On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems

DOI10.1081/SAP-200044395zbMath1081.93023MaRDI QIDQ4678742

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Publication date: 23 May 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic systemsdetectabilityMarkov jump linear systemsinfinite Markov state space

Mathematics Subject Classification ID

Observability (93B07) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Stability analysis for stochastic differential equations with infinite Markovian switchings

Cites Work

• Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
• Discrete-time coupled Riccati equations for systems with Markov switching parameters
• Solutions for the linear-quadratic control problem of Markov jump linear systems
• Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
• Stability and control for linear systems with jump Markov perturbations
• On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
• Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• On the detectability and observability of discrete-time Markov jump linear systems

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