• 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