Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise

DOI10.1080/00207179.2016.1257152zbMath1380.93243arXiv1509.04379OpenAlexW2240864684MaRDI QIDQ3132995

Bor-Sen Chen, Weihai Zhang, Wei Xing Zheng

Publication date: 12 February 2018

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.04379

zbMATH Keywords

exact observabilityexact detectabilitygeneralized Lyapunov equationsdiscrete-time time-varying stochastic systemsuniform detectability

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Observability (93B07) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

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