Measure observability by the generalized informational correlation

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

5 Scopus citations

Abstract

Informational correlation coefficient (ICC) can be used to measure the degree of observability for a system. In this paper, we define the generalized informational correlation coefficient (GICC), which is suitable for both discrete and continuous random variables. For the case in which the probability density functions (PDFs) are regularly supersummable, we obtain the exact value of GICC. Moreover, for the linear, stochastically autonomous system, we derive the explicit formula for the degree of observability, and prove the equivalence between the proposed measure and the traditional rank condition. Finally, a simple example is given to compare the discrete state case and the continuous state case.

Original languageEnglish
Title of host publicationProceedings of the 46th IEEE Conference on Decision and Control 2007, CDC
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5570-5574
Number of pages5
ISBN (Print)1424414989, 9781424414987
DOIs
StatePublished - 2007
Externally publishedYes
Event46th IEEE Conference on Decision and Control 2007, CDC - New Orleans, LA, United States
Duration: 12 Dec 200714 Dec 2007

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0743-1546
ISSN (Electronic)2576-2370

Conference

Conference46th IEEE Conference on Decision and Control 2007, CDC
Country/TerritoryUnited States
CityNew Orleans, LA
Period12/12/0714/12/07

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