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Study on Index of Stochastic Linear Continuous-Time Systems

Author

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  • Yan Li
  • Tianliang Zhang
  • Xikui Liu
  • Xiushan Jiang

Abstract

This paper studies the index problem. We obtain a necessary and sufficient condition of index larger than . A generalized differential equation is introduced and it is proved that its solvability and the feasibility of the index are equivalent. We extend the deterministic cases to the stochastic models. Our results can be used to fault detection filter analysis. Finally, the effectiveness of the proposed results is illustrated by an example.

Suggested Citation

  • Yan Li & Tianliang Zhang & Xikui Liu & Xiushan Jiang, 2015. "Study on Index of Stochastic Linear Continuous-Time Systems," Mathematical Problems in Engineering, Hindawi, vol. 2015, pages 1-10, October.
    • Handle: RePEc:hin:jnlmpe:837053
    DOI: 10.1155/2015/837053
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    Cited by:

    1. Brian W. Sloboda, 2024. "Multidimensional Stationary Time Series Dimension Reduction and Prediction Marianna Bolla, Tamás Szabados Routledge, 2023, xiv + 318 pages, $59.95, paperback ISBN: 9780367619701," International Statistical Review, International Statistical Institute, vol. 92(1), pages 130-132, April.

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