Title :
Exact observability canonical forms of stochastic time-invariant systems based on ℋ-representation technique
Author :
Xiushan Jiang;Xuemin Tian;Weihai Zhang
Author_Institution :
College of Information and Control Engineering, China University of Petroleum (East China), Qingdao 266580, Shandong province, China
Abstract :
This paper uses ℋ-representation to extend the complete observability canonical forms of deterministic linear systems to stochastic systems. Three exact observability canonical forms of stochastic time-invariant systems are given. Two examples are supplied to show the effectiveness of our main results.
Keywords :
"Observability","Stochastic systems","Linear systems","Symmetric matrices","Indexes","Noise"
Conference_Titel :
Information and Automation, 2015 IEEE International Conference on
DOI :
10.1109/ICInfA.2015.7279434