Exact reachability of discrete‐time stochastic system with multiplicative noise and partial information.
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| Title: | Exact reachability of discrete‐time stochastic system with multiplicative noise and partial information. |
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| Authors: | Wang, Wenjing1 (AUTHOR) wangwenjingwls@163.com, Xu, Juanjuan1 (AUTHOR) juanjuanxu@sdu.edu.cn |
| Source: | Asian Journal of Control. Sep2025, Vol. 27 Issue 5, p2406-2413. 8p. |
| Subjects: | Stochastic systems, Stochastic difference equations, Discrete-time systems, Stochastic matrices, Random noise theory, Simulation methods & models |
| Abstract: | This paper is concerned with the exact reachability of discrete‐time stochastic system with partial information. The main contribution is to obtain the necessary and sufficient Gramian matrix criterion for the exact reachability of stochastic systems with partial information. The key is to innovatively transform the stochastic system governed by forward stochastic difference equation into an equivalent system governed by backward stochastic difference equation. Simulation examples illustrate the effectiveness of the results. [ABSTRACT FROM AUTHOR] |
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| Database: | Engineering Source |
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| Abstract: | This paper is concerned with the exact reachability of discrete‐time stochastic system with partial information. The main contribution is to obtain the necessary and sufficient Gramian matrix criterion for the exact reachability of stochastic systems with partial information. The key is to innovatively transform the stochastic system governed by forward stochastic difference equation into an equivalent system governed by backward stochastic difference equation. Simulation examples illustrate the effectiveness of the results. [ABSTRACT FROM AUTHOR] |
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| ISSN: | 15618625 |
| DOI: | 10.1002/asjc.3575 |
