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)

Review text

This paper is devoted to a study of the problem of the stabilization of unstable deterministic linear systems by zero mean noise. A necessary and sufficient condition for the mean square stabilization of time-varying linear systems of ordinary differential equations by zero mean real noise is given, the noise sources being generated by either telegraphic or Ornstein-Uhlenbeck processes.

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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
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• 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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