On unified concepts of detectability and observability for continuous-time stochastic systems

DOI10.1016/j.amc.2010.05.086zbMath1207.93098OpenAlexW2072177779MaRDI QIDQ711280

Yong Wang, Zhao-Yan Li, Bin Zhou, Guang-Ren Duan

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

zbMATH Keywords

observabilitypositive operatordetectabilitycontinuous-time stochastic systemsrank criterionstochastic Lyapunov and Riccati equation

Mathematics Subject Classification ID

Observability (93B07) Positive matrices and their generalizations; cones of matrices (15B48) Stochastic systems in control theory (general) (93E03)

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