کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4631676 1340627 2010 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On unified concepts of detectability and observability for continuous-time stochastic systems
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On unified concepts of detectability and observability for continuous-time stochastic systems
چکیده انگلیسی
This paper is concerned with detectability and observability of continuous-time stochastic linear systems. By adopting the idea used in defining these two concepts for time-varying systems and Markovian jump linear systems that have been studied in the literature, corresponding definitions for continuous-time stochastic linear systems are proposed. These two definitions are not only able to unify some recent definitions on these two concept reported in the literature, but also allow us to propose an efficient rank criterion to test observability of continuous-time stochastic linear systems. It seems that this rank criterion is quite analogous to the rank criterion for deterministic linear systems. With the help of these two concepts and the new criteria, the stochastic Lyapunov equation is revisited and some recent published work on this equation are generalized. Numerical examples are given to illustrate the effectiveness of the proposed approach.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 217, Issue 2, 15 September 2010, Pages 521-536
نویسندگان
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