are presented under uniform detectability, ${calK}^N$-exact observability and ${calK}^N$-exact detectability, respectively.

Full work available at URL: https://arxiv.org/abs/1509.04379

zbMATH Keywords

exact observabilityexact detectabilitygeneralized Lyapunov equationsdiscrete-time time-varying stochastic systemsuniform detectability

Mathematics Subject Classification ID

Observability (93B07) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

Cited In (14)

• Exact observability conditions for Hilbert space dynamical systems connected with Riesz basis of divided differences
• Stability and stabilization of nonlinear discrete‐time stochastic systems
• Improved input and state estimation for linear stochastic systems with direct feedthrough
• Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems
• On detectability of Boolean control networks
• Strict proof for the state transition matrix of linear discrete time-varying stochastic systems
• Matrix approach to detectability of discrete event systems
• Stability analysis of time-varying discrete stochastic systems with multiplicative noise and state delays
• Exact detectability: application to generalized Lyapunov and Riccati equations
• Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients
• Exponential input-to-state stability for neutral stochastic delay differential equations with Lévy noise and Markovian switching
• Nonfragile security control for time‐varying cyber‐physical systems operating over multipath networks
• Observability and detectability of a class of discrete-time stochastic linear systems
• Finite-time stability and stabilization of linear discrete time-varying stochastic systems

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