On uniform detectability of discrete-time stochastic systems subject to multiplicative noise

In recent years the model of discrete-time stochastic systems subject to multiplicative noise has found useful applications in such areas as networked control systems and system biology. In this paper we investigate detectability of linear discrete-time time-varying stochastic systems subject to multiplicative noise. Specifically, we first introduce a new concept, called uniform detectability, for discrete-time time-varying stochastic systems. Then we establish several good properties on uniform detectability.