Observability and Detectability of Periodic Markov Jump Systems with Multiplicative Noises

被引：0

作者：

Hou, Ting ^{[1
,2
]}

Ma, Hongji ^{[1
,2
]}

Zhang, Weihai ^{[3
]}

机构：

[1] Shandong Univ Sci & Technol, Coll Math & Syst Sci, State Key Lab Min Disaster Prevent & Control Cofo, Qingdao, Shandong, Peoples R China

[2] Shandong Univ Sci & Technol, Minist Sci & Technol, Qingdao, Shandong, Peoples R China

[3] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao, Shandong, Peoples R China

来源：

2015 IEEE INTERNATIONAL CONFERENCE ON INFORMATION AND AUTOMATION | 2015年

关键词：

periodic systems; nonhomogeneous Markov chain; observability; detectability; spectral criterion; LINEAR STOCHASTIC-SYSTEMS; EQUATION;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Based on a newly proposed monodromy operator, spectral criteria are developed for stability, observability and detectability of discrete-time Markov jump systems with periodically time-varying coefficients and transition probability matrix. Moreover, it is shown that the obtained structural criteria have important applications in the analysis about asymptotic mean square stability of periodic Markov jump systems and stabilizing solution of periodic difference Riccati equations.

引用

页码：1121 / 1126

页数：6

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