On unified concepts of detectability and observability for continuous-time stochastic systems

DOI10.1016/J.AMC.2010.05.086zbMath1207.93098OpenAlexW2072177779MaRDI QIDQ711280

Yong Wang, Zhao-Yan Li, Bin Zhou, Guang-Ren Duan

Publication date: 25 October 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.05.086

zbMATH Keywords

observabilitypositive operatordetectabilitycontinuous-time stochastic systemsrank criterionstochastic Lyapunov and Riccati equation

Mathematics Subject Classification ID

Observability (93B07) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic systems in control theory (general) (93E03)

Related Items (12)

Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing ⋮ Cyclic gradient based iterative algorithm for a class of generalized coupled Sylvester-conjugate matrix equations ⋮ Evaluation and design of actuator fault diagnosability for nonlinear affine uncertain systems with unknown indeterminate inputs ⋮ On the detectability and observability of continuous stochastic Markov jump linear systems ⋮ An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations ⋮ On observability and detectability of continuous-time stochastic Markov jump systems ⋮ On Detectability and Observability of Discrete‐Time Stochastic <scp>M</scp>arkov Jump Systems with State‐Dependent Noise ⋮ Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps ⋮ Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients ⋮ H-representation to stochastic observability conservation by output feedback and Gramian bounds ⋮ Exact detectability: application to generalized Lyapunov and Riccati equations ⋮ Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems

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