Observability and detectability of a class of discrete-time stochastic linear systems
From MaRDI portal
Publication:5474437
DOI10.1093/imamci/dni064zbMath1095.93004OpenAlexW1992891325MaRDI QIDQ5474437
Publication date: 26 June 2006
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/dni064
stochastic stabilitydiscrete-time stochastic systemsstochastic detectabilitystochastic observability
Related Items (16)
Stability of discrete-time positive evolution operators on ordered Banach spaces and applications ⋮ Differential equations with positive evolutions and some applications ⋮ Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise ⋮ Observability of linear difference equations in Hilbert spaces and applications ⋮ Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems ⋮ Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises ⋮ Spectral tests for observability and detectability of periodic Markov jump systems with nonhomogeneous Markov chain ⋮ Stochastic observability in network state estimation and control ⋮ Quantitative measure of observability for linear stochastic systems ⋮ A class of transformation matrices and its applications ⋮ 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 ⋮ Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump ⋮ Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises ⋮ Detectability and observability of discrete-time stochastic systems and their applications ⋮ Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises
This page was built for publication: Observability and detectability of a class of discrete-time stochastic linear systems
