Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-
From MaRDI portal
(Redirected from Publication:5097791)
Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-\(\nu\)
Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-\(\nu\)
Recommendations
Cites work
- A stochastic difference equation
- Control for discrete singular hybrid systems
- Control of linear dynamic market systems
- Differential-algebraic equations. A projector based analysis
- Dynamic equations in descriptor form
- Existence and uniqueness of solutions of linear variable coefficient discrete-time descriptor systems
- Exponential stability and robust stability for linear time-varying singular systems of second order difference equations
- Extended dissipative anti-disturbance control for delayed switched singular semi-Markovian jump systems with multi-disturbance via disturbance observer
- scientific article; zbMATH DE number 2065128 (Why is no real title available?)
- scientific article; zbMATH DE number 852526 (Why is no real title available?)
- Linear stochastic differential-algebraic equations with constant coefficients
- Lyapunov functionals and stability of stochastic difference equations
- Mean square exponential stability of discrete-time Markov switched stochastic neural networks with partially unstable subsystems and mixed delays
- Mean square exponential stability of impulsive stochastic difference equations
- Mean stability of stochastic difference systems
- Necessary and sufficient conditions of asymptotic mean square stability for stochastic linear difference equations
- Numerical solution of differential algebraic Riccati equations
- Numerical solution of stochastic differential-algebraic equations with applications to transient noise simulation of microelectronic circuits
- Singular difference equations: an overview
- Some remarks on stability of stochastic singular systems with state-dependent noise
- Stability analysis of discrete-time semi-Markov jump linear systems with partly unknown semi-Markov kernel
- Stability analysis of implicit difference equations under restricted perturbations
- Stability and robust stability of linear time-invariant delay differential-algebraic equations
- Stability of discrete-time linear systems with Markovian jumping parameters
- Stability radii of differential-algebraic equations with respect to stochastic perturbations
- State Estimation and Sliding-Mode Control of Markovian Jump Singular Systems
- Stochastic differential algebraic equations of index 1 and applications in circuit simulation.
- Stochastic differential-algebraic equations of index 1
- Stochastic implicit difference equations of index-1
- Stochastic stability analysis for discrete-time singular Markov jump systems with time-varying delay and piecewise-constant transition probabilities
Cited in
(5)- Stochastic implicit difference equations of index-1
- Stability of stochastic singular difference equations with delay
- Dissipativity-based iterative learning control for singular systems
- New findings concerning the stability radius of stochastic singular systems in Hilbert space
- Singular difference equations: an overview
This page was built for publication: Solvability and stability of stochastic singular difference equations with constant coefficient matrices of index-\(\nu\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5097791)
