On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise
文献类型：期刊论文
| 作者 | Ni, Yuanhua1; Zhang, Weihai2; Fang, Haitao1
|
| 刊名 | JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY
 |
| 出版日期 | 2010-02-01 |
| 卷号 | 23期号:1页码:102-115 |
| 关键词 | Exact detectability exact observability Markov jump systems multiplicative noise PBH Criterion stochastic H2(/) H(infinity) control |
| ISSN号 | 1009-6124 |
| DOI | 10.1007/s11424-010-9270-7 |
| 英文摘要 | This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of It type with multiplicative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (PBH) Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H (2)/H (a) control for such MJLSS is discussed under exact detectability. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000274950400010 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/10524]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Ni, Yuanhua |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China 2.Shandong Univ Sci & Technol, Coll Informat & Elect Engn, Qingdao, Peoples R China |
| 推荐引用方式 GB/T 7714 | Ni, Yuanhua,Zhang, Weihai,Fang, Haitao. On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise[J]. JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,2010,23(1):102-115. |
| APA | Ni, Yuanhua,Zhang, Weihai,&Fang, Haitao.(2010).On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise.JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY,23(1),102-115. |
| MLA | Ni, Yuanhua,et al."On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise".JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY 23.1(2010):102-115. |
入库方式： OAI收割
来源：数学与系统科学研究院
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