Stability radii of linear systems with respect to stochastic perturbations

DOI10.1016/0167-6911(92)90036-RzbMath0765.93077OpenAlexW2063388582MaRDI QIDQ1199069

A. El Bouhtouri, Anthony J. Pritchard

Publication date: 16 January 1993

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(92)90036-r

zbMATH Keywords

optimizationstate dependent noisecomplex stability radiistochastic multiperturbations

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Stochastic stability in control theory (93E15)

Related Items (12)

The γ-attenuation problem for systems with state dependent noise ⋮ Stability radii of differential-algebraic equations with respect to stochastic perturbations ⋮ Stability of stochastic integro differiential equations ⋮ Stabilityradii of some discrete-time systems with independent random parameters ⋮ Stability radii of some time-varying linear stochastic differential systems ⋮ State-feedback control of systems with multiplicative noise via linear matrix inequalities ⋮ Robust stabilisation of discrete-time time-varying linear systems with Markovian switching and nonlinear parametric uncertainties ⋮ Diagonal stability of stochastic systems subject to nonlinear disturbances and diagonal \(H_2\) norms ⋮ Stability radii of discrete-time stochastic systems with respect to blockdiagonal perturbations ⋮ Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations ⋮ Parametrized riccati equations associated to input-output operators for discrete-time systems with state-dependent noise ⋮ A Riccati equation approach to maximizing the stability radius of a linear system by state feedback under structured stochastic Lipschitzian perturbations

Cites Work

• Unnamed Item
• On sufficient conditions for nonexplosion of solutions to stochastic differential equations
• Feedback stabilizability for stochastic systems with state and control dependent noise
• Exponential stability for stochastic differential equations with respect to semimartingales
• Asymptotic exponential stability of stochastic partial differential equations with delay
• Absolute stability of a stochastic evolution equationt†
• Equivalence of Lp stability and exponential stability for a class of nonlinear semigroups
• Dynamic Programming Approach to Stochastic Evolution Equations

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