Title :
On controllability of linear stochastic systems
Author_Institution :
Dept. of Math., Eastern Mediterranean Univ., Mersin, Turkey
fDate :
6/21/1905 12:00:00 AM
Abstract :
Several concepts of controllability for partially observable stochastic systems (complete controllability, approximate controllability, controllability) are discussed. It is shown that complete and approximate controllability notions are equivalent, and in turn they are equivalent to the controllability for linear stochastic systems controlled with Gaussian processes. Necessary and sufficient conditions for these concepts of controllability are derived. These criteria reduce to the well known rank condition
Keywords :
controllability; linear systems; stochastic systems; Gaussian processes; approximate controllability; complete controllability; controllability; linear stochastic systems; partially observable stochastic systems; rank condition; Control systems; Controllability; Convergence; Gaussian processes; Linear systems; Mathematics; Process control; Stochastic processes; Stochastic systems; Sufficient conditions;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.830193