Mean square exponential stability for some stochastic linear discrete time systems
DOI10.3166/EJC.12.373-395zbMATH Open1293.93762OpenAlexW2056822163MaRDI QIDQ397252FDOQ397252
Publication date: 12 August 2014
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3166/ejc.12.373-395
Markov chainsdiscrete-time linear stochastic systemsindependent random perturbationsLyapunov operatorsmean square exponential stability
Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Asymptotic stability in control theory (93D20) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)
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Cited In (16)
- Mean Square Stability for Discrete Bounded Linear Systems in Hilbert Space
- Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems
- Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching
- Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
- Corrigendum to: ``Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems
- Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises
- Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
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- Stabilization of stochastic systems under Markovian switching
- Exponential ultimate boundedness of nonlinear stochastic difference systems with time-varying delays
- H2optimal control for a wide class of discrete-time linear stochastic systems
- Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations
- Exponential mean square stability of partially linear stochastic systems
- Mean square stability conditions for discrete stochastic bilinear systems
- Discussion on: ``Mean square exponential stability for some stochastic linear discrete time systems
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