Structural Properties of Linear Stochastic Systems

Vasile Dragan, Toader Morozan and Adrian-Mihail Stoica
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Vasile Dragan: Institute of Mathematics of the Romanian Academy
Toader Morozan: Institute of Mathematics of the Romanian Academy
Adrian-Mihail Stoica: University Politechnica of Bucharest

Chapter Chapter 4 in Mathematical Methods in Robust Control of Linear Stochastic Systems, 2013, pp 163-187 from Springer

Abstract: Abstract In this chapter we present the stochastic version of some basic concepts in control theory, namely the stabilizability, detectability, observability and controllability. All these concepts are defined both in Lyapunov operators terms and in stochastic systems terms. The definitions given in this chapter extend the corresponding definitions from the deterministic time-varying systems. Some examples will show that the stochastic observability does not always imply stochastic detectability and stochastic controllability does not necessarily imply stochastic stabilizability. As in the deterministic case the concepts of stochastic detectability and observability are used in some criteria of exponential stability in mean square

Keywords: Stochastic Detectability; Stochastic Observability; Stochastic Stabilizability; Stochastic Controllability; Exponential Stability (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-8663-3_4

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DOI: 10.1007/978-1-4614-8663-3_4

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