[1] |
Arnold, L.; Kliemann, W., Qualitative theory of stochastic systems, (Bharucha-Reid, A. T., Probabilistic Analysis and Related Topics, Vol. 3 (1982), Academic Press: Academic Press New York) · Zbl 0536.60070 |
[2] |
Boyarski, A., Finite-dimensional attainable sets for stochastic control systems, J. Optim. Theory Appl., 22, 429-445 (1977) · Zbl 0336.93045 |
[3] |
Chen, H.-F., On stochastic observability, Scientia Sinica, 20, 305-323 (1977) · Zbl 0364.93042 |
[4] |
Chen, H.-F., On the stochastic observability and controllability, (Proceedings of the 7th IFAC World Congress (1978)), 1155-1162 · Zbl 0729.62082 |
[5] |
Çinlar, E.; Jacod, J.; Protter, P.; Sharpe, M. J., Semi-martingales and Markov processes, Z. Wahrsch. Verw. Gebiete, 54, 161-219 (1980) · Zbl 0443.60074 |
[6] |
Dym, H., Stationary measures for the flow of a linear differential equation driven by white noise, Trans. Amer. Math. Soc., 123, 130-164 (1966) · Zbl 0142.13701 |
[7] |
Dynkin, E. B., (Markov Processes 1 (1965), Springer: Springer Berlin) · Zbl 0132.37901 |
[8] |
Erickson, R. V., Constant coefficient linear differential equations driven by white noise, Ann. Math. Stat., 2, 820-823 (1971) · Zbl 0235.60057 |
[9] |
Godbole, S. S., Comments on “The maximally achievable accuracy of linear optimal regulators and linear optimal filters”, IEEE Trans. Automat. Control., 17, 577 (1972) |
[10] |
Hasminskii, R. Z., Stochastic Stability of Differential Equations (1969), Sijthoff & Noordhoff: Sijthoff & Noordhoff Alphen aan den Rijn, 1980 translation from Russian · Zbl 0419.62037 |
[11] |
Kalman, R.; Arbib, M. A.; Falb, P. L., Topics in Mathematical Systems Theory (1969), McGraw-Hill: McGraw-Hill New York · Zbl 0231.49001 |
[12] |
Klamka, J.; Socha, L., Some remarks about stochastic controllability, IEEE Trans. Automat. Control., 22, 880-881 (1977) · Zbl 0363.93048 |
[13] |
Kwakernaak, H.; Sivan, R., The maximally achievable accuracy of linear optimal regulators and linear optimal filters, IEEE Trans. Automat. Control., 17, 79-86 (1972) · Zbl 0259.93057 |
[14] |
Miyahara, Y., Ultimate boundedness of systems governed by stochastic differential equations, Nagoya Math. J., 47, 111-144 (1972) · Zbl 0222.60036 |
[15] |
Sunahara, Y.; Kabeuchi, T.; Asada, Y.; Aihara, S.; Kishino, K., On stochastic controllability for nonlinear systems, IEEE Trans. Automat. Control, 19, 49-54 (1974) · Zbl 0276.93011 |
[16] |
Sunahara, Y.; Aihara, S.; Kishino, K., On the stochastic observability and controllability for non-linear systems, Int. J. Control, 22, 65-82 (1975) · Zbl 0315.93021 |
[17] |
Wonham, W. M., Linear Multivariable Control (1979), Springer: Springer New York · Zbl 0393.93024 |
[18] |
Zabczyk, J., Controllability of stochastic linear systems, Syst. Control. Lett., 1, 25-31 (1981) · Zbl 0481.93054 |
[19] |
Zabczyk, J., Controllability of Gaussian processes (1982), Preprint · Zbl 0502.93062 |