화학공학소재연구정보센터
IEEE Transactions on Automatic Control, Vol.57, No.12, 3009-3022, 2012
H-Representation and Applications to Generalized Lyapunov Equations and Linear Stochastic Systems
This paper introduces an H-representation method to express an n(2) x 1 vector (X) over right arrow as (X) over right arrow = H (X) over tilde. Based on the introduced H-representation approach, several topics are extensively discussed, including the generalized Lyapunov equations (GLEs) arising from stochastic control, stochastic observability, generalized D-stability and D-stabilization, weak stability, and stabilization. A necessary and sufficient condition for the existence and uniqueness of the symmetric and skew-symmetric solutions of GLEs is presented, respectively. Moreover, the solution structure of GLEs is also clarified. Through the H-representation method, several necessary and sufficient conditions are also obtained for stochastic observability, generalized D-stability and D-stabilization, weak stability, and stabilization.