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-BelevitchHautus (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 o… Show more
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