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

DOI10.1016/S0005-1098(96)80013-6MaRDI QIDQ675289zbMATHFDO

Authors Juan-Miguel Gracia

Publication date 6 March 1997

Published in Automatica (Search for Journal in Brave)

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)

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Cites work

• scientific article; zbMATH DE number 3583681 (Why is no real title available?)
• scientific article; zbMATH DE number 3641303 (Why is no real title available?)
• scientific article; zbMATH DE number 3434851 (Why is no real title available?)
• scientific article; zbMATH DE number 3206520 (Why is no real title available?)
• LP-stabilization problem for linear stochastic control systems with multiplicative noise
• Lyapunov exponents. Proceedings of a Workshop held in Bremen, Germany, November 12-15, 1984

Cited in

(6)

• Decomposition and stability of linear systems with multiplicative noise
• scientific article; zbMATH DE number 4170811 (Why is no real title available?)
• Almost sure exponential stability of large-scale stochastic nonlinear systems
• Two-sided bounds on some output-related quantities in linear stochastically excited vibration systems with application of the differential calculus of norms
• scientific article; zbMATH DE number 5780381 (Why is no real title available?)
• scientific article; zbMATH DE number 176103 (Why is no real title available?)

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