Mean square exponential stability for some stochastic linear discrete time systems

DOI10.3166/ejc.12.373-395zbMath1293.93762OpenAlexW2056822163MaRDI QIDQ397252

Vasile Dragan, Toader Morozan

Publication date: 12 August 2014

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3166/ejc.12.373-395

zbMATH Keywords

Markov chainsdiscrete-time linear stochastic systemsindependent random perturbationsLyapunov operatorsmean square exponential stability

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)

Related Items (11)

Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces ⋮ Stabilization of stochastic systems under Markovian switching ⋮ Exponential Stability in Mean Square for a General Class of Discrete-Time Linear Stochastic Systems ⋮ Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises ⋮ Mean-square analysis of stochastic cycles in nonlinear discrete-time systems with parametric noise ⋮ Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises ⋮ 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 ⋮ Exponential ultimate boundedness of nonlinear stochastic difference systems with time-varying delays ⋮ Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises

Cites Work

• Stability results for discrete-time linear systems with Markovian jumping parameters
• Chaotic motion and its probabilistic description in a family of two- dimensional nonlinear systems with hysteresis
• Stability of regime-switching stochastic differential equations
• Exponential stability for discrete time linear equations defined by positive operators
• Stability of stochastic dynamical systems. Proceedings of the international symposium. Organized by The Control Theory Centre, University of Warwick, July 10-14, 1972. Sponsored by the International Union of Theoretical and Applied Mechanics
• Optimal stationary control for dynamic systems with Markov perturbations
• Stabilization of some stochastic discrete–time control systems
• Stochastic stability properties of jump linear systems
• Stability of linear feedback systems with random communication delays
• The symmetric linear matrix equation
• 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
• Newton's method for a rational matrix equation occurring in stochastic control
• Stochastic Equations in Infinite Dimensions
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Mean square exponential stability for some stochastic linear discrete time systems