Mean Square Stability for Discrete Bounded Linear Systems in Hilbert Space
DOI10.1137/0323002zbMATH Open0559.93071OpenAlexW2176588612MaRDI QIDQ5184802FDOQ5184802
Publication date: 1985
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0323002
Hilbert spacesMean square stabilitydiscrete linear dynamical systemsecond order wide sense stationary white noise
Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15) Control/observation systems in abstract spaces (93C25) Inner product spaces and their generalizations, Hilbert spaces (46C99)
Cited In (15)
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
- Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
- Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs
- Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
- Multiplicative perturbation by contractions and uniform stability
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
- Quadratic andH∞switching control for discrete-time linear systems with multiplicative noises
- Title not available (Why is that?)
- Lyapunov equation for infinite-dimensional discrete bilinear systems
- A note on the Lyapunov equation for discrete linear systems in Hilbert space
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- On mean-square-stable bilinear systems
- Mean square stability conditions for discrete stochastic bilinear systems
- Mean-square stability for discrete bilinear systems in Hilbert space
- On discrete stochastic bilinear systems stability
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