DocumentCode
2262215
Title
Weak controllability and weak stabilizability concepts for linear systems with Markov jump parameters
Author
Costa, Eduardo F. ; Manfrim, Amanda L P ; Do Val, Joao B R
Author_Institution
Dept. de Ciencias de Comput. e Estatistica, Sao Paulo Univ., Sao Paulo
fYear
2006
fDate
14-16 June 2006
Abstract
The paper introduces weak controllability and weak stabilizability concepts for discrete-time Markov jump linear system with finite Markov space. We introduce a collection of matrices Copf that resembles controllability matrices of deterministic linear systems. The collection of matrices Copf allows us to define a weak controllability concept by requiring that the matrices are full rank, as well as to introduce a weak stabilizability concept that is a dual of the weak detectability concept found in the literature of Markov jump systems. An important feature of the introduced concept is that it generalizes the concept of mean square stabilizability. The role that this concept plays in the scenario of the filtering problem is investigated through case studies, which suggest that weak stabilizability together with mean square detectability ensure that the state estimator is mean square stable. Illustrative examples are included
Keywords
Markov processes; controllability; discrete time systems; linear systems; matrix algebra; stability; state estimation; Markov jump parameter; controllability matrix; deterministic linear system; discrete-time Markov jump linear system; filtering problem; finite Markov space; mean square stabilizability; mean square stable; state estimator; weak controllability; weak detectability; weak stabilizability; Concurrent computing; Control systems; Controllability; Filtering; Linear systems; Random processes; Random variables; State estimation; State-space methods; Sufficient conditions;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2006
Conference_Location
Minneapolis, MN
Print_ISBN
1-4244-0209-3
Electronic_ISBN
1-4244-0209-3
Type
conf
DOI
10.1109/ACC.2006.1655473
Filename
1655473
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