scholarly journals Controllability Gramian and Kalman rank condition for mean-field control systems

2021 ◽  
Vol 27 ◽  
pp. 30 ◽  
Author(s):  
Zhiyong Yu
Keyword(s):  
Control Systems ◽  
Stochastic Systems ◽  
Mean Field ◽  
Exact Controllability ◽  
Rank Condition ◽  
Controllability Gramian ◽  
Kalman Rank Condition ◽  
Time Invariant ◽  
Special Time ◽  
General Time

This paper is concerned with the exact controllability of linear mean-field stochastic systems with deterministic coefficients. With the help of the theory of mean-field backward stochastic differential equations (MF-BSDEs, for short) and some delicate analysis, we obtain a mean-field version of the Gramian matrix criterion for the general time-variant case, and a mean-field version of the Kalman rank condition for the special time-invariant case.

Optimal Nonlinear Estimation of Linear Stochastic Systems: The Multivariable Extension

1996 ◽  
Vol 118 (2) ◽  
pp. 350-353 ◽  
Author(s):  
M. A. Hopkins ◽  
H. F. VanLandingham
Keyword(s):  
Stochastic Systems ◽  
Transfer Functions ◽  
Mimo Systems ◽  
Linear Time ◽  
Nonlinear Method ◽  
Single Input Single Output ◽  
Linear Time Invariant ◽  
Single Output ◽  
Time Invariant ◽  
Time Systems

This paper extends to multi-input multi-output (MIMO) systems a nonlinear method of simultaneous parameter and state estimation that appeared in the ASME JDSM&C (September, 1994), for single-input single-output (SISO) systems. The method is called pseudo-linear identification (PLID), and applies to stochastic linear time-invariant discrete-time systems. No assumptions are required about pole or zero locations; nor about relative degree, except that the system transfer functions must be strictly proper. In the earlier paper, proofs of optimality and convergence were given. Extensions of those proofs to the MIMO case are also given here.

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