Stochastic controllability of linear discrete systems with multiplicative noise
- 1 February 1978
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 27 (2) , 213-227
- https://doi.org/10.1080/00207177808922359
Abstract
This paper is concerned with a detailed study of controllability for a broad class of discrete linear stochastic systems with multiplicative state-dependent and control-dependent noise. Comparatively analysed are two approaches to the problem : the first employs a stochastic Liapunov-like function, and the second uses the well-known Chebyshev probability bound. It is shown for discrete systems with multiplicative noise that the Chebyshev approach is more suitable in general systems application.Keywords
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