H‐representation to stochastic observability conservation by output feedback and Gramian bounds
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Published:2023-08-18
Issue:1
Volume:26
Page:532-541
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ISSN:1561-8625
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Container-title:Asian Journal of Control
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language:en
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Short-container-title:Asian Journal of Control
Author:
Zhang Liangquan1ORCID,
Zhang Weihai2ORCID
Affiliation:
1. School of Mathematics Renmin University of China Beijing China
2. College of Electrical Engineering and Automation Shandong University of Science and Technology Qingdao China
Abstract
AbstractIn this paper, we are concerned with uniform complete observability of linear stochastic time‐varying systems conserved by output feedback and Gramian bounds via so called
‐representation method. We obtain the lower and upper bounds for the Gramian of output feedback stochastic system from the original system and vice versa. A numerical example is constructed to verify the effectiveness of our main result. The uniform complete observability is useful for the analysis and synthesis of the Kalman filter.
Funder
National Natural Science Foundation of China
Fundamental Research Funds for the Central Universities
Subject
Control and Systems Engineering,Electrical and Electronic Engineering,Mathematics (miscellaneous)
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