On detectability of stochastic systems

DOI10.1016/J.AUTOMATICA.2006.11.004zbMATH Open1117.93372OpenAlexW1973865650MaRDI QIDQ883397FDOQ883397

Authors: Tobias Damm 

Publication date: 4 June 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.11.004

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zbMATH Keywords

detectabilityobservabilitypositive operatorsLyapunov equationstochastic systems

Mathematics Subject Classification ID

Observability (93B07) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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Cited In (23)

• Complexity reduction of large-scale stochastic systems using linear quadratic Gaussian balancing
• Initial-state detectability of stochastic discrete-event systems with probabilistic sensor failures
• The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions
• On detectability and observability of discrete-time stochastic Markov jump systems with state-dependent noise
• Estimability and regulability of linear systems
• Title not available (Why is that?)
• Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
• Detectability of linear discrete-time systems with stochastic parameters
• Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
• Moment observability and output feedback stabilisation for linear stochastic impulsive systems
• Information bounds and quick detection of parameter changes in stochastic systems
• On the detectability and observability of continuous stochastic Markov jump linear systems
• Exact observability and stability of stochastic implicit systems
• On unified concepts of detectability and observability for continuous-time stochastic systems
• Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients
• Duality: detectability versus stabilizability in the stochastic context
• Evaluation and design of actuator fault diagnosability for nonlinear affine uncertain systems with unknown indeterminate inputs
• Detectability and observability of discrete-time stochastic systems and their applications
• On observability and detectability of continuous-time stochastic Markov jump systems
• Detectability, Observability, and Asymptotic Reconstructability of Positive Systems
• The H∞‐optimal control problem of CSVIU systems
• A class of transformation matrices and its applications
• On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise

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