On the observability and detectability of continuous-time Markov jump linear systems

2001 European Control Conference, ECC 2001

Volumn , Issue , 2001, Pages 2097-2102

  Costa, Eduardo F ^a   Do Val, João B R ^a  

^a UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

detectability and observability of stochastic systems; Markov jump linear systems; optimal control; quadratic control; stochastic systems

Indexed keywords

CONTINUOUS TIME SYSTEMS; LINEAR SYSTEMS; MARKOV PROCESSES; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS;

CONTINUOUS-TIME; COUPLED ALGEBRAIC RICCATI EQUATIONS; DETECTABILITY; MARKOV JUMP LINEAR SYSTEMS; MARKOV STATE; OPTIMAL CONTROLS; QUADRATIC CONTROL; QUADRATIC CONTROL PROBLEM;

OBSERVABILITY;

EID: 84947466280     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.2001.7076232     Document Type: Conference Paper

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