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...

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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
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