On unified concepts of detectability and observability for continuous-time stochastic systems

Applied Mathematics and Computation

Volumn 217, Issue 2, 2010, Pages 521-536

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

^a HARBIN INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Continuous time stochastic systems; Detectability; Observability; Positive operator; Rank criterion; Stochastic Lyapunov and Riccati equation

Indexed keywords

CONTINUOUS-TIME STOCHASTIC SYSTEMS; DETECTABILITY; LYAPUNOV; POSITIVE OPERATOR; RANK CRITERION;

LINEAR SYSTEMS; LYAPUNOV FUNCTIONS; MATHEMATICAL OPERATORS; OBSERVABILITY; RICCATI EQUATIONS; STOCHASTIC SYSTEMS;

CONTINUOUS TIME SYSTEMS;

EID: 77955664467     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2010.05.086     Document Type: Article

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