Mean square stability criteria for stochastic feedback systems

DOI10.1080/00207727308920036zbMath0265.93037OpenAlexW2153104704MaRDI QIDQ5681899

No author found.

Publication date: 1973

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727308920036

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15)

Related Items (11)

On discrete stochastic bilinear systems stability ⋮ On the stability of discrete non-linear feedback systems with state-dependent noise ⋮ An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations ⋮ Minimum energy and maximum accuracy optimal control of linear stochastic systems ⋮ Stability of higher order moments for linear stochastic systems ⋮ Robustness of feedback-stabilized systems in the presence of non-linear and random perturbations ⋮ The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters ⋮ Asymptotic stability of the linear Ito equation in infinite dimensions ⋮ Stability and stabilizability of stochastic evolution equations on Hilbert spaces ⋮ Stabilization of discrete-time systems with stochastic parameters ⋮ Practical exponential stability in mean square of stochastic partial differential equations

Cites Work

• Unnamed Item
• Liapunov criteria for weak stochastic stability
• A survey of stability of stochastic systems
• LYAPUNOV FUNCTIONS FOR THE PROBLEM OF LUR'E IN AUTOMATIC CONTROL
• A Frequency-Domain Condition for the Stability of Feedback Systems Containing a Single Time-Varying Nonlinear Element
• A New Representation for Stochastic Integrals and Equations
• On the stabilization of unstable linear systems by white noise coefficient variations
• Linear Systems with Stochastic Coefficients†

This page was built for publication: Mean square stability criteria for stochastic feedback systems