Lyapunov coupled equations for continuous-time infinite Markov jump linear systems (Q1856857)

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Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
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    Lyapunov coupled equations for continuous-time infinite Markov jump linear systems (English)
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    11 February 2003
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    The MJLS with countably infinite state space is shown to be stochastically stabilizable if and only if the associated countably infinite coupled Lyapunov equations have a unique norm bounded strictly positive solution.
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    stochastic stability
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    Markov jump linear systems
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    countably infinite state space
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    countably infinite coupled Lyapunov equations
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