Uncertain Controllability and Observability of an Optimal Control Model

Abstract

The interest of this paper is to examine the controllability and observability of a control system in the configuration state-space of an uncertain optimal control system. The control system is designed based on the realization of capital asset values where a special case of asset management is modelled and optimized. Thus some necessary and sufficient conditions of the controllability and observability of the deterministic systems and the corresponding uncertain systems for the case of the uncertain optimal control system with application in capital asset management are considered.