| Full text | |
| Author(s): |
Costa, Eduardo F.
;
Manfrim, Amanda L. P.
;
do Val, Joao B. R.
;
IEEE
Total Authors: 4
|
| Document type: | Journal article |
| Source: | 2006 AMERICAN CONTROL CONFERENCE, VOLS 1-12; v. 1-12, p. 2-pg., 2006-01-01. |
| Abstract | |
The paper introduces weak controllability and weak stabilizability concepts for discrete-time Markov jump linear system with finite Markov space. We introduce a collection of matrices C that resembles controllability matrices of deterministic linear systems. The collection of matrices C allows us to define a weak controllability concept by requiring that the matrices are full rank, as well as to introduce a weak stabilizability concept that is a dual of the weak detectability concept found in the literature of Markov jump systems. An important feature of the introduced concept is that it generalizes the concept of mean square stabilizability. The role that this concept plays in the scenario of the filtering problem is investigated through case studies, which suggest that weak stabilizability together with mean square delectability ensure that the state estimator is mean square stable. Illustrative examples are included. (AU) | |
| FAPESP's process: | 03/06736-7 - Control and filtering of Markovian jumping parameters stochastic systems |
| Grantee: | João Bosco Ribeiro do Val |
| Support Opportunities: | Research Projects - Thematic Grants |