Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems

DOI10.1007/S11424-011-9018-ZMaRDI QIDQ545451zbMATH OpenOpenAlexFDO

Authors Qi He, G. Yin

Publication date 22 June 2011

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-011-9018-z

zbMATH Keywords

invariant densityLyapunov exponentrandomly switching ordinary differential equation

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

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Cites work

• scientific article; zbMATH DE number 425394 (Why is no real title available?)
• scientific article; zbMATH DE number 796445 (Why is no real title available?)
• Hybrid switching diffusions. Properties and applications
• On the stability of systems with random parameters
• Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
• Stability of random-switching systems of differential equations
• Stability of regime-switching diffusions
• Stability of stochastic differential equations with Markovian switching
• Stabilization and destabilization of hybrid systems of stochastic differential equations
• Stochastic Differential Equations with Markovian Switching

Cited in

(3)

• Multicolour Poisson matching
• On the gap between deterministic and probabilistic Lyapunov exponents for continuous-time linear systems
• Positive observer design for positive Markovian jump systems with partly known transition rates

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