Stochastic observability and applications

DOI10.1093/imamci/21.3.323zbMath1060.93019OpenAlexW2091475677MaRDI 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 systemsexponential stabilitystochastic systemsmultiplicative noiseMarkovian jumpItô differential equationsstochastic observability

Mathematics Subject Classification ID

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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