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AUTOMATICA
2007

On detectability of stochastic systems

13 years 11 months ago
On detectability of stochastic systems
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
Added 08 Dec 2010
Updated 08 Dec 2010
Type Journal
Year 2007
Where AUTOMATICA
Authors Tobias Damm
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