Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion

@article{Zhang2008GeneralizedLE,
  title={Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion},
  author={Weihai Zhang and Huanshui Zhang and Bor-Sen Chen},
  journal={IEEE Transactions on Automatic Control},
  year={2008},
  volume={53},
  pages={1630-1642}
}
In this paper, the generalized Lyapunov equation approach is used to study stochastic stabilization/detectability with state-multiplicative noise. Some practical test criteria for stochastic stabilization and detectability, such as stochastic Popov-Belevitch-Hautus criterion for exact detectability, are obtained. Moreover, useful properties of the generalized Lyapunov equation are derived based on critical stability and exact detectability introduced in this paper. As applications, first, the… CONTINUE READING
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