Critical stability and stabilization of discrete-time stochastic systems and its applications

Abstract

In this paper, critical stability and critical stabilization for discrete stochastic systems with both state and control dependent noise are discussed via the spectrum technique. The Popov-Belevitch-Hautus (PBH) criterion for exact observability in a discrete version is presented. As applications, some interesting results on a class of generalized Lyapunov equations (GLE), unremovable spectra and discrete generalized algebraic Riccati equation (GARE) are obtained. Finally, the problem of assigning the spectra of discrete stochastic systems in a specified disk is considered and some numerical examples are given to demonstrate our results.