On a detectability concept of discrete-time infinite Markov jump linear systems

Stochastic Analysis and Applications

Volumn 23, Issue 1, 2005, Pages 1-14

  Costa, Eduarde F ^a   Do Val, João B R ^b   Fragosa, Marcelo D ^c  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b UNIVERSITY OF CAMPINAS   (Brazil)

^c LABORATÓRIO NACIONAL DE COMPUTAÇÃO CIENTÍFICA   (Brazil)

Author keywords

Detectability; Infinite Markov state space; Markov jump systems; Stochastic systems

Indexed keywords

EID: 15244349062     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-200044395     Document Type: Article

References (12)

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3. Costa, E.F., and do Val, J.B.R. 2002. Weak Detectability and the Linear Quadratic Control Problem of Discrete-Time Markov Jump Linear Systems. International Journal of Control 75(16-17):1282-1292.
4. Costa, E.F., and do Val, J.B.R. 2002. On the Detectability and Observability of Continuous-Time Markov Jump Linear Systems. SIAM Journal on Control and Optimization 41(4): 1295-1314.
5. Costa, O.L.V. 1995. Discrete-time coupled Riccati equations for systems with Markov switching parameters. Journal of Mathematical Analysis and Applications 194:197-216.
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8. do Val, J.B.R., J.C. Geromel, and O.L.V. Costa. 1999. Solutions for the linear quadratic control problem of Markov jump linear systems. Journal of Optimization Theory and Applications 103:283-311.
9. Fragoso, M., and J. Baczynski. 2001. Optimal control for continuous time LQ problems with infinite Markov jump parameters. SIAM Journal on Control and Optimization 40(1):270-297.
10. Ji, Y., and H.J. Chizeck. 1990. Controlability, stabilizability and continuous time Markovian jump linear quadratic control. IEEE Transactions on Automatic Control 35(7):777-788.
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12. Morozan, T. 1995. Stability and control for linear systems with jump Markov perturbations. Stochastic Analysis and Applications 13(1):91-110.