Please use this identifier to cite or link to this item:
Type: Artigo de periódico
Title: On the detectability and observability of discrete-time Markov jump linear systems
Author: Costa, EF
do Val, JBR
Abstract: This paper presents a new delectability 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 delectability 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 that also generalizes previous concepts. A test for delectability based on a coupled matrix equation is derived from the definition, and a test for observability is presented, which can be performed in a finite number of steps. The results are illustrated by examples, including one that shows that a system may be detectable in the new sense but not in the MS sense. (C) 2001 Elsevier Science B.V. All rights reserved.
Subject: Markov jump linear systems
quadratic control problem
Country: Holanda
Editor: Elsevier Science Bv
Rights: fechado
Identifier DOI: 10.1016/S0167-6911(01)00134-7
Date Issue: 2001
Appears in Collections:Unicamp - Artigos e Outros Documentos

Files in This Item:
File Description SizeFormat 
WOS000170845800007.pdf135.29 kBAdobe PDFView/Open

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.