On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise

doi:10.1007/s11424-010-9270-7

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	On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise
	Ni, Yuanhua 1; Zhang, Weihai 2; Fang, Haitao1
刊名	JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
	2010-02-01
卷号	23 期号:1 页码:102-115
关键词	Exact detectability exact observability Markov jump systems multiplicative noise PBH Criterion stochastic H2(/) H(infinity) control
ISSN号	1009-6124
DOI	10.1007/s11424-010-9270-7
英文摘要	This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of It type with multiplicative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (PBH) Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H (2)/H (a) control for such MJLSS is discussed under exact detectability.
WOS研究方向	Mathematics
语种	英语
出版者	SPRINGER
WOS记录号	WOS:000274950400010
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/10524]
专题	系统科学研究所
通讯作者	Ni, Yuanhua
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Shandong Univ Sci & Technol, Coll Informat & Elect Engn, Qingdao, Peoples R China
推荐引用方式 GB/T 7714	Ni, Yuanhua,Zhang, Weihai,Fang, Haitao. On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(1):102-115.
APA	Ni, Yuanhua,Zhang, Weihai,&Fang, Haitao.(2010).On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(1),102-115.
MLA	Ni, Yuanhua,et al."On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.1(2010):102-115.