Title :
The detectability of discrete-time stochastic linear systems with Markovian jump and multiplicative noises
Author :
Wenhui Liu ; Feiqi Deng ; Xuekui Yan ; Yinwei Zhao
Author_Institution :
Coll. of Autom. Sci. & Eng., South China Univ. of Technol., Guangzhou, China
fDate :
May 31 2014-June 2 2014
Abstract :
This paper studies the detectability of discrete-time stochastic linear systems with Markovian jump and multiplicative noises. An equivalent definition 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.
Keywords :
Markov processes; discrete time systems; linear systems; stochastic systems; Markovian jump; discrete-time stochastic linear system detectability; linear output feedback; multiplicative noises; Educational institutions; Linear systems; Niobium; Noise; Observability; Output feedback; Stochastic systems; Detectability; Observability; Stochastic Linear Systems; Transformation Matrix;
Conference_Titel :
Control and Decision Conference (2014 CCDC), The 26th Chinese
Conference_Location :
Changsha
Print_ISBN :
978-1-4799-3707-3
DOI :
10.1109/CCDC.2014.6852453
