Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
756343 | Systems & Control Letters | 2013 | 6 Pages |
Abstract
This paper studies detectability and observability of Markov jump discrete-time linear stochastic systems with multiplicative noise (MJDLS for short). The relations between some concepts of detectability and observability are established. These relations, together with equivalent expressions of observability Gramian allow us to obtain some other sufficient and necessary conditions of detectability and observability. As applications, discrete-time stochastic Lyapunov equations and stochastic discrete algebraic Riccati equations (SDARE) are discussed.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Lijuan Shen, Jitao Sun, Qidi Wu,