Stochastic observability and applications

DOI10.1093/imamci/21.3.323zbMath1060.93019MaRDI QIDQ4818201

Vasile Dragan, Toader Morozan

Publication date: 27 September 2004

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/21.3.323

zbMATH Keywords

linear systems; exponential stability; stochastic systems; multiplicative noise; Markovian jump; Itô differential equations; stochastic observability

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93C05: Linear systems in control theory

93B07: Observability

93E15: Stochastic stability in control theory

93E03: Stochastic systems in control theory (general)

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