On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems

DOI10.1137/S0363012901385460zbMath1029.93007MaRDI QIDQ4785683

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Publication date: 5 January 2003

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

Markov jump systems\(W\)-detectabilityobservability of stochastic systems

Mathematics Subject Classification ID

Related Items (21)

Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces ⋮ Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities ⋮ Spectral tests for observability and detectability of periodic Markov jump systems with nonhomogeneous Markov chain ⋮ Global stability of coupled nonlinear systems with Markovian switching ⋮ Stochastic stability for time-delay Markovian jump systems with sector-bounded nonlinearities and more general transition probabilities ⋮ On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise ⋮ \(H_2\) control for the continuous-time Markovian jump linear uncertain systems with partly known transition rates and input quantization ⋮ On the detectability and observability of continuous stochastic Markov jump linear systems ⋮ Second moment constraints and the control problem of Markov jump linear systems ⋮ On observability and detectability of continuous-time stochastic Markov jump systems ⋮ A fault detection and isolation filter design method for Markov jump linear parameter‐varying systems ⋮ On the control of Markov jump linear systems with no mode observation: application to a DC Motor device ⋮ Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept ⋮ Discrete state estimators for systems on a lattice ⋮ On unified concepts of detectability and observability for continuous-time stochastic systems ⋮ Observability analysis of conewise linear systems via directional derivative and positive invariance techniques ⋮ On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems ⋮ A novel iterative algorithm for solving coupled Riccati equations ⋮ Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator ⋮ Exact detectability: application to generalized Lyapunov and Riccati equations ⋮ An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems

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