| Texto completo | |
| Autor(es): |
Costa, Eduardo F.
;
Val, João Bosco Ribeiro do
[2]
;
Fragoso, Marcelo D.
Número total de Autores: 3
|
| Tipo de documento: | Artigo Científico |
| Fonte: | Stochastic Analysis and Applications; v. 23, n. 1, p. 1-14, 2005. |
| Área do conhecimento: | Engenharias - Engenharia Elétrica |
| Assunto(s): | Sistemas lineares Processos estocásticos |
| Resumo | |
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) | |
| Processo FAPESP: | 98/13095-8 - Controle de sistemas lineares sujeitos a saltos markovianos |
| Beneficiário: | Eduardo Fontoura Costa |
| Modalidade de apoio: | Bolsas no Brasil - Doutorado |