Observability of Linear Stochastic Uncertain Systems

IEEE Transactions on Automatic Control

Volumn 48, Issue 12, 2003, Pages 2264-2269

  Ugrinovskii, Valery A ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Observability; Relative entropy; Risk sensitive control; Stochastic systems; Uncertain systems

Indexed keywords

CONTROL EQUIPMENT; DIFFERENTIAL EQUATIONS; ENTROPY; KALMAN FILTERING; LINEAR SYSTEMS; OBSERVABILITY; RANDOM PROCESSES;

RELATIVE ENTROPY; RISK-SENSITIVE CONTROL; STOCHASTIC SYSTEMS;

UNCERTAIN SYSTEMS;

EID: 0347316619     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2003.820164     Document Type: Article

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