The notion of stochastic controllability for linear systems subject to Markovian jumps in parameter values is studied. An algebraic necessary and sufficient condition is obtained in terms of an easily computable rank test.
Controllability of Linear Stochastic Systems in Hilbert Spaces
โ Scribed by Nazim I. Mahmudov
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 141 KB
- Volume
- 259
- Category
- Article
- ISSN
- 0022-247X
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โฆ Synopsis
The classical theory of controllability for deterministic systems is extended to linear stochastic systems defined on infinite-dimensional Hilbert spaces. Three types of stochastic controllability are studied: approximate, complete, and S-controllability. Tests for complete, approximate, and S-controllabilities are proved and the relation between the controllability of linear stochastic systems and the controllability of the corresponding deterministic systems is studied. แฎ 2001 Aca- demic Press
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