Detectability of linear discrete-time systems with stochastic parameters

DOI10.1080/00207178308933127zbMath0532.93010OpenAlexW2172225927MaRDI QIDQ3315350

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

stochastic parametersdetectabilitymean-square stabilizability

Mathematics Subject Classification ID

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

Related Items (2)

Stationary optimal control of stochastically sampled continuous-time systems ⋮ Optimal estimation of linear discrete-time systems with stochastic parameters

Cites Work

• 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
• Further results on the uncertainty threshold principle
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