On controllability with respect to the expectation of discrete time jump linear systems (Q5939352)

Linear discrete-time dynamical control systems with Markovian jumps in parameter values are considered. Using algebraic methods and the theory of finite Markov chains, necessary and sufficient conditions for controllability with respect to the expectation and in \(N\) steps are formulated and proved. Weak controllability and \(\varepsilon\)-controllability with probability \(\delta\) are also considered and the relationships between different types of stochastic controllabilities are explained. Simple numerical illustrative examples are also given. Moreover, several remarks and comments on the results existing in the literature are presented. Similar stochastic controllability problems for other types of dynamical control systems were considered in the papers [\textit{J. Klamka} and \textit{Le Si Dong}, Arch. Autom. Telemech. 35, 67-74 (1990; Zbl 0728.93066)] and [\textit{J. Klamka} and \textit{L. Socha}, IEEE Trans. Autom. Control AC-22, 880-881 (1977; Zbl 0363.93048)].