The Detectability of Discrete-Time Stochastic Linear Systems with Markovian Jump and Multiplicative Noises

被引:0
|
作者
Liu, Wenhui [1 ]
Deng, Feiqi [1 ]
Yan, Xuekui [1 ]
Zhao, Yinwei [2 ]
机构
[1] S China Univ Technol, Coll Automat Sci & Engn, Guangzhou 510641, Guangdong, Peoples R China
[2] South China Univ Technol, Sch Sci, Guangzhou 510641, Guangdong, Peoples R China
关键词
Stochastic Linear Systems; Observability; Detectability; Transformation Matrix; OBSERVABILITY; STABILIZABILITY;
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
This paper studies the detectability of discrete-time stochastic linear systems with Markovian jump and multiplicative noises. An equivalent de nition of the weak detectability for discrete-time stochastic linear systems will be discussed. And we show that the weak detectability has invariance under the linear output feedback.
引用
收藏
页码:1755 / 1758
页数:4
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