On Observability and Detectability of Continuous-Time Stochastic Markov Jump Systems

This paper mainly studies observability and detectability for continuous-time stochastic Markov jump systems. Two concepts called W-observability and W-detectability for such systems are introduced, which are shown to coincide with various notions of observability and detectability reported recently...

Full description

Saved in:
Bibliographic Details
Published inJournal of systems science and complexity Vol. 28; no. 4; pp. 830 - 847
Main Authors Tan, Cheng, Zhang, Weihai
Format Journal Article
LanguageEnglish
Published Beijing Academy of Mathematics and Systems Science, Chinese Academy of Sciences 01.08.2015
Subjects
Complex Systems
Control
Mathematics
Mathematics and Statistics
Mathematics of Computing
Operations Research/Decision Theory
Statistics
Systems Theory
可检测性
可观测性
探测能力
精确能观性
跳变系统
连续时间
随机
马尔可夫
Markov jump
Continuous-time stochastic system
observability
detectability
Online AccessGet full text

Cover

More Information
Summary:This paper mainly studies observability and detectability for continuous-time stochastic Markov jump systems. Two concepts called W-observability and W-detectability for such systems are introduced, which are shown to coincide with various notions of observability and detectability reported recently in literature, such as exact observability, exact detectability and detectability. Besides, by introducing an accumulated energy function, some efficient criteria and interesting properties for both W-observability and W-detectability are obtained.
Bibliography:11-4543/O1
Continuous-time stochastic system, detectability, Markov jump, observability.
This paper mainly studies observability and detectability for continuous-time stochastic Markov jump systems. Two concepts called W-observability and W-detectability for such systems are introduced, which are shown to coincide with various notions of observability and detectability reported recently in literature, such as exact observability, exact detectability and detectability. Besides, by introducing an accumulated energy function, some efficient criteria and interesting properties for both W-observability and W-detectability are obtained.
ISSN:1009-6124
1559-7067
DOI:10.1007/s11424-015-2253-y