Parametrization method for calculating exact stability bounds of stochastic linear systems with multiplicative noise

DOI10.1016/S0005-1098(96)80013-6zbMATH Open0870.93049MaRDI QIDQ675289FDOQ675289

Juan-Miguel Gracia

Publication date: 6 March 1997

Published in: Automatica (Search for Journal in Brave)

Recommendations

• On stability of parametrically excited linear stochastic systems
• scientific article
• Stabilization of linear systems by a multiplicative random noise
• Stability estimates of linear stochastic systems
• Stability estimates of linear stochastic systems
• Stochastic Galerkin methods for linear stability analysis of systems with parametric uncertainty
• Almost sure stability of stochastic linear systems with ergodic parameters
• On the stability of systems with stochastically variable parameters
• Stochastic linearization of MDOF systems under parametric excitations

zbMATH Keywords

asymptotic stabilitymultiplicative white noisestochastic stabilitylinear stochastic system\(p\)-stabilitymoment Lyapunov exponents

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Lyapunov exponents. Proceedings of a Workshop held in Bremen, Germany, November 12-15, 1984
• LP-stabilization problem for linear stochastic control systems with multiplicative noise
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (6)

• Title not available (Why is that?)
• Two-sided bounds on some output-related quantities in linear stochastically excited vibration systems with application of the differential calculus of norms
• Almost Sure Exponential Stability of Large-Scale Stochastic Nonlinear Systems
• Title not available (Why is that?)
• Decomposition and stability of linear systems with multiplicative noise
• Title not available (Why is that?)

This page was built for publication: Parametrization method for calculating exact stability bounds of stochastic linear systems with multiplicative noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q675289)