Stochastic uniform observability of general linear differential equations

DOI10.1080/14689360802275773MaRDI QIDQ3543533zbMATH OpenOpenAlexFDO

Authors V. M. Ungureanu

Publication date 4 December 2008

Published in Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14689360802275773

zbMATH Keywords

covariance operatorsevolution operatorsHilbert Schmidt spacesmild solutionsnuclear operatorsstochastic differential equationsstochastic uniform observability

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Observability (93B07)

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Cites work

• Galerkin Approximation for Optimal Linear Filtering of Infinite-Dimensional Linear Systems
• Lyapunov equations for time-varying linear systems
• On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space
• Optimal Control for an Infinite-Dimensional Periodic Problem under White Noise Perturbations
• Quadratic control for linear periodic systems
• Quadratic Control for Linear Time-Varying Systems
• Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems
• Semigroups of linear operators and applications to partial differential equations
• Stochastic observability and applications

Cited in

(13)

• Partial observability of stochastic semilinear systems
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• Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
• A unified controllability/observability theory for some stochastic and deterministic partial differential equations
• Stability of observations of partial differential equations under uncertain perturbations
• Representation theorem for stochastic differential equations in Hilbert spaces and its applications
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• scientific article; zbMATH DE number 2037848 (Why is no real title available?)
• scientific article; zbMATH DE number 2147667 (Why is no real title available?)
• Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise
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• H-representation to stochastic observability conservation by output feedback and Gramian bounds

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