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

DOI10.1016/S0005-1098(96)80013-6zbMath0870.93049MaRDI QIDQ675289

Juan-Miguel Gracia

Publication date: 6 March 1997

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

asymptotic stability; stochastic stability; multiplicative white noise; moment Lyapunov exponents; linear stochastic system; \(p\)-stability

Mathematics Subject Classification ID

93C05: Linear systems in control theory

93D20: Asymptotic stability in control theory

93E15: Stochastic stability in control theory