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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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