Reducibility and unobservability of Markov processes: the linear system case

DOI10.1109/9.126587MaRDI QIDQ4004765zbMATH OpenOpenAlexFDO

Authors Mark H. A. Davis, V. Lasdas

Publication date 27 September 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.126587

zbMATH Keywords

concept of estimabilitylinear stochastic systemsreducibilitystochastically unobservable

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cited in

(3)

• Minimality and reductibility of conditionally poisson systems with finite state space
• Quantitative measure of observability for linear stochastic systems
• Stochastic observability in network state estimation and control

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