Controllability of linear stochastic systems

被引：92

作者：

Mahmudov, NI ^{[1
]}

机构：

[1] Eastern Mediterranean Univ, Dept Math, Mersin, Turkey

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 2001年 / 46卷 / 05期

关键词：

linear regulator; linear stochastic systems; stochastic controllability;

D O I：

10.1109/9.920790

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We discuss several concepts of controllability for partially observable stochastic systems: complete controllability, approximate controllability, and stochastic controllability We show that complete and approximate controllability notions are equivalent, and in turn they are equivalent to the stochastic controllability for linear stochastic systems controlled with gaussian processes. We derive necessary and sufficient conditions for these concepts of controllability. These criteria reduce to the well-known rank condition.

引用

页码：724 / 731

页数：8

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