On controllability of linear stochastic systems [Conference Object]
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Date
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Publisher
IEEE
Access Rights
info:eu-repo/semantics/closedAccess
Abstract
Several concepts of controllability for partially observable stochastic systems (complete controllability, approximate controllability, controllability) are discussed. It is shown that complete and approximate controllability notions are equivalent, and in turn they are equivalent to the controllability for linear stochastic systems controlled with gaussian processes. Necessary and sufficient conditions for these concepts of controllability are derived. These criteria reduce to the well known rank condition.
Description
The 38th IEEE Conference on Decision and Control (CDC) --
Keywords
Controllability, Convergence of numerical methods, Integral equations, Linear systems, Mathematical operators, Mathematical transformations, Matrix algebra, Probability, Random processes, Theorem proving, Gaussian processes, Linear stochastic system, Wiener processes, Stochastic control systems
Journal or Series
Proceedings of the IEEE Conference on Decision and Control
WoS Q Value
Scopus Q Value
Volume
2
