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27

AUTOMATICA
2007

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On detectability of stochastic systems

13 years 11 months ago

On detectability of stochastic systems

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We discuss notions of detectability for stochastic linear control systems of Itˆo type. A natural concept of detectability requires a non-zero output, if the state process is unstable. We show that this property can equivalently be characterized by a generalized version of the Hautus-test. The proof is based on spectral theory for positive operators. Key words: Detectability, Observability, Stochastic systems, Positive operators, Lyapunov equation

Tobias Damm

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AUTOMATICA 2007 | Detectability | Positive Operators | Stochastic Linear Control |

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Added	08 Dec 2010
Updated	08 Dec 2010
Type	Journal
Year	2007
Where	AUTOMATICA
Authors	Tobias Damm

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