Stochastic stability of coupled linear systems: a survey of methods and results

DOI10.1080/07362998408809033zbMath0542.93070OpenAlexW2033955078WikidataQ57979305 ScholiaQ57979305MaRDI QIDQ3331105

Kenneth A. Loparo

Publication date: 1984

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998408809033

zbMATH Keywords

sample-path stabilitystochastic systems with parametric excitation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Random vibrations in mechanics of particles and systems (70L05) Stochastic stability in control theory (93E15)

Related Items (4)

Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise ⋮ Almost sure and moments stability of jump linear systems ⋮ Analytic expansion of the lyapunov exponent associated to the SchrÖDinger operator with random potential ⋮ Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations

Cites Work

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• Asymptotic analysis of deterministic and stochastic equations with rapidly varying components
• A survey of stability of stochastic systems
• Some Limit Theorems for Random Functions. I
• Stochastic stability and the dirichlet problem
• Stability and Control of Stochastic Systems with Wide-band Noise Disturbances. I
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• A limit theorem with strong mixing in banach space and two applications to stochastic differential equations
• Recent progress in stochastic processes--A survey

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