On unified concepts of detectability and observability for continuous-time stochastic systems
DOI10.1016/J.AMC.2010.05.086zbMATH Open1207.93098OpenAlexW2072177779MaRDI QIDQ711280FDOQ711280
Yong Wang, Guangren Duan, Zhao-Yan Li, Bin Zhou
Publication date: 25 October 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2010.05.086
detectabilityobservabilitypositive operatorcontinuous-time stochastic systemsrank criterionstochastic Lyapunov and Riccati equation
Positive matrices and their generalizations; cones of matrices (15B48) Observability (93B07) Stochastic systems in control theory (general) (93E03)
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Cited In (13)
- Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
- H-representation to stochastic observability conservation by output feedback and Gramian bounds
- Positive operator based iterative algorithms for solving Lyapunov equations for Itô stochastic systems with Markovian jumps
- Cyclic gradient based iterative algorithm for a class of generalized coupled Sylvester-conjugate matrix equations
- On the detectability and observability of continuous stochastic Markov jump linear systems
- Exact detectability: application to generalized Lyapunov and Riccati equations
- Incremental Newton's iterative algorithm for optimal control of Itô stochastic systems
- An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations
- Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients
- Evaluation and design of actuator fault diagnosability for nonlinear affine uncertain systems with unknown indeterminate inputs
- On Detectability and Observability of Discrete‐Time Stochastic <scp>M</scp>arkov Jump Systems with State‐Dependent Noise
- On observability and detectability of continuous-time stochastic Markov jump systems
- Detectability, Observability, and Asymptotic Reconstructability of Positive Systems
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