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-contr
Controllability of linear stochastic systems
โ Scribed by M Ehrhardt; W Kliemann
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 543 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0167-6911
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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.
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