Title :
Stochastic observability of linear systems with Markovian jumps
Author_Institution :
CNRS-ESE, Gif-sur-Yvette, France
Abstract :
The purpose of this communication is to introduce a notion of stochastic observability for a class of linear stochastic systems subject to random and sudden changes in parameter values. An algebraic necessary and sufficient observability condition is then obtained in the form of an easily computable rank test.
Keywords :
Actuators; Control systems; Controllability; Linear systems; Observability; Sensor arrays; Sensor phenomena and characterization; Stochastic processes; Stochastic systems; Testing;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267479
