Mean square exponential stability for some stochastic linear discrete time systems

DOI10.3166/EJC.12.373-395zbMath1293.93762OpenAlexW2056822163MaRDI QIDQ397252

Vasile Dragan, Toader Morozan

Publication date: 12 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.12.373-395

zbMATH Keywords

Markov chainsdiscrete-time linear stochastic systemsindependent random perturbationsLyapunov operatorsmean square exponential stability

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (11)

Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces ⋮ Stabilization of stochastic systems under Markovian switching ⋮ Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems ⋮ Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises ⋮ Mean-square analysis of stochastic cycles in nonlinear discrete-time systems with parametric noise ⋮ Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises ⋮ H₂optimal control for a wide class of discrete-time linear stochastic systems ⋮ Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching ⋮ Exponential ultimate boundedness of nonlinear stochastic difference systems with time-varying delays ⋮ Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises

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