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

DOI10.1007/S11424-011-9018-ZzbMATH Open1225.93116OpenAlexW2005522015MaRDI QIDQ545451FDOQ545451

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Hybrid switching diffusions. Properties and applications
• Regime Switching Stochastic Approximation Algorithms with Application to Adaptive Discrete Stochastic Optimization
• Stochastic Differential Equations with Markovian Switching
• Stability of stochastic differential equations with Markovian switching
• On the stability of systems with random parameters
• Stability of regime-switching diffusions
• Stabilization and destabilization of hybrid systems of stochastic differential equations
• Stability of random-switching systems of differential equations

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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