KMS Of Academy of mathematics and systems sciences, CAS
On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise | |
Ni, Yuanhua1; Zhang, Weihai2; Fang, Haitao1 | |
2010-02-01 | |
发表期刊 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY |
ISSN | 1009-6124 |
卷号 | 23期号:1页码:102-115 |
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. |
关键词 | Exact detectability exact observability Markov jump systems multiplicative noise PBH Criterion stochastic H2(/) H(infinity) control |
DOI | 10.1007/s11424-010-9270-7 |
语种 | 英语 |
WOS研究方向 | Mathematics |
WOS类目 | Mathematics, Interdisciplinary Applications |
WOS记录号 | WOS:000274950400010 |
出版者 | SPRINGER |
引用统计 | |
文献类型 | 期刊论文 |
条目标识符 | http://ir.amss.ac.cn/handle/2S8OKBNM/10525 |
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. |
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