Conditions for the moment stability of linear stochastic systems

DOI10.1016/0167-6911(93)90064-DMaRDI QIDQ1803849zbMATH OpenOpenAlexFDO

Authors Roman V. Bobryk

Publication date 29 June 1993

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(93)90064-d

zbMATH Keywords

Ornstein-Uhlenbeck processmoment stabilitywhite noise parameters

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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Cites work

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• A survey of stability of stochastic systems
• An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations
• On the Stability of Some Linear Nonautonomous Random Systems
• On the relation between ordinary and stochastic differential equations
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I

Cited in

(3)

• scientific article; zbMATH DE number 3860113 (Why is no real title available?)
• Stabilization of linear systems by a multiplicative random noise
• Stability criterion of linear stochastic systems subject to mixed \(H_2\)/\textit{passivity} performance

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