Stability of Linear Systems with Control Dependent Noise

DOI10.1137/0311030MaRDI QIDQ5675609zbMATH OpenOpenAlexFDO

Authors Ulrich G. Haussmann

Publication date 1973

Published in SIAM Journal on Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0311030

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic stability in control theory (93E15)

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Cited in

(14)

• A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise
• A stochastic version of Jurdjevic–Quinn theorem
• LP-stabilization problem for linear stochastic control systems with multiplicative noise
• Admissible noise of linear controllable systems
• Feedback stabilizability for stochastic systems with state and control dependent noise
• On the influence of noise on jump linear systems
• Stabilization of companion form systems by mean zero noise
• Stochastic stability analysis of fault-tolerant control systems in the presence of noise
• Stability against small noises in control problems with non-Lipschitz right-hand side of the dynamic equation
• Numerical computation of invariant densities of linear control systems driven by multiplicative white noise
• scientific article; zbMATH DE number 175903 (Why is no real title available?)
• Invariance of stochastic control systems with deterministic arguments
• Stabilization and destabilizationviatime-varying noise for uncertain nonlinear systems
• Decomposition and stability of linear systems with multiplicative noise

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