On controllability of linear stochastic systems

Abstract

We discuss several concepts of controllability for partially observable stochastic systems: complete controllability, approximate controllability, controllability and S-controllability, and show that complete and approximate controllability notions are equivalent, and in turn are equivalent to the controllability for linear stochastic systems controlled by gaussian processes. We derive necessary and sufficient conditions for these concepts of controllability. These criteria reduce to the well-known rank condition.