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Stochastic controllability of linear systems with delay in control

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

6 Citations (Scopus)

Abstract

In the paper finite-dimensional stationary dynamical control systems described by linear stochastic ordinary differential state equations with single point delay in the control are considered. Using notations, theorems and methods taken directly from deterministic controllability problems, necessary and sufficient conditions for different kinds of stochastic relative controllability are formulated and proved. It will be proved that under suitable assumptions relative controllability of a deterministic linear associated dynamical system is equivalent to stochastic relative exact controllability and stochastic relative approximate controllability of the original linear stochastic dynamical system.

Original languageEnglish
Title of host publicationProceedings of the 2016 17th International Carpathian Control Conference, ICCC 2016
EditorsIgor Podlubny, Ivo Petras, Jan Kacur
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages329-334
Number of pages6
ISBN (Electronic)9781467386067
DOIs
Publication statusPublished - 27 Jun 2016
Event17th IEEE International Carpathian Control Conference, ICCC 2016 - High Tatras, Tatranska Lomnica, Slovakia
Duration: 29 May 2016 → 1 Jun 2016

Publication series

NameProceedings of the 2016 17th International Carpathian Control Conference, ICCC 2016

Conference

Conference17th IEEE International Carpathian Control Conference, ICCC 2016
Country/TerritorySlovakia
CityHigh Tatras, Tatranska Lomnica
Period29/05/16 → 1/06/16

Keywords

  • controllability
  • delayed controls
  • linear stochastic systems

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Control and Optimization

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