A Formula Connecting Sample and Moment Stability of Linear Stochastic Systems
From MaRDI portal
Publication:5187189
DOI10.1137/0144057zbMath0561.93063OpenAlexW2012310375MaRDI QIDQ5187189
Publication date: 1984
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0144057
Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)
Related Items
Almost-sure exponential mixing of passive scalars by the stochastic Navier-Stokes equations, Practical stability of stochastic delay evolution equations, A stochastic Hopf bifurcation, Jump linear quadratic control with random state discontinuities, Moment Lyapunov exponent of three-dimensional system under bounded noise excitation, MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS, LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM, Almost-sure asymptotic stability of a general four-dimensional system driven by real noise, Stability indices for randomly perturbed power systems, Scattering of a wave packet by an interval of random medium, Moment Lyapunov exponent and stochastic stability of binary airfoil driven by non-Gaussian colored noise, Homotopy and homology vanishing theorems and the stability of stochastic flows, Almost sure and δmoment stability of jump linear systems, Stochastic stability of a viscoelastic column axially loaded by a white noise force, Almost sure and moments stability of jump linear systems, Sample and moment lyapunov exponents of discrete linear dynamical systems, An importance sampling technique in Monte Carlo methods for SDEs with a.s. stable and mean-square unstable equilibrium, Almost-sure enhanced dissipation and uniform-in-diffusivity exponential mixing for advection-diffusion by stochastic Navier-Stokes, Almost sure and moment Lyapunov exponents for a stochastic beam equation, On the \(p\)th moment stability of the binary airfoil induced by bounded noise, Exponential stability of matrix-valued Markov chains via nonignorable periodic data, Moment Lyapunov exponent for three-dimensional system under real noise excitation, On the pitchfork bifurcation for the Chafee-Infante equation with additive noise, Pathwise stability of degenerate stochastic evolutions, Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows, Exponential mixing for random dynamical systems and an example of Pierrehumbert, Lower bounds on the Lyapunov exponents of stochastic differential equations, Construction of mean-square Lyapunov-basins for random ordinary differential equations, Generalized joint spectral radius and stability of switching systems, Moment Lyapunov exponent and stochastic stability for a binary airfoil driven by an ergodic real noise, Stochastic stability of damped Mathieu oscillator parametrically excited by a Gaussian noise, Asymptotical mean square stability of an equilibrium point of some linear numerical solutions with multiplicative noise, The moment Lyapunov exponent of a co-dimension two bifurcation system driven by non-Gaussian colored noise, Averaged dynamics and pole assignment for a class of stochastic systems, Small noise expansion of moment lyapunov exponents for two-dimensional systems, Generalized Hamiltonian norm, Lyapunov exponent and stochastic stability for quasi-Hamiltonian systems, Contractibility of manifolds by means of stochastic flows, The moment Lyapunov exponent for a three-dimensional stochastic system, Estimates and exact expressions for lyapunov exponents of stochastic linear differential equations, Detection delays, false alarm rates and the reconfiguration of control systems, A limit formula for joint spectral radius with \(p\)-radius of probability distributions, Practical Asymptotic Stability of Nonlinear Stochastic Evolution Equations, Exponential stability of switched stochastic delay systems with non-linear uncertainties, Moment decay rates of solutions of stochastic differential equations, Excitation-Induced Stability and Phase Transition: A Review, Stabilization of Volterra equations by noise, Some aspects of chaotic and stochastic dynamics for structural systems., On the practical global uniform asymptotic stability of stochastic differential equations, Manifolds with wells of negative curvature. With an appendix by Daniel Ruberman: Homology and bounded homology of universal covers, A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations, THE ASYMPTOTIC BEHAVIOR OF SEMI-INVARIANTS FOR LINEAR STOCHASTIC SYSTEMS, Orbital stability index for stochastic systems