On the detectability and observability of continuous stochastic Markov jump linear systems

DOI10.1016/j.jmaa.2014.11.042zbMath1302.93198OpenAlexW1989860775MaRDI QIDQ482729

Lijuan Shen

Publication date: 6 January 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.11.042

zbMATH Keywords

observabilitystochastic systemsdetectabilityMarkov jump

Mathematics Subject Classification ID

Related Items (4)

A Newton iterative method for coupled Lyapunov matrix equations ⋮ Stability analysis for stochastic differential equations with infinite Markovian switchings ⋮ Least squares estimators for stochastic differential equations with Markovian switching ⋮ Exact detectability: application to generalized Lyapunov and Riccati equations

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