Automatica, Vol.43, No.5, 928-933, 2007
On detectability of stochastic systems
We discuss notions of detectability for stochastic linear control systems of Ito type. A natural concept of detectability requires a non-zero output, if the state process is unstable. We show that this property can equivalently be characterized by a generalized version of the Hautus-test. The proof is based on spectral theory for positive operators. (c) 2007 Elsevier Ltd. All rights reserved.