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On Detectability and Observability of Discrete‐Time Stochastic M arkov Jump Systems with State‐Dependent Noise
Author(s) -
Zhang Weihai,
Tan Cheng
Publication year - 2013
Publication title -
asian journal of control
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.769
H-Index - 53
eISSN - 1934-6093
pISSN - 1561-8625
DOI - 10.1002/asjc.684
Subject(s) - observability , noise (video) , state (computer science) , discrete time and continuous time , jump , control theory (sociology) , mathematics , markov process , markov chain , computer science , algorithm , physics , statistics , artificial intelligence , control (management) , quantum mechanics , image (mathematics)
This paper mainly studies the notions of detectability and observability for discrete‐time stochastic M arkov jump systems with state‐dependent noise. Two concepts, called “ W ‐detectability” and “ W ‐observability,” for such systems are introduced, and are shown to coincide with the other concepts on detectability and observability reported recently in literature. Moreover, some criteria and interesting properties for both W ‐detectability and W ‐observability are obtained.