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On observability and detectability of continuous-time stochastic Markov jump systems

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Abstract

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.

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Author information

Authors and Affiliations

  1. School of Control Science and Engineering, Shandong University, Jinan, 250061, China

    Cheng Tan

  2. College of Electrical Engineering and Automation, Shandong University of Science and Technology, Qingdao, 266590, China

    Weihai Zhang

Authors
  1. Cheng Tan
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  2. Weihai Zhang
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Additional information

This research was supported by the Natural Science Foundation of China under Grant No. 61174078, theResearch Fund for the Taishan Scholar Project of Shandong Province of China, the SDUST Research Fundunder Grant No. 2011KYTD105, and the State Key Laboratory of Alternate Electrical Power System withRenewable Energy Sources under Grant No. LAPS13018.

This paper was recommended for publication by Editor ZHANG Jifeng.

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Tan, C., Zhang, W. On observability and detectability of continuous-time stochastic Markov jump systems. J Syst Sci Complex 28, 830–847 (2015). https://doi.org/10.1007/s11424-015-2253-y

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  • DOI: https://doi.org/10.1007/s11424-015-2253-y

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