Title :
On the observability and detectability of continuous-time Markov jump linear systems
Author :
Costa, Eduardo F. ; do Val, Joao B. R.
Author_Institution :
Dept. de Telematica, UNICAMP, Campinas, Brazil
Abstract :
The paper presents new observability and detectability concepts for continuous-time Markov jump linear systems with finite Markov state, which generalize previous corresponding concepts found in the literature. The concept can also assure that the solution of the coupled algebraic Riccati equation associated to the quadratic control problem is unique and stabilizing, making other concepts redundant. Tests for weak observability and detectability of a system are provided.
Keywords :
Markov processes; Riccati equations; continuous time systems; linear systems; observability; continuous time Markov jump linear systems; coupled algebraic Riccati equation; detectability; finite Markov state; observability; quadratic control problem; Aerospace electronics; Europe; Linear systems; Manganese; Markov processes; Observability; Trajectory; Markov jump linear systems; detectability and observability of stochastic systems; optimal control; quadratic control; stochastic systems;
Conference_Titel :
Control Conference (ECC), 2001 European
Conference_Location :
Porto
Print_ISBN :
978-3-9524173-6-2
