This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (...This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (PBH) Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H2/H∞ control for such MJLSS is discussed under exact detectability.展开更多
基金supported by National Natural Science Foundation of China under Grant Nos 60774020, 60736028,and 60821091
文摘This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of Ito type with multiplieative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (PBH) Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H2/H∞ control for such MJLSS is discussed under exact detectability.