DocumentCode :
1744149
Title :
On the detectability and observability of discrete-time Markov jump linear systems
Author :
Costa, Eduardo E. ; Val, João B R do
Author_Institution :
Dept. de Telematica, UNICAMP, Campinas, Brazil
Volume :
3
fYear :
2000
fDate :
2000
Firstpage :
2355
Abstract :
Presents a detectability concept for discrete time Markov jump linear systems with finite Markov state, which generalizes the MS-detectability concept found in the literature. The new sense of detectability can similarly assure that the solution of the coupled algebraic Riccati equation associated to the quadratic control problem is a stabilizing solution. In addition, the paper introduces a related observability concept which also generalizes previous concepts. Tests for detectability or observability are derived from the corresponding definitions, that can be performed in a finite number of steps. An illustrative example is included to show that a system may be detectable in the new sense but not in the MS sense
Keywords :
Markov processes; discrete time systems; linear quadratic control; linear systems; observability; stochastic systems; coupled algebraic Riccati equation; detectability; discrete-time Markov jump linear systems; finite Markov state; quadratic control problem; stabilizing solution; Artificial intelligence; Control systems; Infinite horizon; Linear systems; Observability; Riccati equations; Stability; State-space methods; Testing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location :
Sydney, NSW
ISSN :
0191-2216
Print_ISBN :
0-7803-6638-7
Type :
conf
DOI :
10.1109/CDC.2000.914151
Filename :
914151
Link To Document :
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