Abstract
In recent years the model of discrete-time stochastic systems subject to multiplicative noise has found useful applications in such areas as networked control systems and system biology. In this paper we investigate detectability of linear discrete-time time-varying stochastic systems subject to multiplicative noise. Specifically, we first introduce a new concept, called uniform detectability, for discrete-time time-varying stochastic systems. Then we establish several good properties on uniform detectability.
| Original language | English |
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| Title of host publication | Proceedings of the 2013 IEEE 52nd Annual Conference on Decision and Control (CDC'2013): 10-13 December 2013, Florence, Italy |
| Publisher | IEEE |
| Pages | 1235-1240 |
| Number of pages | 6 |
| ISBN (Print) | 9781467357166 |
| DOIs | |
| Publication status | Published - 2013 |
| Event | IEEE Conference on Decision & Control - Duration: 10 Dec 2013 → … |
Conference
| Conference | IEEE Conference on Decision & Control |
|---|---|
| Period | 10/12/13 → … |