Detectability of linear discrete-time systems with stochastic parameters

DOI10.1080/00207178308933127MaRDI QIDQ3315350zbMATH OpenOpenAlexFDO

Authors Willem L. De Koning

Publication date 1983

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

Full work available at URL https://doi.org/10.1080/00207178308933127

zbMATH Keywords

detectabilitystochastic parametersmean-square stabilizability

Mathematics Subject Classification ID

Observability (93B07) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stabilization of systems by feedback (93D15) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3574390 (Why is no real title available?)
• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• scientific article; zbMATH DE number 3342967 (Why is no real title available?)
• Further results on the uncertainty threshold principle
• On the matrix Riccati equation for linear systems with random gain
• The uncertainty threshold principle: Some fundamental limitations of optimal decision making under dynamic uncertainty

Cited in

(15)

• Initial-state detectability of stochastic discrete-event systems with probabilistic sensor failures
• Stationary optimal control of stochastically sampled continuous-time systems
• On some aspects of observability of stochastic systems
• Estimability and regulability of linear systems
• scientific article; zbMATH DE number 4191520 (Why is no real title available?)
• scientific article; zbMATH DE number 2015375 (Why is no real title available?)
• Detectability and Stabilizability of Discrete-Time Switched Linear Systems
• Optimal estimation of linear discrete-time systems with stochastic parameters
• Detectability Conditions and State Estimation for Linear Time-Varying and Nonlinear Systems
• Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise
• On detectability of stochastic systems
• Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients
• Duality: detectability versus stabilizability in the stochastic context
• Observability and detectability of a class of discrete-time stochastic linear systems
• Temporal stabilizability and compensatability of time-varying linear discrete-time systems with white stochastic parameters

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