Lyapunov equations for time-varying linear systems
DOI10.1016/0167-6911(87)90023-5zbMATH Open0678.93051OpenAlexW2036658660MaRDI QIDQ1124577FDOQ1124577
Authors: Akira Ichikawa, Guiseppe Da Prato 
Publication date: 1987
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(87)90023-5
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Cited In (17)
- Model of time-varying linear systems and Kolmogorov equations
- A necessary condition for quantitative exponential stability of linear state-space systems
- Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability
- Stochastic uniform observability of general linear differential equations
- Title not available (Why is that?)
- Almost-periodic solutions for Riccati equations of stochastic control
- Some geometric properties of Lyapunov equation and LTI system
- H∞-control with output feedback for time-varying discrete systems
- On nonuniform dichotomy for stochastic skew-evolution semiflows in Hilbert spaces.
- Lyapunov equation for infinite-dimensional discrete bilinear systems
- Quadratic games and H∞-type problems for time varying systems
- Lyapunov differential equations and inequalities for stability and stabilization of linear time-varying systems
- Mean-square stability for discrete bilinear systems in Hilbert space
- Variation of Lyapunov's method for dynamic systems on time scales
- Periodic and almost periodic solutions for semilinear stochastic equations
- Optimal stabilizing compensator for linear systems with state-dependent noise
- Stochastic uniform observability of linear differential equations with multiplicative noise
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