Mean square stabilization of linear systems by mean zero noise

DOI10.1080/17442509908834209MaRDI QIDQ4719382zbMATH OpenOpenAlexFDO

Authors Roman V. Bobryk, Łukasz Stettner

Publication date 4 January 2000

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509908834209

zbMATH Keywords

stabilitystabilization by noisestochastic linear systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cites work

• Asymptotic theory of mixing stochastic ordinary differential equations
• scientific article; zbMATH DE number 3140813 (Why is no real title available?)
• scientific article; zbMATH DE number 3878095 (Why is no real title available?)
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• Large noise asymptotics of invariant measures, with applications to lyapunov exponents
• Moment Lyapunov Exponent for Two Coupled Oscillators Driven by Real Noise
• Small noise expansion of moment lyapunov exponents for two-dimensional systems
• Solving linear stochastic differential equations
• Stabilization by Noise Revisited
• Stabilization of companion form systems by mean zero noise
• Statistical Behavior of Linear Systems with Randomly Varying Parameters
• Stochastic stabilization and destabilization

Cited in

(15)

• Stabilization of linear stochastic systems with state and control dependent perturbations
• Stochastic stabilization and destabilization
• Stabilization of linear systems by a multiplicative random noise
• Colored-noise-induced parametric resonance
• Stochastic stability of coupled oscillators
• Moment stability for linear systems with a random parametric excitation
• scientific article; zbMATH DE number 175903 (Why is no real title available?)
• On mean square boundedness of stochastic linear systems with bounded controls
• scientific article; zbMATH DE number 688039 (Why is no real title available?)
• Noise Assisted High-gain Stabilization: Almost Surely or in Second Mean
• Stochastic stabilization and destabilization: a survey
• Stabilization of companion form systems by mean zero noise
• A closure procedure for random vibration parametric resonances
• pth moment stability of discrete-time Markov jump systems by extended system method
• Closure method and asymptotic expansions for linear stochastic systems

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