Analysis of discrete linear stochastic model of convection-diffusion transport

The paper addresses an analysis of observability and controllability of the mathematical model of convection-diffusion transport, constructed in the form of a discrete linear state-space stochastic system. The model is constructed using a finite-difference scheme with five points. The paper resolves the problem of selecting the minimum number of sensors, in which the model retains the property of observability and controllability. The solution is based on the test of the criterion of full observability and controllability for a discrete linear time-invariant system. We have shown that two sensors are sufficient to preserve observability of the discrete model.