Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems

DOI10.1080/07362990802007046zbMath1147.93044OpenAlexW2014291191MaRDI QIDQ3506298

Toader Morozan, Vasile Dragan

Publication date: 12 June 2008

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

Full work available at URL: https://doi.org/10.1080/07362990802007046

zbMATH Keywords

Markov chainsdiscrete-time linear stochastic systemsindependent random perturbationsLyapunov operatorsmean square exponential stabilitydelay in transmission of the data

Mathematics Subject Classification ID

Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15)

Related Items (7)

Stabilization of stochastic systems under Markovian switching ⋮ Second moment constraints and the control problem of Markov jump linear systems ⋮ A class of discrete time generalized Riccati equations ⋮ On the control of Markov jump linear systems with no mode observation: application to a DC Motor device ⋮ Output feedback of Markov jump linear systems with no mode observation: An automotive throttle application ⋮ H₂optimal control for a wide class of discrete-time linear stochastic systems ⋮ Optimal Guaranteed Cost Control of Stochastic Discrete-Time Systems with States and Input Dependent Noise Under Markovian Switching

Cites Work

• Mean square exponential stability for some stochastic linear discrete time systems
• Stability results for discrete-time linear systems with Markovian jumping parameters
• Stability of regime-switching stochastic differential equations
• Exponential stability for discrete time linear equations defined by positive operators
• Optimal stationary control for dynamic systems with Markov perturbations
• Stabilization of some stochastic discrete–time control systems
• Stochastic stability properties of jump linear systems
• Stabilityradii of some discrete-time systems with independent random parameters
• Mixed H/sub 2//H/sub ∞/-control of discrete-time Markovian jump linear systems
• H∞-type control for discrete-time stochastic systems
• Stochastic stability of jump linear systems

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