线性随机系统的可控性

Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304) Pub Date : 1999-12-07 DOI:10.1109/CDC.1999.830193

N. Mahmudov

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引用次数: 286

摘要

讨论了部分可观测随机系统可控性的几个概念(完全可控性、近似可控性、可控性)。证明了完全可控性和近似可控性的概念是等价的，并且它们与高斯过程控制的线性随机系统的可控性是等价的。给出了这些可控性概念的充分必要条件。这些标准归结为众所周知的等级条件。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On controllability of linear stochastic systems

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.

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Proceedings of the 38th IEEE Conference on Decision and Control (Cat. No.99CH36304)

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