Decomposition and stability of linear systems with multiplicative noise

DOI10.1016/0005-1098(84)90086-4zbMath0568.93069MaRDI QIDQ1061087

Hajime Akashi, Kazuhiko Terashima

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90086-4

zbMATH Keywords

Lie algebra; stability criteria; linear stochastic systems; explicit solvability

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93C05: Linear systems in control theory

17B05: Structure theory for Lie algebras and superalgebras

93E15: Stochastic stability in control theory

91A60: Probabilistic games; gambling

Cites Work

• Analysis of bilinear noise models in circuits and devices
• Stochastic differential equations and Nilpotent Lie algebras
• On the stochastic stability of linear systems containing colored multiplicative noise
• An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations
• Stability of linear differential equations with random coefficients
• Lie Algebraic Solution of Linear Differential Equations
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
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