Decomposition and stability of linear systems with multiplicative noise

DOI10.1016/0005-1098(84)90086-4zbMath0568.93069OpenAlexW2040809630MaRDI QIDQ1061087

Hajime Akashi, Kazuhiko Terashima

Publication date: 1984

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(84)90086-4

zbMATH Keywords

Lie algebrastability criterialinear stochastic systemsexplicit solvability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Structure theory for Lie algebras and superalgebras (17B05) Stochastic stability in control theory (93E15) Probabilistic games; gambling (91A60)

Cites Work

• Analysis of bilinear noise models in circuits and devices
• Stochastic differential equations and Nilpotent Lie algebras
• On the stochastic stability of linear systems containing colored multiplicative noise
• An equivalence result for moment stability criteria for parametric stochastic systems and ltd equations
• Stability of linear differential equations with random coefficients
• Lie Algebraic Solution of Linear Differential Equations
• On Global Representations of the Solutions of Linear Differential Equations as a Product of Exponentials
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