Controllability of stochastic linear systems
โ Scribed by Jerzy Zabczyk
- Publisher
- Elsevier Science
- Year
- 1981
- Tongue
- English
- Weight
- 403 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0167-6911
No coin nor oath required. For personal study only.
โฆ Synopsis
In the paper necessary and sufficient conditions for various types of stochastic controllability of the linear stochastic system of the form dx=Axdr+Budr+Cd+,
x(0) = xg are given. Some possible extensions are indicated as well.
๐ SIMILAR VOLUMES
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.
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
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