Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients

DOI10.1016/J.AUTOMATICA.2019.108660zbMath1430.93022OpenAlexW2987357226WikidataQ126841989 ScholiaQ126841989MaRDI QIDQ2288670

Samir Aberkane, Vasile Dragan

Publication date: 20 January 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2019.108660

zbMATH Keywords

periodic coefficientsexact observabilityexact detectabilitydiscrete-time stochastic systemscharacteristic multipliersPBH type criterion

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Observability (93B07) Stochastic systems in control theory (general) (93E03)

Related Items (9)

Spectral criteria to stability and observability of mean-field stochastic periodic systems ⋮ The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions ⋮ Moment observability and output feedback stabilisation for linear stochastic impulsive systems ⋮ The H∞‐optimal control problem of CSVIU systems ⋮ \(p\)th moment stability of discrete-time Markov jump systems by extended system method ⋮ Mean-square convergent continuous state estimation of randomly switched linear systems with unobservable subsystems and stochastic output noises ⋮ Stability analysis for positive Markov jump systems in \(p\)th moment sense: necessary and sufficient conditions ⋮ Exact detectability: application to generalized Lyapunov and Riccati equations ⋮ Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems

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