Partial observability of stochastic semilinear systems

被引：1

作者：

Bashirov, Agamirza E. ^{[1
]}

Ahmadova, Arzu ^{[1
,2
]}

机构：

[1] Eastern Mediterranean Univ Gazimagusa, Dept Math, Mersin 10, Gazimagusa, Turkey

[2] Univ Duisburg Essen, Dept Math, Essen, Germany

来源：

SYSTEMS & CONTROL LETTERS | 2022年 / 168卷

关键词：

Stochastic system; Semilinear system; Partial observability; Observability Gramian; APPROXIMATE CONTROLLABILITY; HYPERBOLIC SYSTEMS; EQUATIONS;

D O I：

10.1016/j.sysconle.2022.105348

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this article, we consider an Ito stochastic semilinear differential equation with unknown initial state and a linear observation system. It is proved that under a certain condition on the observability Gramian, the initial state of the equation can be recovered. This result is demonstrated by an example. (C) 2022 Elsevier B.V. All rights reserved.

引用

页数：5

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