On the detectability and observability of discrete-time Markov jump linear systems

DOI10.1016/S0167-6911(01)00134-7zbMath0986.93008MaRDI QIDQ5958798

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Publication date: 3 March 2002

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

observabilityRiccati equationdetectabilityMarkov jump linear systemsquadratic control problem

Mathematics Subject Classification ID

Related Items (19)

Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems ⋮ Stability of discrete-time positive evolution operators on ordered Banach spaces and applications ⋮ Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces ⋮ Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise ⋮ Spectral tests for observability and detectability of periodic Markov jump systems with nonhomogeneous Markov chain ⋮ A class of transformation matrices and its applications ⋮ On the detectability and observability of continuous stochastic Markov jump linear systems ⋮ On observability and detectability of continuous-time stochastic Markov jump systems ⋮ Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay ⋮ On Detectability and Observability of Discrete‐Time Stochastic <scp>M</scp>arkov Jump Systems with State‐Dependent Noise ⋮ Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept ⋮ Resilient guaranteed cost control for uncertain discrete linear jump systems ⋮ On unified concepts of detectability and observability for continuous-time stochastic systems ⋮ On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems ⋮ Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients ⋮ Exact detectability: application to generalized Lyapunov and Riccati equations ⋮ Detectability and observability of discrete-time stochastic systems and their applications ⋮ Detectability, Observability, and Asymptotic Reconstructability of Positive Systems ⋮ Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control

Cites Work

• Stability results for discrete-time linear systems with Markovian jumping parameters
• Receding horizon control of jump linear systems and a macroeconomic policy problem
• Solutions for the linear-quadratic control problem of Markov jump linear systems
• A convex programming approach to H2 control of discrete-time markovian jump linear systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Detectability and Stabilizability of Time-Varying Discrete-Time Linear Systems
• Stochastic stability properties of jump linear systems
• Convergence and Stability Properties of the Discrete Riccati Operator Equation and the Associated Optimal Control and Filtering Problems
• Output feedback control of Markov jump linear systems in continuous-time
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• Stabilization of jump linear gaussian systems without mode observations

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