On the observability and detectability of continuous-time Markov jump linear systems

The paper presents new observability and detectability concepts for continuous-time Markov jump linear systems with finite Markov state, which generalize previous corresponding concepts found in the literature. The concept can also assure that the solution of the coupled algebraic Riccati equation associated to the quadratic control problem is unique and stabilizing, making other concepts redundant. Tests for weak observability and detectability of a system are provided.