Actas de congresos
On The Detectability And Observability Of Discrete-time Markov Jump Linear Systems
Registro en:
Proceedings Of The Ieee Conference On Decision And Control. , v. 3, n. , p. 2355 - 2360, 2000.
1912216
2-s2.0-0034440133
Autor
Costa E.F.
Do Val J.B.R.
Institución
Resumen
This paper presents a new detectability concept for discrete-time Markov jump linear systems with finite Markov state, which generalizes the MS-detectability concept found in the literature. The new sense of detectability can similarly assure that the solution of the coupled algebraic Riccati equation associated to the quadratic control problem is a stabilizing solution. In addition, the paper introduces a related observability concept which also generalizes previous concepts. Tests for detectability or observability are derived from the corresponding definitions, that can be performed in a finite number of steps. An illustrative example is included to show that a system may be detectable in the new sense but not in the MS sense. 3
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