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Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise - MaRDI portal

Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise (Q3132995)

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Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise
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    Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise (English)
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    12 February 2018
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    discrete-time time-varying stochastic systems
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    generalized Lyapunov equations
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    uniform detectability
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    exact detectability
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    exact observability
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