Stochastic observability and applications
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Publication:4818201
DOI10.1093/imamci/21.3.323zbMath1060.93019OpenAlexW2091475677MaRDI QIDQ4818201
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
linear systemsexponential stabilitystochastic systemsmultiplicative noiseMarkovian jumpItô differential equationsstochastic observability
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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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