Stationary Probability Distributions for Linear Time-Invariant Systems

DOI10.1137/0315030MaRDI QIDQ4167350zbMATH OpenOpenAlexFDO

Authors Jakov Snyders

Publication date 1977

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

Full work available at URL https://doi.org/10.1137/0315030

Mathematics Subject Classification ID

Continuity and singularity of induced measures (60G30) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(2)

• Stationary solutions of linear systems with additive and multiplicative noise
• Residence time control of systems subject to measurement noise

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