Detectability and observability of discrete-time stochastic systems and their applications

Automatica

Volumn 45, Issue 5, 2009, Pages 1340-1346

  Li, Zhao Yan ^a   Wang, Yong ^a   Zhou, Bin ^a   Duan, Guang Ren ^a  

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Detectability; Observability; Stochastic Lyapunov equation; Stochastic Riccati equation; Stochastic systems

Indexed keywords

DESIGN PROBLEMS; DETECTABILITY; DISCRETE-TIME; DISCRETE-TIME STOCHASTIC SYSTEMS; EXACT OBSERVABILITIES; STOCHASTIC LINEAR SYSTEMS; STOCHASTIC LYAPUNOV EQUATION; STOCHASTIC RICCATI EQUATION; TIME-VARYING LINEAR SYSTEMS;

CONTINUOUS TIME SYSTEMS; LINEAR SYSTEMS; LYAPUNOV FUNCTIONS; LYAPUNOV METHODS; RANDOM PROCESSES; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS; TELECOMMUNICATION NETWORKS;

OBSERVABILITY;

EID: 65049092221     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2009.01.014     Document Type: Article

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