Journal
AUTOMATICA
Volume 40, Issue 1, Pages 87-94Publisher
PERGAMON-ELSEVIER SCIENCE LTD
DOI: 10.1016/j.automatica.2003.07.002
Keywords
stabilizability; exact observability; spectrum; strong solution
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This paper mainly studies the stabilizability and exact observability of stochastic linear controlled systems and their applications. With the aid of the operator spectrum, a necessary and sufficient condition is given for the stabilizability of stochastic systems. Some new concepts such as unremovable spectrum and strong solution are introduced. An unremovable spectral theorem and a stochastic Popov-Belevith-Hautus Criterion for exact observability are presented. As applications, a comparison theorem for stochastic algebraic Riccati equations and a result on Lyapunov-type equations are obtained. (C) 2003 Elsevier Ltd. All rights reserved.
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