On a detectability concept of discrete-time infinite Markov jump linear systems

Costa, Eduardo F.; Val, João Bosco Ribeiro do; Fragoso, Marcelo D.

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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

On a detectability concept of discrete-time infinite Markov jump linear systems

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Author(s):	Costa, Eduardo F. ; Val, João Bosco Ribeiro do ^[2] ; Fragoso, Marcelo D. Total Authors: 3
Document type:	Journal article
Source:	Stochastic Analysis and Applications; v. 23, n. 1, p. 1-14, 2005.
Field of knowledge:	Engineering - Electrical Engineering
Abstract
This paper introduces a concept of detectability for discrete-time infinite Markov jump linear systems that relates the stochastic convergence of the output with the stochastic convergence of the state. It is shown that the new concept generalizes a known stochastic detectability concept and, in the finite dimension scenario, it is reduced to the weak detectability concept. It is also shown that the detectability concept proposed here retrieves the well-known property of linear deterministic systems that observability is stricter than detectability. (AU)

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