A new approach to detectability of discrete-time infinite Markov jump linear systems

dc.creatorCosta, EF
dc.creatorDo Val, JBR
dc.creatorFragoso, MD
dc.date2005
dc.date2014-11-13T19:42:42Z
dc.date2015-11-26T17:11:18Z
dc.date2014-11-13T19:42:42Z
dc.date2015-11-26T17:11:18Z
dc.date.accessioned2018-03-28T23:59:50Z
dc.date.available2018-03-28T23:59:50Z
dc.identifierSiam Journal On Control And Optimization. Siam Publications, v. 43, n. 6, n. 2132, n. 2156, 2005.
dc.identifier0363-0129
dc.identifierWOS:000229826600013
dc.identifier10.1137/S0363012090342992X
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/76150
dc.identifierhttp://www.repositorio.unicamp.br/handle/REPOSIP/76150
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/76150
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1281071
dc.descriptionThis paper deals with detectability for the class of discrete-time Markov jump linear systems (MJLS) with the underlying Markov chain having countably infinite state space. The formulation here relates the convergence of the output with that of the state variables, and due to the rather general setting, a novel point of view toward detectability is required. Our approach introduces invariant subspaces for the autonomous system and exhibits the role that they play. This allows us to show that detectability can be written equivalently in term of two conditions: stability of the autonomous system in a certain invariant space and convergence of general state trajectories to this invariant space under convergence of input and output variables. This, in turn, provides the tools to show that detectability here generalizes uniform observability ideas as well as previous detectability notions for MJLS with finite state Markov chain, and allows us to solve the jump-linear-quadratic control problem. In addition, it is shown for the MJLS with finite Markov state that the second condition is redundant and that detectability retrieves previously well-known concepts in their respective scenarios. Illustrative examples are included.
dc.description43
dc.description6
dc.description2132
dc.description2156
dc.languageen
dc.publisherSiam Publications
dc.publisherPhiladelphia
dc.publisherEUA
dc.relationSiam Journal On Control And Optimization
dc.relationSIAM J. Control Optim.
dc.rightsaberto
dc.sourceWeb of Science
dc.subjectdetectability
dc.subjectstochastic systems
dc.subjectMarkov jump systems
dc.subjectinfinite Markov state space
dc.subjectoptimal control
dc.subjectParameter-systems
dc.subjectObservability
dc.subjectEquations
dc.subjectStability
dc.titleA new approach to detectability of discrete-time infinite Markov jump linear systems
dc.typeArtículos de revistas


Este ítem pertenece a la siguiente institución