Generalized Lyapunov equation approach to state-dependent stochastic stabilization/detectability criterion

IEEE Transactions on Automatic Control

Volumn 53, Issue 7, 2008, Pages 1630-1642

  Zhang, Weihai ^a   Zhang, Huanshui ^b   Chen, Bor Sen ^c  

^a SHANDONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

^b SHANDONG UNIVERSITY   (China)

^c NATIONAL TSING HUA UNIVERSITY   (Taiwan)

Author keywords

Exact detectability; Generalized algebraic Riccati equation (GARE); Spectrum; Stabilization; Stochastic linear quadratic regulator H2 H

Indexed keywords

DIFFERENTIAL EQUATIONS; EQUATIONS OF STATE; LINEAR EQUATIONS; LYAPUNOV FUNCTIONS; LYAPUNOV METHODS; RICCATI EQUATIONS; TELECOMMUNICATION NETWORKS;

CRITICAL STABILITY; DETECTABILITY; EXACT DETECTABILITY; GENERALIZED ALGEBRAIC RICCATI EQUATION; GENERALIZED ALGEBRAIC RICCATI EQUATION (GARE); INFINITE HORIZONS; LINEAR-QUADRATIC REGULATOR; LYAPUNOV EQUATIONS; MULTIPLICATIVE NOISES; SPECTRUM; STABILIZATION; STATE-DEPENDENT; STOCHASTIC STABILIZATION; TEST CRITERIA; USEFUL PROPERTIES;

STOCHASTIC PROGRAMMING;

EID: 52249113750     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2008.929368     Document Type: Article

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