Title :
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
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;
Conference_Titel :
Control Conference, 2006. CCC 2006. Chinese
Conference_Location :
Harbin
Print_ISBN :
7-81077-802-1
DOI :
10.1109/CHICC.2006.280979
