A Note on Detectability of Stochastic Systems with Application

Author

Xiuying An ; Weihai Zhang

Author_Institution

Sch. of Electron. Inf. & Control Eng., Shandong Inst. of Light Ind., Jinan, China

fYear

2006

fDate

7-11 Aug. 2006

Firstpage

32

Lastpage

35

Abstract

This note has clarified the relation among stochastic detectability, exact detectability and complete detectability via some examples. It is shown that stochastic detectability implies both exact detectability and complete detectability, but the converse is not true. Applying exact detectability to the study of stochastic LQ optimal control, the previous results are improved.

Keywords

Riccati equations; linear quadratic control; linear systems; matrix algebra; stability; stochastic systems; complete detectability; exact detectability; generalized algebraic Riccati equation; linear quadratic optimal control; stabilizability; stochastic detectability; stochastic systems; Control engineering; Control systems; Indium tin oxide; Industrial electronics; Optimal control; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems; Symmetric matrices; Stochastic detectability; exact detectability; generalized algebraic Riccati equation; linear quadratic optimal control; stabilizability;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference, 2006. CCC 2006. Chinese

Conference_Location

Harbin

Print_ISBN

7-81077-802-1

Type

conf

DOI

10.1109/CHICC.2006.280979

Filename

4060527