Partial observability of stochastic semilinear systems

In this article, we consider an Itô 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.

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Date Issued:
12.08.2024
URN:
urn:nbn:de:hbz:465-20240812-100959-0
DOI:
10.1016/j.sysconle.2022.105348
Language:
English
Type of Resource:
Text
Keywords:
Partial observability, stochastic semilinear systems, Observability Gramian
Collection:
E-Publications
Subject categories of the Deutsche Nationalbibliografie:
510 Mathematics
Hosting institution:
Faculty of Mathematics
Info on primary publication:

This is the "Authors Accepted Manuscript" of an article published in: Systems & Control Letters, 2022, 168:105348. Available online 11 August 2022. The final article version (Version of Record) may be found at: https://doi.org/10.10.1016/j.sysconle.2022.105348

version identification:
Authors Accepted Manuscript

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