Stochastic observability and applications
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Publication:4818201
DOI10.1093/imamci/21.3.323zbMath1060.93019MaRDI 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 systems; exponential stability; stochastic systems; multiplicative noise; Markovian jump; Itô differential equations; stochastic observability
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93C05: Linear systems in control theory
93B07: Observability
93E15: Stochastic stability in control theory
93E03: Stochastic systems in control theory (general)
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