Multitime-scale singularly perturbed linear stochastic systems∗

DOI10.1080/07362998608809088zbMath0593.93051OpenAlexW2013372133MaRDI QIDQ3724202

Gangaram S. Ladde, Ongard Sirisaengtaksin

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/07362998608809088

zbMATH Keywords

boundary layermean square convergencesingularly perturbed linear stochastic differential system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Transformations (93B17) Stochastic systems in control theory (general) (93E03) Differential inequalities involving functions of a single real variable (34A40) Singular perturbations for ordinary differential equations (34E15)

Related Items (3)

Large-scale stochastic singularly perturbed systems ⋮ Near–optium regulators for stochastic singularly perturbed systems ⋮ Multi-time method for large-scale filtering

Cites Work

• Diagonalization and stability of multi-time-scale singularly perturbed linear systems
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• Multiparameter singular perturbations of linear systems with multiple time scales
• Random differential inequalities
• A multimodel approach to stochastic Nash games
• Singular perturbations and order reduction in control theory - an overview
• Near-optimum regulators for stochastic linear singularly perturbed systems
• The linear-quadratic-gaussian problem for singularly perturbed systems†
• Linear filtering of singularly perturbed systems
• D-Stability and Multi-Parameter Singular Perturbation

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