On the stochastic observability and controllability for non-linear systems†
- 1 July 1975
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 22 (1) , 65-82
- https://doi.org/10.1080/00207177508922061
Abstract
The purpose of this paper is to present sufficient conditions for the stochastic observability and controllability of non-linear systems. First, the stochastic observability is defined and several theorems which give sufficient conditions of the stochastic observability are developed for an important class of non-linear systems. Secondly, the definition of stochastic controllability is also presented. By using the Lyapunov-like approach, sufficient conditions of the stochastic controllability are also shown. Finally, the mutual relation between the stochastic observability and controllability is discussed via sufficient conditions obtained above. For the purpose of supporting the theoretical aspects developed here, results of simulation studies are also demonstrated.Keywords
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