On Detectability and Observability of Discrete‐Time Stochastic M arkov Jump Systems with State‐Dependent Noise

This paper mainly studies the notions of detectability and observability for discrete‐time stochastic Markov jump systems with state‐dependent noise. Two concepts, called “W‐detectability” and “W‐observability,” for such systems are introduced, and are shown to coincide with the other concepts on detectability and observability reported recently in literature. Moreover, some criteria and interesting properties for both W‐detectability and W‐observability are obtained.