ALMOST SURE STABILIZABILITY AND RICCATIS EQUATION OF LINEAR-SYSTEMS WITH RANDOM PARAMETERS

Authors
BOUGEROL P
Citation
P. Bougerol, ALMOST SURE STABILIZABILITY AND RICCATIS EQUATION OF LINEAR-SYSTEMS WITH RANDOM PARAMETERS, SIAM journal on control and optimization, 33(3), 1995, pp. 702-717
Citations number
19
Categorie Soggetti
Controlo Theory & Cybernetics",Mathematics
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
33
Issue
3
Year of publication
1995
Pages
702 - 717
Database
ISI
SICI code
0363-0129(1995)33:3<702:ASSARE>2.0.ZU;2-O
Abstract
Linear systems with stationary time-varying parameters are considered. The notions of almost sure stabilizability and almost sure detectabil ity are explored. Under these properties the asymptotic behavior of th e associated Riccati equation is described. In particular the stabilit y of the Kalman filter and the convergence of linear observers are pro ved.