Average reachability of continuous-time Markov jump linear systems and the linear minimum mean square estimator
. In this paper we study the average reachability gramian for continuous-time linear systems with additive noise and jump parameters driven by a general Markov chain. We define a rather natural reachability concept by requiring that the average reachability gramian be positive definite. Aiming at a...
- Autores:
-
Roa Narvaez, Alfredo Rafael
Fontoura Costa, Eduardo
- Tipo de recurso:
- Article of journal
- Fecha de publicación:
- 2016
- Institución:
- Corporación Universidad de la Costa
- Repositorio:
- REDICUC - Repositorio CUC
- Idioma:
- eng
- OAI Identifier:
- oai:repositorio.cuc.edu.co:11323/1286
- Acceso en línea:
- https://hdl.handle.net/11323/1286
https://repositorio.cuc.edu.co/
- Palabra clave:
- Continuous-time systems
Filtering
Markov jump linear systems
Reachability of stochastic systems
Stochastic systems
- Rights
- openAccess
- License
- Atribución – No comercial – Compartir igual