Stability of Riccati's equation with random stationary coefficients

DOI10.1007/S002459900119zbMath0953.93074OpenAlexW2001405212MaRDI QIDQ1304956

Slim Fakhfakh

Publication date: 29 January 2001

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s002459900119

zbMATH Keywords

Lyapunov exponentsmatrix Riccati equationstochastic stabilizabilitystationary ergodic processrandom matrix coefficientsweak detectability

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Stochastic stability in control theory (93E15)

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